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United Airlines Holdings, Inc. Common Stock UAL

i

Market datapartial · fetched 2026-11-07T03:11:06.467Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

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 · 2026-11-06T23:40:43.580858064Z

FundamentalsAlpha Vantage · unavailable

Share price$112.75
1D+2.7%
AH$110$111$112$113$1145:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUAL
Sold putSold callAH

United Airlines Holdings, Inc. Common Stock options

Live interpolated UAL call and put midpoint premiums by absolute delta.United Airlines Holdings, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEUAL PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend51.82%
Daily close
UAL37.1%50.9%64.7%2026-08-10: 45.16%2026-08-11: 42.51%2026-08-12: 42.40%2026-08-13: 41.77%2026-08-14: 41.57%2026-08-17: 41.57%2026-08-18: 44.03%2026-08-19: 39.42%2026-08-20: 46.27%2026-08-21: 41.09%2026-08-24: 42.69%2026-08-25: 45.68%2026-08-26: 46.86%2026-08-27: 44.26%2026-08-28: 39.55%2026-08-31: 41.65%2026-09-01: 41.46%2026-09-02: 41.71%2026-09-03: 38.98%2026-09-04: 39.21%2026-09-08: 43.43%2026-09-09: 45.23%2026-09-10: 47.75%2026-09-11: 45.92%2026-09-14: 50.95%2026-09-15: 53.10%2026-09-16: 50.90%2026-09-17: 45.64%2026-09-18: 46.08%2026-09-21: 52.81%2026-09-22: 51.17%2026-09-23: 50.78%2026-09-24: 52.09%2026-09-25: 55.05%2026-09-28: 56.19%2026-09-29: 57.82%2026-09-30: 56.34%2026-10-01: 59.22%2026-10-02: 56.50%2026-10-05: 53.40%2026-10-06: 56.35%2026-10-07: 58.85%2026-10-08: 62.81%2026-10-09: 47.06%2026-10-12: 47.90%2026-10-13: 51.32%2026-10-14: 55.82%2026-10-15: 54.55%2026-10-16: 55.55%2026-10-19: 59.67%2026-10-20: 60.70%2026-10-21: 52.47%2026-10-22: 59.38%2026-10-23: 52.00%2026-10-26: 51.29%2026-10-27: 53.61%2026-10-28: 55.63%2026-10-29: 51.60%2026-10-30: 51.82%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
45.16%
42.51%
42.40%
41.77%
41.57%
41.57%
44.03%
39.42%
46.27%
41.09%
42.69%
45.68%
46.86%
44.26%
39.55%
41.65%
41.46%
41.71%
38.98%
39.21%
43.43%
45.23%
47.75%
45.92%
50.95%
53.10%
50.90%
45.64%
46.08%
52.81%
51.17%
50.78%
52.09%
55.05%
56.19%
57.82%
56.34%
59.22%
56.50%
53.40%
56.35%
58.85%
62.81%
47.06%
47.90%
51.32%
55.82%
54.55%
55.55%
59.67%
60.70%
52.47%
59.38%
52.00%
51.29%
53.61%
55.63%
51.60%
51.82%