IntraAlpha
Create free account Start free

Universal Health Services, Inc. Class B UHS

HEALTHCARE · MEDICAL CARE FACILITIES
i

Market dataready · fetched 2026-11-12T02:54:17.339Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-12T00:00:00.000943007Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-12T02:54:16.979827+00:00

Share price$196.77
1D+2.3%
AH$191$192$194$196$1975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUHS
Sold putSold callAH

Universal Health Services, Inc. Class B options

Live interpolated UHS call and put midpoint premiums by absolute delta.Universal Health Services, Inc. Class B$0.79$4.71$8.62$12.54$16.46$172.59$183.98$195.37$206.77$218.1620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UHS spot · $196.77UHS PRICE$1.21$1.58$1.95$2.32$2.75$3.43$4.11$4.78$5.50$6.28$7.07$7.86$8.93$1.83$2.21$2.66$3.36$4.05$4.83$5.71$6.60$7.90$9.63$11.36$13.08$15.33
PutsCheap0.86×
CallsCheap0.59×
SkewBearish+12.43 pp
Implied moveBearish±$9.82
TiltBearish21.0% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ207.3134.4%6.0%184.6351.2%7.1%
25Δ205.3733.7%5.2%187.7846.6%5.7%
30Δ203.4333.0%4.4%190.4843.3%4.6%
35Δ201.5032.2%3.6%192.2443.5%4.0%
40Δ199.7131.8%2.9%193.9943.7%3.5%
45Δ198.4332.5%2.6%195.7343.8%3.0%
50Δ197.1633.1%2.3%197.4343.6%2.6%
55Δ195.8833.8%2.0%199.1343.5%2.2%
60Δ194.5934.0%1.7%201.1243.9%1.8%
65Δ193.2833.3%1.4%203.3944.8%1.5%
70Δ191.9632.5%1.2%205.6745.7%1.3%
75Δ190.6531.8%0.9%207.9446.5%1.0%
80Δ189.1530.9%0.7%210.7048.4%0.7%

20Δ

Calls
Pseudo strike
207.31
IV
34.4%
B/E move
6.0%
Puts
Pseudo strike
184.63
IV
51.2%
B/E move
7.1%

25Δ

Calls
Pseudo strike
205.37
IV
33.7%
B/E move
5.2%
Puts
Pseudo strike
187.78
IV
46.6%
B/E move
5.7%

30Δ

Calls
Pseudo strike
203.43
IV
33.0%
B/E move
4.4%
Puts
Pseudo strike
190.48
IV
43.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
201.50
IV
32.2%
B/E move
3.6%
Puts
Pseudo strike
192.24
IV
43.5%
B/E move
4.0%

40Δ

Calls
Pseudo strike
199.71
IV
31.8%
B/E move
2.9%
Puts
Pseudo strike
193.99
IV
43.7%
B/E move
3.5%

45Δ

Calls
Pseudo strike
198.43
IV
32.5%
B/E move
2.6%
Puts
Pseudo strike
195.73
IV
43.8%
B/E move
3.0%

50Δ

Calls
Pseudo strike
197.16
IV
33.1%
B/E move
2.3%
Puts
Pseudo strike
197.43
IV
43.6%
B/E move
2.6%

55Δ

Calls
Pseudo strike
195.88
IV
33.8%
B/E move
2.0%
Puts
Pseudo strike
199.13
IV
43.5%
B/E move
2.2%

60Δ

Calls
Pseudo strike
194.59
IV
34.0%
B/E move
1.7%
Puts
Pseudo strike
201.12
IV
43.9%
B/E move
1.8%

65Δ

Calls
Pseudo strike
193.28
IV
33.3%
B/E move
1.4%
Puts
Pseudo strike
203.39
IV
44.8%
B/E move
1.5%

70Δ

Calls
Pseudo strike
191.96
IV
32.5%
B/E move
1.2%
Puts
Pseudo strike
205.67
IV
45.7%
B/E move
1.3%

75Δ

Calls
Pseudo strike
190.65
IV
31.8%
B/E move
0.9%
Puts
Pseudo strike
207.94
IV
46.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
189.15
IV
30.9%
B/E move
0.7%
Puts
Pseudo strike
210.70
IV
48.4%
B/E move
0.7%

Options history

IV · four-Friday blend32.41%
Daily EOD
UHS29.5%34.2%38.8%2026-10-19: 34.84%2026-10-20: 34.73%2026-10-21: 34.95%2026-10-22: 35.09%2026-10-23: 35.26%2026-10-26: 36.61%2026-10-27: 38.14%2026-10-28: 31.11%2026-10-29: 30.18%2026-10-30: 32.41%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
34.84%
34.73%
34.95%
35.09%
35.26%
36.61%
38.14%
31.11%
30.18%
32.41%