DAL cadeia de opções Delta Air Lines, Inc.
Cboe delayed options data · em 09:35 UTC
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±3.5% (73.92–79.28) · IV ATM 47.8% · P/C open interest 0.19
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 26.20 | 28.80 | 347.8% | 1.00 | 0.0000 | 0.000 | 50 | 0 | 0.0200 | 1 | 174.5% | -0.00 | 0.0000 | -0.000 | |||
| 21.20 | 23.30 | 245.8% | 1.00 | 0.0001 | 0.000 | 55 | 0 | 0.0300 | 144.6% | -0.00 | 0.0001 | -0.001 | ||||
| 16.20 | 18.50 | 212.5% | 1.00 | 0.0005 | 0.000 | 60 | 0 | 1.64 | 2 | 229.0% | -0.00 | 0.0005 | -0.001 | |||
| 11.65 | 14.60 | 6 | 2 | 149.5% | 1.00 | 0.0023 | -0.004 | 64 | 0 | 1.06 | 161.1% | -0.00 | 0.0023 | -0.006 | ||
| 11.15 | 13.50 | 6 | 2 | 156.3% | 0.99 | 0.0034 | -0.007 | 65 | 0 | 0.0600 | 3 | 87 | 84.8% | -0.01 | 0.0034 | -0.009 |
| 10.25 | 11.90 | 2 | 1 | 125.2% | 0.99 | 0.0049 | -0.011 | 66 | 0 | 0.0800 | 1 | 4 | 81.4% | -0.01 | 0.0049 | -0.012 |
| 8.75 | 11.05 | 4 | 1 | 97.7% | 0.99 | 0.0069 | -0.015 | 67 | 0 | 0.2300 | 2 | 29 | 89.5% | -0.01 | 0.0069 | -0.017 |
| 7.70 | 10.60 | 5 | 1 | 112.0% | 0.98 | 0.0096 | -0.020 | 68 | 0 | 0.0400 | 8 | 72 | 60.8% | -0.02 | 0.0096 | -0.021 |
| 6.45 | 9.05 | 3 | 1 | 55.5% | 0.98 | 0.0133 | -0.026 | 69 | 0.0200 | 0.0900 | 6 | 299 | 63.7% | -0.02 | 0.0133 | -0.027 |
| 6.05 | 8.10 | 14 | 86.7% | 0.97 | 0.0189 | -0.035 | 70 | 0.0300 | 0.1100 | 45 | 164 | 59.1% | -0.03 | 0.0189 | -0.036 | |
| 4.60 | 7.05 | 16 | 52 | 55.2% | 0.95 | 0.0281 | -0.051 | 71 | 0.0600 | 0.1900 | 222 | 253 | 58.4% | -0.05 | 0.0282 | -0.051 |
| 3.95 | 6.15 | 2 | 65.4% | 0.92 | 0.0425 | -0.078 | 72 | 0.0300 | 0.1900 | 93 | 437 | 48.6% | -0.08 | 0.0426 | -0.079 | |
| 3.50 | 4.55 | 1 | 53.9% | 0.87 | 0.0614 | -0.119 | 73 | 0.0600 | 0.2900 | 137 | 78 | 45.7% | -0.13 | 0.0616 | -0.120 | |
| 2.90 | 3.75 | 16 | 1,241 | 58.7% | 0.79 | 0.0819 | -0.167 | 74 | 0.2600 | 0.5000 | 77 | 246 | 48.2% | -0.21 | 0.0823 | -0.168 |
| 2.26 | 2.58 | 231 | 1,386 | 50.4% | 0.70 | 0.1007 | -0.210 | 75 | 0.3000 | 0.7200 | 95 | 659 | 42.8% | -0.30 | 0.1013 | -0.211 |
| 1.62 | 1.92 | 123 | 185 | 49.6% | 0.59 | 0.1141 | -0.238 | 76 | 0.5900 | 1.25 | 306 | 937 | 45.1% | -0.41 | 0.1149 | -0.239 |
| 1.07 | 1.36 | 293 | 283 | 48.2% | 0.48 | 0.1184 | -0.243 | 77 | 1.26 | 1.67 | 254 | 1,073 | 47.4% | -0.53 | 0.1194 | -0.245 |
| 0.7100 | 0.8900 | 748 | 6,457 | 47.7% | 0.36 | 0.1120 | -0.224 | 78 | 1.93 | 2.22 | 370 | 406 | 47.7% | -0.64 | 0.1130 | -0.226 |
| 0.4100 | 0.5500 | 1,480 | 9,197 | 46.5% | 0.26 | 0.0970 | -0.186 | 79 | 2.23 | 3.25 | 36 | 132 | 45.6% | -0.75 | 0.0978 | -0.187 |
| 0.2800 | 0.3400 | 2,005 | 561 | 48.0% | 0.17 | 0.0772 | -0.139 | 80 | 3.05 | 4.15 | 7 | 175 | 48.3% | -0.83 | 0.0777 | -0.140 |
| 0.1500 | 0.2400 | 4,983 | 4,787 | 49.3% | 0.11 | 0.0568 | -0.097 | 81 | 4.05 | 5.30 | 19 | 88 | 61.6% | -0.89 | 0.0571 | -0.097 |
| 0.0700 | 0.1200 | 92 | 722 | 47.9% | 0.07 | 0.0399 | -0.066 | 82 | 4.25 | 6.60 | 13 | 96 | 51.7% | -0.93 | 0.0404 | -0.065 |
| 0.0300 | 0.1200 | 94 | 205 | 51.9% | 0.05 | 0.0278 | -0.046 | 83 | 5.90 | 6.90 | 1 | 1 | 55.7% | -0.96 | 0.0284 | -0.045 |
| 0 | 0.2800 | 90 | 314 | 66.2% | 0.03 | 0.0196 | -0.033 | 84 | 6.35 | 8.10 | 4 | 6 | -0.97 | 0.0200 | -0.032 | |
| 0 | 0.0800 | 16 | 123 | 57.6% | 0.02 | 0.0141 | -0.025 | 85 | 7.35 | 8.80 | 1 | 1 | -0.98 | 0.0142 | -0.024 | |
| 0.0100 | 0.0500 | 7 | 50 | 60.3% | 0.02 | 0.0103 | -0.019 | 86 | 8.05 | 9.75 | 1 | -0.99 | 0.0100 | -0.019 | ||
| 0.0100 | 0.2300 | 21 | 91 | 82.7% | 0.01 | 0.0077 | -0.015 | 87 | 9.10 | 11.05 | 1 | -0.99 | 0.0070 | -0.016 | ||
| 0 | 0.0400 | 5 | 264 | 66.6% | 0.01 | 0.0058 | -0.011 | 88 | 9.80 | 13.10 | 2 | 1 | 93.6% | -1.00 | 0.0049 | -0.014 |
| 0 | 0.0300 | 2 | 82 | 68.8% | 0.01 | 0.0045 | -0.009 | 89 | 10.75 | 12.80 | 1 | -1.00 | 0.0034 | -0.013 | ||
| 0 | 0.0100 | 6 | 380 | 65.0% | 0.01 | 0.0035 | -0.007 | 90 | 12.70 | 14.05 | 2 | 92.5% | -1.00 | 0.0024 | -0.012 | |
| 0 | 0.0500 | 2 | 38 | 82.8% | 0.00 | 0.0028 | -0.006 | 91 | 12.75 | 15.45 | -1.00 | 0.0017 | -0.011 | |||
| 0 | 0.1200 | 166 | 98.8% | 0.00 | 0.0022 | -0.005 | 92 | 13.70 | 15.95 | -1.00 | 0.0012 | -0.011 | ||||
| 0 | 0.2700 | 1 | 104 | 118.7% | 0.00 | 0.0018 | -0.004 | 93 | 14.45 | 17.15 | -1.00 | 0.0008 | -0.011 | |||
| 0 | 0.2300 | 1 | 161 | 80.6% | 0.00 | 0.0015 | -0.004 | 94 | 15.35 | 18.15 | -1.00 | 0.0006 | -0.011 | |||
| 0 | 0.0700 | 490 | 84.3% | 0.00 | 0.0012 | -0.003 | 95 | 16.45 | 18.95 | -1.00 | 0.0004 | -0.011 | ||||
| 0 | 1.26 | 7 | 186.4% | 0.00 | 0.0010 | -0.003 | 96 | 17.45 | 21.00 | -1.00 | 0.0003 | -0.011 | ||||
| 0 | 0.0100 | 264 | 102.3% | 0.00 | 0.0005 | -0.002 | 100 | 21.35 | 24.65 | -1.00 | 0.0001 | -0.010 | ||||
| 0 | 2.13 | 271.4% | 0.00 | 0.0002 | -0.001 | 105 | 26.30 | 29.95 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0200 | 7 | 143.6% | 0.00 | 0.0001 | -0.001 | 110 | 31.30 | 34.40 | -1.00 | 0.0000 | -0.010 | ||||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Oct 23, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.
callsputs