ABBV chaîne d'options AbbVie 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 ±10.4% (234.52–288.92) · ATM IV 28.0% · P/C open interest 0.64
| 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 | |
| 125.05 | 129.25 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.15 | 41 | 81.0% | -0.00 | 0.0002 | -0.005 | ||||
| 120.20 | 124.20 | 1.00 | 0.0001 | 0.000 | 140 | 0 | 2.16 | 34 | 77.1% | -0.00 | 0.0002 | -0.005 | ||||
| 114.95 | 119.15 | 1.00 | 0.0001 | 0.000 | 145 | 0 | 2.17 | 27 | 73.4% | -0.01 | 0.0002 | -0.006 | ||||
| 110.20 | 113.95 | 2 | 1.00 | 0.0002 | 0.000 | 150 | 0 | 0.7900 | 81 | 58.7% | -0.01 | 0.0003 | -0.006 | |||
| 105.20 | 109.25 | 11 | 1.00 | 0.0002 | 0.000 | 155 | 0 | 0.6000 | 283 | 53.4% | -0.01 | 0.0003 | -0.007 | |||
| 100.30 | 104.10 | 4 | 0.99 | 0.0003 | 0.000 | 160 | 0 | 0.2900 | 52 | 45.8% | -0.01 | 0.0004 | -0.008 | |||
| 95.30 | 99.25 | 9 | 0.99 | 0.0004 | 0.000 | 165 | 0 | 0.1900 | 63 | 41.0% | -0.01 | 0.0005 | -0.009 | |||
| 90.30 | 93.60 | 2 | 139 | 0.99 | 0.0004 | 0.000 | 170 | 0.0200 | 0.3500 | 327 | 42.0% | -0.01 | 0.0006 | -0.010 | ||
| 85.45 | 89.05 | 3 | 24 | 0.99 | 0.0006 | -0.001 | 175 | 0.0600 | 0.5100 | 384 | 42.0% | -0.01 | 0.0007 | -0.012 | ||
| 81.05 | 84.05 | 29 | 0.99 | 0.0007 | -0.003 | 180 | 0.1100 | 0.5900 | 636 | 40.7% | -0.02 | 0.0009 | -0.013 | |||
| 75.55 | 79.30 | 35 | 0.98 | 0.0009 | -0.005 | 185 | 0.2000 | 0.7000 | 644 | 39.7% | -0.02 | 0.0011 | -0.015 | |||
| 70.80 | 74.35 | 15 | 0.98 | 0.0012 | -0.008 | 190 | 0.2400 | 0.8200 | 3 | 318 | 38.1% | -0.03 | 0.0014 | -0.018 | ||
| 66.00 | 69.00 | 34 | 0.97 | 0.0015 | -0.012 | 195 | 0.5000 | 0.8600 | 3 | 274 | 37.2% | -0.03 | 0.0017 | -0.021 | ||
| 61.00 | 63.50 | 3 | 110 | 0.97 | 0.0019 | -0.016 | 200 | 0.3300 | 1.09 | 5 | 336 | 34.8% | -0.04 | 0.0021 | -0.024 | |
| 51.90 | 54.70 | 191 | 31.1% | 0.94 | 0.0031 | -0.027 | 210 | 1.00 | 1.70 | 527 | 34.1% | -0.07 | 0.0032 | -0.033 | ||
| 43.25 | 45.30 | 85 | 395 | 31.5% | 0.90 | 0.0047 | -0.041 | 220 | 1.75 | 2.69 | 26 | 2,140 | 32.7% | -0.11 | 0.0048 | -0.045 |
| 33.55 | 36.45 | 68 | 315 | 28.3% | 0.85 | 0.0067 | -0.055 | 230 | 3.25 | 3.75 | 103 | 2,109 | 31.1% | -0.16 | 0.0066 | -0.058 |
| 25.35 | 28.60 | 22 | 832 | 27.8% | 0.77 | 0.0088 | -0.069 | 240 | 5.05 | 5.90 | 105 | 1,297 | 29.8% | -0.24 | 0.0087 | -0.071 |
| 18.85 | 22.00 | 9 | 980 | 28.3% | 0.67 | 0.0106 | -0.080 | 250 | 7.30 | 10.05 | 35 | 650 | 29.4% | -0.34 | 0.0107 | -0.081 |
| 13.25 | 15.00 | 51 | 972 | 26.8% | 0.56 | 0.0117 | -0.085 | 260 | 11.75 | 14.40 | 24 | 314 | 29.2% | -0.45 | 0.0119 | -0.086 |
| 8.65 | 10.40 | 102 | 608 | 26.4% | 0.44 | 0.0118 | -0.083 | 270 | 17.25 | 18.95 | 3 | 66 | 28.0% | -0.57 | 0.0120 | -0.084 |
| 6.05 | 7.15 | 28 | 2,558 | 27.2% | 0.33 | 0.0109 | -0.075 | 280 | 23.85 | 25.95 | 28.2% | -0.69 | 0.0111 | -0.075 | ||
| 3.95 | 4.35 | 103 | 7,257 | 27.1% | 0.24 | 0.0093 | -0.064 | 290 | 31.25 | 34.25 | 28.8% | -0.78 | 0.0094 | -0.062 | ||
| 2.44 | 2.69 | 36 | 1,437 | 27.0% | 0.16 | 0.0074 | -0.050 | 300 | 39.75 | 42.55 | 29.1% | -0.86 | 0.0074 | -0.046 | ||
| 1.11 | 1.64 | 10 | 377 | 26.3% | 0.11 | 0.0055 | -0.037 | 310 | 48.50 | 51.60 | 29.5% | -0.91 | 0.0053 | -0.031 | ||
| 0.4600 | 1.15 | 108 | 26.5% | 0.07 | 0.0039 | -0.026 | 320 | 58.05 | 60.75 | 29.6% | -0.95 | 0.0036 | -0.019 | |||
| 0.3800 | 0.6500 | 1 | 97 | 27.3% | 0.04 | 0.0027 | -0.019 | 330 | 68.15 | 70.75 | 33.9% | -0.97 | 0.0024 | -0.010 | ||
| 0.1900 | 0.6800 | 14 | 29.2% | 0.03 | 0.0019 | -0.014 | 340 | 76.95 | 80.60 | 35.2% | -0.98 | 0.0016 | -0.004 | |||
| 0 | 0.4100 | 4 | 28.4% | 0.02 | 0.0014 | -0.011 | 350 | 86.80 | 90.40 | 36.2% | -0.99 | 0.0011 | -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.