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United Therapeutics Corporation Common Stock UTHR

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Market dataready · fetched 2026-11-04T02:46:15.791Z

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 · 2026-11-04T00:58:58.063118546Z

FundamentalsSEC EDGAR · ready · as of 2026-06-30 · fetched 2026-11-04T02:46:15.373846+00:00

Share price$605.67
1D-0.1%
AH$598$600$602$604$6065:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUTHR
Sold putSold callAH

United Therapeutics Corporation Common Stock options

Live interpolated UTHR call and put midpoint premiums by absolute delta.United Therapeutics Corporation Common Stock$3.30$24.04$44.77$65.50$86.24$523.41$560.38$597.35$634.32$671.2920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UTHR spot · $605.67UTHR PRICE$5.54$7.15$9.04$11.10$13.34$15.92$18.62$21.46$24.58$27.91$32.60$37.27$41.75$7.48$9.82$12.33$15.73$19.03$22.28$26.15$31.16$36.30$42.49$50.55$62.34$80.26
PutsExpensive1.53×
CallsCheap0.94×
SkewBearish+11.75 pp
Implied moveBearish±$44.77
TiltBearish21.9% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ654.6339.6%9.0%558.4848.6%9.0%
25Δ643.7138.1%7.5%568.9747.8%7.7%
30Δ635.5137.7%6.4%578.2946.9%6.6%
35Δ628.1737.6%5.5%586.2347.9%5.8%
40Δ621.3837.4%4.8%594.1448.0%5.0%
45Δ615.0137.5%4.2%602.1647.1%4.3%
50Δ608.7837.5%3.6%609.8947.0%3.6%
55Δ602.6637.1%3.0%618.0047.7%3.1%
60Δ596.5836.7%2.6%626.2447.8%2.6%
65Δ590.5336.3%2.1%635.2348.3%2.1%
70Δ583.7136.8%1.8%645.6949.7%1.7%
75Δ576.9636.6%1.4%659.4852.7%1.4%
80Δ570.3735.7%1.1%679.2157.8%1.1%

20Δ

Calls
Pseudo strike
654.63
IV
39.6%
B/E move
9.0%
Puts
Pseudo strike
558.48
IV
48.6%
B/E move
9.0%

25Δ

Calls
Pseudo strike
643.71
IV
38.1%
B/E move
7.5%
Puts
Pseudo strike
568.97
IV
47.8%
B/E move
7.7%

30Δ

Calls
Pseudo strike
635.51
IV
37.7%
B/E move
6.4%
Puts
Pseudo strike
578.29
IV
46.9%
B/E move
6.6%

35Δ

Calls
Pseudo strike
628.17
IV
37.6%
B/E move
5.5%
Puts
Pseudo strike
586.23
IV
47.9%
B/E move
5.8%

40Δ

Calls
Pseudo strike
621.38
IV
37.4%
B/E move
4.8%
Puts
Pseudo strike
594.14
IV
48.0%
B/E move
5.0%

45Δ

Calls
Pseudo strike
615.01
IV
37.5%
B/E move
4.2%
Puts
Pseudo strike
602.16
IV
47.1%
B/E move
4.3%

50Δ

Calls
Pseudo strike
608.78
IV
37.5%
B/E move
3.6%
Puts
Pseudo strike
609.89
IV
47.0%
B/E move
3.6%

55Δ

Calls
Pseudo strike
602.66
IV
37.1%
B/E move
3.0%
Puts
Pseudo strike
618.00
IV
47.7%
B/E move
3.1%

60Δ

Calls
Pseudo strike
596.58
IV
36.7%
B/E move
2.6%
Puts
Pseudo strike
626.24
IV
47.8%
B/E move
2.6%

65Δ

Calls
Pseudo strike
590.53
IV
36.3%
B/E move
2.1%
Puts
Pseudo strike
635.23
IV
48.3%
B/E move
2.1%

70Δ

Calls
Pseudo strike
583.71
IV
36.8%
B/E move
1.8%
Puts
Pseudo strike
645.69
IV
49.7%
B/E move
1.7%

75Δ

Calls
Pseudo strike
576.96
IV
36.6%
B/E move
1.4%
Puts
Pseudo strike
659.48
IV
52.7%
B/E move
1.4%

80Δ

Calls
Pseudo strike
570.37
IV
35.7%
B/E move
1.1%
Puts
Pseudo strike
679.21
IV
57.8%
B/E move
1.1%

Options history

IV · four-Friday blend35.67%
Daily close
UTHR30.1%34.6%39.1%2026-08-05: 35.24%2026-08-06: 34.24%2026-08-07: 33.45%2026-08-10: 33.42%2026-08-11: 34.32%2026-08-12: 30.72%2026-08-13: 32.40%2026-08-14: 31.28%2026-08-17: 33.84%2026-08-18: 34.06%2026-08-19: 35.67%2026-08-20: 38.51%2026-08-21: 33.33%2026-08-24: 33.55%2026-08-25: 32.89%2026-08-26: 32.83%2026-08-27: 32.51%2026-08-28: 32.98%2026-08-31: 32.65%2026-09-01: 33.03%2026-09-02: 34.15%2026-09-03: 34.72%2026-09-04: 34.28%2026-09-08: 35.59%2026-09-09: 34.62%2026-09-10: 35.56%2026-09-11: 33.12%2026-09-14: 36.08%2026-09-15: 37.49%2026-09-16: 37.96%2026-09-17: 38.42%2026-09-18: 33.59%2026-09-21: 32.22%2026-09-22: 32.99%2026-09-23: 32.21%2026-09-24: 33.75%2026-09-25: 33.60%2026-09-28: 33.57%2026-09-29: 33.02%2026-09-30: 34.16%2026-10-01: 34.01%2026-10-02: 33.39%2026-10-05: 33.64%2026-10-06: 33.89%2026-10-07: 35.80%2026-10-08: 37.12%2026-10-09: 34.66%2026-10-12: 35.79%2026-10-13: 36.73%2026-10-14: 37.02%2026-10-15: 37.67%2026-10-16: 34.90%2026-10-19: 33.80%2026-10-20: 33.74%2026-10-21: 32.94%2026-10-22: 34.32%2026-10-23: 34.96%2026-10-26: 34.84%2026-10-27: 34.97%2026-10-28: 34.41%2026-10-29: 33.00%2026-10-30: 35.67%Aug 5Sep 17Oct 30
62 observations2026-08-05 — 2026-10-30
Table
DateIV (%)
35.24%
34.24%
33.45%
33.42%
34.32%
30.72%
32.40%
31.28%
33.84%
34.06%
35.67%
38.51%
33.33%
33.55%
32.89%
32.83%
32.51%
32.98%
32.65%
33.03%
34.15%
34.72%
34.28%
35.59%
34.62%
35.56%
33.12%
36.08%
37.49%
37.96%
38.42%
33.59%
32.22%
32.99%
32.21%
33.75%
33.60%
33.57%
33.02%
34.16%
34.01%
33.39%
33.64%
33.89%
35.80%
37.12%
34.66%
35.79%
36.73%
37.02%
37.67%
34.90%
33.80%
33.74%
32.94%
34.32%
34.96%
34.84%
34.97%
34.41%
33.00%
35.67%