UAL volatilidad United Airlines Holdings, Inc.
Cboe delayed options data · a fecha de 15:45 UTC · Cómo se calculan estos datos
Estructura temporal de la IV
Volatilidad implícita at-the-money para cada vencimiento listado, representada por días restantes.
| Vence | 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. | Movimiento implícito |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 72.6% | +3.4pt | ±6.2% |
| Oct 30, 2026 | 11 | 57.4% | +3.4pt | ±8.1% |
| Nov 06, 2026 | 18 | 52.8% | +5.5pt | ±9.4% |
| Nov 13, 2026 | 25 | 48.7% | +5.4pt | ±10.2% |
| Nov 20, 2026 | 32 | 48.1% | +5.0pt | ±11.4% |
| Nov 27, 2026 | 39 | 48.0% | +1.8pt | ±12.6% |
| Dec 18, 2026 | 60 | 44.0% | +4.9pt | ±14.3% |
| Jan 15, 2027 | 88 | 44.0% | +3.8pt | ±17.3% |
| Mar 19, 2027 | 151 | 43.1% | +4.7pt | ±22.2% |
| Jun 17, 2027 | 241 | 45.0% | +3.6pt | ±29.2% |
| Sep 17, 2027 | 333 | 45.6% | +3.9pt | ±34.8% |
| Dec 17, 2027 | 424 | 45.0% | +3.6pt | ±38.6% |
| Jan 21, 2028 | 459 | 44.9% | +3.1pt | ±40.0% |
Sonrisa de volatilidad — Nov 20, 2026
Volatilidad implícita por strike. La inclinación hacia los puts (lado izquierdo más alto) es el skew: la protección a la baja tiene un precio más alto que la subida.