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 ±9.3% (113.17–136.27) · ATM IV 19.7% · P/C open interest 0.48
| 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 | |
| 48.00 | 52.10 | 44.0% | 0.98 | 0.0013 | 0.000 | 75 | 0 | 0.6000 | 46.8% | -0.02 | 0.0015 | -0.006 | ||||
| 42.90 | 47.00 | 0.98 | 0.0016 | 0.000 | 80 | 0 | 0.5000 | 40.3% | -0.02 | 0.0019 | -0.006 | |||||
| 38.00 | 42.20 | 30.7% | 0.98 | 0.0022 | -0.001 | 85 | 0 | 0.9500 | 4 | 40.0% | -0.03 | 0.0026 | -0.007 | |||
| 33.40 | 37.30 | 32.2% | 0.97 | 0.0031 | -0.003 | 90 | 0 | 1.05 | 35.7% | -0.04 | 0.0035 | -0.008 | ||||
| 28.60 | 32.50 | 30.0% | 0.96 | 0.0044 | -0.005 | 95 | 0 | 1.15 | 6 | 31.4% | -0.05 | 0.0050 | -0.009 | |||
| 23.90 | 27.50 | 12 | 26.5% | 0.94 | 0.0065 | -0.007 | 100 | 0.1500 | 1.30 | 15 | 28.1% | -0.08 | 0.0071 | -0.011 | ||
| 19.30 | 23.00 | 2 | 25.5% | 0.90 | 0.0095 | -0.010 | 105 | 0.4500 | 1.55 | 28 | 25.5% | -0.11 | 0.0103 | -0.014 | ||
| 15.40 | 18.80 | 2 | 26.1% | 0.85 | 0.0138 | -0.014 | 110 | 1.15 | 2.25 | 1 | 28 | 24.5% | -0.16 | 0.0146 | -0.017 | |
| 11.30 | 14.50 | 5 | 23.7% | 0.77 | 0.0190 | -0.018 | 115 | 1.95 | 3.40 | 21 | 23.3% | -0.25 | 0.0196 | -0.021 | ||
| 7.70 | 10.20 | 70 | 21.1% | 0.67 | 0.0240 | -0.022 | 120 | 2.85 | 4.70 | 12 | 20.8% | -0.36 | 0.0243 | -0.023 | ||
| 4.80 | 7.00 | 79 | 20.0% | 0.54 | 0.0277 | -0.023 | 125 | 4.40 | 6.90 | 9 | 19.3% | -0.49 | 0.0277 | -0.023 | ||
| 2.70 | 4.60 | 20 | 19.5% | 0.40 | 0.0278 | -0.022 | 130 | 7.30 | 9.90 | 12 | 19.2% | -0.63 | 0.0282 | -0.022 | ||
| 1.25 | 3.20 | 34 | 19.6% | 0.28 | 0.0242 | -0.019 | 135 | 10.70 | 14.10 | 20.0% | -0.75 | 0.0258 | -0.019 | |||
| 1.00 | 1.90 | 37 | 20.5% | 0.19 | 0.0190 | -0.015 | 140 | 14.60 | 18.50 | 20.1% | -0.85 | 0.0206 | -0.015 | |||
| 0.3000 | 1.30 | 12 | 20.4% | 0.13 | 0.0140 | -0.012 | 145 | 19.00 | 23.10 | 19.6% | -0.92 | 0.0144 | -0.010 | |||
| 0.0500 | 1.30 | 1 | 22.6% | 0.08 | 0.0101 | -0.009 | 150 | 23.90 | 27.90 | 20.3% | -0.96 | 0.0089 | -0.005 | |||
| 0 | 1.00 | 23.9% | 0.06 | 0.0074 | -0.008 | 155 | 28.80 | 33.00 | 23.5% | -0.98 | 0.0053 | -0.001 | ||||
| 0 | 0.9000 | 26.0% | 0.05 | 0.0057 | -0.007 | 160 | 33.80 | 37.70 | -0.99 | 0.0035 | 0.000 | |||||
| 0 | 0.8500 | 4 | 28.2% | 0.04 | 0.0046 | -0.006 | 165 | 38.80 | 42.90 | 28.0% | -0.99 | 0.0026 | 0.000 | |||
| 0 | 0.8000 | 1 | 30.2% | 0.03 | 0.0038 | -0.006 | 170 | 43.70 | 47.70 | -0.99 | 0.0019 | 0.000 | ||||
| 0 | 0.7500 | 32.1% | 0.03 | 0.0032 | -0.006 | 175 | 48.70 | 52.70 | -0.99 | 0.0015 | 0.000 | |||||
| 0 | 0.7000 | 33.8% | 0.03 | 0.0028 | -0.005 | 180 | 53.70 | 57.70 | -1.00 | 0.0011 | 0.000 | |||||
| 0 | 0.7000 | 35.8% | 0.02 | 0.0024 | -0.005 | 185 | 58.70 | 62.60 | -1.00 | 0.0009 | 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 — 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.