AA chaîne d'options Alcoa Corporation
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 ±10.5% (36.45–44.97) · ATM IV 44.9% · P/C open interest 0.12
| 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 | |
| 14.10 | 17.85 | 95.6% | 1.00 | 0.0019 | 0.000 | 25 | 0 | 0.0300 | 67 | 69.2% | -0.01 | 0.0019 | -0.002 | |||
| 9.00 | 12.80 | 13 | 52.2% | 0.98 | 0.0076 | -0.004 | 30 | 0 | 0.1500 | 1 | 146 | 57.7% | -0.02 | 0.0077 | -0.005 | |
| 6.30 | 8.40 | 59.6% | 0.92 | 0.0265 | -0.013 | 34 | 0 | 0.2900 | 1 | 14 | 43.0% | -0.08 | 0.0268 | -0.013 | ||
| 5.90 | 6.95 | 10 | 91 | 55.5% | 0.89 | 0.0346 | -0.016 | 35 | 0.1700 | 0.5500 | 59 | 564 | 43.8% | -0.11 | 0.0349 | -0.017 |
| 4.65 | 6.25 | 49.4% | 0.85 | 0.0435 | -0.020 | 36 | 0.3200 | 0.5600 | 15 | 16 | 44.9% | -0.16 | 0.0439 | -0.021 | ||
| 4.00 | 5.45 | 50.4% | 0.80 | 0.0528 | -0.024 | 37 | 0.5500 | 0.6900 | 14 | 8 | 44.0% | -0.21 | 0.0532 | -0.025 | ||
| 3.35 | 4.75 | 1 | 50.8% | 0.73 | 0.0614 | -0.028 | 38 | 0.8000 | 1.01 | 84 | 8 | 44.3% | -0.27 | 0.0620 | -0.028 | |
| 3.00 | 4.40 | 50.2% | 0.70 | 0.0652 | -0.029 | 38.5 | 0.9900 | 1.26 | 19 | 1 | 45.7% | -0.30 | 0.0659 | -0.030 | ||
| 2.69 | 3.75 | 46.2% | 0.67 | 0.0686 | -0.031 | 39 | 1.18 | 1.40 | 40 | 22 | 45.2% | -0.34 | 0.0694 | -0.031 | ||
| 2.31 | 3.10 | 41.3% | 0.63 | 0.0714 | -0.032 | 39.5 | 1.31 | 1.61 | 1 | 3 | 44.5% | -0.37 | 0.0722 | -0.032 | ||
| 2.38 | 2.64 | 253 | 701 | 43.3% | 0.59 | 0.0735 | -0.033 | 40 | 1.57 | 1.92 | 46 | 1,302 | 45.9% | -0.41 | 0.0744 | -0.033 |
| 2.15 | 2.40 | 16 | 43.8% | 0.56 | 0.0750 | -0.033 | 40.5 | 1.83 | 2.14 | 9 | 45.9% | -0.45 | 0.0760 | -0.034 | ||
| 1.82 | 2.17 | 7 | 5 | 43.0% | 0.52 | 0.0758 | -0.034 | 41 | 1.82 | 2.48 | 4 | 1 | 44.0% | -0.49 | 0.0769 | -0.034 |
| 1.60 | 2.01 | 3 | 13 | 43.7% | 0.48 | 0.0758 | -0.034 | 41.5 | 2.24 | 2.74 | 9 | 45.3% | -0.52 | 0.0770 | -0.034 | |
| 1.10 | 1.73 | 1 | 45 | 39.8% | 0.45 | 0.0752 | -0.033 | 42 | 2.44 | 3.10 | 44.9% | -0.56 | 0.0766 | -0.034 | ||
| 1.14 | 1.60 | 3 | 34 | 42.8% | 0.41 | 0.0739 | -0.033 | 42.5 | 2.89 | 3.35 | 45.7% | -0.60 | 0.0754 | -0.033 | ||
| 1.00 | 1.42 | 5 | 21 | 43.0% | 0.37 | 0.0720 | -0.032 | 43 | 3.05 | 4.55 | 53.5% | -0.63 | 0.0736 | -0.033 | ||
| 1.01 | 1.28 | 45.0% | 0.34 | 0.0696 | -0.031 | 43.5 | 3.35 | 5.00 | 5 | 54.4% | -0.67 | 0.0713 | -0.031 | |||
| 0.5200 | 1.05 | 18 | 4 | 39.7% | 0.31 | 0.0668 | -0.030 | 44 | 3.55 | 5.40 | 53.3% | -0.70 | 0.0686 | -0.030 | ||
| 0.3800 | 0.9700 | 1 | 7 | 39.0% | 0.28 | 0.0637 | -0.029 | 44.5 | 4.00 | 5.45 | 2 | 50.6% | -0.73 | 0.0656 | -0.029 | |
| 0.5800 | 0.8800 | 1,217 | 13.6K | 44.1% | 0.25 | 0.0602 | -0.027 | 45 | 4.65 | 5.10 | 42 | 475 | 44.6% | -0.76 | 0.0622 | -0.028 |
| 0.2100 | 0.7600 | 2 | 1 | 39.8% | 0.23 | 0.0567 | -0.026 | 45.5 | 5.00 | 5.60 | 12 | 45.2% | -0.78 | 0.0587 | -0.026 | |
| 0.3300 | 0.6600 | 36 | 20 | 42.6% | 0.21 | 0.0530 | -0.024 | 46 | 5.20 | 6.90 | 1 | 54.8% | -0.81 | 0.0550 | -0.025 | |
| 0.2500 | 0.6500 | 77 | 1 | 43.5% | 0.18 | 0.0494 | -0.023 | 46.5 | 5.60 | 7.55 | 58.2% | -0.83 | 0.0513 | -0.023 | ||
| 0.1900 | 0.4900 | 28 | 45 | 41.9% | 0.17 | 0.0458 | -0.021 | 47 | 5.85 | 7.95 | 55.8% | -0.85 | 0.0476 | -0.021 | ||
| 0.3000 | 0.8600 | 2 | 52.3% | 0.15 | 0.0423 | -0.020 | 47.5 | 6.30 | 8.45 | 57.5% | -0.87 | 0.0439 | -0.020 | |||
| 0.2200 | 0.4100 | 4 | 6 | 45.1% | 0.13 | 0.0389 | -0.018 | 48 | 6.50 | 8.90 | 54.2% | -0.88 | 0.0404 | -0.018 | ||
| 0.0500 | 0.4500 | 22 | 44.3% | 0.12 | 0.0357 | -0.017 | 48.5 | 7.15 | 9.25 | 56.4% | -0.90 | 0.0370 | -0.017 | |||
| 0.0100 | 0.3000 | 15 | 10 | 41.2% | 0.10 | 0.0327 | -0.016 | 49 | 7.65 | 9.70 | 57.7% | -0.91 | 0.0337 | -0.015 | ||
| 0.1500 | 0.2200 | 1,030 | 5,992 | 46.5% | 0.08 | 0.0273 | -0.014 | 50 | 8.70 | 10.15 | 79 | 50.8% | -0.93 | 0.0277 | -0.013 | |
| 0.0500 | 0.2600 | 48.0% | 0.07 | 0.0226 | -0.012 | 51 | 9.55 | 11.60 | 61.8% | -0.95 | 0.0224 | -0.010 | ||||
| 0.0300 | 0.6100 | 5 | 60.4% | 0.05 | 0.0188 | -0.010 | 52 | 10.55 | 13.25 | 78.0% | -0.96 | 0.0180 | -0.008 | |||
| 0 | 0.3500 | 55.7% | 0.04 | 0.0156 | -0.008 | 53 | 11.50 | 13.20 | 56.1% | -0.97 | 0.0143 | -0.006 | ||||
| 0.0300 | 0.0800 | 35 | 1,466 | 51.6% | 0.03 | 0.0109 | -0.006 | 55 | 12.30 | 16.15 | 2 | 38 | -0.98 | 0.0091 | -0.003 | |
| 0 | 0.3000 | 202 | 73.2% | 0.01 | 0.0050 | -0.004 | 60 | 17.30 | 21.25 | 1 | 66.7% | -0.99 | 0.0032 | 0.000 | ||
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.