DAL chaîne d'options Delta Air Lines, Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±8.5% (68.70–81.50) · ATM IV 35.9% · P/C open interest 0.34
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 24.00 | 27.50 | 16 | 87.1% | 0.99 | 0.0013 | -0.000 | 50 | 0 | 2.09 | 20 | 64 | 112.1% | -0.01 | 0.0013 | -0.003 | |
| 19.65 | 21.90 | 21 | 70.2% | 0.99 | 0.0030 | -0.003 | 55 | 0 | 0.0900 | 82 | 431 | 48.6% | -0.01 | 0.0030 | -0.005 | |
| 15.00 | 16.25 | 8 | 47.4% | 0.97 | 0.0076 | -0.009 | 60 | 0.1000 | 0.1400 | 34 | 169 | 42.9% | -0.03 | 0.0076 | -0.011 | |
| 10.25 | 11.55 | 10 | 41.2% | 0.91 | 0.0188 | -0.022 | 65 | 0.3600 | 0.4600 | 344 | 1,346 | 40.0% | -0.10 | 0.0189 | -0.023 | |
| 9.50 | 11.85 | 53.4% | 0.89 | 0.0220 | -0.025 | 66 | 0.4800 | 0.5800 | 27 | 39.8% | -0.12 | 0.0222 | -0.027 | |||
| 8.70 | 11.00 | 52.3% | 0.86 | 0.0254 | -0.029 | 67 | 0.5800 | 1.24 | 44.0% | -0.14 | 0.0256 | -0.030 | ||||
| 8.00 | 8.65 | 2 | 39.8% | 0.83 | 0.0290 | -0.033 | 68 | 0.7500 | 0.8500 | 214 | 38.5% | -0.17 | 0.0292 | -0.034 | ||
| 7.05 | 9.35 | 49.4% | 0.80 | 0.0326 | -0.036 | 69 | 0.9300 | 1.04 | 14 | 38.0% | -0.20 | 0.0329 | -0.037 | |||
| 6.55 | 6.95 | 2 | 86 | 38.8% | 0.77 | 0.0361 | -0.040 | 70 | 1.15 | 1.26 | 62 | 6,424 | 37.5% | -0.24 | 0.0365 | -0.041 |
| 5.80 | 7.90 | 49.2% | 0.73 | 0.0396 | -0.043 | 71 | 1.21 | 1.71 | 20 | 37.1% | -0.28 | 0.0400 | -0.044 | |||
| 5.10 | 7.10 | 47.5% | 0.69 | 0.0427 | -0.045 | 72 | 1.67 | 1.89 | 2 | 36.9% | -0.32 | 0.0433 | -0.046 | |||
| 4.60 | 5.40 | 4 | 37.8% | 0.66 | 0.0442 | -0.046 | 72.5 | 1.89 | 2.03 | 31 | 2,158 | 36.9% | -0.34 | 0.0448 | -0.047 | |
| 4.45 | 5.10 | 38.8% | 0.64 | 0.0455 | -0.047 | 73 | 2.11 | 2.20 | 25 | 36.9% | -0.36 | 0.0461 | -0.048 | |||
| 3.80 | 4.45 | 37.8% | 0.59 | 0.0477 | -0.049 | 74 | 2.41 | 2.61 | 23 | 36.0% | -0.41 | 0.0485 | -0.050 | |||
| 3.30 | 3.55 | 45 | 426 | 35.8% | 0.55 | 0.0493 | -0.049 | 75 | 2.90 | 3.05 | 47 | 2,781 | 35.9% | -0.46 | 0.0501 | -0.050 |
| 2.90 | 3.05 | 76 | 36.1% | 0.50 | 0.0500 | -0.049 | 76 | 3.15 | 3.55 | 116 | 34.2% | -0.51 | 0.0510 | -0.050 | ||
| 2.36 | 2.57 | 119 | 35.1% | 0.45 | 0.0499 | -0.049 | 77 | 3.85 | 4.20 | 29 | 35.3% | -0.56 | 0.0511 | -0.049 | ||
| 2.23 | 2.37 | 244 | 674 | 35.5% | 0.42 | 0.0496 | -0.048 | 77.5 | 4.20 | 4.40 | 13 | 2,203 | 35.0% | -0.59 | 0.0508 | -0.049 |
| 1.99 | 2.17 | 18 | 35.1% | 0.40 | 0.0490 | -0.047 | 78 | 4.45 | 5.25 | 37.7% | -0.61 | 0.0503 | -0.048 | |||
| 1.63 | 1.82 | 76 | 34.8% | 0.35 | 0.0473 | -0.045 | 79 | 4.80 | 5.85 | 35.4% | -0.66 | 0.0488 | -0.046 | |||
| 1.38 | 1.52 | 353 | 1,791 | 35.0% | 0.31 | 0.0450 | -0.042 | 80 | 5.80 | 6.15 | 12 | 1,862 | 34.5% | -0.70 | 0.0466 | -0.043 |
| 1.10 | 1.40 | 15 | 35.7% | 0.27 | 0.0421 | -0.039 | 81 | 5.70 | 7.15 | 29.9% | -0.75 | 0.0439 | -0.040 | |||
| 0.8800 | 1.12 | 24 | 35.2% | 0.23 | 0.0389 | -0.036 | 82 | 6.45 | 7.95 | 28.8% | -0.79 | 0.0408 | -0.037 | |||
| 0.8100 | 0.9300 | 408 | 11.7K | 34.7% | 0.21 | 0.0372 | -0.034 | 82.5 | 7.40 | 8.15 | 7 | 941 | 31.6% | -0.81 | 0.0392 | -0.035 |
| 0.7300 | 0.9200 | 1 | 35.4% | 0.19 | 0.0354 | -0.032 | 83 | 7.25 | 8.80 | 27.5% | -0.83 | 0.0375 | -0.033 | |||
| 0.5900 | 0.6600 | 9 | 34.6% | 0.16 | 0.0318 | -0.029 | 84 | 8.60 | 10.35 | 39.1% | -0.86 | 0.0340 | -0.030 | |||
| 0.4500 | 0.5200 | 595 | 13.1K | 34.2% | 0.13 | 0.0281 | -0.025 | 85 | 9.55 | 10.40 | 546 | 30.6% | -0.89 | 0.0306 | -0.026 | |
| 0.3500 | 0.4100 | 1 | 34.2% | 0.11 | 0.0246 | -0.022 | 86 | 9.75 | 11.80 | -0.91 | 0.0272 | -0.023 | ||||
| 0.2700 | 0.3400 | 34.3% | 0.09 | 0.0213 | -0.019 | 87 | 10.60 | 12.65 | -0.94 | 0.0240 | -0.020 | |||||
| 0.2400 | 0.3000 | 22 | 1,163 | 34.3% | 0.08 | 0.0198 | -0.018 | 87.5 | 11.80 | 12.80 | 99 | -0.94 | 0.0222 | -0.019 | ||
| 0.2100 | 0.2800 | 7 | 34.5% | 0.08 | 0.0183 | -0.017 | 88 | 11.70 | 13.70 | -0.95 | 0.0212 | -0.018 | ||||
| 0.1700 | 0.2200 | 34.7% | 0.06 | 0.0158 | -0.014 | 89 | 12.50 | 14.65 | -0.97 | 0.0194 | -0.016 | |||||
| 0.1400 | 0.1800 | 100 | 16.6K | 35.1% | 0.05 | 0.0135 | -0.013 | 90 | 14.45 | 15.15 | 532 | -0.98 | 0.0158 | -0.013 | ||
| 0.0800 | 0.1400 | 23 | 1,195 | 36.8% | 0.03 | 0.0094 | -0.009 | 92.5 | 15.95 | 19.25 | 35 | 49.9% | -1.00 | 0.0063 | -0.010 | |
| 0.0500 | 0.0800 | 8 | 8,820 | 37.5% | 0.02 | 0.0066 | -0.007 | 95 | 18.55 | 21.75 | 56.2% | -1.00 | 0.0002 | -0.010 | ||
| 0.0100 | 0.1500 | 7 | 605 | 42.2% | 0.02 | 0.0048 | -0.005 | 97.5 | 20.95 | 24.25 | 59.1% | -1.00 | 0.0000 | -0.010 | ||
| 0.0300 | 0.0500 | 61 | 745 | 41.5% | 0.01 | 0.0036 | -0.004 | 100 | 23.45 | 26.75 | 63.4% | -1.00 | 0.0000 | -0.010 | ||
| 0 | 0.0500 | 173 | 45.0% | 0.01 | 0.0021 | -0.003 | 105 | 28.45 | 31.75 | 71.6% | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.4000 | 172 | 67.0% | 0.00 | 0.0013 | -0.002 | 110 | 33.45 | 36.75 | 79.3% | -1.00 | 0.0000 | -0.010 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Nov 20, 2026
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.