DAL rantai opsi Delta Air Lines, Inc.
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±14.8% (63.74–85.89) · ATM IV 37.6% · P/C open interest 1.07
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 35.85 | 38.45 | 196 | 1.00 | 0.0008 | 0.000 | 38 | 0 | 0.0600 | 2 | 3,320 | 59.2% | -0.01 | 0.0008 | -0.002 | ||
| 34.70 | 36.45 | 238 | 75.0% | 0.99 | 0.0010 | 0.000 | 40 | 0.0100 | 0.0900 | 3,697 | 55.9% | -0.01 | 0.0010 | -0.003 | ||
| 31.05 | 33.60 | 8 | 210 | 49.9% | 0.99 | 0.0015 | 0.000 | 43 | 0.0100 | 0.3200 | 4,079 | 59.5% | -0.01 | 0.0015 | -0.003 | |
| 29.05 | 31.60 | 568 | 42.6% | 0.99 | 0.0019 | 0.000 | 45 | 0.0300 | 0.3200 | 2,666 | 55.8% | -0.01 | 0.0020 | -0.004 | ||
| 26.75 | 29.65 | 281 | 0.98 | 0.0025 | 0.000 | 47 | 0 | 0.3900 | 1,177 | 52.7% | -0.02 | 0.0025 | -0.004 | |||
| 25.00 | 26.50 | 1 | 1,996 | 53.6% | 0.97 | 0.0037 | -0.002 | 50 | 0.1200 | 0.4400 | 2,572 | 50.0% | -0.03 | 0.0037 | -0.006 | |
| 22.70 | 24.35 | 627 | 54.2% | 0.96 | 0.0051 | -0.004 | 52.5 | 0.1900 | 0.5400 | 693 | 47.5% | -0.04 | 0.0052 | -0.008 | ||
| 20.40 | 22.00 | 511 | 51.4% | 0.95 | 0.0070 | -0.006 | 55 | 0.3200 | 0.5200 | 7 | 2,371 | 43.8% | -0.06 | 0.0071 | -0.010 | |
| 18.05 | 19.75 | 1 | 623 | 48.5% | 0.92 | 0.0094 | -0.009 | 57.5 | 0.4200 | 0.8300 | 867 | 42.9% | -0.08 | 0.0095 | -0.013 | |
| 15.85 | 16.55 | 64 | 3,804 | 39.5% | 0.89 | 0.0122 | -0.013 | 60 | 0.7600 | 1.01 | 234 | 4,559 | 41.7% | -0.11 | 0.0124 | -0.016 |
| 13.80 | 14.85 | 2 | 455 | 41.8% | 0.86 | 0.0154 | -0.017 | 62.5 | 0.9900 | 1.28 | 2,222 | 39.4% | -0.15 | 0.0156 | -0.019 | |
| 11.90 | 12.35 | 687 | 38.8% | 0.81 | 0.0187 | -0.021 | 65 | 1.64 | 1.79 | 15 | 2,240 | 39.8% | -0.19 | 0.0190 | -0.023 | |
| 10.00 | 11.55 | 606 | 42.6% | 0.76 | 0.0220 | -0.024 | 67.5 | 2.28 | 2.43 | 1 | 1,204 | 39.3% | -0.25 | 0.0224 | -0.026 | |
| 8.35 | 9.20 | 2,063 | 39.3% | 0.70 | 0.0250 | -0.027 | 70 | 3.00 | 3.25 | 19 | 2,841 | 38.5% | -0.31 | 0.0256 | -0.028 | |
| 6.80 | 8.20 | 904 | 40.5% | 0.63 | 0.0274 | -0.029 | 72.5 | 3.95 | 4.15 | 24 | 1,205 | 37.7% | -0.38 | 0.0283 | -0.030 | |
| 5.45 | 6.30 | 8 | 5,937 | 38.0% | 0.56 | 0.0292 | -0.029 | 75 | 5.05 | 5.35 | 53 | 4,745 | 37.2% | -0.46 | 0.0303 | -0.031 |
| 4.35 | 4.60 | 44 | 629 | 36.0% | 0.48 | 0.0299 | -0.029 | 77.5 | 6.35 | 6.65 | 13 | 3,216 | 36.6% | -0.53 | 0.0313 | -0.030 |
| 3.40 | 3.55 | 42 | 2,535 | 35.5% | 0.41 | 0.0296 | -0.029 | 80 | 7.80 | 8.25 | 4,319 | 36.2% | -0.61 | 0.0313 | -0.029 | |
| 2.55 | 2.83 | 13 | 1,711 | 35.4% | 0.34 | 0.0282 | -0.027 | 82.5 | 9.55 | 10.00 | 769 | 36.1% | -0.68 | 0.0303 | -0.027 | |
| 1.93 | 2.15 | 348 | 11.3K | 35.2% | 0.28 | 0.0261 | -0.024 | 85 | 11.35 | 11.90 | 29 | 4,761 | 35.7% | -0.75 | 0.0286 | -0.025 |
| 1.43 | 1.64 | 57 | 774 | 35.0% | 0.23 | 0.0234 | -0.021 | 87.5 | 13.05 | 14.00 | 287 | 34.1% | -0.81 | 0.0263 | -0.022 | |
| 1.11 | 1.18 | 191 | 7,952 | 35.0% | 0.18 | 0.0204 | -0.019 | 90 | 14.40 | 16.15 | 57 | 301 | -0.86 | 0.0238 | -0.019 | |
| 0.7800 | 0.8700 | 3 | 431 | 34.7% | 0.14 | 0.0174 | -0.016 | 92.5 | 16.25 | 18.55 | 335 | -0.91 | 0.0212 | -0.017 | ||
| 0.5100 | 0.7000 | 2 | 3,556 | 34.8% | 0.11 | 0.0146 | -0.013 | 95 | 19.35 | 20.95 | 178 | -0.95 | 0.0187 | -0.014 | ||
| 0.4100 | 0.6000 | 19 | 595 | 36.0% | 0.09 | 0.0120 | -0.011 | 97.5 | 20.95 | 23.50 | -0.98 | 0.0155 | -0.010 | |||
| 0.2500 | 0.3900 | 424 | 4,139 | 35.0% | 0.07 | 0.0099 | -0.009 | 100 | 23.90 | 26.65 | 623 | -0.99 | 0.0044 | -0.016 | ||
| 0.1000 | 0.2700 | 1,278 | 35.8% | 0.04 | 0.0067 | -0.007 | 105 | 29.05 | 31.60 | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 0.2000 | 1,416 | 36.2% | 0.03 | 0.0045 | -0.005 | 110 | 34.05 | 36.60 | 1 | -1.00 | 0.0000 | -0.016 | |||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Jan 15, 2027
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.