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 ±10.8% (70.09–87.05) · ATM IV 39.1% · P/C open interest 0.30
| 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 | |
| 27.25 | 29.85 | 3 | 0.99 | 0.0016 | 0.000 | 50 | 0 | 0.1500 | 21 | 61.9% | -0.01 | 0.0017 | -0.005 | |||
| 22.65 | 25.60 | 7 | 61.5% | 0.98 | 0.0030 | 0.000 | 55 | 0.0400 | 0.1500 | 14 | 13 | 52.1% | -0.02 | 0.0032 | -0.007 | |
| 18.05 | 19.50 | 3 | 0.97 | 0.0062 | 0.000 | 60 | 0.0200 | 0.2400 | 193 | 43.2% | -0.04 | 0.0065 | -0.012 | |||
| 13.55 | 14.55 | 1 | 31.8% | 0.92 | 0.0129 | -0.010 | 65 | 0.4300 | 0.5000 | 60 | 213 | 42.8% | -0.08 | 0.0133 | -0.020 | |
| 9.80 | 10.45 | 3 | 40 | 41.8% | 0.83 | 0.0235 | -0.026 | 70 | 1.09 | 1.19 | 38 | 857 | 40.7% | -0.18 | 0.0239 | -0.033 |
| 7.95 | 8.45 | 41 | 40.9% | 0.76 | 0.0291 | -0.034 | 72.5 | 1.67 | 1.79 | 9 | 402 | 40.1% | -0.25 | 0.0294 | -0.039 | |
| 6.15 | 6.50 | 33 | 119 | 38.6% | 0.67 | 0.0339 | -0.041 | 75 | 2.46 | 2.60 | 99 | 951 | 39.6% | -0.33 | 0.0340 | -0.043 |
| 4.75 | 5.05 | 26 | 169 | 38.7% | 0.58 | 0.0371 | -0.045 | 77.5 | 3.50 | 3.65 | 15 | 229 | 39.4% | -0.42 | 0.0372 | -0.046 |
| 3.60 | 3.80 | 351 | 439 | 38.8% | 0.49 | 0.0383 | -0.046 | 80 | 4.70 | 5.05 | 4 | 1,237 | 39.3% | -0.52 | 0.0382 | -0.045 |
| 2.62 | 2.77 | 13 | 456 | 38.5% | 0.40 | 0.0373 | -0.045 | 82.5 | 6.10 | 6.65 | 670 | 39.0% | -0.61 | 0.0372 | -0.042 | |
| 1.89 | 1.95 | 129 | 10.8K | 38.3% | 0.31 | 0.0343 | -0.041 | 85 | 7.75 | 8.60 | 114 | 437 | 39.7% | -0.70 | 0.0345 | -0.037 |
| 1.29 | 1.39 | 14 | 427 | 38.2% | 0.24 | 0.0301 | -0.036 | 87.5 | 9.75 | 10.60 | 1 | 48 | 40.7% | -0.77 | 0.0307 | -0.031 |
| 0.8800 | 0.9600 | 143 | 1,120 | 38.3% | 0.18 | 0.0252 | -0.030 | 90 | 11.90 | 12.35 | 75 | 39.2% | -0.83 | 0.0264 | -0.024 | |
| 0.5600 | 0.6700 | 507 | 38.3% | 0.13 | 0.0204 | -0.025 | 92.5 | 13.90 | 15.25 | 112 | 43.5% | -0.88 | 0.0220 | -0.017 | ||
| 0.3800 | 0.5600 | 2,476 | 39.8% | 0.09 | 0.0160 | -0.020 | 95 | 16.25 | 17.40 | 20 | 43.8% | -0.92 | 0.0176 | -0.011 | ||
| 0.1800 | 0.4200 | 66 | 39.5% | 0.07 | 0.0123 | -0.015 | 97.5 | 18.05 | 20.55 | 47.5% | -0.96 | 0.0172 | -0.004 | |||
| 0.1700 | 0.2200 | 1 | 1,261 | 39.6% | 0.05 | 0.0093 | -0.012 | 100 | 20.25 | 22.90 | 45.6% | -0.98 | 0.0121 | -0.016 | ||
| 0.0400 | 0.1800 | 142 | 41.7% | 0.03 | 0.0055 | -0.008 | 105 | 25.25 | 28.40 | 59.9% | -1.00 | 0.0000 | -0.051 | |||
| 0 | 0.1200 | 27 | 43.4% | 0.02 | 0.0035 | -0.005 | 110 | 30.45 | 33.25 | 67.7% | -1.00 | 0.0000 | -0.061 | |||
| 0 | 0.1000 | 2 | 47.1% | 0.01 | 0.0024 | -0.004 | 115 | 35.45 | 38.25 | 74.4% | -1.00 | 0.0000 | -0.063 | |||
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 — Oct 16, 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.