Option Greeks measure how Urban Edge Properties (UE) option prices respond to changes in the stock price (delta and gamma), the passage of time (theta), implied volatility (vega), and interest rates (rho). These charts plot each Greek by strike, so you can see where an expiration's price risk, time decay, and volatility exposure are concentrated. UE implied volatility is near the bottom of its one-year range, which keeps delta and gamma in a narrower range of strikes than usual.
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UE Option Greeks FAQ
What are option Greeks?
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).
How do I read the UE Greeks charts?
Gamma, theta, and vega are largest for strikes near the Urban Edge Properties 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.
How does implied volatility affect UE's Greeks?
Urban Edge Properties IV rank is 12, so implied volatility is near the bottom 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 16.6% to 210.0%. See the UE implied volatility history for a longer view.
How much gamma and delta do UE options carry in total?
Across all open Urban Edge Properties options on Nov 4, 2026, net gamma exposure was $236 and net delta exposure was -$3.3K per 1% move in the stock. The UE gamma exposure chart shows where that gamma sits by strike.
What is Urban Edge Properties?
Urban Edge Properties is a real estate investment trust principally focused on the management and development of retail real estate properties in urban communities in the U.S.