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UNIVERSAL INSURANCE HLDG, INC. UVE

i

Market dataready · fetched 2026-11-04T00:47:24.260Z

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 · 2026-11-04T00:00:00.003521926Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-04T00:47:23.834481+00:00

Share price$48.88
1D+0.1%
AH$48.50$48.66$48.82$48.98$49.145:30 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.$0.38$1.27$2.17$3.06$3.95$40.32$44.63$48.94$53.25$57.5620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ60Δ 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 PRICELive UVE spot · $48.88UVE PRICE$0.47$0.61$0.75$0.89$1.03$1.34$1.67$2.01$2.35$2.68$3.02$3.36$3.70$0.59$0.84$1.10$1.36$1.62$1.88$2.14$2.39
Puts——
CallsCheap0.53×
Skew——
Implied moveBearish±$3.81
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ53.0335.0%9.5%45.3943.1%8.3%
25Δ52.3035.1%8.2%46.0243.3%7.6%
30Δ51.5735.3%7.0%46.6543.6%6.8%
35Δ50.8435.4%5.8%47.2843.9%6.1%
40Δ50.1135.5%4.6%47.9144.2%5.3%
45Δ49.5535.5%4.1%48.5444.4%4.5%
50Δ49.0135.4%3.7%49.1744.7%3.8%
55Δ48.4835.4%3.3%49.8045.0%3.0%
60Δ47.9435.4%2.9%
65Δ47.4135.4%2.5%
70Δ46.8735.3%2.1%
75Δ46.3435.3%1.7%
80Δ45.8035.3%1.3%

20Δ

Calls
Pseudo strike
53.03
IV
35.0%
B/E move
9.5%
Puts
Pseudo strike
45.39
IV
43.1%
B/E move
8.3%

25Δ

Calls
Pseudo strike
52.30
IV
35.1%
B/E move
8.2%
Puts
Pseudo strike
46.02
IV
43.3%
B/E move
7.6%

30Δ

Calls
Pseudo strike
51.57
IV
35.3%
B/E move
7.0%
Puts
Pseudo strike
46.65
IV
43.6%
B/E move
6.8%

35Δ

Calls
Pseudo strike
50.84
IV
35.4%
B/E move
5.8%
Puts
Pseudo strike
47.28
IV
43.9%
B/E move
6.1%

40Δ

Calls
Pseudo strike
50.11
IV
35.5%
B/E move
4.6%
Puts
Pseudo strike
47.91
IV
44.2%
B/E move
5.3%

45Δ

Calls
Pseudo strike
49.55
IV
35.5%
B/E move
4.1%
Puts
Pseudo strike
48.54
IV
44.4%
B/E move
4.5%

50Δ

Calls
Pseudo strike
49.01
IV
35.4%
B/E move
3.7%
Puts
Pseudo strike
49.17
IV
44.7%
B/E move
3.8%

55Δ

Calls
Pseudo strike
48.48
IV
35.4%
B/E move
3.3%
Puts
Pseudo strike
49.80
IV
45.0%
B/E move
3.0%

60Δ

Calls
Pseudo strike
47.94
IV
35.4%
B/E move
2.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
47.41
IV
35.4%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
46.87
IV
35.3%
B/E move
2.1%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
46.34
IV
35.3%
B/E move
1.7%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
45.80
IV
35.3%
B/E move
1.3%
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%