DAL catena di opzioni Delta Air Lines, Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±7.5% (72.84–84.66) · ATM IV 33.2% · P/C open interest 0.86
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 27.70 | 30.30 | 1 | 70.3% | 0.99 | 0.0015 | 0.000 | 50 | 0 | 0.8100 | 101.2% | -0.01 | 0.0016 | -0.006 | |||
| 22.70 | 25.20 | 0.99 | 0.0026 | 0.000 | 55 | 0 | 0.7500 | 82.0% | -0.01 | 0.0026 | -0.008 | |||||
| 17.75 | 20.20 | 0.98 | 0.0048 | -0.000 | 60 | 0 | 0.7500 | 1 | 65.5% | -0.02 | 0.0048 | -0.010 | ||||
| 12.45 | 15.10 | 2 | 0.96 | 0.0098 | -0.007 | 65 | 0.0400 | 0.2700 | 21 | 41.1% | -0.04 | 0.0099 | -0.014 | |||
| 11.85 | 13.75 | 0.95 | 0.0115 | -0.009 | 66 | 0 | 0.7500 | 46.9% | -0.05 | 0.0116 | -0.015 | |||||
| 10.90 | 12.65 | 0.94 | 0.0136 | -0.011 | 67 | 0 | 0.7500 | 43.8% | -0.06 | 0.0137 | -0.017 | |||||
| 10.00 | 11.70 | 0.93 | 0.0162 | -0.013 | 68 | 0 | 0.4200 | 1 | 35.4% | -0.07 | 0.0163 | -0.019 | ||||
| 9.00 | 10.75 | 0.92 | 0.0192 | -0.016 | 69 | 0.0400 | 0.7900 | 38.9% | -0.09 | 0.0194 | -0.021 | |||||
| 8.70 | 10.05 | 2 | 34.0% | 0.90 | 0.0228 | -0.019 | 70 | 0.1200 | 0.6500 | 1 | 107 | 35.0% | -0.11 | 0.0230 | -0.024 | |
| 7.30 | 9.20 | 27.4% | 0.87 | 0.0269 | -0.023 | 71 | 0.2000 | 1.12 | 37.9% | -0.13 | 0.0271 | -0.028 | ||||
| 6.55 | 8.35 | 1 | 29.6% | 0.84 | 0.0313 | -0.028 | 72 | 0.6100 | 0.9300 | 19 | 118 | 36.5% | -0.16 | 0.0316 | -0.032 | |
| 6.50 | 7.20 | 1 | 2 | 33.7% | 0.81 | 0.0358 | -0.032 | 73 | 0.7000 | 1.12 | 35 | 50 | 35.3% | -0.19 | 0.0362 | -0.036 |
| 4.75 | 7.40 | 33.5% | 0.77 | 0.0402 | -0.037 | 74 | 1.00 | 1.14 | 20 | 50 | 34.0% | -0.23 | 0.0406 | -0.040 | ||
| 4.90 | 5.50 | 11 | 7 | 31.4% | 0.73 | 0.0442 | -0.041 | 75 | 1.24 | 1.49 | 1 | 79 | 34.1% | -0.28 | 0.0447 | -0.043 |
| 4.50 | 4.90 | 2 | 33.6% | 0.68 | 0.0477 | -0.044 | 76 | 1.57 | 1.81 | 1 | 48 | 34.0% | -0.33 | 0.0484 | -0.046 | |
| 3.75 | 4.30 | 72 | 5 | 32.9% | 0.63 | 0.0506 | -0.047 | 77 | 1.89 | 2.33 | 96 | 34.4% | -0.38 | 0.0514 | -0.049 | |
| 3.20 | 3.65 | 50 | 52 | 32.5% | 0.58 | 0.0528 | -0.048 | 78 | 2.27 | 2.67 | 1 | 73 | 33.5% | -0.43 | 0.0537 | -0.050 |
| 2.77 | 3.10 | 16 | 32.8% | 0.52 | 0.0542 | -0.049 | 79 | 2.79 | 3.15 | 1 | 31 | 33.6% | -0.48 | 0.0552 | -0.050 | |
| 2.32 | 2.59 | 244 | 242 | 32.5% | 0.47 | 0.0546 | -0.049 | 80 | 3.15 | 3.75 | 42 | 32.8% | -0.54 | 0.0558 | -0.049 | |
| 1.79 | 2.33 | 10 | 32.6% | 0.41 | 0.0541 | -0.048 | 81 | 3.30 | 4.40 | 10 | 33 | 30.5% | -0.59 | 0.0553 | -0.048 | |
| 1.44 | 1.98 | 43 | 32.6% | 0.36 | 0.0524 | -0.045 | 82 | 4.50 | 5.00 | 5 | 33.4% | -0.65 | 0.0539 | -0.045 | ||
| 1.20 | 1.51 | 5 | 35 | 32.0% | 0.31 | 0.0498 | -0.043 | 83 | 4.75 | 6.05 | 1 | 15 | 32.8% | -0.70 | 0.0514 | -0.042 |
| 1.03 | 1.30 | 1 | 50 | 32.9% | 0.27 | 0.0464 | -0.039 | 84 | 4.85 | 6.65 | 3 | 26.9% | -0.75 | 0.0482 | -0.038 | |
| 0.8300 | 0.9500 | 5 | 160 | 32.1% | 0.22 | 0.0423 | -0.036 | 85 | 6.30 | 7.50 | 46 | 32.2% | -0.79 | 0.0443 | -0.034 | |
| 0.6100 | 0.8700 | 4 | 44 | 32.6% | 0.19 | 0.0380 | -0.032 | 86 | 6.85 | 8.95 | 1 | 35.1% | -0.83 | 0.0400 | -0.030 | |
| 0.2900 | 0.5900 | 1 | 13 | 29.8% | 0.16 | 0.0336 | -0.029 | 87 | 7.35 | 9.00 | 6 | -0.86 | 0.0356 | -0.027 | ||
| 0.1400 | 0.8500 | 45 | 33.3% | 0.13 | 0.0296 | -0.026 | 88 | 8.85 | 10.90 | 50 | 40.2% | -0.89 | 0.0314 | -0.024 | ||
| 0.1300 | 0.7400 | 65 | 34.4% | 0.11 | 0.0260 | -0.024 | 89 | 9.95 | 11.70 | 1 | 1 | 41.9% | -0.91 | 0.0275 | -0.021 | |
| 0.1400 | 0.7500 | 5 | 63 | 36.9% | 0.10 | 0.0228 | -0.022 | 90 | 10.50 | 12.80 | 100 | 40.8% | -0.92 | 0.0240 | -0.018 | |
| 0.0100 | 0.6300 | 172 | 35.9% | 0.09 | 0.0202 | -0.021 | 91 | 10.95 | 14.35 | 1 | 43.1% | -0.93 | 0.0210 | -0.016 | ||
| 0.0200 | 0.7500 | 40 | 39.7% | 0.08 | 0.0180 | -0.020 | 92 | 12.45 | 15.35 | 50.6% | -0.94 | 0.0202 | -0.014 | |||
| 0 | 0.7900 | 26 | 42.0% | 0.07 | 0.0161 | -0.019 | 93 | 13.40 | 16.10 | 49.9% | -0.95 | 0.0197 | -0.012 | |||
| 0 | 0.7900 | 1 | 44.0% | 0.06 | 0.0145 | -0.018 | 94 | 13.30 | 16.65 | -0.96 | 0.0188 | -0.011 | ||||
| 0 | 0.7000 | 8 | 44.7% | 0.06 | 0.0132 | -0.018 | 95 | 14.30 | 18.40 | 42.5% | -0.96 | 0.0179 | -0.009 | |||
| 0 | 0.9500 | 50.1% | 0.06 | 0.0121 | -0.017 | 96 | 15.90 | 19.30 | 52.6% | -0.97 | 0.0170 | -0.008 | ||||
| 0 | 0.7500 | 49.2% | 0.05 | 0.0111 | -0.017 | 97 | 16.95 | 19.60 | 41.4% | -0.97 | 0.0159 | -0.008 | ||||
| 0 | 0.9500 | 2 | 54.0% | 0.05 | 0.0102 | -0.016 | 98 | 17.90 | 21.30 | 56.6% | -0.97 | 0.0143 | -0.009 | |||
| 0 | 0.9500 | 1 | 55.8% | 0.05 | 0.0095 | -0.016 | 99 | 18.95 | 22.30 | 59.2% | -0.98 | 0.0130 | -0.010 | |||
| 0 | 0.7500 | 2 | 54.6% | 0.04 | 0.0088 | -0.016 | 100 | 19.95 | 23.30 | 61.1% | -0.98 | 0.0119 | -0.011 | |||
| 0 | 0.9500 | 26 | 59.5% | 0.04 | 0.0082 | -0.015 | 101 | 20.95 | 24.30 | 63.0% | -0.98 | 0.0109 | -0.012 | |||
| 0 | 0.9500 | 61.2% | 0.04 | 0.0077 | -0.015 | 102 | 21.95 | 25.30 | 64.8% | -0.98 | 0.0100 | -0.012 | ||||
| 0 | 0.9500 | 62.9% | 0.04 | 0.0072 | -0.015 | 103 | 22.95 | 26.30 | 66.7% | -0.99 | 0.0092 | -0.013 | ||||
| 0 | 0.9500 | 64.7% | 0.04 | 0.0068 | -0.015 | 104 | 23.95 | 27.30 | 68.4% | -0.99 | 0.0085 | -0.013 | ||||
| 0 | 0.9500 | 66.3% | 0.03 | 0.0064 | -0.014 | 105 | 24.95 | 28.30 | 70.2% | -0.99 | 0.0079 | -0.013 | ||||
| 0 | 1.15 | 77.5% | 0.03 | 0.0048 | -0.013 | 110 | 29.95 | 32.60 | 61.1% | -0.99 | 0.0051 | -0.017 | ||||
| 0 | 0.7500 | 78.0% | 0.02 | 0.0038 | -0.012 | 115 | 34.95 | 38.30 | 86.4% | -1.00 | 0.0027 | -0.024 | ||||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Oct 02, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.