United Airlines Holdings UAL 110.49 -5.27 -4.55%
Expected move
November 05, 2026 close · $110.89| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.9% ±$3.23 | $107.66 – $114.12 | $107.01 – $114.77 | $103.97 – $117.81 |
| 2 sessions | ±4.0% ±$4.49 | $106.40 – $115.38 | $105.45 – $116.33 | $101.21 – $120.57 |
| 3 sessions | ±5.1% ±$5.66 | $105.23 – $116.55 | $104.15 – $117.63 | $98.85 – $122.93 |
| 1 week | ±6.5% ±$7.19 | $103.70 – $118.08 | $102.11 – $119.67 | $95.59 – $126.19 |
| 2 weeks | ±8.7% ±$9.67 | $101.22 – $120.56 | $98.92 – $122.86 | $90.26 – $131.52 |
| 3 weeks | ±9.7% ±$10.71 | $100.18 – $121.60 | $97.57 – $124.21 | $88.26 – $133.52 |
| 1 month | ±11.8% ±$13.10 | $97.79 – $123.99 | $94.54 – $127.24 | $83.12 – $138.66 |
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% |