DAL цепочка опционов Delta Air Lines, Inc.
Cboe delayed options data · по состоянию на 03:41 UTC
Каждая строка — один страйк. Левая половина — call, правая — put. Bid/ask — текущие котировки покупателей и продавцов; объём — количество контрактов, заключённых в эту сессию; открытый интерес — действующие контракты. Выделенная строка ближайшая к текущей цене акции.
Данная экспирация закладывает в цену движение примерно ±2.0% (76.60–79.76) · ATM IV 33.8% · P/C открытого интереса 0.28
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Бид | Спросить | Объём | 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 | Бид | Спросить | Объём | OI | IV | Δ | Γ | Θ | |
| 27.85 | 29.60 | 2 | 142 | 401.6% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0100 | 4 | 21 | 207.6% | 0.00 | 0.0000 | -0.000 |
| 22.15 | 23.70 | 4 | 1 | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.0100 | 11 | 166.2% | -0.00 | 0.0001 | -0.001 | ||
| 16.20 | 20.10 | 8 | 11 | 1.00 | 0.0006 | -0.000 | 60 | 0 | 0.0200 | 29 | 13 | 137.2% | -0.00 | 0.0006 | -0.003 | |
| 12.80 | 14.60 | 10 | 11 | 196.6% | 1.00 | 0.0023 | -0.006 | 65 | 0 | 0.1100 | 39 | 19 | 124.2% | -0.00 | 0.0023 | -0.007 |
| 7.60 | 8.60 | 123 | 0.99 | 0.0082 | -0.015 | 70 | 0 | 0.1000 | 17 | 133 | 79.2% | -0.01 | 0.0082 | -0.016 | ||
| 4.55 | 6.70 | 8 | 10 | 0.98 | 0.0147 | -0.019 | 72 | 0 | 0.2800 | 6 | 39 | 76.6% | -0.02 | 0.0147 | -0.020 | |
| 3.35 | 7.15 | 4 | 3 | 54.4% | 0.98 | 0.0208 | -0.023 | 73 | 0 | 0.3500 | 14 | 84 | 70.5% | -0.02 | 0.0208 | -0.023 |
| 3.90 | 4.55 | 1 | 40.5% | 0.96 | 0.0325 | -0.030 | 74 | 0.0200 | 0.0400 | 55 | 1,086 | 40.5% | -0.04 | 0.0325 | -0.030 | |
| 2.55 | 3.90 | 119 | 145 | 32.1% | 0.93 | 0.0585 | -0.052 | 75 | 0.0500 | 0.0900 | 119 | 638 | 38.5% | -0.07 | 0.0586 | -0.052 |
| 1.90 | 2.86 | 63 | 424 | 38.4% | 0.86 | 0.1067 | -0.105 | 76 | 0.1100 | 0.1900 | 88 | 488 | 35.9% | -0.14 | 0.1072 | -0.105 |
| 1.15 | 1.75 | 214 | 496 | 30.1% | 0.73 | 0.1642 | -0.179 | 77 | 0.3100 | 0.4000 | 78 | 158 | 35.4% | -0.27 | 0.1663 | -0.180 |
| 0.7200 | 0.9500 | 2,122 | 1,505 | 31.6% | 0.55 | 0.2018 | -0.224 | 78 | 0.5000 | 0.9900 | 79 | 491 | 36.0% | -0.46 | 0.2056 | -0.228 |
| 0.3600 | 0.5000 | 451 | 6,196 | 32.8% | 0.35 | 0.1892 | -0.200 | 79 | 0.9500 | 1.68 | 39 | 249 | 36.2% | -0.66 | 0.1928 | -0.206 |
| 0.1600 | 0.2300 | 616 | 6,197 | 33.6% | 0.19 | 0.1359 | -0.136 | 80 | 1.92 | 2.29 | 184 | 761 | 39.1% | -0.82 | 0.1373 | -0.137 |
| 0.0500 | 0.1400 | 461 | 375 | 36.1% | 0.10 | 0.0839 | -0.082 | 81 | 2.53 | 3.35 | 36 | 339 | 37.5% | -0.91 | 0.0842 | -0.078 |
| 0.0300 | 0.0700 | 234 | 345 | 39.1% | 0.06 | 0.0503 | -0.050 | 82 | 3.50 | 4.20 | 113 | 477 | -0.95 | 0.0500 | -0.046 | |
| 0.0100 | 0.1000 | 16 | 1,135 | 47.8% | 0.04 | 0.0307 | -0.032 | 83 | 4.40 | 6.55 | 29 | 227 | 96.5% | -0.97 | 0.0295 | -0.029 |
| 0.0100 | 0.0400 | 62 | 422 | 48.3% | 0.02 | 0.0192 | -0.021 | 84 | 5.50 | 6.60 | 10 | 76.0% | -0.99 | 0.0174 | -0.020 | |
| 0.0100 | 0.0400 | 116 | 399 | 54.9% | 0.01 | 0.0123 | -0.014 | 85 | 6.65 | 7.45 | 1 | 84.9% | -0.99 | 0.0101 | -0.016 | |
| 0 | 0.1100 | 69 | 69.7% | 0.01 | 0.0080 | -0.009 | 86 | 6.05 | 9.85 | 2 | 25 | 80.6% | -1.00 | 0.0058 | -0.014 | |
| 0 | 0.0200 | 1 | 172 | 59.9% | 0.01 | 0.0054 | -0.006 | 87 | 8.35 | 9.75 | 101.7% | -1.00 | 0.0033 | -0.013 | ||
| 0 | 0.0400 | 13 | 171 | 71.5% | 0.00 | 0.0036 | -0.004 | 88 | 8.05 | 11.15 | -1.00 | 0.0019 | -0.012 | |||
| 0 | 0.2200 | 4 | 82 | 101.4% | 0.00 | 0.0025 | -0.003 | 89 | 9.80 | 12.35 | 1 | 120.5% | -1.00 | 0.0010 | -0.012 | |
| 0 | 0.0100 | 97 | 70.8% | 0.00 | 0.0018 | -0.002 | 90 | 10.60 | 13.75 | 139.6% | -1.00 | 0.0006 | -0.011 | |||
| 0 | 0.7400 | 3 | 92 | 149.3% | 0.00 | 0.0013 | -0.002 | 91 | 11.05 | 14.75 | 103.9% | -1.00 | 0.0003 | -0.011 | ||
| 0 | 0.0600 | 106 | 99.3% | 0.00 | 0.0009 | -0.001 | 92 | 12.15 | 15.65 | 1 | 110.1% | -1.00 | 0.0002 | -0.011 | ||
| 0 | 0.2100 | 132 | 127.2% | 0.00 | 0.0007 | -0.001 | 93 | 14.35 | 16.00 | 1 | 1 | 162.8% | -1.00 | 0.0001 | -0.011 | |
| 0 | 0.0100 | 118 | 90.1% | 0.00 | 0.0005 | -0.001 | 94 | 15.35 | 17.30 | 1 | 186.0% | -1.00 | 0.0001 | -0.011 | ||
| 0 | 0.0400 | 64 | 0.00 | 0.0004 | -0.001 | 95 | 15.00 | 18.50 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 0.7500 | 41 | 187.3% | 0.00 | 0.0003 | -0.000 | 96 | 16.65 | 19.40 | 163.2% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.9500 | 5 | 205.4% | 0.00 | 0.0002 | -0.000 | 97 | 17.65 | 20.15 | 139.1% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 1.15 | 15 | 222.8% | 0.00 | 0.0002 | -0.000 | 98 | 18.45 | 21.40 | 153.3% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 2.00 | 6 | 267.0% | 0.00 | 0.0001 | -0.000 | 99 | 19.65 | 22.80 | 211.3% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 2.13 | 23 | 279.7% | 0.00 | 0.0001 | -0.000 | 100 | 20.15 | 23.05 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 2.13 | 1 | 287.3% | 0.00 | 0.0001 | -0.000 | 101 | 21.50 | 24.75 | 211.0% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 2.13 | 294.7% | 0.00 | 0.0001 | -0.000 | 102 | 22.40 | 25.55 | 189.4% | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 2.13 | 1 | 302.0% | 0.00 | 0.0000 | -0.000 | 103 | 24.10 | 26.80 | 263.4% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 2.13 | 3 | 309.2% | 0.00 | 0.0000 | -0.000 | 104 | 24.05 | 27.80 | 185.9% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0200 | 22 | 146.7% | 0.00 | 0.0000 | 0.000 | 105 | 25.10 | 28.75 | 191.1% | -1.00 | 0.0000 | -0.011 | |||
| 0 | 2.13 | 323.2% | 0.00 | 0.0000 | 0.000 | 106 | 26.05 | 29.75 | 185.8% | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 1 | 156.6% | 0.00 | 0.0000 | 0.000 | 110 | 30.40 | 33.05 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0200 | 186.2% | 0.00 | 0.0000 | 0.000 | 115 | 35.05 | 38.55 | -1.00 | 0.0000 | -0.011 | |||||
Отображаемые страйки: в пределах ±50% от цены базового актива. Внутренняя стоимость = max(0, цена − страйк) для call, max(0, страйк − цена) для put; внешняя = цена опциона − внутренняя стоимость. Греки и IV, рассчитанные на основе биржевого фида.
Улыбка волатильности — Sep 04, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы