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Universal Insurance Holdings Inc UVE

FINANCIAL SERVICES · INSURANCE - PROPERTY & CASUALTY
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Market dataready · fetched 2026-10-23T16:43:02.029Z

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 · 2026-10-23T16:38:59.364280447Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-10-23T16:36:09.913391+00:00

Share price$47.85
1D-4.1%
$47.51$48.15$48.79$49.42$50.065:30 AM6:30 AM9:00 AM1:00 PMUVE
Sold putSold call

Universal Insurance Holdings Inc options

Live interpolated UVE call and put midpoint premiums by absolute delta.Universal Insurance Holdings Inc$0.45$2.24$4.03$5.82$7.61$40.20$44.07$47.95$51.82$55.7020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UVE spot · $47.85UVE PRICE$1.02$1.02$1.02$1.02$1.43$1.85$2.27$2.69$3.11$3.53$3.95$5.26$7.10$0.64$0.81$1.01$1.22$1.42$1.63$1.83$2.04$2.25$2.45
PutsFair0.99×
CallsExpensive1.16×
SkewBullish-13.68 pp
Implied moveBullish±$4.10
TiltBullish39.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.4378.5%26.3%43.4341.8%10.6%
25Δ56.3163.9%19.8%44.8538.8%8.0%
30Δ53.1949.3%13.3%45.5137.2%7.0%
35Δ50.0734.8%6.8%46.0735.9%6.3%
40Δ49.3435.8%6.1%46.6334.6%5.5%
45Δ48.6637.3%5.6%47.2033.2%4.8%
50Δ47.9738.7%5.0%47.7631.9%4.0%
55Δ47.2940.2%4.5%48.3330.5%3.3%
60Δ46.6141.6%3.9%48.8929.2%2.5%
65Δ45.9343.1%3.4%49.4527.9%1.8%
70Δ45.2544.5%2.8%
75Δ43.7751.6%2.5%
80Δ41.8161.8%2.2%

20Δ

Calls
Pseudo strike
59.43
IV
78.5%
B/E move
26.3%
Puts
Pseudo strike
43.43
IV
41.8%
B/E move
10.6%

25Δ

Calls
Pseudo strike
56.31
IV
63.9%
B/E move
19.8%
Puts
Pseudo strike
44.85
IV
38.8%
B/E move
8.0%

30Δ

Calls
Pseudo strike
53.19
IV
49.3%
B/E move
13.3%
Puts
Pseudo strike
45.51
IV
37.2%
B/E move
7.0%

35Δ

Calls
Pseudo strike
50.07
IV
34.8%
B/E move
6.8%
Puts
Pseudo strike
46.07
IV
35.9%
B/E move
6.3%

40Δ

Calls
Pseudo strike
49.34
IV
35.8%
B/E move
6.1%
Puts
Pseudo strike
46.63
IV
34.6%
B/E move
5.5%

45Δ

Calls
Pseudo strike
48.66
IV
37.3%
B/E move
5.6%
Puts
Pseudo strike
47.20
IV
33.2%
B/E move
4.8%

50Δ

Calls
Pseudo strike
47.97
IV
38.7%
B/E move
5.0%
Puts
Pseudo strike
47.76
IV
31.9%
B/E move
4.0%

55Δ

Calls
Pseudo strike
47.29
IV
40.2%
B/E move
4.5%
Puts
Pseudo strike
48.33
IV
30.5%
B/E move
3.3%

60Δ

Calls
Pseudo strike
46.61
IV
41.6%
B/E move
3.9%
Puts
Pseudo strike
48.89
IV
29.2%
B/E move
2.5%

65Δ

Calls
Pseudo strike
45.93
IV
43.1%
B/E move
3.4%
Puts
Pseudo strike
49.45
IV
27.9%
B/E move
1.8%

70Δ

Calls
Pseudo strike
45.25
IV
44.5%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
43.77
IV
51.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
41.81
IV
61.8%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

Options history

No recorded observations