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UWM Holdings Corporation UWMC

FINANCIAL SERVICES · MORTGAGE FINANCE
i

Market dataready · fetched 2026-11-03T20:16:14.453Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-03T20:16:04.950973736Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-03T20:16:13.526689+00:00

Share price$1.61
1D+2.7%
$1.56$1.58$1.60$1.62$1.645:30 AM6:30 AM9:00 AM1:00 PMUWMC
Sold putSold call

UWM Holdings Corporation options

Live interpolated UWMC call and put midpoint premiums by absolute delta.UWM Holdings Corporation$0.17$0.52$0.86$1.20$1.55$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C unavailable: no unambiguous, price-consistent delta bracketC —45Δ C unavailable: no unambiguous, price-consistent delta bracketC —50Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUWMC PRICE$0.21$0.28$0.35$0.41$0.48$0.66$1.05$1.45
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ1.58202.8%14.6%
45Δ1.67211.5%13.2%
50Δ1.76220.3%11.8%
55Δ1.85229.0%10.4%
60Δ1.94237.8%9.0%
65Δ2.14261.5%7.9%
70Δ2.54314.4%7.3%
75Δ2.95367.2%6.6%
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.58
IV
202.8%
B/E move
14.6%

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.67
IV
211.5%
B/E move
13.2%

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.76
IV
220.3%
B/E move
11.8%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.85
IV
229.0%
B/E move
10.4%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
1.94
IV
237.8%
B/E move
9.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.14
IV
261.5%
B/E move
7.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.54
IV
314.4%
B/E move
7.3%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
2.95
IV
367.2%
B/E move
6.6%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations