DAL cadeia de opções Delta Air Lines, Inc.
Cboe delayed options data · em 15:35 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 ±8.9% (71.42–85.31) · IV ATM 37.9% · P/C open interest 0.35
| 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 | |
| 26.70 | 30.60 | 16 | 76.7% | 0.99 | 0.0015 | -0.002 | 50 | 0 | 2.13 | 47 | 121.8% | -0.01 | 0.0016 | -0.006 | ||
| 22.05 | 25.70 | 21 | 75.4% | 0.98 | 0.0028 | -0.005 | 55 | 0.0100 | 0.1200 | 423 | 57.5% | -0.01 | 0.0028 | -0.008 | ||
| 17.15 | 19.90 | 8 | 0.97 | 0.0057 | -0.009 | 60 | 0.0600 | 0.2200 | 190 | 51.0% | -0.03 | 0.0057 | -0.012 | |||
| 12.70 | 15.10 | 10 | 44.7% | 0.94 | 0.0123 | -0.019 | 65 | 0.2100 | 0.3200 | 8 | 1,624 | 43.5% | -0.06 | 0.0123 | -0.020 | |
| 11.40 | 14.20 | 38.0% | 0.92 | 0.0143 | -0.021 | 66 | 0.2600 | 0.3700 | 36 | 42.4% | -0.08 | 0.0144 | -0.023 | |||
| 10.80 | 13.05 | 39.6% | 0.91 | 0.0166 | -0.024 | 67 | 0.3500 | 0.4700 | 1 | 1 | 42.2% | -0.09 | 0.0168 | -0.026 | ||
| 9.55 | 12.25 | 1 | 35.8% | 0.89 | 0.0192 | -0.027 | 68 | 0.4200 | 0.9700 | 1 | 227 | 45.9% | -0.11 | 0.0194 | -0.029 | |
| 8.75 | 11.20 | 35.0% | 0.87 | 0.0220 | -0.031 | 69 | 0.4900 | 0.7800 | 28 | 41.4% | -0.13 | 0.0222 | -0.032 | |||
| 8.80 | 9.70 | 13 | 85 | 38.1% | 0.85 | 0.0249 | -0.034 | 70 | 0.6900 | 0.8900 | 23 | 6,459 | 41.1% | -0.15 | 0.0252 | -0.036 |
| 7.90 | 9.60 | 43.4% | 0.82 | 0.0280 | -0.038 | 71 | 0.8700 | 1.11 | 10 | 15 | 41.3% | -0.18 | 0.0282 | -0.039 | ||
| 7.20 | 8.25 | 39.3% | 0.79 | 0.0311 | -0.042 | 72 | 1.03 | 1.25 | 2 | 2 | 39.9% | -0.21 | 0.0315 | -0.043 | ||
| 6.55 | 8.05 | 1 | 4 | 38.6% | 0.77 | 0.0327 | -0.043 | 72.5 | 1.19 | 1.45 | 4 | 2,167 | 40.6% | -0.23 | 0.0330 | -0.044 |
| 6.00 | 7.65 | 37.0% | 0.76 | 0.0342 | -0.045 | 73 | 1.30 | 1.58 | 25 | 40.4% | -0.24 | 0.0345 | -0.046 | |||
| 5.95 | 6.55 | 6 | 38.8% | 0.72 | 0.0372 | -0.048 | 74 | 1.55 | 1.92 | 2 | 43 | 40.3% | -0.28 | 0.0376 | -0.049 | |
| 5.40 | 5.85 | 84 | 452 | 39.3% | 0.68 | 0.0399 | -0.050 | 75 | 1.87 | 2.01 | 59 | 2,796 | 38.6% | -0.32 | 0.0404 | -0.051 |
| 4.55 | 5.20 | 350 | 37.7% | 0.64 | 0.0424 | -0.052 | 76 | 2.20 | 2.39 | 28 | 116 | 38.3% | -0.36 | 0.0429 | -0.053 | |
| 3.90 | 4.45 | 1 | 111 | 36.3% | 0.60 | 0.0445 | -0.053 | 77 | 2.43 | 2.95 | 32 | 37.9% | -0.41 | 0.0451 | -0.054 | |
| 3.65 | 4.20 | 6 | 680 | 36.5% | 0.58 | 0.0453 | -0.054 | 77.5 | 2.76 | 3.30 | 6 | 2,195 | 39.2% | -0.43 | 0.0460 | -0.055 |
| 3.60 | 3.90 | 23 | 18 | 37.5% | 0.55 | 0.0460 | -0.054 | 78 | 3.00 | 3.40 | 3 | 38.4% | -0.45 | 0.0467 | -0.055 | |
| 3.10 | 3.40 | 53 | 76 | 37.3% | 0.51 | 0.0469 | -0.054 | 79 | 3.50 | 3.90 | 1 | 38.2% | -0.50 | 0.0477 | -0.055 | |
| 2.56 | 2.87 | 156 | 2,067 | 36.2% | 0.46 | 0.0471 | -0.053 | 80 | 4.00 | 4.35 | 3 | 1,852 | 37.2% | -0.55 | 0.0480 | -0.054 |
| 2.14 | 2.46 | 3 | 15 | 36.0% | 0.41 | 0.0466 | -0.052 | 81 | 4.45 | 5.25 | 37.9% | -0.59 | 0.0476 | -0.053 | ||
| 1.72 | 2.19 | 13 | 23 | 36.0% | 0.37 | 0.0453 | -0.050 | 82 | 5.05 | 5.65 | 36.2% | -0.64 | 0.0464 | -0.051 | ||
| 1.73 | 1.90 | 68 | 11.7K | 36.2% | 0.35 | 0.0444 | -0.049 | 82.5 | 5.05 | 5.85 | 3 | 941 | 33.2% | -0.66 | 0.0456 | -0.050 |
| 1.42 | 1.85 | 1 | 35.8% | 0.33 | 0.0434 | -0.048 | 83 | 5.60 | 6.50 | 1 | 36.2% | -0.68 | 0.0447 | -0.048 | ||
| 1.12 | 1.60 | 19 | 35.7% | 0.29 | 0.0411 | -0.045 | 84 | 6.10 | 7.00 | 1 | 33.0% | -0.73 | 0.0424 | -0.045 | ||
| 1.03 | 1.22 | 421 | 13.1K | 35.6% | 0.25 | 0.0383 | -0.041 | 85 | 6.95 | 9.05 | 547 | 42.1% | -0.76 | 0.0398 | -0.042 | |
| 0.7900 | 1.01 | 13 | 1 | 35.2% | 0.21 | 0.0353 | -0.038 | 86 | 7.55 | 10.10 | 1 | 42.8% | -0.80 | 0.0369 | -0.039 | |
| 0.6400 | 1.06 | 37.1% | 0.18 | 0.0321 | -0.034 | 87 | 8.20 | 10.80 | 1 | 40.9% | -0.83 | 0.0338 | -0.035 | |||
| 0.5700 | 0.7400 | 10 | 1,164 | 35.1% | 0.17 | 0.0305 | -0.033 | 87.5 | 8.80 | 11.15 | 100 | 41.9% | -0.85 | 0.0323 | -0.033 | |
| 0.5000 | 0.9700 | 9 | 37.7% | 0.15 | 0.0289 | -0.031 | 88 | 9.10 | 11.60 | 1 | 41.1% | -0.86 | 0.0308 | -0.032 | ||
| 0.4100 | 0.5400 | 15 | 35.1% | 0.13 | 0.0257 | -0.027 | 89 | 10.05 | 12.50 | 1 | 42.3% | -0.89 | 0.0278 | -0.028 | ||
| 0.3300 | 0.4700 | 6 | 16.5K | 35.6% | 0.11 | 0.0227 | -0.024 | 90 | 11.35 | 12.90 | 532 | 41.9% | -0.91 | 0.0249 | -0.025 | |
| 0.1000 | 0.3600 | 1 | 1,182 | 35.7% | 0.07 | 0.0160 | -0.017 | 92.5 | 13.50 | 15.35 | 42.6% | -0.96 | 0.0188 | -0.018 | ||
| 0.1200 | 0.1800 | 5 | 8,821 | 36.9% | 0.04 | 0.0111 | -0.012 | 95 | 15.55 | 18.55 | 50.9% | -0.98 | 0.0122 | -0.013 | ||
| 0.0100 | 0.1400 | 609 | 36.4% | 0.03 | 0.0078 | -0.009 | 97.5 | 17.70 | 21.10 | 51.5% | -1.00 | 0.0047 | -0.011 | |||
| 0.0300 | 0.0800 | 5 | 750 | 38.2% | 0.02 | 0.0056 | -0.007 | 100 | 20.55 | 23.60 | 61.1% | -1.00 | 0.0011 | -0.010 | ||
| 0.0100 | 0.0500 | 173 | 41.3% | 0.01 | 0.0031 | -0.004 | 105 | 25.20 | 28.60 | 64.4% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 1.16 | 172 | 75.8% | 0.01 | 0.0018 | -0.003 | 110 | 30.10 | 33.60 | 70.1% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 2.13 | 3 | 95.9% | 0.00 | 0.0011 | -0.002 | 115 | 35.05 | 38.60 | 76.1% | -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 — Nov 20, 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