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UnitedHealth Group Incorporated UNH

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-15T20:37:10.905Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:31:56.657547834Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T20:37:10.253535+00:00

Share price$406.50
1D+2.3%
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$0.53$3.01$5.50$7.99$10.48$391.34$398.86$406.39$413.91$421.4420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $406.50OPTION PRICELive UNH spot · $406.50UNH PRICE$0.87$1.15$1.46$1.78$2.13$2.48$3.04$3.62$4.24$4.93$5.69$7.53$9.76$0.80$1.03$1.32$1.64$1.97$2.35$2.75$3.15$3.65$4.16$4.67$5.16$5.64
PutsCheap0.89×
CallsCheap0.66×
SkewBullish-6.76 pp
Implied moveBullish±$5.79
TiltBullish11.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ413.3036.6%1.9%400.6533.0%1.6%
25Δ411.9336.4%1.6%401.9532.2%1.4%
30Δ410.7136.1%1.4%403.0331.9%1.2%
35Δ409.5835.7%1.2%403.9532.0%1.0%
40Δ408.5635.2%1.0%404.8732.1%0.9%
45Δ407.5434.7%0.9%405.7331.9%0.8%
50Δ406.5735.6%0.8%406.5931.7%0.7%
55Δ405.6136.5%0.7%407.4431.4%0.5%
60Δ404.6037.2%0.6%408.2931.1%0.5%
65Δ403.5237.4%0.5%409.1530.7%0.4%
70Δ402.4037.9%0.4%410.0030.4%0.3%
75Δ400.4043.5%0.4%410.7428.7%0.2%
80Δ397.9649.0%0.3%411.4827.0%0.2%

20Δ

Calls
Pseudo strike
413.30
IV
36.6%
B/E move
1.9%
Puts
Pseudo strike
400.65
IV
33.0%
B/E move
1.6%

25Δ

Calls
Pseudo strike
411.93
IV
36.4%
B/E move
1.6%
Puts
Pseudo strike
401.95
IV
32.2%
B/E move
1.4%

30Δ

Calls
Pseudo strike
410.71
IV
36.1%
B/E move
1.4%
Puts
Pseudo strike
403.03
IV
31.9%
B/E move
1.2%

35Δ

Calls
Pseudo strike
409.58
IV
35.7%
B/E move
1.2%
Puts
Pseudo strike
403.95
IV
32.0%
B/E move
1.0%

40Δ

Calls
Pseudo strike
408.56
IV
35.2%
B/E move
1.0%
Puts
Pseudo strike
404.87
IV
32.1%
B/E move
0.9%

45Δ

Calls
Pseudo strike
407.54
IV
34.7%
B/E move
0.9%
Puts
Pseudo strike
405.73
IV
31.9%
B/E move
0.8%

50Δ

Calls
Pseudo strike
406.57
IV
35.6%
B/E move
0.8%
Puts
Pseudo strike
406.59
IV
31.7%
B/E move
0.7%

55Δ

Calls
Pseudo strike
405.61
IV
36.5%
B/E move
0.7%
Puts
Pseudo strike
407.44
IV
31.4%
B/E move
0.5%

60Δ

Calls
Pseudo strike
404.60
IV
37.2%
B/E move
0.6%
Puts
Pseudo strike
408.29
IV
31.1%
B/E move
0.5%

65Δ

Calls
Pseudo strike
403.52
IV
37.4%
B/E move
0.5%
Puts
Pseudo strike
409.15
IV
30.7%
B/E move
0.4%

70Δ

Calls
Pseudo strike
402.40
IV
37.9%
B/E move
0.4%
Puts
Pseudo strike
410.00
IV
30.4%
B/E move
0.3%

75Δ

Calls
Pseudo strike
400.40
IV
43.5%
B/E move
0.4%
Puts
Pseudo strike
410.74
IV
28.7%
B/E move
0.2%

80Δ

Calls
Pseudo strike
397.96
IV
49.0%
B/E move
0.3%
Puts
Pseudo strike
411.48
IV
27.0%
B/E move
0.2%