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UNITEDHEALTH GROUP INCORPORATED (Delaware) UNH

i

Market dataready · fetched 2026-11-06T22:04:55.374Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-13

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 · 2026-11-06T22:01:20.64272926Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-06T22:04:53.567802+00:00

Share price$393.01
1D+1.1%
AH$388$390$392$395$3975:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUNH
Sold putSold callAH

UNITEDHEALTH GROUP INCORPORATED (Delaware) options

Live interpolated UNH call and put midpoint premiums by absolute delta.UNITEDHEALTH GROUP INCORPORATED (Delaware)$1.51$7.14$12.77$18.40$24.03$361.84$378.83$395.81$412.79$429.7720Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNH spot · $393.01UNH PRICE$2.12$2.86$3.68$4.62$5.68$6.84$8.14$9.67$11.43$13.49$16.01$19.12$22.41$2.40$3.13$3.90$4.72$5.60$6.53$7.54$8.64$9.83$11.13$12.56$14.03$15.79
PutsCheap0.75×
CallsCheap0.71×
SkewBullish-5.72 pp
Implied moveBullish±$15.68
TiltBullish8.7% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ410.4735.6%5.0%376.5338.5%4.8%
25Δ407.2836.0%4.4%380.2437.6%4.0%
30Δ404.3736.4%3.8%383.4536.6%3.4%
35Δ401.6837.0%3.4%386.3135.8%2.9%
40Δ399.0837.6%3.0%388.9335.1%2.5%
45Δ396.4838.2%2.6%391.3934.3%2.1%
50Δ393.8638.7%2.3%393.7233.6%1.7%
55Δ391.1839.5%2.0%395.9833.1%1.4%
60Δ388.3540.4%1.7%398.2132.5%1.2%
65Δ385.3141.5%1.5%400.4431.9%0.9%
70Δ381.8843.0%1.2%402.7031.2%0.7%
75Δ377.9244.7%1.0%404.9430.3%0.5%
80Δ373.7445.4%0.8%407.3529.4%0.4%

20Δ

Calls
Pseudo strike
410.47
IV
35.6%
B/E move
5.0%
Puts
Pseudo strike
376.53
IV
38.5%
B/E move
4.8%

25Δ

Calls
Pseudo strike
407.28
IV
36.0%
B/E move
4.4%
Puts
Pseudo strike
380.24
IV
37.6%
B/E move
4.0%

30Δ

Calls
Pseudo strike
404.37
IV
36.4%
B/E move
3.8%
Puts
Pseudo strike
383.45
IV
36.6%
B/E move
3.4%

35Δ

Calls
Pseudo strike
401.68
IV
37.0%
B/E move
3.4%
Puts
Pseudo strike
386.31
IV
35.8%
B/E move
2.9%

40Δ

Calls
Pseudo strike
399.08
IV
37.6%
B/E move
3.0%
Puts
Pseudo strike
388.93
IV
35.1%
B/E move
2.5%

45Δ

Calls
Pseudo strike
396.48
IV
38.2%
B/E move
2.6%
Puts
Pseudo strike
391.39
IV
34.3%
B/E move
2.1%

50Δ

Calls
Pseudo strike
393.86
IV
38.7%
B/E move
2.3%
Puts
Pseudo strike
393.72
IV
33.6%
B/E move
1.7%

55Δ

Calls
Pseudo strike
391.18
IV
39.5%
B/E move
2.0%
Puts
Pseudo strike
395.98
IV
33.1%
B/E move
1.4%

60Δ

Calls
Pseudo strike
388.35
IV
40.4%
B/E move
1.7%
Puts
Pseudo strike
398.21
IV
32.5%
B/E move
1.2%

65Δ

Calls
Pseudo strike
385.31
IV
41.5%
B/E move
1.5%
Puts
Pseudo strike
400.44
IV
31.9%
B/E move
0.9%

70Δ

Calls
Pseudo strike
381.88
IV
43.0%
B/E move
1.2%
Puts
Pseudo strike
402.70
IV
31.2%
B/E move
0.7%

75Δ

Calls
Pseudo strike
377.92
IV
44.7%
B/E move
1.0%
Puts
Pseudo strike
404.94
IV
30.3%
B/E move
0.5%

80Δ

Calls
Pseudo strike
373.74
IV
45.4%
B/E move
0.8%
Puts
Pseudo strike
407.35
IV
29.4%
B/E move
0.4%

Options history

IV · four-Friday blend33.67%
Daily close
UNH21.4%44.1%66.8%2026-08-10: 27.79%2026-08-11: 27.15%2026-08-12: 26.72%2026-08-13: 25.85%2026-08-14: 24.52%2026-08-17: 27.33%2026-08-18: 26.96%2026-08-19: 27.12%2026-08-20: 28.02%2026-08-21: 26.41%2026-08-24: 27.90%2026-08-25: 27.60%2026-08-26: 27.98%2026-08-27: 26.73%2026-08-28: 24.64%2026-08-31: 27.44%2026-09-01: 29.38%2026-09-02: 27.27%2026-09-03: 26.98%2026-09-04: 27.79%2026-09-08: 34.24%2026-09-09: 30.90%2026-09-10: 29.55%2026-09-11: 27.56%2026-09-14: 29.35%2026-09-15: 30.08%2026-09-17: 31.65%2026-09-18: 32.14%2026-09-21: 32.97%2026-09-22: 34.16%2026-09-23: 33.97%2026-09-24: 36.45%2026-09-25: 37.82%2026-09-28: 42.41%2026-09-29: 43.11%2026-09-30: 45.64%2026-10-01: 42.58%2026-10-02: 43.04%2026-10-05: 49.11%2026-10-06: 51.42%2026-10-07: 57.39%2026-10-08: 63.66%2026-10-09: 50.07%2026-10-12: 54.96%2026-10-13: 36.35%2026-10-14: 33.69%2026-10-15: 29.99%2026-10-16: 33.18%2026-10-19: 30.12%2026-10-20: 29.76%2026-10-21: 27.72%2026-10-22: 28.20%2026-10-23: 26.48%2026-10-26: 29.21%2026-10-27: 28.79%2026-10-28: 31.03%2026-10-29: 32.15%2026-10-30: 33.67%Aug 10Sep 21Oct 30
58 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
27.79%
27.15%
26.72%
25.85%
24.52%
27.33%
26.96%
27.12%
28.02%
26.41%
27.90%
27.60%
27.98%
26.73%
24.64%
27.44%
29.38%
27.27%
26.98%
27.79%
34.24%
30.90%
29.55%
27.56%
29.35%
30.08%
31.65%
32.14%
32.97%
34.16%
33.97%
36.45%
37.82%
42.41%
43.11%
45.64%
42.58%
43.04%
49.11%
51.42%
57.39%
63.66%
50.07%
54.96%
36.35%
33.69%
29.99%
33.18%
30.12%
29.76%
27.72%
28.20%
26.48%
29.21%
28.79%
31.03%
32.15%
33.67%