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 ±11.4% (10.79–13.57) · ATM IV 48.9% · P/C open interest 0.76
| 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 | |
| 5.10 | 5.35 | 3 | 36 | 86.8% | 0.99 | 0.0075 | -0.000 | 7 | 0 | 0.0500 | 525 | 98.0% | -0.01 | 0.0076 | -0.001 | |
| 3.95 | 5.50 | 4 | 64 | 168.0% | 0.98 | 0.0160 | -0.001 | 8 | 0 | 0.0900 | 10 | 1,279 | 85.8% | -0.02 | 0.0160 | -0.002 |
| 3.10 | 5.00 | 128.2% | 0.98 | 0.0236 | -0.002 | 8.5 | 0 | 0.7500 | 134.3% | -0.02 | 0.0237 | -0.002 | ||||
| 3.10 | 4.05 | 10 | 13 | 116.6% | 0.96 | 0.0355 | -0.002 | 9 | 0 | 0.0400 | 11 | 6,960 | 56.1% | -0.04 | 0.0357 | -0.003 |
| 2.18 | 3.45 | 65.9% | 0.95 | 0.0544 | -0.003 | 9.5 | 0.0300 | 0.0500 | 33 | 66 | 54.4% | -0.05 | 0.0546 | -0.004 | ||
| 2.05 | 2.86 | 20 | 547 | 74.6% | 0.91 | 0.0827 | -0.004 | 10 | 0.0700 | 0.0900 | 32 | 8,049 | 53.5% | -0.09 | 0.0831 | -0.005 |
| 1.65 | 2.45 | 20 | 20 | 71.9% | 0.86 | 0.1200 | -0.006 | 10.5 | 0.1300 | 0.1500 | 79 | 282 | 51.9% | -0.14 | 0.1207 | -0.007 |
| 1.39 | 1.51 | 302 | 1,300 | 49.0% | 0.79 | 0.1614 | -0.008 | 11 | 0.2300 | 0.2400 | 589 | 17.7K | 50.5% | -0.22 | 0.1626 | -0.009 |
| 1.06 | 1.16 | 5 | 5 | 49.6% | 0.69 | 0.1984 | -0.010 | 11.5 | 0.3700 | 0.3900 | 72 | 560 | 49.6% | -0.31 | 0.2000 | -0.010 |
| 0.7900 | 0.8400 | 310 | 2,618 | 49.2% | 0.58 | 0.2225 | -0.011 | 12 | 0.5600 | 0.5900 | 1,042 | 15.5K | 48.6% | -0.42 | 0.2248 | -0.011 |
| 0.5600 | 0.5900 | 207 | 286 | 48.7% | 0.47 | 0.2288 | -0.011 | 12.5 | 0.8300 | 0.8600 | 104 | 422 | 48.8% | -0.54 | 0.2317 | -0.011 |
| 0.3800 | 0.4000 | 1,263 | 3,825 | 48.3% | 0.36 | 0.2167 | -0.010 | 13 | 1.13 | 1.19 | 1,344 | 20.2K | 48.4% | -0.64 | 0.2206 | -0.010 |
| 0.2500 | 0.2700 | 792 | 821 | 48.4% | 0.27 | 0.1905 | -0.009 | 13.5 | 1.51 | 1.59 | 15 | 62 | 50.1% | -0.74 | 0.1954 | -0.009 |
| 0.1600 | 0.1800 | 1,826 | 29.7K | 48.7% | 0.19 | 0.1571 | -0.007 | 14 | 1.88 | 1.98 | 1,764 | 9,645 | 47.3% | -0.82 | 0.1628 | -0.007 |
| 0.1000 | 0.1200 | 672 | 4 | 49.1% | 0.13 | 0.1231 | -0.006 | 14.5 | 1.90 | 3.15 | 2 | 2 | 65.1% | -0.88 | 0.1292 | -0.006 |
| 0.0600 | 0.0800 | 1,130 | 16.2K | 49.5% | 0.09 | 0.0933 | -0.005 | 15 | 2.77 | 2.94 | 148 | 8,253 | 50.5% | -0.92 | 0.1006 | -0.005 |
| 0.0300 | 0.1300 | 57.1% | 0.07 | 0.0699 | -0.004 | 15.5 | 2.85 | 4.40 | 89.9% | -0.95 | 0.0778 | -0.004 | ||||
| 0.0200 | 0.0500 | 34 | 5,595 | 52.7% | 0.05 | 0.0529 | -0.003 | 16 | 3.40 | 4.85 | 2,471 | 96.9% | -0.97 | 0.0635 | -0.003 | |
| 0.0100 | 0.0300 | 66 | 52.2% | 0.04 | 0.0407 | -0.002 | 16.5 | 3.75 | 5.35 | 95.5% | -0.98 | 0.0484 | -0.002 | |||
| 0.0100 | 0.0200 | 12 | 10.7K | 54.0% | 0.03 | 0.0321 | -0.002 | 17 | 4.30 | 4.95 | 5 | 1,792 | -0.99 | 0.0313 | -0.002 | |
| 0 | 0.0500 | 62.6% | 0.02 | 0.0258 | -0.002 | 17.5 | 4.80 | 6.35 | 110.2% | -1.00 | 0.0190 | -0.002 | ||||
| 0.0100 | 0.0200 | 1 | 4,232 | 61.7% | 0.02 | 0.0210 | -0.002 | 18 | 5.30 | 6.85 | 21 | 115.8% | -1.00 | 0.0079 | -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 — Nov 20, 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.