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United Airlines Holdings Inc UAL

INDUSTRIALS · AIRLINES
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Market dataready · fetched 2026-10-16T01:03:59.248Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:36:41.666710754Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:03:58.251893+00:00

Share price$101.30
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$1.11$4.68$8.25$11.82$15.40$82.36$92.25$102.14$112.03$121.9220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive UAL spot · $101.30UAL PRICE$1.49$2.01$2.54$3.12$3.71$4.39$5.26$6.12$6.90$7.62$9.51$11.15$12.56$1.74$2.31$2.96$3.70$4.60$5.55$6.53$7.51$8.97$10.54$11.92$13.15$14.37
PutsFair0.96×
CallsCheap0.93×
SkewBearish+0.82 pp
Implied moveBearish±$11.79
TiltBearish10.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ115.6644.7%15.6%91.0145.7%11.9%
25Δ113.0844.8%13.6%93.3345.1%10.1%
30Δ110.6344.8%11.7%95.3645.1%8.8%
35Δ108.4844.5%10.2%97.2445.4%7.7%
40Δ106.4243.9%8.7%99.0746.3%6.7%
45Δ104.4543.8%7.4%100.9146.6%5.9%
50Δ102.6744.3%6.5%102.7846.3%5.0%
55Δ100.8944.8%5.6%104.6445.9%4.1%
60Δ99.1644.1%4.7%106.7746.5%3.5%
65Δ97.4742.3%3.7%108.9747.3%2.8%
70Δ95.2046.4%3.4%110.9846.5%2.2%
75Δ92.9547.6%2.8%112.8344.3%1.6%
80Δ90.8846.4%2.1%114.6942.1%1.0%

20Δ

Calls
Pseudo strike
115.66
IV
44.7%
B/E move
15.6%
Puts
Pseudo strike
91.01
IV
45.7%
B/E move
11.9%

25Δ

Calls
Pseudo strike
113.08
IV
44.8%
B/E move
13.6%
Puts
Pseudo strike
93.33
IV
45.1%
B/E move
10.1%

30Δ

Calls
Pseudo strike
110.63
IV
44.8%
B/E move
11.7%
Puts
Pseudo strike
95.36
IV
45.1%
B/E move
8.8%

35Δ

Calls
Pseudo strike
108.48
IV
44.5%
B/E move
10.2%
Puts
Pseudo strike
97.24
IV
45.4%
B/E move
7.7%

40Δ

Calls
Pseudo strike
106.42
IV
43.9%
B/E move
8.7%
Puts
Pseudo strike
99.07
IV
46.3%
B/E move
6.7%

45Δ

Calls
Pseudo strike
104.45
IV
43.8%
B/E move
7.4%
Puts
Pseudo strike
100.91
IV
46.6%
B/E move
5.9%

50Δ

Calls
Pseudo strike
102.67
IV
44.3%
B/E move
6.5%
Puts
Pseudo strike
102.78
IV
46.3%
B/E move
5.0%

55Δ

Calls
Pseudo strike
100.89
IV
44.8%
B/E move
5.6%
Puts
Pseudo strike
104.64
IV
45.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
99.16
IV
44.1%
B/E move
4.7%
Puts
Pseudo strike
106.77
IV
46.5%
B/E move
3.5%

65Δ

Calls
Pseudo strike
97.47
IV
42.3%
B/E move
3.7%
Puts
Pseudo strike
108.97
IV
47.3%
B/E move
2.8%

70Δ

Calls
Pseudo strike
95.20
IV
46.4%
B/E move
3.4%
Puts
Pseudo strike
110.98
IV
46.5%
B/E move
2.2%

75Δ

Calls
Pseudo strike
92.95
IV
47.6%
B/E move
2.8%
Puts
Pseudo strike
112.83
IV
44.3%
B/E move
1.6%

80Δ

Calls
Pseudo strike
90.88
IV
46.4%
B/E move
2.1%
Puts
Pseudo strike
114.69
IV
42.1%
B/E move
1.0%