IntraAlpha
Create free account Start free

Universal Health Realty Income Trust UHT

REAL ESTATE · REIT - HEALTHCARE FACILITIES
i

Market dataready · fetched 2026-11-03T23:04:45.291Z

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

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 · 2026-11-03T21:10:00.000382831Z

FundamentalsAlpha Vantage · ready · quarter 2026-09-30 · fetched 2026-11-03T23:04:44.867033+00:00

Share price$38.10
1D-2.0%
AH$37.97$38.21$38.46$38.70$38.955:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUHT
Sold putSold callAH

Universal Health Realty Income Trust options

Live interpolated UHT call and put midpoint premiums by absolute delta.Universal Health Realty Income Trust$0.80$1.91$3.02$4.13$5.24$28.50$32.17$35.85$39.52$43.1920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —30Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive UHT spot · $38.10UHT PRICE$0.92$1.22$1.51$1.81$2.11$2.40$2.70$3.00$3.29$3.59$2.45$2.45$2.45$2.48$2.54$2.59$2.64$2.70$2.75$2.91$3.58$4.25$4.92
PutsExpensive2.86×
Calls——
Skew——
Implied moveBearish±$4.45
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ27.67233.2%33.8%
25Δ30.67187.9%25.9%
30Δ33.67142.7%18.1%
35Δ39.2335.5%5.4%35.43116.4%13.5%
40Δ38.7637.1%4.9%36.22105.3%11.6%
45Δ38.3038.6%4.5%37.0094.2%9.7%
50Δ37.8440.2%4.1%37.7883.2%7.8%
55Δ37.3741.7%3.6%38.5672.1%5.9%
60Δ36.9143.3%3.2%39.3461.0%4.0%
65Δ36.4544.8%2.7%40.1351.5%2.3%
70Δ35.9846.4%2.3%40.9550.6%1.9%
75Δ35.5247.9%1.9%41.7749.6%1.5%
80Δ35.0549.4%1.4%42.5948.7%1.1%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
27.67
IV
233.2%
B/E move
33.8%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
30.67
IV
187.9%
B/E move
25.9%

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
33.67
IV
142.7%
B/E move
18.1%

35Δ

Calls
Pseudo strike
39.23
IV
35.5%
B/E move
5.4%
Puts
Pseudo strike
35.43
IV
116.4%
B/E move
13.5%

40Δ

Calls
Pseudo strike
38.76
IV
37.1%
B/E move
4.9%
Puts
Pseudo strike
36.22
IV
105.3%
B/E move
11.6%

45Δ

Calls
Pseudo strike
38.30
IV
38.6%
B/E move
4.5%
Puts
Pseudo strike
37.00
IV
94.2%
B/E move
9.7%

50Δ

Calls
Pseudo strike
37.84
IV
40.2%
B/E move
4.1%
Puts
Pseudo strike
37.78
IV
83.2%
B/E move
7.8%

55Δ

Calls
Pseudo strike
37.37
IV
41.7%
B/E move
3.6%
Puts
Pseudo strike
38.56
IV
72.1%
B/E move
5.9%

60Δ

Calls
Pseudo strike
36.91
IV
43.3%
B/E move
3.2%
Puts
Pseudo strike
39.34
IV
61.0%
B/E move
4.0%

65Δ

Calls
Pseudo strike
36.45
IV
44.8%
B/E move
2.7%
Puts
Pseudo strike
40.13
IV
51.5%
B/E move
2.3%

70Δ

Calls
Pseudo strike
35.98
IV
46.4%
B/E move
2.3%
Puts
Pseudo strike
40.95
IV
50.6%
B/E move
1.9%

75Δ

Calls
Pseudo strike
35.52
IV
47.9%
B/E move
1.9%
Puts
Pseudo strike
41.77
IV
49.6%
B/E move
1.5%

80Δ

Calls
Pseudo strike
35.05
IV
49.4%
B/E move
1.4%
Puts
Pseudo strike
42.59
IV
48.7%
B/E move
1.1%

Options history

IV · four-Friday blend—
Daily EOD

No recorded observations

0 observations