DAL цепочка опционов Delta Air Lines, Inc.
Cboe delayed options data · по состоянию на 09:36 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 ±3.6% (72.15–77.49) · ATM IV 42.3% · P/C открытого интереса 0.19
| 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 | |
| 24.20 | 26.15 | 257.6% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0200 | 1 | 142.9% | -0.00 | 0.0001 | -0.001 | |||
| 19.25 | 20.95 | 198.6% | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.0300 | 116.5% | -0.00 | 0.0003 | -0.001 | ||||
| 14.05 | 15.95 | 142.2% | 1.00 | 0.0010 | -0.001 | 60 | 0 | 0.0500 | 2 | 91.9% | -0.00 | 0.0010 | -0.002 | |||
| 10.25 | 12.00 | 1 | 1 | 118.1% | 0.99 | 0.0035 | -0.005 | 64 | 0 | 0.0600 | 69.4% | -0.01 | 0.0035 | -0.006 | ||
| 9.25 | 10.95 | 1 | 1 | 107.4% | 0.99 | 0.0051 | -0.007 | 65 | 0 | 0.2700 | 87 | 82.2% | -0.01 | 0.0051 | -0.008 | |
| 8.25 | 9.95 | 1 | 98.5% | 0.99 | 0.0076 | -0.011 | 66 | 0 | 0.2300 | 1 | 4 | 72.4% | -0.01 | 0.0076 | -0.012 | |
| 7.25 | 9.00 | 1 | 91.3% | 0.98 | 0.0115 | -0.016 | 67 | 0 | 0.4800 | 2 | 27 | 77.4% | -0.02 | 0.0115 | -0.017 | |
| 6.25 | 8.00 | 1 | 82.3% | 0.97 | 0.0178 | -0.025 | 68 | 0 | 0.2600 | 6 | 67 | 59.7% | -0.03 | 0.0179 | -0.025 | |
| 5.45 | 6.15 | 1 | 49.9% | 0.95 | 0.0280 | -0.039 | 69 | 0.0500 | 0.1000 | 50 | 263 | 46.4% | -0.05 | 0.0280 | -0.040 | |
| 4.45 | 6.00 | 11 | 15 | 69.1% | 0.92 | 0.0429 | -0.061 | 70 | 0.1100 | 0.2200 | 20 | 151 | 45.3% | -0.08 | 0.0430 | -0.062 |
| 3.50 | 4.10 | 52 | 35.3% | 0.87 | 0.0619 | -0.091 | 71 | 0.2100 | 0.2900 | 191 | 85 | 45.1% | -0.14 | 0.0622 | -0.092 | |
| 2.80 | 3.30 | 1 | 1 | 41.5% | 0.79 | 0.0827 | -0.124 | 72 | 0.3600 | 0.4800 | 512 | 106 | 44.4% | -0.21 | 0.0832 | -0.125 |
| 2.16 | 2.49 | 2 | 1 | 42.2% | 0.70 | 0.1019 | -0.154 | 73 | 0.6100 | 0.7500 | 24 | 65 | 44.0% | -0.30 | 0.1026 | -0.155 |
| 1.58 | 1.80 | 73 | 1,209 | 42.2% | 0.59 | 0.1152 | -0.173 | 74 | 0.9700 | 1.14 | 96 | 203 | 44.1% | -0.41 | 0.1161 | -0.175 |
| 1.05 | 1.24 | 356 | 1,240 | 41.2% | 0.47 | 0.1188 | -0.177 | 75 | 1.42 | 1.63 | 151 | 623 | 43.5% | -0.53 | 0.1198 | -0.178 |
| 0.6500 | 0.8500 | 191 | 81 | 41.2% | 0.36 | 0.1116 | -0.164 | 76 | 2.00 | 2.28 | 1,441 | 1,217 | 43.8% | -0.65 | 0.1126 | -0.165 |
| 0.3700 | 0.5400 | 231 | 149 | 40.7% | 0.26 | 0.0963 | -0.138 | 77 | 2.60 | 3.05 | 50 | 1,096 | 42.9% | -0.75 | 0.0972 | -0.139 |
| 0.2000 | 0.3200 | 277 | 6,270 | 40.5% | 0.17 | 0.0766 | -0.104 | 78 | 3.40 | 3.90 | 22 | 390 | 43.9% | -0.83 | 0.0772 | -0.105 |
| 0.1200 | 0.1900 | 409 | 9,125 | 41.4% | 0.11 | 0.0557 | -0.070 | 79 | 3.90 | 4.80 | 16 | 130 | -0.90 | 0.0562 | -0.070 | |
| 0.0100 | 0.1600 | 297 | 393 | 44.7% | 0.06 | 0.0372 | -0.043 | 80 | 5.20 | 5.80 | 22 | 195 | 49.3% | -0.95 | 0.0382 | -0.043 |
| 0 | 0.0800 | 436 | 4,756 | 41.3% | 0.04 | 0.0236 | -0.026 | 81 | 5.55 | 6.90 | 10 | 88 | -0.97 | 0.0246 | -0.025 | |
| 0.0200 | 0.2300 | 70 | 730 | 57.6% | 0.02 | 0.0148 | -0.016 | 82 | 6.20 | 7.80 | 14 | 103 | -0.99 | 0.0145 | -0.016 | |
| 0 | 0.0500 | 52 | 228 | 47.8% | 0.01 | 0.0094 | -0.010 | 83 | 7.35 | 8.90 | 8 | 41 | -0.99 | 0.0074 | -0.012 | |
| 0 | 0.2600 | 99 | 317 | 69.5% | 0.01 | 0.0061 | -0.007 | 84 | 8.50 | 10.05 | 44 | -1.00 | 0.0033 | -0.011 | ||
| 0 | 0.0800 | 21 | 117 | 60.9% | 0.01 | 0.0040 | -0.004 | 85 | 9.40 | 11.35 | 66 | 58.0% | -1.00 | 0.0014 | -0.010 | |
| 0 | 0.1100 | 50 | 68.8% | 0.00 | 0.0027 | -0.003 | 86 | 10.45 | 11.85 | 33 | -1.00 | 0.0006 | -0.010 | |||
| 0 | 0.2500 | 10 | 91 | 84.7% | 0.00 | 0.0019 | -0.002 | 87 | 11.20 | 12.90 | 5 | -1.00 | 0.0002 | -0.010 | ||
| 0 | 0.0100 | 48 | 267 | 57.9% | 0.00 | 0.0014 | -0.002 | 88 | 11.55 | 13.70 | 1 | -1.00 | 0.0001 | -0.010 | ||
| 0 | 1.20 | 82 | 135.1% | 0.00 | 0.0010 | -0.001 | 89 | 12.45 | 14.95 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0300 | 380 | 73.0% | 0.00 | 0.0007 | -0.001 | 90 | 13.45 | 15.75 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 1.00 | 38 | 140.0% | 0.00 | 0.0005 | -0.001 | 91 | 14.45 | 16.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.2600 | 1 | 166 | 109.5% | 0.00 | 0.0004 | -0.001 | 92 | 15.45 | 17.70 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 1.17 | 104 | 157.1% | 0.00 | 0.0003 | -0.000 | 93 | 16.90 | 18.80 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 1.00 | 161 | 156.3% | 0.00 | 0.0002 | -0.000 | 94 | 17.45 | 20.00 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.2500 | 490 | 122.1% | 0.00 | 0.0002 | -0.000 | 95 | 18.40 | 20.85 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 1.14 | 7 | 172.1% | 0.00 | 0.0001 | -0.000 | 96 | 19.35 | 21.80 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.2500 | 264 | 142.8% | 0.00 | 0.0001 | -0.000 | 100 | 23.80 | 26.10 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 2.13 | 250.8% | 0.00 | 0.0000 | 0.000 | 105 | 28.40 | 31.65 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0200 | 7 | 133.0% | 0.00 | 0.0000 | 0.000 | 110 | 33.45 | 36.65 | -1.00 | 0.0000 | -0.010 | ||||
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 — Oct 23, 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