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UnitedHealth Group Incorporated UNH

HEALTHCARE · HEALTHCARE PLANS
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Market dataready · fetched 2026-10-16T00:18:32.373Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:59:16.243037939Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T00:18:31.533516+00:00

Share price$407.00
1D+2.6%
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$2.84$11.27$19.71$28.15$36.58$350.28$377.99$405.69$433.39$461.0920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UNH spot · $407.00UNH PRICE$3.75$5.03$6.39$7.98$9.63$11.57$13.51$16.06$18.64$21.69$24.85$29.10$33.87$4.27$5.69$7.20$8.91$10.70$12.76$14.84$17.41$19.99$23.26$26.70$30.40$34.15
PutsCheap0.76×
CallsCheap0.83×
SkewBullish-0.70 pp
Implied moveBearish±$28.34
TiltBearish3.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ440.8427.3%9.2%380.3028.6%7.6%
25Δ434.7527.3%8.1%386.0828.3%6.5%
30Δ429.0327.3%7.0%391.5628.1%5.6%
35Δ424.1327.5%6.2%396.4027.9%4.8%
40Δ419.2827.7%5.4%401.1527.8%4.1%
45Δ414.7227.8%4.7%405.6327.7%3.5%
50Δ410.1627.9%4.1%410.1127.5%2.9%
55Δ405.5628.3%3.6%414.6027.4%2.4%
60Δ400.9528.7%3.1%419.1027.3%1.9%
65Δ396.0628.9%2.6%424.0027.3%1.5%
70Δ391.0929.0%2.2%428.9927.3%1.2%
75Δ385.3029.4%1.8%434.1026.7%0.8%
80Δ379.0729.9%1.5%439.2526.1%0.5%

20Δ

Calls
Pseudo strike
440.84
IV
27.3%
B/E move
9.2%
Puts
Pseudo strike
380.30
IV
28.6%
B/E move
7.6%

25Δ

Calls
Pseudo strike
434.75
IV
27.3%
B/E move
8.1%
Puts
Pseudo strike
386.08
IV
28.3%
B/E move
6.5%

30Δ

Calls
Pseudo strike
429.03
IV
27.3%
B/E move
7.0%
Puts
Pseudo strike
391.56
IV
28.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
424.13
IV
27.5%
B/E move
6.2%
Puts
Pseudo strike
396.40
IV
27.9%
B/E move
4.8%

40Δ

Calls
Pseudo strike
419.28
IV
27.7%
B/E move
5.4%
Puts
Pseudo strike
401.15
IV
27.8%
B/E move
4.1%

45Δ

Calls
Pseudo strike
414.72
IV
27.8%
B/E move
4.7%
Puts
Pseudo strike
405.63
IV
27.7%
B/E move
3.5%

50Δ

Calls
Pseudo strike
410.16
IV
27.9%
B/E move
4.1%
Puts
Pseudo strike
410.11
IV
27.5%
B/E move
2.9%

55Δ

Calls
Pseudo strike
405.56
IV
28.3%
B/E move
3.6%
Puts
Pseudo strike
414.60
IV
27.4%
B/E move
2.4%

60Δ

Calls
Pseudo strike
400.95
IV
28.7%
B/E move
3.1%
Puts
Pseudo strike
419.10
IV
27.3%
B/E move
1.9%

65Δ

Calls
Pseudo strike
396.06
IV
28.9%
B/E move
2.6%
Puts
Pseudo strike
424.00
IV
27.3%
B/E move
1.5%

70Δ

Calls
Pseudo strike
391.09
IV
29.0%
B/E move
2.2%
Puts
Pseudo strike
428.99
IV
27.3%
B/E move
1.2%

75Δ

Calls
Pseudo strike
385.30
IV
29.4%
B/E move
1.8%
Puts
Pseudo strike
434.10
IV
26.7%
B/E move
0.8%

80Δ

Calls
Pseudo strike
379.07
IV
29.9%
B/E move
1.5%
Puts
Pseudo strike
439.25
IV
26.1%
B/E move
0.5%