UDMY - Latest News

Udemy, Inc. (UDMY), operates in Consumer Defensive / Education & Training Services, trades on NASDAQ.

Market capitalization stands near $677.3M. Beta to the broader market is 1.58.

The article list below shows the most recent UDMY headlines from major financial news vendors. For options traders, the most actionable items are earnings releases, analyst rating changes, M&A activity, and regulatory filings - each can drive a meaningful repricing of implied volatility and shift dealer hedging flow. Pair the news context with the implied-volatility skew and gamma exposure views to see whether the options market has already priced in the headline.

Recent UDMY Headlines

Coursera: A Bet On E-Learning Scale And Synergies After Udemy Merger Completes

seekingalpha.com - Jul 6, 2026

Coursera gets a buy rating for my initial coverage, as a compelling growth idea driven by the Udemy merger and potential synergies. While not a divid

Coursera Completes Combination with Udemy to Build the World's Most Comprehensive Skills Platform

businesswire.com - May 11, 2026

MOUNTAIN VIEW, Calif. --(BUSINESS WIRE)--Coursera Completes Combination with Udemy to Build the World's Most Comprehensive Skills Platform.

Udemy Expands AI Role Play Capabilities to Advance Immersive, Skills-Based Learning

businesswire.com - May 7, 2026

SAN FRANCISCO--(BUSINESS WIRE)--Udemy (Nasdaq: UDMY), a leading AI-powered skills acceleration platform, today announced expanded capabilities for Rol

Udemy (UDMY) to Release Quarterly Earnings on Wednesday

defenseworld.net - Apr 27, 2026

Udemy (NASDAQ: UDMY - Get Free Report) is expected to announce its Q1 2026 results after the market closes on Wednesday, April 29th. Analysts expect

How News Affects UDMY Options Pricing

Headlines and scheduled events drive implied volatility in two distinct ways. Pre-event, IV typically inflates as uncertainty about the outcome rises; this is the implied-volatility expansion that creates the long-vol setup. Post-event, IV typically contracts sharply as uncertainty resolves; this is IV crush, which makes premium-selling structures profitable when they survive the underlying move. The size of the crush depends on how stretched pre-event IV is relative to the realized move. Track UDMY's implied vs realized volatility over the news cycle to size pre-event vs post-event positioning. For ticker-level dealer positioning context, the gamma exposure view shows whether dealers are positioned to amplify or dampen post-news moves.