UDR Inc (UDR) Straddle

Trading a UDR straddle lets you take a pure volatility position on UDR Inc without committing to a direction. UDR Inc's straddle involves buying (or selling) a call and a put at the same strike and expiration, profiting when the stock moves more (or less) than the combined premium implies. Use our scanner to evaluate UDR straddle pricing in real time and find the moments when expected moves are mispriced.

A long straddle on UDR profits from large moves in either direction and is a classic play into binary events like earnings, product announcements, or macro releases. A short straddle profits when UDR Inc stays range-bound and implied volatility contracts. The breakeven points are simple: strike plus total premium on the upside, strike minus total premium on the downside. Comparing the UDR straddle price to historical realized moves helps you judge whether the market is overpaying or underpaying for volatility.

UDR, Inc. (NYSE: UDR), an S&P 500 company, is a leading multifamily real estate investment trust with a demonstrated performance history of delivering superior and dependable returns by successfully managing, buying, selling, developing and redeveloping attractive real estate communities in targeted U.S. markets. As of September 30, 2020, UDR owned or had an ownership position in 51,649 apartment homes including 1,031 homes under development. For over 48 years, UDR has delivered long-term value to shareholders, the best standard of service to Residents and the highest quality experience for Associates.

Earnings, product cycles, macro prints — any time volatility itself is the trade, the UDR straddle is the cleanest expression of that view. Our scanner prices every UDR straddle against historical realized moves, flags expirations where the market is overpaying or underpaying for vol, and ranks setups by breakeven width and IV rank. Whether you're long a UDR straddle into a catalyst or short a UDR straddle to harvest decay, the options straddle setups that matter are all in one place.