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United Airlines Holdings UAL 115.76 8.55 7.98%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 04, 2026 close · $116.00
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$2.74 $113.26 – $118.74 $112.72 – $119.29 $110.13 – $121.87
2 sessions ±3.3% ±$3.81 $112.20 – $119.81 $111.39 – $120.62 $107.79 – $124.22
3 sessions ±4.1% ±$4.78 $111.22 – $120.78 $110.30 – $121.71 $105.82 – $126.19
1 week ±5.2% ±$6.07 $109.94 – $122.07 $108.58 – $123.43 $103.07 – $128.94
2 weeks ±7.2% ±$8.31 $107.70 – $124.31 $105.72 – $126.28 $98.28 – $133.73
3 weeks ±8.8% ±$10.21 $105.79 – $126.21 $103.31 – $128.69 $94.43 – $137.58
1 month ±10.1% ±$11.70 $104.31 – $127.70 $101.41 – $130.60 $91.22 – $140.78
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±7.55%
Average actual move
2.56%
Beyond the implied move
0 / 5
Median IV change
-25.61%
Reaction session Implied Actual Used ATM IV before → after
July 16, 2026 ±5.87% -1.79% 0.30× 59.7% → 46.8%
April 22, 2026 ±7.42% -5.58% 0.75× —
July 17, 2025 ±7.15% +3.11% 0.43× 60.2% → 42.3%
April 16, 2025 ±8.30% -0.01% 0.00× 73.6% → 68.5%
January 22, 2025 ±9.00% -2.31% 0.26× 62.3% → 43.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →