UDR, Inc. (UDR) Options History
Historical options analytics archive for UDR with monthly max pain, implied volatility, gamma exposure, and put/call data.
237 months of complete options data available.
UDR monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UDR. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-09 | 21 | 117.4% | 23.4% | $37.50 | -$4.5K | $869.2K | 1.97 |
| 2026-08 | 21 | 104.5% | 20.1% | $37.50 | $46.7K | -$92.1K | 0.95 |
| 2026-07 | 22 | 146.6% | 28.2% | $40.00 | $649.1K | -$2.3M | 0.94 |
| 2026-06 | 21 | 115.8% | 22.0% | $35.00 | $976.2K | -$6.3M | 0.56 |
| 2026-05 | 20 | 99.7% | 31.1% | $35.00 | $249.2K | -$2.0M | 0.63 |
| 2026-04 | 21 | 31.1% | 39.6% | $35.00 | -$34.8K | $77.6K | 2.37 |
This archive aggregates UDR's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-09. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how UDR option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-09) shows an average ATM implied volatility near 117.4%, a month-end max-pain strike around $37.50, an average put/call ratio of 1.97.
2026
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2025
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2024
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2023
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2022
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2021
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2020
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2019
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2018
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2017
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2016
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2015
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2014
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2013
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2012
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2011
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2010
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2009
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2008
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2007
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Frequently asked UDR history questions
- How much options history is available for UDR?
- This archive holds 237 months of UDR options analytics, spanning 2007-01 through 2026-09. Each entry is a monthly rollup of UDR's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the UDR archive.
- What data does each monthly UDR aggregate contain?
- Every monthly row summarizes that month of UDR option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-09 recorded an average ATM implied volatility near 117.4%, an average IV rank of 23.4%, a month-end max-pain strike around $37.50, an average put/call ratio of 1.97.
- How is the UDR options-history archive built and how often does it update?
- The archive is derived from UDR's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how UDR's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.