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United Airlines Holdings Inc UAL

INDUSTRIALS · AIRLINES
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Market dataready · fetched 2026-10-15T20:33:13.973Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:08.599794493Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:33:13.098971+00:00

Share price$101.31
1D+2.3%
AH$97.96$98.92$99.87$100.82$101.785:30 AM6:30 AM9:00 AM1:00 PM2:00 PMUAL
Sold putSold callAH

United Airlines Holdings Inc options

Live interpolated UAL call and put midpoint premiums by absolute delta.United Airlines Holdings Inc$0.00$3.73$7.47$11.20$14.94$96.11$98.48$100.86$103.23$105.6020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $101.31OPTION PRICELive UAL spot · $101.31UAL PRICE$0.46$0.36$0.51$0.67$0.82$1.02$1.23$1.47$1.95$2.44$2.92$3.41$4.02$0.28$0.36$0.45$0.56$0.67$0.82$1.11$1.40$2.60$5.42$8.23$11.04$13.85
PutsExpensive1.76×
CallsExpensive1.20×
SkewBearish+17.28 pp
Implied moveBullish±$2.35
TiltBearish37.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ107.63105.4%6.7%99.2447.1%2.3%
25Δ102.8442.4%1.9%99.7344.7%1.9%
30Δ102.5946.3%1.8%100.1443.4%1.6%
35Δ102.3350.3%1.7%100.4443.4%1.4%
40Δ102.0754.2%1.6%100.7543.4%1.2%
45Δ101.7356.6%1.4%101.0744.4%1.0%
50Δ101.3558.4%1.3%101.4249.4%1.0%
55Δ100.9660.3%1.1%101.7754.3%0.9%
60Δ100.3564.4%1.0%103.0269.8%0.9%
65Δ99.7468.4%0.9%105.84104.2%0.9%
70Δ99.1372.4%0.7%108.66138.5%0.9%
75Δ98.5276.5%0.6%111.49172.8%0.9%
80Δ97.8082.1%0.5%114.31207.1%0.8%

20Δ

Calls
Pseudo strike
107.63
IV
105.4%
B/E move
6.7%
Puts
Pseudo strike
99.24
IV
47.1%
B/E move
2.3%

25Δ

Calls
Pseudo strike
102.84
IV
42.4%
B/E move
1.9%
Puts
Pseudo strike
99.73
IV
44.7%
B/E move
1.9%

30Δ

Calls
Pseudo strike
102.59
IV
46.3%
B/E move
1.8%
Puts
Pseudo strike
100.14
IV
43.4%
B/E move
1.6%

35Δ

Calls
Pseudo strike
102.33
IV
50.3%
B/E move
1.7%
Puts
Pseudo strike
100.44
IV
43.4%
B/E move
1.4%

40Δ

Calls
Pseudo strike
102.07
IV
54.2%
B/E move
1.6%
Puts
Pseudo strike
100.75
IV
43.4%
B/E move
1.2%

45Δ

Calls
Pseudo strike
101.73
IV
56.6%
B/E move
1.4%
Puts
Pseudo strike
101.07
IV
44.4%
B/E move
1.0%

50Δ

Calls
Pseudo strike
101.35
IV
58.4%
B/E move
1.3%
Puts
Pseudo strike
101.42
IV
49.4%
B/E move
1.0%

55Δ

Calls
Pseudo strike
100.96
IV
60.3%
B/E move
1.1%
Puts
Pseudo strike
101.77
IV
54.3%
B/E move
0.9%

60Δ

Calls
Pseudo strike
100.35
IV
64.4%
B/E move
1.0%
Puts
Pseudo strike
103.02
IV
69.8%
B/E move
0.9%

65Δ

Calls
Pseudo strike
99.74
IV
68.4%
B/E move
0.9%
Puts
Pseudo strike
105.84
IV
104.2%
B/E move
0.9%

70Δ

Calls
Pseudo strike
99.13
IV
72.4%
B/E move
0.7%
Puts
Pseudo strike
108.66
IV
138.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
98.52
IV
76.5%
B/E move
0.6%
Puts
Pseudo strike
111.49
IV
172.8%
B/E move
0.9%

80Δ

Calls
Pseudo strike
97.80
IV
82.1%
B/E move
0.5%
Puts
Pseudo strike
114.31
IV
207.1%
B/E move
0.8%