Universal Insurance Holdings, Inc. (UVE) Options History
Historical options analytics archive for UVE with monthly max pain, implied volatility, gamma exposure, and put/call data.
178 months of complete options data available.
UVE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for UVE. 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 |
|---|---|---|---|---|---|---|---|
| 2026-07 | 22 | 42.2% | 11.7% | $35.00 | $58.0K | -$1.4M | 0.59 |
| 2026-06 | 21 | 50.0% | 14.9% | $40.00 | $328.8K | -$2.7M | 1.80 |
| 2026-05 | 20 | 35.8% | 18.0% | $35.00 | $35.6K | -$922.1K | 0.72 |
| 2026-04 | 21 | 39.3% | 20.6% | $34.87 | $51.4K | -$2.2M | 0.51 |
| 2026-03 | 22 | 41.4% | 21.8% | $30.00 | $54.8K | -$1.1M | 0.16 |
| 2026-02 | 19 | 57.0% | 36.8% | $25.00 | $101.7K | -$1.4M | 0.43 |
This archive aggregates UVE's daily end-of-day options snapshots into monthly summaries, spanning 2011-02 through 2026-07. 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 UVE 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 (2026-07) shows an average ATM implied volatility near 42.2%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.59.
2026
Jan | Feb | Mar | Apr | May | Jun | Jul
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
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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Frequently asked UVE history questions
- How much options history is available for UVE?
- This archive holds 178 months of UVE options analytics, spanning 2011-02 through 2026-07. Each entry is a monthly rollup of UVE'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 UVE archive.
- What data does each monthly UVE aggregate contain?
- Every monthly row summarizes that month of UVE 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, 2026-07 recorded an average ATM implied volatility near 42.2%, an average IV rank of 11.7%, a month-end max-pain strike around $35.00, an average put/call ratio of 0.59.
- How is the UVE options-history archive built and how often does it update?
- The archive is derived from UVE'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 UVE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.