DAL chaîne d'options Delta Air Lines, 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 ±5.5% (74.25–82.89) · ATM IV 33.6% · P/C open interest 1.71
| 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 | |
| 37.75 | 38.80 | 4 | 46 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0200 | 942 | 119.2% | -0.00 | 0.0000 | -0.000 | ||
| 34.50 | 36.05 | 45 | 1.00 | 0.0000 | 0.000 | 43 | 0 | 0.5200 | 1,012 | 163.8% | -0.00 | 0.0000 | -0.000 | |||
| 32.65 | 33.80 | 1 | 76 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 0.0200 | 1,599 | 99.7% | -0.00 | 0.0000 | -0.000 | ||
| 30.70 | 31.80 | 47 | 1.00 | 0.0001 | 0.000 | 47 | 0 | 0.0700 | 1,994 | 105.9% | -0.00 | 0.0001 | -0.000 | |||
| 27.95 | 29.10 | 132 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0200 | 1,738 | 82.2% | -0.00 | 0.0001 | -0.000 | |||
| 25.05 | 26.80 | 302 | 1.00 | 0.0002 | 0.000 | 52.5 | 0 | 0.1900 | 467 | 97.6% | -0.00 | 0.0002 | -0.001 | |||
| 22.70 | 24.25 | 174 | 1.00 | 0.0004 | 0.000 | 55 | 0 | 0.0700 | 4,607 | 76.2% | -0.00 | 0.0004 | -0.001 | |||
| 20.15 | 21.70 | 1 | 206 | 1.00 | 0.0006 | 0.000 | 57.5 | 0 | 0.0400 | 885 | 67.7% | -0.00 | 0.0006 | -0.001 | ||
| 17.90 | 18.95 | 660 | 1.00 | 0.0012 | 0.000 | 60 | 0 | 0.0200 | 5 | 5,078 | 51.3% | -0.00 | 0.0012 | -0.002 | ||
| 15.75 | 16.40 | 340 | 0.99 | 0.0022 | 0.000 | 62.5 | 0 | 0.0300 | 815 | 46.3% | -0.01 | 0.0022 | -0.003 | |||
| 12.85 | 13.95 | 612 | 0.99 | 0.0044 | 0.000 | 65 | 0 | 0.0500 | 1 | 1,498 | 41.8% | -0.01 | 0.0044 | -0.006 | ||
| 10.65 | 11.55 | 650 | 0.98 | 0.0092 | -0.006 | 67.5 | 0.0300 | 0.0600 | 22 | 3,771 | 37.6% | -0.02 | 0.0092 | -0.011 | ||
| 8.30 | 9.15 | 2,017 | 22.2% | 0.94 | 0.0190 | -0.017 | 70 | 0.1300 | 0.1700 | 87 | 7,821 | 37.5% | -0.06 | 0.0191 | -0.021 | |
| 5.95 | 7.65 | 26.1% | 0.89 | 0.0316 | -0.031 | 72 | 0.2800 | 0.3700 | 62 | 685 | 37.0% | -0.11 | 0.0318 | -0.035 | ||
| 6.25 | 6.80 | 3,583 | 34.1% | 0.88 | 0.0353 | -0.035 | 72.5 | 0.3300 | 0.4100 | 4 | 2,470 | 36.3% | -0.12 | 0.0356 | -0.038 | |
| 5.15 | 6.75 | 2 | 29.5% | 0.86 | 0.0392 | -0.039 | 73 | 0.3900 | 0.4600 | 6 | 34 | 35.7% | -0.14 | 0.0395 | -0.042 | |
| 4.35 | 5.60 | 3 | 26.3% | 0.81 | 0.0471 | -0.048 | 74 | 0.5600 | 0.6300 | 2 | 93 | 35.4% | -0.19 | 0.0475 | -0.050 | |
| 4.35 | 4.70 | 1 | 1,921 | 34.8% | 0.76 | 0.0550 | -0.055 | 75 | 0.7700 | 0.8400 | 21 | 15.6K | 34.9% | -0.24 | 0.0555 | -0.058 |
| 3.70 | 3.95 | 72 | 35.0% | 0.70 | 0.0623 | -0.062 | 76 | 1.04 | 1.12 | 22 | 175 | 34.7% | -0.30 | 0.0628 | -0.064 | |
| 2.95 | 3.25 | 13 | 33.6% | 0.64 | 0.0683 | -0.067 | 77 | 1.36 | 1.48 | 667 | 34.4% | -0.36 | 0.0690 | -0.069 | ||
| 2.75 | 2.91 | 25 | 1,193 | 34.1% | 0.60 | 0.0706 | -0.069 | 77.5 | 1.54 | 1.73 | 161 | 4,221 | 34.5% | -0.40 | 0.0713 | -0.070 |
| 2.34 | 2.61 | 22 | 331 | 32.9% | 0.57 | 0.0723 | -0.070 | 78 | 1.75 | 1.90 | 150 | 228 | 34.0% | -0.44 | 0.0731 | -0.071 |
| 1.85 | 2.12 | 81 | 97 | 33.1% | 0.49 | 0.0739 | -0.071 | 79 | 2.23 | 2.44 | 3 | 77 | 34.2% | -0.51 | 0.0748 | -0.072 |
| 1.53 | 1.65 | 159 | 3,213 | 33.6% | 0.42 | 0.0728 | -0.070 | 80 | 2.79 | 3.05 | 6 | 3,523 | 34.4% | -0.58 | 0.0739 | -0.070 |
| 1.19 | 1.28 | 4 | 81 | 33.7% | 0.35 | 0.0692 | -0.066 | 81 | 3.35 | 3.70 | 2 | 125 | 33.8% | -0.65 | 0.0704 | -0.066 |
| 0.9000 | 0.9800 | 21 | 364 | 33.7% | 0.29 | 0.0636 | -0.060 | 82 | 4.05 | 4.40 | 1 | 148 | 33.6% | -0.72 | 0.0648 | -0.060 |
| 0.7800 | 0.8600 | 13 | 3,267 | 33.8% | 0.26 | 0.0602 | -0.057 | 82.5 | 4.40 | 4.80 | 2 | 2,945 | 33.5% | -0.75 | 0.0615 | -0.057 |
| 0.6700 | 0.7400 | 20 | 446 | 33.8% | 0.23 | 0.0566 | -0.054 | 83 | 4.70 | 5.45 | 6 | 395 | 35.2% | -0.78 | 0.0579 | -0.053 |
| 0.4900 | 0.5600 | 14 | 175 | 33.9% | 0.18 | 0.0491 | -0.047 | 84 | 5.55 | 6.05 | 1 | 193 | 33.1% | -0.83 | 0.0502 | -0.045 |
| 0.3500 | 0.4100 | 58 | 3,368 | 34.0% | 0.14 | 0.0414 | -0.040 | 85 | 6.40 | 7.25 | 5 | 5,412 | 37.5% | -0.87 | 0.0423 | -0.037 |
| 0.2500 | 0.3000 | 7 | 134 | 34.1% | 0.11 | 0.0342 | -0.033 | 86 | 7.00 | 8.55 | 61 | 39.8% | -0.90 | 0.0347 | -0.030 | |
| 0.1300 | 0.2400 | 367 | 33.8% | 0.08 | 0.0277 | -0.027 | 87 | 8.10 | 9.55 | 21 | 44.7% | -0.93 | 0.0300 | -0.023 | ||
| 0.1400 | 0.1900 | 62 | 2,173 | 34.4% | 0.07 | 0.0248 | -0.024 | 87.5 | 8.60 | 9.35 | 1 | 2,484 | 32.5% | -0.94 | 0.0281 | -0.020 |
| 0.0800 | 0.2200 | 20 | 388 | 35.0% | 0.06 | 0.0221 | -0.022 | 88 | 9.25 | 10.20 | 44.9% | -0.95 | 0.0271 | -0.018 | ||
| 0.0500 | 0.1600 | 55 | 35.2% | 0.05 | 0.0175 | -0.017 | 89 | 9.90 | 11.45 | 46.3% | -0.97 | 0.0229 | -0.018 | |||
| 0.0600 | 0.1000 | 20 | 6,638 | 35.9% | 0.04 | 0.0137 | -0.014 | 90 | 11.10 | 12.20 | 10 | 1,434 | 48.3% | -0.99 | 0.0166 | -0.020 |
| 0 | 0.1300 | 68 | 37.0% | 0.03 | 0.0108 | -0.011 | 91 | 11.90 | 13.55 | 54.2% | -0.99 | 0.0086 | -0.027 | |||
| 0 | 0.1100 | 28 | 38.3% | 0.02 | 0.0086 | -0.009 | 92 | 12.90 | 14.55 | 57.1% | -1.00 | 0.0036 | -0.031 | |||
| 0.0300 | 0.0700 | 12 | 1,247 | 38.8% | 0.02 | 0.0077 | -0.008 | 92.5 | 13.40 | 14.50 | 85 | 42.2% | -1.00 | 0.0024 | -0.034 | |
| 0 | 0.1000 | 28 | 39.9% | 0.02 | 0.0069 | -0.008 | 93 | 13.90 | 15.55 | 60.0% | -1.00 | 0.0013 | -0.035 | |||
| 0 | 0.0900 | 211 | 41.4% | 0.01 | 0.0056 | -0.006 | 94 | 14.90 | 16.35 | 58.4% | -1.00 | 0.0000 | -0.038 | |||
| 0.0100 | 0.0400 | 28 | 2,265 | 40.1% | 0.01 | 0.0046 | -0.006 | 95 | 16.10 | 17.25 | 41 | 63.3% | -1.00 | 0.0000 | -0.039 | |
| 0.0100 | 0.0200 | 3 | 1,379 | 42.2% | 0.01 | 0.0031 | -0.004 | 97.5 | 18.50 | 20.00 | 73.2% | -1.00 | 0.0000 | -0.041 | ||
| 0.0100 | 0.0600 | 7 | 2,475 | 51.5% | 0.01 | 0.0022 | -0.003 | 100 | 21.25 | 22.50 | 3 | 84.7% | -1.00 | 0.0000 | -0.042 | |
| 0 | 0.0600 | 1,121 | 59.3% | 0.00 | 0.0012 | -0.002 | 105 | 26.15 | 27.20 | 87.7% | -1.00 | 0.0000 | -0.043 | |||
| 0 | 0.0800 | 660 | 69.9% | 0.00 | 0.0007 | -0.002 | 110 | 30.90 | 32.95 | 110.7% | -1.00 | 0.0000 | -0.043 | |||
| 0 | 0.0700 | 308 | 76.5% | 0.00 | 0.0004 | -0.001 | 115 | 36.05 | 37.35 | 110.2% | -1.00 | 0.0000 | -0.043 | |||
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.