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UDR, Inc. UDR

i

Market dataready · fetched 2026-11-11T15:53:45.272Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-12-18

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 · 2026-11-11T15:53:39.408368797Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-11T15:53:43.866073+00:00

Share price$36.25
1D-0.3%
$36.21$36.29$36.38$36.47$36.555:30 AM6:30 AM9:00 AM1:00 PMUDR
Sold putSold call

UDR, Inc. options

Live interpolated UDR call and put midpoint premiums by absolute delta.UDR, Inc.$0.17$2.19$4.21$6.23$8.25$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ35Δ P unavailable: no unambiguous, price-consistent delta bracketP —40Δ P unavailable: no unambiguous, price-consistent delta bracketP —45Δ P unavailable: no unambiguous, price-consistent delta bracketP —50Δ P unavailable: no unambiguous, price-consistent delta bracketP —55Δ P unavailable: no unambiguous, price-consistent delta bracketP —60Δ P unavailable: no unambiguous, price-consistent delta bracketP —65Δ P unavailable: no unambiguous, price-consistent delta bracketP —70Δ P unavailable: no unambiguous, price-consistent delta bracketP —75Δ P unavailable: no unambiguous, price-consistent delta bracketP —80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICEUDR PRICE$1.08$1.21$1.33$1.45$1.57$1.69$1.81$1.93$2.06$2.18$3.49$5.58$7.67$0.39$0.49$0.60
Puts——
CallsExpensive1.48×
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ49.8897.6%40.6%33.6029.1%8.4%
25Δ48.3090.5%36.6%34.2927.5%6.8%
30Δ46.7183.5%32.5%34.9825.9%5.1%
35Δ45.1376.5%28.5%
40Δ43.5469.5%24.5%
45Δ41.9662.4%20.4%
50Δ40.3855.4%16.4%
55Δ38.7948.4%12.4%
60Δ37.2141.3%8.3%
65Δ35.6334.3%4.3%
70Δ33.6738.7%2.5%
75Δ31.4750.6%2.2%
80Δ29.2762.4%1.9%

20Δ

Calls
Pseudo strike
49.88
IV
97.6%
B/E move
40.6%
Puts
Pseudo strike
33.60
IV
29.1%
B/E move
8.4%

25Δ

Calls
Pseudo strike
48.30
IV
90.5%
B/E move
36.6%
Puts
Pseudo strike
34.29
IV
27.5%
B/E move
6.8%

30Δ

Calls
Pseudo strike
46.71
IV
83.5%
B/E move
32.5%
Puts
Pseudo strike
34.98
IV
25.9%
B/E move
5.1%

35Δ

Calls
Pseudo strike
45.13
IV
76.5%
B/E move
28.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
43.54
IV
69.5%
B/E move
24.5%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
41.96
IV
62.4%
B/E move
20.4%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
40.38
IV
55.4%
B/E move
16.4%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
38.79
IV
48.4%
B/E move
12.4%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
37.21
IV
41.3%
B/E move
8.3%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
35.63
IV
34.3%
B/E move
4.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
33.67
IV
38.7%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
31.47
IV
50.6%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
29.27
IV
62.4%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend29.19%
Daily EOD
UDR25.3%29.6%33.9%2026-10-19: 27.31%2026-10-20: 27.28%2026-10-21: 25.91%2026-10-22: 26.69%2026-10-26: 27.80%2026-10-27: 31.41%2026-10-28: 31.13%2026-10-29: 33.33%2026-10-30: 29.19%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
27.31%
27.28%
25.91%
26.69%
27.80%
31.41%
31.13%
33.33%
29.19%