AEP chaîne d'options American Electric Power Company, 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 ±11.1% (109.15–136.45) · ATM IV 20.0% · P/C open interest 0.46
| 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 | |
| 47.40 | 51.20 | 45.1% | 0.98 | 0.0016 | 0.000 | 75 | 0 | 0.6000 | 39.2% | -0.03 | 0.0020 | -0.007 | ||||
| 42.90 | 46.30 | 43.9% | 0.97 | 0.0022 | 0.000 | 80 | 0 | 1.05 | 38.7% | -0.04 | 0.0025 | -0.007 | ||||
| 37.60 | 41.50 | 37.5% | 0.97 | 0.0029 | 0.000 | 85 | 0.0500 | 1.20 | 4 | 35.4% | -0.04 | 0.0032 | -0.008 | |||
| 33.30 | 36.70 | 36.8% | 0.95 | 0.0040 | -0.000 | 90 | 0.0500 | 1.35 | 31.7% | -0.06 | 0.0043 | -0.008 | ||||
| 28.10 | 31.10 | 27.5% | 0.94 | 0.0056 | -0.003 | 95 | 0.1000 | 1.45 | 9 | 28.0% | -0.07 | 0.0059 | -0.009 | |||
| 23.30 | 27.30 | 1 | 28.4% | 0.91 | 0.0078 | -0.005 | 100 | 0.3500 | 1.85 | 13 | 26.1% | -0.10 | 0.0081 | -0.011 | ||
| 18.90 | 22.90 | 1 | 26.6% | 0.87 | 0.0108 | -0.008 | 105 | 0.8500 | 2.20 | 6 | 24.0% | -0.14 | 0.0112 | -0.013 | ||
| 14.70 | 17.50 | 2 | 22.1% | 0.81 | 0.0145 | -0.012 | 110 | 1.40 | 3.10 | 6 | 22.4% | -0.21 | 0.0149 | -0.015 | ||
| 11.50 | 13.50 | 7 | 22.0% | 0.73 | 0.0184 | -0.015 | 115 | 2.95 | 4.10 | 6 | 21.8% | -0.29 | 0.0188 | -0.017 | ||
| 8.60 | 9.90 | 27 | 21.4% | 0.63 | 0.0221 | -0.017 | 120 | 4.20 | 5.80 | 8 | 3 | 20.3% | -0.39 | 0.0222 | -0.018 | |
| 5.80 | 7.00 | 13 | 20.4% | 0.51 | 0.0241 | -0.018 | 125 | 6.50 | 8.00 | 3 | 19.7% | -0.50 | 0.0240 | -0.018 | ||
| 3.70 | 4.70 | 14 | 19.7% | 0.40 | 0.0237 | -0.018 | 130 | 9.50 | 11.20 | 1 | 19.8% | -0.62 | 0.0235 | -0.016 | ||
| 1.80 | 3.30 | 2 | 10 | 19.0% | 0.29 | 0.0213 | -0.016 | 135 | 12.90 | 14.70 | 19.5% | -0.73 | 0.0211 | -0.013 | ||
| 1.45 | 2.55 | 1 | 23 | 19.5% | 0.20 | 0.0175 | -0.013 | 140 | 16.80 | 19.40 | 20.8% | -0.81 | 0.0174 | -0.010 | ||
| 0.7500 | 1.50 | 11 | 20.0% | 0.15 | 0.0137 | -0.011 | 145 | 21.10 | 23.80 | 21.2% | -0.87 | 0.0136 | -0.006 | |||
| 0.0500 | 1.30 | 1 | 20.0% | 0.11 | 0.0106 | -0.009 | 150 | 24.60 | 27.90 | -0.91 | 0.0103 | -0.003 | ||||
| 0.0500 | 1.15 | 21.9% | 0.08 | 0.0083 | -0.008 | 155 | 29.50 | 33.40 | -0.93 | 0.0080 | -0.001 | |||||
| 0.0500 | 1.05 | 23.8% | 0.07 | 0.0066 | -0.007 | 160 | 34.70 | 38.40 | 23.0% | -0.95 | 0.0085 | 0.000 | ||||
| 0 | 0.9500 | 25.2% | 0.06 | 0.0055 | -0.007 | 165 | 39.90 | 42.80 | -0.97 | 0.0096 | -0.002 | |||||
| 0 | 0.9000 | 1 | 27.0% | 0.05 | 0.0046 | -0.006 | 170 | 44.90 | 47.80 | -0.98 | 0.0076 | -0.008 | ||||
| 0 | 0.8500 | 28.6% | 0.04 | 0.0039 | -0.006 | 175 | 49.90 | 52.80 | -0.99 | 0.0035 | -0.016 | |||||
| 0 | 0.8000 | 30.1% | 0.04 | 0.0034 | -0.006 | 180 | 54.90 | 57.80 | -1.00 | 0.0013 | -0.021 | |||||
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 — Feb 19, 2027
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.