UAL option chain United Airlines Holdings, Inc.
Cboe delayed options data · as of 21:55 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 ±18.8% (87.90–128.50) · ATM IV 43.1% · P/C open interest 2.55
| 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 | |
| 52.25 | 56.10 | 188 | 0.99 | 0.0008 | 0.000 | 55 | 0 | 2.14 | 158 | 86.2% | -0.01 | 0.0008 | -0.004 | |||
| 49.85 | 53.65 | 93 | 46.8% | 0.99 | 0.0010 | 0.000 | 57.5 | 0 | 0.9900 | 283 | 69.3% | -0.01 | 0.0010 | -0.005 | ||
| 47.30 | 51.20 | 79 | 0.98 | 0.0012 | 0.000 | 60 | 0 | 2.29 | 207 | 78.1% | -0.02 | 0.0012 | -0.006 | |||
| 45.45 | 48.75 | 81 | 56.6% | 0.98 | 0.0015 | 0.000 | 62.5 | 0 | 2.33 | 163 | 74.0% | -0.02 | 0.0015 | -0.007 | ||
| 43.85 | 46.35 | 191 | 63.6% | 0.98 | 0.0019 | 0.000 | 65 | 0 | 1.91 | 1,194 | 66.5% | -0.03 | 0.0019 | -0.009 | ||
| 41.35 | 43.50 | 114 | 55.9% | 0.97 | 0.0023 | 0.000 | 67.5 | 0.1500 | 0.7200 | 385 | 52.8% | -0.03 | 0.0023 | -0.010 | ||
| 38.05 | 41.70 | 1 | 203 | 50.6% | 0.96 | 0.0028 | 0.000 | 70 | 0.0100 | 1.40 | 1,559 | 54.6% | -0.04 | 0.0029 | -0.012 | |
| 36.80 | 39.30 | 26 | 57.3% | 0.95 | 0.0034 | -0.001 | 72.5 | 0 | 0.8000 | 330 | 45.3% | -0.05 | 0.0035 | -0.014 | ||
| 34.50 | 37.05 | 226 | 55.9% | 0.94 | 0.0041 | -0.004 | 75 | 0.6500 | 0.9600 | 5 | 602 | 49.1% | -0.06 | 0.0042 | -0.016 | |
| 31.00 | 34.85 | 28 | 47.5% | 0.93 | 0.0049 | -0.007 | 77.5 | 0 | 1.25 | 188 | 43.1% | -0.08 | 0.0049 | -0.019 | ||
| 29.30 | 32.65 | 111 | 49.8% | 0.91 | 0.0057 | -0.011 | 80 | 0.0400 | 3.05 | 289 | 50.6% | -0.09 | 0.0058 | -0.021 | ||
| 27.40 | 30.40 | 87 | 49.7% | 0.89 | 0.0066 | -0.014 | 82.5 | 0.2800 | 2.32 | 396 | 44.5% | -0.11 | 0.0067 | -0.024 | ||
| 25.05 | 27.90 | 48 | 46.3% | 0.87 | 0.0076 | -0.018 | 85 | 1.61 | 2.51 | 255 | 47.6% | -0.13 | 0.0077 | -0.027 | ||
| 22.75 | 26.45 | 115 | 47.0% | 0.85 | 0.0086 | -0.022 | 87.5 | 2.14 | 2.90 | 163 | 47.1% | -0.16 | 0.0087 | -0.030 | ||
| 20.70 | 24.10 | 389 | 44.9% | 0.82 | 0.0096 | -0.025 | 90 | 1.57 | 4.20 | 732 | 45.6% | -0.18 | 0.0097 | -0.033 | ||
| 20.15 | 21.85 | 104 | 47.5% | 0.79 | 0.0106 | -0.029 | 92.5 | 2.86 | 4.95 | 2 | 1,281 | 47.7% | -0.21 | 0.0108 | -0.035 | |
| 18.00 | 20.30 | 298 | 46.6% | 0.76 | 0.0115 | -0.032 | 95 | 3.95 | 5.55 | 59 | 2,102 | 48.1% | -0.24 | 0.0118 | -0.038 | |
| 16.45 | 18.40 | 187 | 46.1% | 0.73 | 0.0124 | -0.035 | 97.5 | 3.70 | 6.10 | 287 | 44.4% | -0.28 | 0.0127 | -0.040 | ||
| 14.55 | 16.55 | 436 | 44.4% | 0.70 | 0.0132 | -0.038 | 100 | 5.50 | 7.25 | 486 | 47.0% | -0.31 | 0.0135 | -0.042 | ||
| 11.20 | 13.85 | 2 | 337 | 43.4% | 0.62 | 0.0145 | -0.042 | 105 | 7.95 | 8.20 | 1 | 472 | 44.7% | -0.38 | 0.0149 | -0.045 |
| 8.70 | 11.45 | 28 | 373 | 43.2% | 0.55 | 0.0153 | -0.044 | 110 | 8.95 | 11.50 | 4 | 566 | 42.9% | -0.46 | 0.0158 | -0.046 |
| 6.65 | 9.35 | 17 | 336 | 43.1% | 0.47 | 0.0154 | -0.045 | 115 | 12.10 | 14.85 | 2 | 1,053 | 44.2% | -0.54 | 0.0161 | -0.045 |
| 4.90 | 7.60 | 10 | 658 | 42.9% | 0.40 | 0.0151 | -0.044 | 120 | 15.15 | 18.55 | 750 | 44.5% | -0.61 | 0.0158 | -0.043 | |
| 3.15 | 6.20 | 1 | 982 | 42.0% | 0.34 | 0.0143 | -0.042 | 125 | 18.75 | 22.20 | 542 | 44.6% | -0.68 | 0.0152 | -0.039 | |
| 3.45 | 4.05 | 3 | 1,045 | 42.9% | 0.28 | 0.0131 | -0.038 | 130 | 22.90 | 25.55 | 302 | 43.9% | -0.75 | 0.0142 | -0.035 | |
| 2.82 | 4.15 | 2 | 417 | 46.3% | 0.23 | 0.0118 | -0.035 | 135 | 26.40 | 30.15 | 282 | 43.3% | -0.80 | 0.0130 | -0.029 | |
| 1.85 | 2.45 | 36 | 1,356 | 42.7% | 0.18 | 0.0104 | -0.030 | 140 | 31.55 | 34.55 | 119 | 46.2% | -0.85 | 0.0117 | -0.024 | |
| 0.9600 | 2.59 | 2 | 275 | 44.0% | 0.14 | 0.0089 | -0.026 | 145 | 35.70 | 39.00 | 117 | 44.6% | -0.89 | 0.0104 | -0.018 | |
| 0.6500 | 1.97 | 4 | 661 | 43.7% | 0.12 | 0.0076 | -0.022 | 150 | 40.05 | 43.75 | 13 | 43.2% | -0.93 | 0.0092 | -0.013 | |
| 0.5200 | 1.61 | 364 | 44.5% | 0.09 | 0.0064 | -0.019 | 155 | 44.95 | 48.55 | 35 | 43.9% | -0.96 | 0.0092 | -0.005 | ||
| 0.3700 | 2.80 | 500 | 52.3% | 0.07 | 0.0053 | -0.016 | 160 | 49.80 | 53.75 | 47.5% | -0.98 | 0.0066 | -0.012 | |||
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