UNH option chain UnitedHealth Group Incorporated
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±11.7% (359.04–453.94) · ATM IV 29.6% · P/C open interest 0.69
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 194.85 | 202.00 | 1,027 | 67.4% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 0.4000 | 2,727 | 56.2% | -0.00 | 0.0001 | -0.005 | ||
| 183.00 | 192.00 | 1,094 | 1.00 | 0.0001 | 0.000 | 220 | 0.0100 | 0.1400 | 4 | 1,739 | 47.2% | -0.00 | 0.0001 | -0.005 | ||
| 173.20 | 180.30 | 250 | 1.00 | 0.0001 | 0.000 | 230 | 0.0800 | 0.3000 | 1,429 | 48.8% | -0.00 | 0.0001 | -0.006 | |||
| 164.05 | 170.20 | 477 | 1.00 | 0.0001 | 0.000 | 240 | 0.1000 | 0.3000 | 8 | 2,372 | 45.8% | -0.01 | 0.0002 | -0.008 | ||
| 156.05 | 160.85 | 10 | 10.5K | 47.4% | 1.00 | 0.0002 | 0.000 | 250 | 0.0500 | 0.3000 | 5 | 5,649 | 41.9% | -0.01 | 0.0002 | -0.009 |
| 143.90 | 150.40 | 9,391 | 0.99 | 0.0002 | 0.000 | 260 | 0.1000 | 0.5400 | 4,294 | 42.0% | -0.01 | 0.0003 | -0.011 | |||
| 135.80 | 142.10 | 826 | 45.6% | 0.99 | 0.0004 | 0.000 | 270 | 0.0400 | 0.4100 | 2 | 2,449 | 37.0% | -0.01 | 0.0004 | -0.014 | |
| 124.70 | 130.45 | 15 | 2,860 | 0.99 | 0.0005 | 0.000 | 280 | 0.4000 | 0.6400 | 35 | 6,770 | 38.4% | -0.02 | 0.0006 | -0.018 | |
| 114.60 | 120.75 | 4 | 4,608 | 0.98 | 0.0007 | -0.000 | 290 | 0.6500 | 0.7000 | 3 | 2,685 | 36.8% | -0.02 | 0.0008 | -0.023 | |
| 107.30 | 110.55 | 22 | 9,521 | 33.3% | 0.97 | 0.0010 | -0.008 | 300 | 0.9000 | 1.02 | 330 | 13.1K | 35.9% | -0.03 | 0.0010 | -0.029 |
| 97.75 | 102.20 | 1,159 | 36.8% | 0.96 | 0.0013 | -0.018 | 310 | 1.20 | 1.60 | 128 | 3,699 | 35.2% | -0.05 | 0.0014 | -0.036 | |
| 88.00 | 92.85 | 1,873 | 35.0% | 0.94 | 0.0018 | -0.030 | 320 | 1.84 | 2.03 | 665 | 2,723 | 34.2% | -0.06 | 0.0018 | -0.046 | |
| 79.60 | 81.55 | 1 | 2,810 | 31.8% | 0.92 | 0.0023 | -0.043 | 330 | 2.45 | 2.82 | 110 | 2,135 | 33.3% | -0.08 | 0.0023 | -0.057 |
| 70.90 | 72.90 | 1 | 977 | 32.2% | 0.89 | 0.0029 | -0.057 | 340 | 3.60 | 3.85 | 79 | 2,270 | 32.8% | -0.11 | 0.0029 | -0.070 |
| 61.15 | 64.05 | 15 | 11.1K | 30.0% | 0.86 | 0.0036 | -0.072 | 350 | 5.10 | 5.30 | 1,583 | 6,482 | 32.4% | -0.15 | 0.0036 | -0.083 |
| 55.05 | 56.40 | 2 | 2,073 | 32.3% | 0.82 | 0.0042 | -0.087 | 360 | 6.55 | 7.15 | 112 | 5,025 | 31.6% | -0.19 | 0.0043 | -0.097 |
| 47.15 | 48.90 | 116 | 1,578 | 31.7% | 0.77 | 0.0049 | -0.101 | 370 | 9.10 | 9.45 | 79 | 4,472 | 31.3% | -0.24 | 0.0050 | -0.109 |
| 40.15 | 41.30 | 33 | 1,691 | 30.9% | 0.71 | 0.0055 | -0.112 | 380 | 11.85 | 12.35 | 53 | 2,819 | 30.8% | -0.29 | 0.0057 | -0.120 |
| 33.30 | 34.95 | 5 | 2,234 | 30.4% | 0.65 | 0.0061 | -0.122 | 390 | 15.10 | 15.70 | 14 | 4,418 | 30.2% | -0.35 | 0.0062 | -0.128 |
| 27.85 | 28.55 | 65 | 7,911 | 29.9% | 0.59 | 0.0065 | -0.128 | 400 | 19.10 | 19.80 | 1,569 | 4,844 | 29.8% | -0.42 | 0.0067 | -0.133 |
| 22.60 | 23.25 | 182 | 4,726 | 29.5% | 0.52 | 0.0067 | -0.130 | 410 | 24.10 | 24.95 | 24 | 1,542 | 29.8% | -0.49 | 0.0069 | -0.134 |
| 18.20 | 18.90 | 1,480 | 3,329 | 29.3% | 0.46 | 0.0068 | -0.128 | 420 | 29.55 | 30.55 | 6 | 862 | 29.5% | -0.56 | 0.0070 | -0.130 |
| 14.25 | 14.95 | 233 | 2,598 | 28.9% | 0.39 | 0.0066 | -0.123 | 430 | 35.65 | 36.30 | 341 | 28.9% | -0.62 | 0.0068 | -0.123 | |
| 11.05 | 11.50 | 86 | 1,453 | 28.5% | 0.33 | 0.0063 | -0.115 | 440 | 41.95 | 43.30 | 290 | 28.4% | -0.69 | 0.0065 | -0.113 | |
| 8.50 | 8.80 | 627 | 7,784 | 28.3% | 0.27 | 0.0058 | -0.105 | 450 | 49.30 | 50.80 | 259 | 28.1% | -0.75 | 0.0059 | -0.100 | |
| 6.05 | 6.75 | 3,033 | 3,587 | 27.9% | 0.22 | 0.0053 | -0.094 | 460 | 56.80 | 59.55 | 68 | 28.2% | -0.80 | 0.0053 | -0.086 | |
| 4.75 | 5.10 | 211 | 3,174 | 28.1% | 0.18 | 0.0046 | -0.082 | 470 | 66.10 | 67.55 | 105 | 28.5% | -0.84 | 0.0046 | -0.071 | |
| 3.60 | 3.90 | 143 | 2,729 | 28.2% | 0.14 | 0.0040 | -0.071 | 480 | 75.00 | 76.35 | 52 | 28.6% | -0.88 | 0.0039 | -0.057 | |
| 2.71 | 2.93 | 76 | 1,008 | 28.3% | 0.11 | 0.0034 | -0.060 | 490 | 84.25 | 85.85 | 35 | 29.4% | -0.91 | 0.0035 | -0.046 | |
| 1.99 | 2.17 | 128 | 17.3K | 28.4% | 0.09 | 0.0028 | -0.050 | 500 | 92.10 | 96.30 | 20 | 29.0% | -0.93 | 0.0032 | -0.041 | |
| 1.35 | 1.69 | 2 | 3,183 | 28.4% | 0.07 | 0.0023 | -0.042 | 510 | 101.45 | 107.70 | 32.6% | -0.96 | 0.0034 | -0.042 | ||
| 1.12 | 1.31 | 3 | 2,198 | 29.0% | 0.05 | 0.0019 | -0.035 | 520 | 110.20 | 116.70 | -0.98 | 0.0030 | -0.040 | |||
| 0.7700 | 1.01 | 9 | 1,021 | 29.0% | 0.04 | 0.0016 | -0.029 | 530 | 119.40 | 127.70 | 31.7% | -1.00 | 0.0007 | -0.076 | ||
| 0.6800 | 0.8000 | 13 | 468 | 29.7% | 0.03 | 0.0013 | -0.024 | 540 | 129.40 | 137.70 | 33.6% | -1.00 | 0.0000 | -0.076 | ||
| 0.3300 | 0.6100 | 3 | 9,737 | 29.2% | 0.03 | 0.0010 | -0.020 | 550 | 139.60 | 148.10 | 37.8% | -1.00 | 0.0000 | -0.076 | ||
| 0.0600 | 0.8100 | 562 | 30.3% | 0.02 | 0.0008 | -0.017 | 560 | 149.40 | 157.70 | 37.4% | -1.00 | 0.0000 | -0.076 | |||
| 0.1700 | 0.4900 | 6 | 1,062 | 30.6% | 0.02 | 0.0007 | -0.015 | 570 | 160.25 | 167.70 | 42.3% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.9500 | 1,271 | 33.6% | 0.01 | 0.0006 | -0.013 | 580 | 169.40 | 177.70 | 40.9% | -1.00 | 0.0000 | -0.076 | |||
| 0 | 0.6700 | 557 | 33.3% | 0.01 | 0.0005 | -0.011 | 590 | 179.40 | 187.70 | 42.6% | -1.00 | 0.0000 | -0.076 | |||
| 0.2000 | 0.3400 | 11 | 14.4K | 33.6% | 0.01 | 0.0004 | -0.009 | 600 | 189.65 | 197.80 | 46.0% | -1.00 | 0.0000 | -0.076 | ||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Jan 15, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.