UAL Volatilität United Airlines Holdings, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.40.6%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.36.4%
HV6046.0%
IV − HV20-Spread
+4.2pt
Universum-PerzentileWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
68
Eigenes historisches PerzentilWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
4/60 Tage aufgezeichnet
Cboe delayed options data · Stand 03:38 UTC · Wie diese berechnet werden
IV-Laufzeitstruktur
At-the-money Implied Volatility für jede gelistete Fälligkeit, aufgetragen nach verbleibenden Tagen.
| Läuft ab | DTE | ATM IV | 25Δ SkewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implizierte Bewegung |
|---|---|---|---|---|
| Sep 04, 2026 | 1 | 28.1% | -4.1pt | ±1.2% |
| Sep 11, 2026 | 8 | 36.6% | -1.8pt | ±4.4% |
| Sep 18, 2026 | 15 | 43.3% | +2.5pt | ±7.0% |
| Sep 25, 2026 | 22 | 40.8% | +3.8pt | ±8.0% |
| Oct 02, 2026 | 29 | 40.1% | +3.0pt | ±9.1% |
| Oct 09, 2026 | 36 | 42.8% | +2.7pt | ±10.8% |
| Oct 16, 2026 | 43 | 45.9% | +4.3pt | ±12.7% |
| Oct 23, 2026 | 50 | 45.8% | — | ±13.5% |
| Nov 20, 2026 | 78 | 44.4% | +2.0pt | ±16.5% |
| Dec 18, 2026 | 106 | 46.1% | +3.8pt | ±19.9% |
| Jan 15, 2027 | 134 | 44.5% | +2.5pt | ±21.5% |
| Mar 19, 2027 | 197 | 45.3% | +3.6pt | ±26.5% |
| Jun 17, 2027 | 287 | 45.4% | +3.1pt | ±32.0% |
| Sep 17, 2027 | 379 | 46.0% | +2.2pt | ±37.0% |
| Dec 17, 2027 | 470 | 46.5% | +3.9pt | ±41.5% |
| Jan 21, 2028 | 505 | 45.0% | +4.7pt | ±41.7% |
Volatility Smile — Sep 18, 2026
Implizite Volatilität nach Strike. Die Neigung zu Puts (linke Seite höher) ist der Skew: Absicherung nach unten wird teurer bepreist als Aufwärtspotenzial.
CallsPuts
Impliziert vs. realisiert, tägliche Aufzeichnung
IV30HV20