DAL optieketen Delta Air Lines, Inc.
Elke rij is één strike. De linkerhelft is de call, de rechterhelft de put. Bied/laat zijn de huidige prijzen van kopers en verkopers; volume is het aantal verhandelde contracten in deze sessie; open interest zijn de uitstaande contracten. De gemarkeerde rij ligt het dichtst bij de aandelenkoers.
Deze vervaldatum inprijst een beweging van ongeveer ±19.1% (63.67–93.83) · ATM IV 39.8% · P/C open interest 0.98
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Biedprijs | Vraag | 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 | Biedprijs | Vraag | Vol | OI | IV | Δ | Γ | Θ | |
| 38.15 | 39.75 | 277 | 0.99 | 0.0013 | 0.000 | 40 | 0.1000 | 0.2000 | 3,625 | 56.5% | -0.01 | 0.0013 | -0.003 | |||
| 35.25 | 37.15 | 210 | 0.98 | 0.0018 | 0.000 | 43 | 0.0500 | 0.2500 | 4,082 | 51.1% | -0.02 | 0.0018 | -0.004 | |||
| 33.35 | 34.85 | 573 | 0.98 | 0.0022 | 0.000 | 45 | 0.1500 | 0.3000 | 2,664 | 51.1% | -0.02 | 0.0022 | -0.005 | |||
| 31.40 | 33.05 | 281 | 0.97 | 0.0027 | 0.000 | 47 | 0.0500 | 0.5200 | 1 | 1,188 | 49.7% | -0.03 | 0.0027 | -0.005 | ||
| 28.55 | 31.15 | 2,005 | 50.3% | 0.96 | 0.0037 | -0.000 | 50 | 0.3300 | 0.6800 | 1 | 2,627 | 50.2% | -0.04 | 0.0038 | -0.007 | |
| 26.25 | 27.95 | 627 | 38.6% | 0.95 | 0.0048 | -0.002 | 52.5 | 0.2700 | 0.6300 | 704 | 44.7% | -0.05 | 0.0048 | -0.008 | ||
| 23.95 | 25.60 | 510 | 38.4% | 0.93 | 0.0060 | -0.004 | 55 | 0.5100 | 0.7500 | 2,471 | 43.8% | -0.07 | 0.0061 | -0.010 | ||
| 21.70 | 23.35 | 623 | 38.5% | 0.91 | 0.0075 | -0.007 | 57.5 | 0.6500 | 0.9700 | 825 | 42.3% | -0.09 | 0.0076 | -0.012 | ||
| 19.55 | 21.20 | 3,754 | 38.8% | 0.89 | 0.0092 | -0.009 | 60 | 0.9800 | 1.37 | 2 | 4,437 | 42.4% | -0.11 | 0.0093 | -0.014 | |
| 17.55 | 19.80 | 1 | 456 | 42.4% | 0.86 | 0.0110 | -0.012 | 62.5 | 1.29 | 1.76 | 1,647 | 41.4% | -0.14 | 0.0112 | -0.016 | |
| 16.05 | 17.30 | 6 | 662 | 41.6% | 0.83 | 0.0130 | -0.015 | 65 | 1.71 | 2.22 | 148 | 1,811 | 40.5% | -0.17 | 0.0132 | -0.018 |
| 13.60 | 15.20 | 531 | 38.1% | 0.79 | 0.0150 | -0.017 | 67.5 | 2.43 | 2.77 | 817 | 40.3% | -0.21 | 0.0153 | -0.020 | ||
| 12.45 | 13.25 | 2 | 1,986 | 39.2% | 0.75 | 0.0169 | -0.020 | 70 | 3.00 | 3.45 | 174 | 2,214 | 39.3% | -0.26 | 0.0173 | -0.022 |
| 10.30 | 11.60 | 890 | 37.3% | 0.70 | 0.0186 | -0.022 | 72.5 | 3.60 | 4.60 | 3 | 1,106 | 39.2% | -0.31 | 0.0191 | -0.024 | |
| 9.40 | 10.00 | 1 | 5,524 | 38.5% | 0.65 | 0.0201 | -0.023 | 75 | 4.80 | 5.75 | 2 | 4,326 | 39.9% | -0.36 | 0.0207 | -0.025 |
| 7.55 | 10.05 | 547 | 40.7% | 0.60 | 0.0212 | -0.025 | 77.5 | 5.85 | 6.70 | 835 | 38.9% | -0.41 | 0.0220 | -0.026 | ||
| 6.80 | 7.45 | 5 | 1,835 | 38.0% | 0.54 | 0.0219 | -0.025 | 80 | 6.90 | 7.90 | 13 | 1,200 | 37.9% | -0.47 | 0.0228 | -0.026 |
| 5.75 | 6.85 | 4 | 1,484 | 39.1% | 0.49 | 0.0222 | -0.025 | 82.5 | 8.65 | 9.30 | 516 | 38.6% | -0.52 | 0.0232 | -0.026 | |
| 4.55 | 5.25 | 53 | 11.3K | 36.6% | 0.44 | 0.0220 | -0.025 | 85 | 8.80 | 10.85 | 4,494 | 34.6% | -0.58 | 0.0232 | -0.025 | |
| 4.00 | 4.60 | 40 | 729 | 37.6% | 0.39 | 0.0215 | -0.024 | 87.5 | 11.60 | 12.50 | 280 | 37.4% | -0.63 | 0.0227 | -0.024 | |
| 3.15 | 3.70 | 63 | 7,509 | 36.6% | 0.34 | 0.0207 | -0.023 | 90 | 13.60 | 14.35 | 294 | 38.1% | -0.68 | 0.0219 | -0.022 | |
| 2.59 | 3.05 | 2 | 285 | 36.5% | 0.29 | 0.0195 | -0.022 | 92.5 | 15.50 | 16.15 | 337 | 37.6% | -0.73 | 0.0207 | -0.021 | |
| 2.08 | 2.68 | 43 | 3,776 | 36.9% | 0.25 | 0.0182 | -0.020 | 95 | 17.45 | 18.80 | 515 | 39.6% | -0.77 | 0.0194 | -0.018 | |
| 1.85 | 2.30 | 1 | 460 | 37.7% | 0.22 | 0.0167 | -0.019 | 97.5 | 19.45 | 21.05 | 40.0% | -0.81 | 0.0179 | -0.016 | ||
| 1.50 | 1.69 | 6 | 3,750 | 36.8% | 0.19 | 0.0152 | -0.017 | 100 | 20.90 | 23.15 | 624 | 36.9% | -0.84 | 0.0165 | -0.014 | |
| 0.9300 | 1.27 | 1,277 | 37.2% | 0.14 | 0.0123 | -0.014 | 105 | 26.20 | 27.85 | 82 | 42.0% | -0.90 | 0.0141 | -0.011 | ||
| 0.7000 | 0.8600 | 1,419 | 37.9% | 0.10 | 0.0098 | -0.012 | 110 | 31.00 | 32.70 | 94 | 44.8% | -0.94 | 0.0120 | -0.008 | ||
| 0.3700 | 0.6300 | 796 | 37.7% | 0.08 | 0.0078 | -0.010 | 115 | 35.00 | 38.35 | 47.0% | -0.98 | 0.0123 | -0.003 | |||
Getoonde uitoefenprijzen: binnen ±50% van de koers van de onderliggende waarde. Intrinsieke waarde = max(0, koers − uitoefenprijs) voor calls, max(0, uitoefenprijs − koers) voor puts; extrinsieke waarde = optieprijs − intrinsieke waarde. Grieken en IV zoals berekend door de beursfeed.
Volatiliteitsglimlach — Jan 15, 2027
Volatiliteitspagina →Impliciete volatiliteit per strike voor deze expiratie. Out-of-the-money puts worden doorgaans geprijsd met een hogere IV dan calls — de skew.