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UNIVERSAL INSURANCE HLDG, INC. UVE

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
i

Market dataready · fetched 2026-11-13T01:00:15.380Z

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 · 2026-11-13T00:00:00.003222217Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-13T01:00:13.868064+00:00

Share price$48.57
1D-0.4%
AH$48.25$48.42$48.59$48.75$48.925:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUVE
Sold putSold callAH

UNIVERSAL INSURANCE HLDG, INC. options

Live interpolated UVE call and put midpoint premiums by absolute delta.UNIVERSAL INSURANCE HLDG, INC.$0.43$1.09$1.76$2.42$3.09$45.43$47.18$48.93$50.69$52.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ65Δ 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 PRICELive UVE spot · $48.57UVE PRICE$0.52$0.58$0.64$0.73$0.97$1.21$1.45$1.69$1.93$2.17$2.42$2.66$2.90$0.50$0.68$0.87$1.05$1.24$1.42$1.61$1.79$1.98
Puts——
CallsExpensive1.23×
Skew——
Implied moveBearish±$3.06
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ54.0073.7%12.3%45.3456.3%7.7%
25Δ52.6263.5%9.5%45.8655.2%7.0%
30Δ51.2353.3%6.8%46.3954.1%6.3%
35Δ49.9544.1%4.3%46.9152.9%5.6%
40Δ49.5543.0%4.0%47.4351.8%4.9%
45Δ49.1442.0%3.7%47.9550.7%4.2%
50Δ48.7340.9%3.3%48.4749.5%3.5%
55Δ48.3239.8%3.0%48.9948.4%2.8%
60Δ47.9138.7%2.6%49.5147.3%2.1%
65Δ47.5037.6%2.3%
70Δ47.0936.6%1.9%
75Δ46.6835.5%1.6%
80Δ46.2734.4%1.2%

20Δ

Calls
Pseudo strike
54.00
IV
73.7%
B/E move
12.3%
Puts
Pseudo strike
45.34
IV
56.3%
B/E move
7.7%

25Δ

Calls
Pseudo strike
52.62
IV
63.5%
B/E move
9.5%
Puts
Pseudo strike
45.86
IV
55.2%
B/E move
7.0%

30Δ

Calls
Pseudo strike
51.23
IV
53.3%
B/E move
6.8%
Puts
Pseudo strike
46.39
IV
54.1%
B/E move
6.3%

35Δ

Calls
Pseudo strike
49.95
IV
44.1%
B/E move
4.3%
Puts
Pseudo strike
46.91
IV
52.9%
B/E move
5.6%

40Δ

Calls
Pseudo strike
49.55
IV
43.0%
B/E move
4.0%
Puts
Pseudo strike
47.43
IV
51.8%
B/E move
4.9%

45Δ

Calls
Pseudo strike
49.14
IV
42.0%
B/E move
3.7%
Puts
Pseudo strike
47.95
IV
50.7%
B/E move
4.2%

50Δ

Calls
Pseudo strike
48.73
IV
40.9%
B/E move
3.3%
Puts
Pseudo strike
48.47
IV
49.5%
B/E move
3.5%

55Δ

Calls
Pseudo strike
48.32
IV
39.8%
B/E move
3.0%
Puts
Pseudo strike
48.99
IV
48.4%
B/E move
2.8%

60Δ

Calls
Pseudo strike
47.91
IV
38.7%
B/E move
2.6%
Puts
Pseudo strike
49.51
IV
47.3%
B/E move
2.1%

65Δ

Calls
Pseudo strike
47.50
IV
37.6%
B/E move
2.3%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
47.09
IV
36.6%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.68
IV
35.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
46.27
IV
34.4%
B/E move
1.2%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend35.69%
Daily EOD
UVE32.6%35.9%39.1%2026-10-19: 37.91%2026-10-20: 37.79%2026-10-21: 38.22%2026-10-22: 38.67%2026-10-23: 33.04%2026-10-26: 36.36%2026-10-29: 34.48%2026-10-30: 35.69%Oct 19Oct 22Oct 30
8 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
37.91%
37.79%
38.22%
38.67%
33.04%
36.36%
34.48%
35.69%