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UNITEDHEALTH GROUP INCORPORATED (Delaware) UNH

i

Market datapartial · fetched 2026-11-07T14:16:54.786Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-07T00:59:20.932513087Z

FundamentalsAlpha Vantage · unavailable

Share price$393.94
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)$0.00$0.27$0.54$0.81$1.08$-0.39$0.05$0.50$0.95$1.3920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUNH PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

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%