UAL
Q2 2026 Earnings
Reports in
-3days
Wed, Jul 15 · After close
Options-implied move
±7.8%
$109.75 · $128.25 · via ATM straddle
ATM IV
48.2%
Δ term slope 0.0 v/30d
IV-based EM
±9.8%
σ 48% · 15d
ATM Straddle
$9.25
Strike $119.00
IV Rank
25%
52w 39–80%
Expected move
Probability density around spot
Log-normal model with ATM IV 48.2% over 15 days. Range $109.75–$128.25.
$101.56 · -14.7%Spot $119.00$136.44 · +14.7%
Spot
−7.8%
+7.8%
Straddle bandIV bandLog-normal density
Hover for probability · click to pinTerm structure
Implied range across expiries
Spot × (1 ± EM) at each expiry. Hover an expiry for details.
4 expiries
Historical
Realized moves · last 8 quarters
Close-to-close moves; implied range pending historical option chains.
EPS beat 8/8
EPS surprisevs sell-side consensus
Realized (up)Realized (down)
ATM greeks
Greeks by expiry
ATM call · delta hedge ratios, sensitivity to vol and time.
| Expiry | DTE | ATM IV | Δ Delta | Γ Gamma | 𝜈 Vega | Θ Theta | Straddle |
|---|---|---|---|---|---|---|---|
Jul 31Earnings K $119 | 15d | 48.19% | 0.496 | 0.0361 | 0.10 | -0.13 | $9.25 |
Aug 14 K $120 | 29d | 47.78% | 0.495 | 0.0248 | 0.13 | -0.11 | $12.82 |
Aug 28 K $121 | 43d | 47.98% | 0.499 | 0.0194 | 0.16 | -0.10 | $15.80 |
Sep 18 K $120 | 64d | 48.03% | 0.523 | 0.0165 | 0.20 | -0.08 | $19.07 |
Options data · as of 2026-07-16Method: options math baseline