Option Greeks measure how an option's price responds to changes in the stock price (delta and gamma), time (theta), implied volatility (vega), and interest rates (rho).

Gamma, theta, and vega are largest for strikes near the United Community Banks stock price and shrink for strikes far above or below it. Theta grows as expiration gets closer, while vega is larger for expirations further out. Call delta runs from 0 to 1 and put delta from -1 to 0, near 0.50 and -0.50 at the money, and roughly estimates the chance that an option finishes in the money.

United Community Banks IV rank is 23, so implied volatility is in the lower part of its one-year range. Higher implied volatility raises option premiums and daily time decay (theta), and spreads delta and gamma across a wider range of strikes. Over the past year, 30-day implied volatility ranged from 15.4% to 195.7%. See the UCB implied volatility history for a longer view.

Across all open United Community Banks options on Nov 4, 2026, net gamma exposure was $7.09K and net delta exposure was $145.27K per 1% move in the stock. The UCB gamma exposure chart shows where that gamma sits by strike.

United Community Banks Inc provides a wide range of financial products and services to the commercial, retail, governmental, educational, energy, health care and real estate sectors.