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UnitedHealth Group Incorporated UNH

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-15T20:04:30.094Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:04:18.579728647Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T19:58:51.575751+00:00

Share price$406.15
1D+2.5%
AH$396$401$406$410$4155:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNH
Sold putSold callAH

UnitedHealth Group Incorporated options

Live interpolated UNH call and put midpoint premiums by absolute delta.UnitedHealth Group Incorporated$0.46$3.33$6.20$9.06$11.93$391.25$398.71$406.16$413.62$421.0720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $406.15OPTION PRICELive UNH spot · $406.15UNH PRICE$0.89$1.19$1.51$1.85$2.22$2.65$3.25$3.85$4.56$5.31$6.72$8.75$11.11$0.77$1.00$1.25$1.56$1.87$2.21$2.58$2.95$3.35$3.81$4.27$4.72$5.18
PutsCheap0.85×
CallsCheap0.72×
SkewBullish-11.71 pp
Implied moveBullish±$5.83
TiltBullish20.5% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ413.1537.8%1.9%400.5032.0%1.6%
25Δ411.7737.7%1.7%401.7431.0%1.3%
30Δ410.5137.4%1.4%402.8430.4%1.1%
35Δ409.3637.1%1.2%403.7130.4%1.0%
40Δ408.2936.8%1.1%404.5930.3%0.8%
45Δ407.2436.9%0.9%405.4230.1%0.7%
50Δ406.2338.0%0.8%406.2229.7%0.6%
55Δ405.2239.2%0.7%407.0129.3%0.5%
60Δ404.1040.0%0.6%407.7928.8%0.4%
65Δ402.9540.5%0.5%408.5628.1%0.3%
70Δ401.2844.5%0.5%409.3227.4%0.3%
75Δ399.0650.7%0.4%410.0826.7%0.2%
80Δ396.4355.9%0.3%410.8526.1%0.1%

20Δ

Calls
Pseudo strike
413.15
IV
37.8%
B/E move
1.9%
Puts
Pseudo strike
400.50
IV
32.0%
B/E move
1.6%

25Δ

Calls
Pseudo strike
411.77
IV
37.7%
B/E move
1.7%
Puts
Pseudo strike
401.74
IV
31.0%
B/E move
1.3%

30Δ

Calls
Pseudo strike
410.51
IV
37.4%
B/E move
1.4%
Puts
Pseudo strike
402.84
IV
30.4%
B/E move
1.1%

35Δ

Calls
Pseudo strike
409.36
IV
37.1%
B/E move
1.2%
Puts
Pseudo strike
403.71
IV
30.4%
B/E move
1.0%

40Δ

Calls
Pseudo strike
408.29
IV
36.8%
B/E move
1.1%
Puts
Pseudo strike
404.59
IV
30.3%
B/E move
0.8%

45Δ

Calls
Pseudo strike
407.24
IV
36.9%
B/E move
0.9%
Puts
Pseudo strike
405.42
IV
30.1%
B/E move
0.7%

50Δ

Calls
Pseudo strike
406.23
IV
38.0%
B/E move
0.8%
Puts
Pseudo strike
406.22
IV
29.7%
B/E move
0.6%

55Δ

Calls
Pseudo strike
405.22
IV
39.2%
B/E move
0.7%
Puts
Pseudo strike
407.01
IV
29.3%
B/E move
0.5%

60Δ

Calls
Pseudo strike
404.10
IV
40.0%
B/E move
0.6%
Puts
Pseudo strike
407.79
IV
28.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
402.95
IV
40.5%
B/E move
0.5%
Puts
Pseudo strike
408.56
IV
28.1%
B/E move
0.3%

70Δ

Calls
Pseudo strike
401.28
IV
44.5%
B/E move
0.5%
Puts
Pseudo strike
409.32
IV
27.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
399.06
IV
50.7%
B/E move
0.4%
Puts
Pseudo strike
410.08
IV
26.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
396.43
IV
55.9%
B/E move
0.3%
Puts
Pseudo strike
410.85
IV
26.1%
B/E move
0.1%