UAL option chain United Airlines Holdings, Inc.
Cboe delayed options data · as of 15:45 UTC
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 ±14.3% (82.98–110.78) · ATM IV 44.0% · P/C open interest 2.23
| 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 | |
| 45.95 | 48.60 | 820 | 1.00 | 0.0006 | 0.000 | 50 | 0 | 0.1400 | 572 | 71.5% | -0.01 | 0.0006 | -0.004 | |||
| 43.25 | 45.90 | 330 | 0.99 | 0.0008 | 0.000 | 52.5 | 0 | 0.1500 | 70 | 67.4% | -0.01 | 0.0008 | -0.004 | |||
| 41.00 | 43.55 | 188 | 0.99 | 0.0010 | 0.000 | 55 | 0 | 0.1700 | 152 | 63.8% | -0.01 | 0.0010 | -0.005 | |||
| 38.25 | 41.20 | 93 | 0.99 | 0.0013 | -0.001 | 57.5 | 0.0100 | 0.1900 | 283 | 60.7% | -0.01 | 0.0013 | -0.006 | |||
| 35.85 | 38.55 | 78 | 0.99 | 0.0016 | -0.002 | 60 | 0.0400 | 0.2200 | 208 | 58.5% | -0.01 | 0.0016 | -0.007 | |||
| 33.35 | 36.30 | 81 | 0.98 | 0.0021 | -0.004 | 62.5 | 0.0600 | 0.2600 | 163 | 56.0% | -0.02 | 0.0021 | -0.008 | |||
| 31.20 | 33.80 | 184 | 0.98 | 0.0028 | -0.006 | 65 | 0.0700 | 0.3000 | 1,194 | 52.9% | -0.03 | 0.0028 | -0.010 | |||
| 29.05 | 31.20 | 116 | 40.7% | 0.97 | 0.0036 | -0.009 | 67.5 | 0.1600 | 0.4100 | 368 | 52.5% | -0.03 | 0.0036 | -0.013 | ||
| 26.45 | 29.10 | 193 | 44.6% | 0.96 | 0.0047 | -0.012 | 70 | 0.2900 | 0.5000 | 1,402 | 51.4% | -0.05 | 0.0047 | -0.016 | ||
| 24.25 | 26.60 | 26 | 44.9% | 0.94 | 0.0060 | -0.016 | 72.5 | 0.4100 | 0.6500 | 394 | 50.1% | -0.06 | 0.0060 | -0.020 | ||
| 22.20 | 24.15 | 226 | 45.9% | 0.92 | 0.0075 | -0.021 | 75 | 0.6700 | 0.8900 | 731 | 50.1% | -0.08 | 0.0076 | -0.024 | ||
| 19.70 | 22.20 | 28 | 45.7% | 0.90 | 0.0093 | -0.026 | 77.5 | 0.9800 | 1.14 | 1 | 190 | 49.4% | -0.10 | 0.0094 | -0.029 | |
| 17.70 | 19.55 | 1 | 114 | 43.1% | 0.87 | 0.0112 | -0.031 | 80 | 1.33 | 1.54 | 295 | 49.0% | -0.13 | 0.0113 | -0.034 | |
| 15.75 | 17.80 | 87 | 45.5% | 0.84 | 0.0132 | -0.037 | 82.5 | 1.74 | 1.86 | 3 | 410 | 47.6% | -0.17 | 0.0134 | -0.039 | |
| 14.25 | 15.60 | 45 | 46.1% | 0.80 | 0.0153 | -0.042 | 85 | 2.29 | 2.40 | 37 | 318 | 47.0% | -0.21 | 0.0154 | -0.044 | |
| 12.35 | 13.95 | 119 | 46.1% | 0.75 | 0.0172 | -0.046 | 87.5 | 2.88 | 3.10 | 9 | 826 | 46.5% | -0.25 | 0.0175 | -0.048 | |
| 10.45 | 12.15 | 384 | 44.6% | 0.71 | 0.0191 | -0.050 | 90 | 3.60 | 3.90 | 74 | 1,254 | 45.8% | -0.30 | 0.0194 | -0.052 | |
| 9.55 | 9.95 | 133 | 44.5% | 0.65 | 0.0207 | -0.053 | 92.5 | 4.35 | 4.80 | 7 | 2,188 | 44.8% | -0.35 | 0.0210 | -0.055 | |
| 8.10 | 8.65 | 1 | 298 | 44.5% | 0.60 | 0.0219 | -0.056 | 95 | 5.55 | 5.85 | 16 | 2,164 | 44.8% | -0.41 | 0.0224 | -0.057 |
| 6.80 | 7.20 | 199 | 43.6% | 0.54 | 0.0228 | -0.057 | 97.5 | 6.75 | 7.05 | 9 | 651 | 44.4% | -0.46 | 0.0233 | -0.058 | |
| 5.65 | 6.05 | 2 | 530 | 43.3% | 0.49 | 0.0232 | -0.056 | 100 | 8.05 | 8.85 | 1 | 1,334 | 45.4% | -0.52 | 0.0238 | -0.058 |
| 3.75 | 4.05 | 16 | 594 | 42.3% | 0.38 | 0.0225 | -0.052 | 105 | 11.10 | 11.90 | 1 | 942 | 44.4% | -0.64 | 0.0234 | -0.054 |
| 2.36 | 2.63 | 51 | 550 | 41.6% | 0.28 | 0.0201 | -0.045 | 110 | 14.75 | 15.90 | 1 | 1,313 | 45.4% | -0.74 | 0.0213 | -0.047 |
| 1.51 | 1.70 | 12 | 664 | 41.7% | 0.19 | 0.0167 | -0.037 | 115 | 18.90 | 19.80 | 1,176 | 45.1% | -0.83 | 0.0182 | -0.038 | |
| 0.8900 | 1.15 | 3 | 1,084 | 41.9% | 0.13 | 0.0130 | -0.028 | 120 | 22.50 | 24.90 | 749 | 44.6% | -0.90 | 0.0149 | -0.030 | |
| 0.5400 | 0.6900 | 1 | 1,243 | 41.8% | 0.09 | 0.0096 | -0.021 | 125 | 27.50 | 29.50 | 572 | 47.5% | -0.95 | 0.0121 | -0.023 | |
| 0.2200 | 0.4800 | 3 | 1,781 | 41.5% | 0.06 | 0.0070 | -0.016 | 130 | 32.55 | 34.00 | 334 | 48.2% | -0.99 | 0.0068 | -0.018 | |
| 0.0500 | 0.3200 | 518 | 40.9% | 0.04 | 0.0052 | -0.012 | 135 | 36.95 | 39.80 | 280 | 55.3% | -1.00 | 0.0017 | -0.015 | ||
| 0.1400 | 0.2200 | 9 | 2,666 | 44.4% | 0.03 | 0.0038 | -0.010 | 140 | 41.90 | 44.90 | 38 | 60.5% | -1.00 | 0.0000 | -0.015 | |
| 0.0800 | 0.1600 | 310 | 45.1% | 0.02 | 0.0029 | -0.008 | 145 | 46.70 | 50.15 | 3 | 65.4% | -1.00 | 0.0000 | -0.015 | ||
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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs