AAL rantai opsi American Airlines Group Inc.
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±7.1% (12.06–13.89) · ATM IV 43.3% · P/C open interest 1.65
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Bid | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 5.90 | 6.10 | 186 | 119.6% | 1.00 | 0.0029 | 0.000 | 7 | 0 | 0.0100 | 2,935 | 122.6% | -0.00 | 0.0029 | -0.001 | ||
| 4.90 | 5.35 | 993 | 169.6% | 1.00 | 0.0054 | 0.000 | 8 | 0 | 0.0400 | 34.2K | 118.4% | -0.00 | 0.0054 | -0.001 | ||
| 3.90 | 4.35 | 449 | 135.1% | 0.99 | 0.0106 | 0.000 | 9 | 0 | 0.0100 | 20.5K | 76.3% | -0.01 | 0.0106 | -0.001 | ||
| 2.86 | 3.25 | 1 | 283 | 84.0% | 0.99 | 0.0238 | -0.000 | 10 | 0 | 0.0200 | 1 | 66.5K | 62.2% | -0.02 | 0.0239 | -0.002 |
| 2.36 | 2.79 | 5 | 76.7% | 0.98 | 0.0396 | -0.001 | 10.5 | 0.0100 | 0.0200 | 3 | 55.5% | -0.02 | 0.0398 | -0.003 | ||
| 1.88 | 2.19 | 1,013 | 52.0% | 0.96 | 0.0719 | -0.003 | 11 | 0.0200 | 0.0400 | 6 | 17.4K | 51.6% | -0.05 | 0.0723 | -0.004 | |
| 1.42 | 1.81 | 2 | 45 | 57.7% | 0.91 | 0.1322 | -0.006 | 11.5 | 0.0400 | 0.0700 | 24 | 2,284 | 46.9% | -0.09 | 0.1330 | -0.007 |
| 1.08 | 1.19 | 1 | 19.4K | 46.3% | 0.82 | 0.2185 | -0.010 | 12 | 0.1100 | 0.1300 | 55 | 67.1K | 44.9% | -0.18 | 0.2200 | -0.010 |
| 0.6600 | 0.8100 | 59 | 41.9% | 0.69 | 0.3038 | -0.013 | 12.5 | 0.2400 | 0.2500 | 64 | 3,609 | 43.6% | -0.32 | 0.3064 | -0.014 | |
| 0.4500 | 0.4700 | 105 | 8,428 | 43.1% | 0.52 | 0.3458 | -0.015 | 13 | 0.4500 | 0.4600 | 131 | 11.1K | 43.5% | -0.48 | 0.3494 | -0.015 |
| 0.2500 | 0.2700 | 106 | 1,369 | 43.1% | 0.36 | 0.3206 | -0.014 | 13.5 | 0.7500 | 0.8100 | 28 | 1,088 | 45.5% | -0.65 | 0.3251 | -0.014 |
| 0.1400 | 0.1500 | 21 | 14.0K | 44.5% | 0.23 | 0.2522 | -0.012 | 14 | 1.12 | 1.21 | 40 | 13.6K | 47.2% | -0.78 | 0.2569 | -0.011 |
| 0.0800 | 0.1000 | 31 | 1,255 | 47.9% | 0.14 | 0.1785 | -0.009 | 14.5 | 1.42 | 1.73 | 9 | 276 | 44.9% | -0.87 | 0.1818 | -0.008 |
| 0.0400 | 0.0600 | 454 | 17.8K | 49.4% | 0.09 | 0.1223 | -0.007 | 15 | 1.98 | 2.13 | 37 | 15.5K | 49.7% | -0.92 | 0.1262 | -0.006 |
| 0.0100 | 0.0500 | 3 | 11.1K | 51.7% | 0.06 | 0.0854 | -0.005 | 15.5 | 2.38 | 2.60 | 50 | -0.95 | 0.0953 | -0.004 | ||
| 0.0100 | 0.0400 | 16 | 12.6K | 57.0% | 0.04 | 0.0616 | -0.004 | 16 | 2.98 | 3.10 | 2 | 7,450 | 60.5% | -0.97 | 0.0742 | -0.004 |
| 0 | 0.0300 | 85 | 58.5% | 0.03 | 0.0459 | -0.004 | 16.5 | 3.45 | 3.60 | 2 | 5 | 36.4% | -0.98 | 0.0572 | -0.003 | |
| 0.0100 | 0.0200 | 29 | 33.2K | 64.5% | 0.03 | 0.0352 | -0.003 | 17 | 3.85 | 4.15 | 8,466 | -0.99 | 0.0401 | -0.004 | ||
| 0 | 0.0200 | 27 | 66.2% | 0.02 | 0.0276 | -0.003 | 17.5 | 4.45 | 4.65 | 4 | 85.0% | -0.99 | 0.0272 | -0.004 | ||
| 0.0100 | 0.0200 | 1 | 2,834 | 75.7% | 0.02 | 0.0221 | -0.003 | 18 | 4.70 | 5.20 | 4 | -1.00 | 0.0180 | -0.005 | ||
| 0 | 0.0200 | 76.6% | 0.01 | 0.0181 | -0.002 | 18.5 | 5.20 | 5.70 | -1.00 | 0.0113 | -0.005 | |||||
| 0 | 0.0200 | 3,681 | 81.5% | 0.01 | 0.0150 | -0.002 | 19 | 5.90 | 6.15 | 78.1% | -1.00 | 0.0065 | -0.006 | |||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Sep 18, 2026
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.