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Universal Corporation UVV

CONSUMER DEFENSIVE · TOBACCO
i

Market dataready · fetched 2026-11-07T20:38:31.055Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:00:00.000826405Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-07T20:38:30.616682+00:00

Share price$39.41
1D-0.9%
AH$39.13$39.48$39.83$40.18$40.535:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVV
Sold putSold callAH

Universal Corporation options

Live interpolated UVV call and put midpoint premiums by absolute delta.Universal Corporation$0.23$1.44$2.66$3.88$5.09$34.67$37.25$39.82$42.40$44.9720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVV spot · $39.41UVV PRICE$0.59$0.77$0.94$1.12$1.30$1.48$1.80$2.29$2.78$3.27$3.76$4.25$4.74$0.36$0.46$0.56$0.65$0.75$0.85$0.95$1.04$1.25$1.93$2.62$3.30$3.99
PutsCheap0.68×
CallsExpensive1.09×
SkewBullish-26.96 pp
Implied moveBullish±$2.75
TiltBullish21.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ43.3049.1%11.3%36.2639.8%8.9%
25Δ42.7051.3%10.3%36.7438.2%7.9%
30Δ42.1053.5%9.2%37.2236.7%7.0%
35Δ41.5155.7%8.2%37.7035.2%6.0%
40Δ40.9157.9%7.1%38.1733.7%5.0%
45Δ40.3260.1%6.1%38.6532.1%4.1%
50Δ39.6762.1%5.2%39.1330.6%3.1%
55Δ38.9563.8%4.7%39.6129.1%2.2%
60Δ38.2465.5%4.1%40.1328.3%1.3%
65Δ37.5267.1%3.5%40.8931.3%1.1%
70Δ36.8068.8%2.9%41.6534.4%1.0%
75Δ36.0970.5%2.4%42.4137.4%0.8%
80Δ35.3772.2%1.8%43.1640.4%0.6%

20Δ

Calls
Pseudo strike
43.30
IV
49.1%
B/E move
11.3%
Puts
Pseudo strike
36.26
IV
39.8%
B/E move
8.9%

25Δ

Calls
Pseudo strike
42.70
IV
51.3%
B/E move
10.3%
Puts
Pseudo strike
36.74
IV
38.2%
B/E move
7.9%

30Δ

Calls
Pseudo strike
42.10
IV
53.5%
B/E move
9.2%
Puts
Pseudo strike
37.22
IV
36.7%
B/E move
7.0%

35Δ

Calls
Pseudo strike
41.51
IV
55.7%
B/E move
8.2%
Puts
Pseudo strike
37.70
IV
35.2%
B/E move
6.0%

40Δ

Calls
Pseudo strike
40.91
IV
57.9%
B/E move
7.1%
Puts
Pseudo strike
38.17
IV
33.7%
B/E move
5.0%

45Δ

Calls
Pseudo strike
40.32
IV
60.1%
B/E move
6.1%
Puts
Pseudo strike
38.65
IV
32.1%
B/E move
4.1%

50Δ

Calls
Pseudo strike
39.67
IV
62.1%
B/E move
5.2%
Puts
Pseudo strike
39.13
IV
30.6%
B/E move
3.1%

55Δ

Calls
Pseudo strike
38.95
IV
63.8%
B/E move
4.7%
Puts
Pseudo strike
39.61
IV
29.1%
B/E move
2.2%

60Δ

Calls
Pseudo strike
38.24
IV
65.5%
B/E move
4.1%
Puts
Pseudo strike
40.13
IV
28.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
37.52
IV
67.1%
B/E move
3.5%
Puts
Pseudo strike
40.89
IV
31.3%
B/E move
1.1%

70Δ

Calls
Pseudo strike
36.80
IV
68.8%
B/E move
2.9%
Puts
Pseudo strike
41.65
IV
34.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
36.09
IV
70.5%
B/E move
2.4%
Puts
Pseudo strike
42.41
IV
37.4%
B/E move
0.8%

80Δ

Calls
Pseudo strike
35.37
IV
72.2%
B/E move
1.8%
Puts
Pseudo strike
43.16
IV
40.4%
B/E move
0.6%

Options history

IV · four-Friday blend29.78%
Daily EOD
UVV29.5%31.7%34.0%2026-10-19: 29.77%2026-10-20: 32.74%2026-10-23: 30.79%2026-10-26: 33.71%2026-10-28: 29.78%Oct 19Oct 23Oct 28
5 observations2026-10-19 — 2026-10-28
Table
DateIV (%)
29.77%
32.74%
30.79%
33.71%
29.78%