AAL chaîne d'options American Airlines Group Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±7.4% (12.18–14.12) · ATM IV 44.3% · P/C open interest 1.64
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 5.75 | 6.50 | 1 | 185 | 1.00 | 0.0026 | 0.000 | 7 | 0 | 0.0100 | 2,935 | 121.2% | -0.00 | 0.0026 | -0.001 | ||
| 5.00 | 5.25 | 993 | 1.00 | 0.0048 | -0.000 | 8 | 0 | 0.0300 | 34.2K | 112.4% | -0.00 | 0.0048 | -0.001 | |||
| 3.85 | 4.25 | 1 | 449 | 0.99 | 0.0096 | -0.001 | 9 | 0 | 0.0100 | 20.5K | 76.2% | -0.01 | 0.0096 | -0.001 | ||
| 3.05 | 3.45 | 283 | 102.5% | 0.99 | 0.0215 | -0.001 | 10 | 0 | 0.0200 | 200 | 66.5K | 62.5% | -0.01 | 0.0216 | -0.002 | |
| 2.31 | 2.99 | 2 | 4 | 57.5% | 0.98 | 0.0358 | -0.002 | 10.5 | 0 | 0.0200 | 3 | 52.7% | -0.02 | 0.0360 | -0.002 | |
| 1.94 | 2.47 | 9 | 1,012 | 64.5% | 0.96 | 0.0643 | -0.003 | 11 | 0.0100 | 0.0300 | 63 | 17.4K | 48.6% | -0.04 | 0.0646 | -0.004 |
| 0.9300 | 2.59 | 45 | 61.8% | 0.92 | 0.1165 | -0.006 | 11.5 | 0.0400 | 0.0700 | 61 | 2,231 | 48.4% | -0.08 | 0.1172 | -0.006 | |
| 1.17 | 1.51 | 569 | 19.3K | 58.4% | 0.84 | 0.1944 | -0.009 | 12 | 0.1000 | 0.1200 | 466 | 63.7K | 45.6% | -0.16 | 0.1958 | -0.009 |
| 0.7000 | 0.9600 | 451 | 18 | 41.2% | 0.72 | 0.2802 | -0.013 | 12.5 | 0.1700 | 0.2500 | 675 | 3,054 | 42.9% | -0.28 | 0.2824 | -0.013 |
| 0.5000 | 0.5900 | 118 | 8,405 | 43.4% | 0.56 | 0.3347 | -0.015 | 13 | 0.3700 | 0.4900 | 619 | 11.2K | 45.3% | -0.44 | 0.3379 | -0.015 |
| 0.3000 | 0.3300 | 361 | 1,212 | 43.6% | 0.40 | 0.3267 | -0.014 | 13.5 | 0.5800 | 0.7100 | 57 | 1,062 | 39.2% | -0.61 | 0.3307 | -0.015 |
| 0.1700 | 0.1800 | 875 | 13.6K | 43.3% | 0.26 | 0.2691 | -0.012 | 14 | 0.9800 | 1.11 | 429 | 13.7K | 43.5% | -0.75 | 0.2733 | -0.012 |
| 0.0800 | 0.1100 | 99 | 1,210 | 44.4% | 0.16 | 0.1965 | -0.009 | 14.5 | 1.19 | 1.90 | 56 | 260 | 55.6% | -0.85 | 0.2005 | -0.009 |
| 0.0500 | 0.0700 | 417 | 17.7K | 47.7% | 0.10 | 0.1352 | -0.007 | 15 | 1.77 | 2.05 | 87 | 15.5K | 41.8% | -0.91 | 0.1414 | -0.007 |
| 0.0300 | 0.0500 | 20 | 11.1K | 51.1% | 0.07 | 0.0942 | -0.006 | 15.5 | 2.01 | 2.72 | 40 | 10 | -0.94 | 0.1018 | -0.006 | |
| 0.0200 | 0.0300 | 73 | 12.6K | 53.3% | 0.05 | 0.0683 | -0.005 | 16 | 2.76 | 2.99 | 30 | 7,458 | -0.96 | 0.0780 | -0.005 | |
| 0 | 0.0300 | 85 | 55.0% | 0.04 | 0.0514 | -0.004 | 16.5 | 2.84 | 4.05 | 2 | 5 | 74.7% | -0.97 | 0.0610 | -0.004 | |
| 0.0100 | 0.0200 | 30 | 33.2K | 60.9% | 0.03 | 0.0397 | -0.004 | 17 | 3.20 | 4.45 | 1 | 8,467 | -0.98 | 0.0473 | -0.004 | |
| 0 | 0.0600 | 27 | 74.4% | 0.02 | 0.0312 | -0.003 | 17.5 | 4.05 | 5.05 | 111.1% | -0.99 | 0.0362 | -0.003 | |||
| 0.0100 | 0.0300 | 5 | 2,834 | 75.0% | 0.02 | 0.0247 | -0.003 | 18 | 4.20 | 5.55 | 4 | -0.99 | 0.0244 | -0.003 | ||
| 0 | 0.0300 | 77.0% | 0.02 | 0.0196 | -0.002 | 18.5 | 4.70 | 6.05 | -1.00 | 0.0144 | -0.002 | |||||
| 0 | 0.0500 | 1 | 3,681 | 88.5% | 0.01 | 0.0155 | -0.002 | 19 | 5.35 | 6.45 | 86.7% | -1.00 | 0.0068 | -0.002 | ||
| 0 | 0.0200 | 82.2% | 0.01 | 0.0121 | -0.002 | 19.5 | 6.05 | 7.05 | 138.9% | -1.00 | 0.0023 | -0.002 | ||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 18, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.