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Universal Insurance Holdings Inc UVE

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-22T20:45:37.415Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:19:58.219779169Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-22T20:45:36.243544+00:00

Share price$48.03
1D-0.1%
AH$47.92$48.14$48.36$48.58$48.805:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVE
Sold putSold callAH

Universal Insurance Holdings Inc options

Live interpolated UVE call and put midpoint premiums by absolute delta.Universal Insurance Holdings Inc$0.62$2.25$3.88$5.51$7.14$40.15$44.16$48.17$52.17$56.1820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVE spot · $48.03UVE PRICE$0.79$1.01$1.23$1.45$1.67$2.05$2.47$2.90$3.33$3.75$4.18$5.10$6.35$0.80$1.03$1.29$1.61$1.93$2.25$2.57$2.89$3.21$4.03$4.91$5.79$6.67
PutsExpensive1.47×
CallsExpensive1.28×
SkewBullish-4.95 pp
Implied moveBearish±$5.05
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ57.0355.4%20.4%42.9148.9%12.3%
25Δ55.3853.2%17.4%44.2547.2%10.0%
30Δ53.7251.0%14.4%45.3445.8%8.3%
35Δ52.0748.8%11.4%46.1044.9%7.4%
40Δ50.4146.6%8.4%46.8644.1%6.5%
45Δ49.3946.1%7.1%47.6343.2%5.5%
50Δ48.5846.2%6.3%48.3942.3%4.6%
55Δ47.7646.4%5.5%49.1541.5%3.7%
60Δ46.9546.5%4.7%49.9140.6%2.8%
65Δ46.1446.7%3.9%50.9641.4%2.3%
70Δ45.3346.8%3.1%52.0542.4%1.9%
75Δ44.1248.8%2.5%53.1343.4%1.4%
80Δ42.6552.0%2.0%54.2244.4%1.0%

20Δ

Calls
Pseudo strike
57.03
IV
55.4%
B/E move
20.4%
Puts
Pseudo strike
42.91
IV
48.9%
B/E move
12.3%

25Δ

Calls
Pseudo strike
55.38
IV
53.2%
B/E move
17.4%
Puts
Pseudo strike
44.25
IV
47.2%
B/E move
10.0%

30Δ

Calls
Pseudo strike
53.72
IV
51.0%
B/E move
14.4%
Puts
Pseudo strike
45.34
IV
45.8%
B/E move
8.3%

35Δ

Calls
Pseudo strike
52.07
IV
48.8%
B/E move
11.4%
Puts
Pseudo strike
46.10
IV
44.9%
B/E move
7.4%

40Δ

Calls
Pseudo strike
50.41
IV
46.6%
B/E move
8.4%
Puts
Pseudo strike
46.86
IV
44.1%
B/E move
6.5%

45Δ

Calls
Pseudo strike
49.39
IV
46.1%
B/E move
7.1%
Puts
Pseudo strike
47.63
IV
43.2%
B/E move
5.5%

50Δ

Calls
Pseudo strike
48.58
IV
46.2%
B/E move
6.3%
Puts
Pseudo strike
48.39
IV
42.3%
B/E move
4.6%

55Δ

Calls
Pseudo strike
47.76
IV
46.4%
B/E move
5.5%
Puts
Pseudo strike
49.15
IV
41.5%
B/E move
3.7%

60Δ

Calls
Pseudo strike
46.95
IV
46.5%
B/E move
4.7%
Puts
Pseudo strike
49.91
IV
40.6%
B/E move
2.8%

65Δ

Calls
Pseudo strike
46.14
IV
46.7%
B/E move
3.9%
Puts
Pseudo strike
50.96
IV
41.4%
B/E move
2.3%

70Δ

Calls
Pseudo strike
45.33
IV
46.8%
B/E move
3.1%
Puts
Pseudo strike
52.05
IV
42.4%
B/E move
1.9%

75Δ

Calls
Pseudo strike
44.12
IV
48.8%
B/E move
2.5%
Puts
Pseudo strike
53.13
IV
43.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
42.65
IV
52.0%
B/E move
2.0%
Puts
Pseudo strike
54.22
IV
44.4%
B/E move
1.0%

Options history

No recorded observations