UAL option chain United Airlines Holdings, Inc.
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±16.6% (90.28–126.12) · ATM IV 44.2% · P/C open interest 1.15
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 52.40 | 55.80 | 65.9% | 0.99 | 0.0005 | 0.000 | 55 | 0 | 0.1100 | 14 | 51 | 61.3% | -0.01 | 0.0006 | -0.003 | ||
| 47.70 | 50.25 | 0.99 | 0.0008 | 0.000 | 60 | 0 | 0.1500 | 31 | 56.3% | -0.01 | 0.0008 | -0.004 | ||||
| 42.10 | 46.00 | 27 | 0.99 | 0.0014 | -0.002 | 65 | 0.0100 | 0.9500 | 120 | 63.5% | -0.01 | 0.0014 | -0.006 | |||
| 37.60 | 41.15 | 38 | 51.6% | 0.98 | 0.0022 | -0.005 | 70 | 0 | 0.3500 | 908 | 48.6% | -0.02 | 0.0022 | -0.009 | ||
| 33.30 | 36.45 | 23 | 57.2% | 0.96 | 0.0034 | -0.010 | 75 | 0 | 0.7000 | 504 | 47.5% | -0.04 | 0.0035 | -0.013 | ||
| 28.45 | 31.80 | 18 | 49.9% | 0.94 | 0.0052 | -0.017 | 80 | 0.5200 | 0.9000 | 192 | 47.4% | -0.07 | 0.0053 | -0.019 | ||
| 25.75 | 29.55 | 46.1% | 0.92 | 0.0063 | -0.020 | 82.5 | 0.7600 | 1.44 | 14 | 140 | 48.9% | -0.08 | 0.0064 | -0.023 | ||
| 23.85 | 27.35 | 1 | 47.3% | 0.90 | 0.0076 | -0.024 | 85 | 0.9900 | 1.88 | 1 | 214 | 48.7% | -0.10 | 0.0076 | -0.027 | |
| 22.70 | 25.00 | 50.2% | 0.87 | 0.0088 | -0.029 | 87.5 | 1.02 | 2.23 | 357 | 46.5% | -0.13 | 0.0089 | -0.031 | |||
| 19.50 | 23.20 | 1 | 3 | 45.7% | 0.85 | 0.0102 | -0.033 | 90 | 1.65 | 2.27 | 594 | 45.2% | -0.16 | 0.0103 | -0.035 | |
| 18.65 | 21.25 | 25 | 49.4% | 0.82 | 0.0115 | -0.037 | 92.5 | 1.72 | 3.50 | 1 | 154 | 45.9% | -0.19 | 0.0117 | -0.039 | |
| 15.75 | 19.25 | 26 | 44.9% | 0.78 | 0.0128 | -0.041 | 95 | 2.65 | 4.00 | 12 | 353 | 46.2% | -0.22 | 0.0130 | -0.043 | |
| 14.90 | 16.70 | 30 | 45.0% | 0.74 | 0.0140 | -0.045 | 97.5 | 2.50 | 4.30 | 1 | 95 | 41.9% | -0.26 | 0.0143 | -0.047 | |
| 13.05 | 16.00 | 14 | 128 | 46.9% | 0.71 | 0.0152 | -0.048 | 100 | 4.35 | 6.15 | 830 | 47.7% | -0.30 | 0.0154 | -0.050 | |
| 9.70 | 13.00 | 109 | 314 | 45.3% | 0.62 | 0.0169 | -0.053 | 105 | 5.80 | 8.60 | 7 | 2,113 | 46.8% | -0.38 | 0.0173 | -0.055 |
| 7.15 | 9.90 | 16 | 73 | 43.4% | 0.53 | 0.0178 | -0.055 | 110 | 8.40 | 10.40 | 46 | 697 | 45.0% | -0.47 | 0.0183 | -0.057 |
| 5.05 | 7.85 | 1 | 671 | 43.1% | 0.45 | 0.0178 | -0.055 | 115 | 10.90 | 13.70 | 300 | 836 | 44.6% | -0.56 | 0.0184 | -0.056 |
| 3.45 | 6.20 | 9 | 1,173 | 43.1% | 0.37 | 0.0170 | -0.052 | 120 | 13.55 | 17.00 | 2 | 718 | 42.4% | -0.65 | 0.0178 | -0.053 |
| 3.50 | 4.85 | 2 | 471 | 46.6% | 0.29 | 0.0156 | -0.048 | 125 | 17.90 | 21.15 | 238 | 45.3% | -0.72 | 0.0165 | -0.049 | |
| 2.10 | 3.40 | 10 | 334 | 44.2% | 0.23 | 0.0138 | -0.042 | 130 | 21.40 | 24.95 | 4 | 59 | 42.6% | -0.79 | 0.0149 | -0.043 |
| 1.40 | 2.31 | 29 | 1,003 | 43.1% | 0.18 | 0.0118 | -0.036 | 135 | 26.00 | 28.55 | 16 | 40.3% | -0.85 | 0.0130 | -0.037 | |
| 0.9300 | 1.75 | 13 | 1,154 | 43.4% | 0.14 | 0.0099 | -0.030 | 140 | 30.95 | 33.00 | 11 | 41.2% | -0.89 | 0.0111 | -0.031 | |
| 0.7600 | 1.85 | 1 | 580 | 47.3% | 0.10 | 0.0081 | -0.025 | 145 | 35.05 | 38.65 | 3 | 43.4% | -0.93 | 0.0097 | -0.025 | |
| 0.3800 | 0.9800 | 1 | 589 | 43.8% | 0.08 | 0.0066 | -0.021 | 150 | 39.85 | 43.50 | 5 | 42.7% | -0.96 | 0.0082 | -0.025 | |
| 0.2700 | 0.7500 | 68 | 44.5% | 0.06 | 0.0053 | -0.017 | 155 | 44.75 | 48.50 | 9 | -0.98 | 0.0068 | -0.017 | |||
| 0.2200 | 0.5800 | 101 | 182 | 45.5% | 0.05 | 0.0043 | -0.014 | 160 | 49.75 | 53.45 | -1.00 | 0.0020 | -0.011 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Nov 20, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.