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UMH Properties, Inc. UMH

REAL ESTATE · REIT - RESIDENTIAL
i

Market dataready · fetched 2026-11-14T01:47:21.956Z

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 · 2026-11-14T00:00:00.000389379Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-14T01:47:21.638288+00:00

Share price$14.55
1D-0.3%
AH$14.53$14.56$14.59$14.62$14.655:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUMH
Sold putSold callAH

UMH Properties, Inc. options

Live interpolated UMH call and put midpoint premiums by absolute delta.UMH Properties, Inc.$0.13$1.26$2.38$3.50$4.63$13.94$14.24$14.54$14.84$15.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ25Δ C unavailable: no unambiguous, price-consistent delta bracketC —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 PRICELive UMH spot · $14.55UMH PRICE$0.38$0.25$0.66$1.06$1.47$1.87$2.28$2.68$3.09$3.49$3.90$4.30$0.33$0.36$0.39$0.42$0.46$0.49$0.52$0.55$0.58$0.61
Puts——
Calls——
Skew——
Implied moveBullish±$2.39
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ19.48201.5%36.5%12.55140.8%16.0%
25Δ12.81130.6%14.4%
30Δ14.8742.6%3.9%13.07120.5%12.9%
35Δ14.4563.0%3.8%13.33110.3%11.3%
40Δ14.0383.5%3.7%13.59100.2%9.7%
45Δ13.61104.0%3.6%13.8590.0%8.2%
50Δ13.19124.4%3.5%14.1079.9%6.6%
55Δ12.77144.9%3.4%14.3669.7%5.1%
60Δ12.35165.4%3.3%14.6259.6%3.5%
65Δ11.93185.9%3.2%14.8849.4%1.9%
70Δ11.51206.3%3.1%
75Δ11.09226.8%3.0%
80Δ10.67247.3%2.9%

20Δ

Calls
Pseudo strike
19.48
IV
201.5%
B/E move
36.5%
Puts
Pseudo strike
12.55
IV
140.8%
B/E move
16.0%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
12.81
IV
130.6%
B/E move
14.4%

30Δ

Calls
Pseudo strike
14.87
IV
42.6%
B/E move
3.9%
Puts
Pseudo strike
13.07
IV
120.5%
B/E move
12.9%

35Δ

Calls
Pseudo strike
14.45
IV
63.0%
B/E move
3.8%
Puts
Pseudo strike
13.33
IV
110.3%
B/E move
11.3%

40Δ

Calls
Pseudo strike
14.03
IV
83.5%
B/E move
3.7%
Puts
Pseudo strike
13.59
IV
100.2%
B/E move
9.7%

45Δ

Calls
Pseudo strike
13.61
IV
104.0%
B/E move
3.6%
Puts
Pseudo strike
13.85
IV
90.0%
B/E move
8.2%

50Δ

Calls
Pseudo strike
13.19
IV
124.4%
B/E move
3.5%
Puts
Pseudo strike
14.10
IV
79.9%
B/E move
6.6%

55Δ

Calls
Pseudo strike
12.77
IV
144.9%
B/E move
3.4%
Puts
Pseudo strike
14.36
IV
69.7%
B/E move
5.1%

60Δ

Calls
Pseudo strike
12.35
IV
165.4%
B/E move
3.3%
Puts
Pseudo strike
14.62
IV
59.6%
B/E move
3.5%

65Δ

Calls
Pseudo strike
11.93
IV
185.9%
B/E move
3.2%
Puts
Pseudo strike
14.88
IV
49.4%
B/E move
1.9%

70Δ

Calls
Pseudo strike
11.51
IV
206.3%
B/E move
3.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
11.09
IV
226.8%
B/E move
3.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
10.67
IV
247.3%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend61.24%
Daily EOD
UMH39.2%55.9%72.7%2026-10-19: 41.50%2026-10-21: 57.56%2026-10-22: 70.37%2026-10-23: 63.02%2026-10-26: 62.05%2026-10-27: 52.82%2026-10-28: 61.56%2026-10-29: 48.68%2026-10-30: 61.24%Oct 19Oct 26Oct 30
9 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
41.50%
57.56%
70.37%
63.02%
62.05%
52.82%
61.56%
48.68%
61.24%