DAL cadeia de opções Delta Air Lines, Inc.

Expiração Cboe delayed options data · em 03:41 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 ±5.7% (73.73–82.63) · IV ATM 33.8% · P/C open interest 1.73

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
36.25	40.20	3	46		1.00	0.0000	0.000	40	0	0.0200		942	115.0%	-0.00	0.0000	-0.000
34.50	35.75		45		1.00	0.0001	0.000	43	0	0.4800		1,012	155.8%	-0.00	0.0001	-0.000
31.50	34.45		76		1.00	0.0001	0.000	45	0	0.0200	10	1,609	96.0%	-0.00	0.0001	-0.000
29.25	33.10		47		1.00	0.0001	0.000	47	0	0.4900		1,994	135.8%	-0.00	0.0001	-0.001
27.65	29.10		132	105.0%	1.00	0.0002	0.000	50	0	0.0200		1,738	79.0%	-0.00	0.0002	-0.001
24.05	27.65		302	90.0%	1.00	0.0004	0.000	52.5	0	0.1700		467	92.2%	-0.00	0.0004	-0.001
22.60	23.45		174		1.00	0.0006	0.000	55	0	0.0700		4,607	73.2%	-0.00	0.0006	-0.001
20.00	21.95		206	84.1%	1.00	0.0010	0.000	57.5	0	0.0400		885	60.6%	-0.00	0.0010	-0.002
17.70	19.05		660	64.2%	1.00	0.0017	-0.001	60	0	0.0200	2	5,078	49.0%	-0.00	0.0017	-0.003
15.40	16.80		340	71.6%	0.99	0.0030	-0.003	62.5	0	0.2800	15	817	61.2%	-0.01	0.0031	-0.005
12.40	14.30	4	616	43.1%	0.98	0.0058	-0.006	65	0	0.0700	66	1,495	41.6%	-0.02	0.0058	-0.008
10.10	12.05		650	50.0%	0.97	0.0112	-0.012	67.5	0.0300	0.3200	18	3,772	45.5%	-0.03	0.0113	-0.014
7.40	10.45	12	2,017	51.4%	0.93	0.0215	-0.022	70	0.0500	0.2900	129	7,811	36.2%	-0.07	0.0216	-0.023
6.20	7.35			38.3%	0.88	0.0346	-0.034	72	0.1000	0.6400	35	679	35.8%	-0.12	0.0348	-0.035
5.80	6.65		3,583	34.8%	0.86	0.0384	-0.038	72.5	0.3000	0.5800	115	2,331	35.7%	-0.14	0.0387	-0.039
5.35	6.65		2	39.4%	0.84	0.0424	-0.042	73	0.4000	0.5400	6	34	34.3%	-0.16	0.0427	-0.043
4.60	5.80	1	2	38.7%	0.80	0.0504	-0.049	74	0.2500	0.8500	12	95	31.7%	-0.21	0.0509	-0.050
3.70	4.75	29	1,928	33.9%	0.74	0.0581	-0.056	75	0.8500	1.00	49	15.6K	34.3%	-0.26	0.0586	-0.057
3.30	4.30		72	38.2%	0.68	0.0646	-0.062	76	0.9800	1.32	23	178	32.7%	-0.33	0.0653	-0.063
2.57	4.40	8	13	42.7%	0.61	0.0696	-0.066	77	1.53	1.70	18	665	34.0%	-0.39	0.0704	-0.067
2.51	2.82	10	1,188	34.1%	0.57	0.0713	-0.068	77.5	1.76	1.92	96	4,216	34.0%	-0.43	0.0722	-0.069
2.22	2.46	150	287	33.1%	0.54	0.0724	-0.069	78	1.98	2.24	93	181	34.4%	-0.47	0.0733	-0.069
1.75	1.96	58	75	32.9%	0.47	0.0728	-0.068	79	2.42	2.80	14	70	34.0%	-0.54	0.0739	-0.069
1.04	1.55	346	3,058	30.5%	0.40	0.0708	-0.066	80	2.98	3.35	56	3,545	33.5%	-0.61	0.0720	-0.067
0.5300	1.23	12	70	28.9%	0.33	0.0666	-0.061	81	3.20	4.05		125	29.8%	-0.68	0.0678	-0.062
0.5700	0.9500	4	360	31.4%	0.27	0.0606	-0.056	82	3.30	5.70	51	102	32.1%	-0.74	0.0618	-0.056
0.5100	0.8000	52	3,242	31.5%	0.24	0.0572	-0.052	82.5	3.80	5.80	29	2,954	30.2%	-0.77	0.0584	-0.053
0.5400	0.7000	69	384	32.9%	0.21	0.0535	-0.049	83	4.50	6.60		395	37.5%	-0.80	0.0547	-0.050
0.2300	0.5000	4	175	30.6%	0.17	0.0460	-0.042	84	5.80	6.55	4	193	33.0%	-0.84	0.0473	-0.043
0.2500	0.4100	58	3,359	33.1%	0.13	0.0386	-0.036	85	6.80	7.50	58	5,464	35.8%	-0.88	0.0403	-0.036
0.0300	0.3400	10	128	31.2%	0.10	0.0318	-0.030	86	7.00	8.60		61		-0.91	0.0342	-0.030
0.0100	0.3100	3	367	33.0%	0.08	0.0258	-0.024	87	7.90	10.05		21	36.1%	-0.94	0.0287	-0.027
0.1000	0.2000	53	2,158	33.9%	0.07	0.0232	-0.022	87.5	7.85	10.00	65	2,493		-0.95	0.0270	-0.025
0.1000	0.1500	33	360	34.0%	0.06	0.0208	-0.020	88	9.35	11.10			47.9%	-0.96	0.0248	-0.023
0	0.2700	1	54	37.1%	0.05	0.0167	-0.017	89	9.70	12.05			35.0%	-0.98	0.0204	-0.020
0.0500	0.1800	70	6,681	38.4%	0.04	0.0134	-0.014	90	10.85	13.05	25	1,438	43.2%	-0.99	0.0157	-0.014
0.0400	0.1400	34	50	39.1%	0.03	0.0109	-0.012	91	11.65	14.05				-0.99	0.0094	-0.013
0	0.2200	27	17	42.9%	0.02	0.0089	-0.010	92	12.00	15.25				-1.00	0.0053	-0.011
0.0400	0.0500	110	1,239	38.1%	0.02	0.0081	-0.009	92.5	12.40	16.30	1	86		-1.00	0.0037	-0.010
0.0100	0.0800	9	30	39.1%	0.02	0.0074	-0.009	93	13.40	16.15				-1.00	0.0026	-0.010
0.0100	0.2000	128	92	47.0%	0.02	0.0062	-0.008	94	14.00	17.15				-1.00	0.0012	-0.010
0.0200	0.0400	36	2,237	40.8%	0.01	0.0053	-0.007	95	16.35	18.15		41	69.4%	-1.00	0.0001	-0.010
0	0.0400	23	1,370	43.3%	0.01	0.0037	-0.005	97.5	18.15	19.75				-1.00	0.0000	-0.010
0.0100	0.2800	8	2,479	63.0%	0.01	0.0027	-0.004	100	20.15	23.15		3		-1.00	0.0000	-0.010
0	0.0800		1,121	60.6%	0.00	0.0016	-0.003	105	25.65	27.60				-1.00	0.0000	-0.010
0	0.0700		660	67.6%	0.00	0.0010	-0.002	110	30.55	33.05				-1.00	0.0000	-0.010
0	0.0900		308	77.5%	0.00	0.0006	-0.002	115	36.05	37.35				-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 — Sep 18, 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.

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DAL cadeia de opções Delta Air Lines, Inc.

Sorriso de volatilidade — Sep 18, 2026

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