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 ±3.1% (118.95–126.65) · ATM IV 17.8% · P/C open interest 0.76
| 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 | |
| 56.90 | 60.80 | 146.2% | 0.99 | 0.0006 | -0.012 | 65 | 0 | 0.4000 | 1 | 149.6% | -0.01 | 0.0006 | -0.019 | |||
| 51.90 | 55.80 | 129.7% | 0.99 | 0.0007 | -0.012 | 70 | 0 | 0.4000 | 134.1% | -0.01 | 0.0007 | -0.018 | ||||
| 46.90 | 50.80 | 114.4% | 0.99 | 0.0009 | -0.013 | 75 | 0 | 0.6000 | 70 | 127.8% | -0.01 | 0.0009 | -0.018 | |||
| 41.90 | 45.70 | 94.0% | 0.99 | 0.0011 | -0.013 | 80 | 0 | 0.6000 | 11 | 113.3% | -0.01 | 0.0011 | -0.019 | |||
| 36.90 | 40.70 | 80.8% | 0.99 | 0.0014 | -0.014 | 85 | 0 | 0.6000 | 98 | 99.6% | -0.01 | 0.0014 | -0.019 | |||
| 31.90 | 35.80 | 74.0% | 0.99 | 0.0019 | -0.015 | 90 | 0 | 0.6000 | 141 | 86.6% | -0.01 | 0.0019 | -0.019 | |||
| 27.00 | 29.70 | 0.98 | 0.0027 | -0.016 | 95 | 0 | 0.6500 | 378 | 75.2% | -0.02 | 0.0027 | -0.020 | ||||
| 22.10 | 24.80 | 1 | 0.98 | 0.0039 | -0.018 | 100 | 0.0500 | 0.2500 | 10 | 171 | 54.5% | -0.02 | 0.0039 | -0.021 | ||
| 17.70 | 19.60 | 3 | 0.97 | 0.0060 | -0.019 | 105 | 0.0500 | 0.2500 | 2 | 88 | 43.8% | -0.03 | 0.0061 | -0.022 | ||
| 12.70 | 15.20 | 1 | 34.3% | 0.96 | 0.0105 | -0.022 | 110 | 0 | 0.7000 | 517 | 40.0% | -0.04 | 0.0106 | -0.024 | ||
| 7.70 | 10.40 | 95 | 26.0% | 0.92 | 0.0220 | -0.027 | 115 | 0.1500 | 0.3000 | 19 | 1,946 | 25.0% | -0.08 | 0.0222 | -0.028 | |
| 4.10 | 4.90 | 1 | 281 | 20.4% | 0.79 | 0.0587 | -0.044 | 120 | 0.4000 | 1.10 | 9 | 2,189 | 20.9% | -0.21 | 0.0596 | -0.045 |
| 1.25 | 1.50 | 360 | 768 | 18.4% | 0.41 | 0.0846 | -0.056 | 125 | 2.20 | 2.75 | 55 | 2,847 | 17.1% | -0.61 | 0.0869 | -0.057 |
| 0.1000 | 0.4000 | 14 | 4,060 | 18.6% | 0.11 | 0.0390 | -0.028 | 130 | 5.80 | 7.60 | 671 | 21.9% | -0.91 | 0.0438 | -0.032 | |
| 0 | 0.2000 | 7 | 1,870 | 23.5% | 0.05 | 0.0160 | -0.019 | 135 | 10.50 | 12.50 | 22 | 26.5% | -0.98 | 0.0196 | -0.023 | |
| 0 | 0.2500 | 1,275 | 32.5% | 0.03 | 0.0090 | -0.017 | 140 | 15.70 | 18.20 | 47.6% | -0.99 | 0.0094 | -0.019 | |||
| 0 | 0.1000 | 1,291 | 34.7% | 0.02 | 0.0057 | -0.015 | 145 | 19.50 | 23.30 | -0.99 | 0.0044 | -0.016 | ||||
| 0 | 0.3000 | 2,317 | 48.2% | 0.02 | 0.0039 | -0.013 | 150 | 24.40 | 28.30 | -1.00 | 0.0020 | -0.014 | ||||
| 0 | 0.6000 | 126 | 61.9% | 0.01 | 0.0028 | -0.012 | 155 | 29.50 | 33.30 | -1.00 | 0.0009 | -0.014 | ||||
| 0 | 0.6000 | 28 | 68.8% | 0.01 | 0.0021 | -0.011 | 160 | 34.70 | 38.30 | 63.2% | -1.00 | 0.0003 | -0.014 | |||
| 0 | 0.6000 | 8 | 75.3% | 0.01 | 0.0016 | -0.009 | 165 | 39.50 | 43.30 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 0.6000 | 2 | 58.3% | 0.01 | 0.0012 | -0.008 | 170 | 44.80 | 48.30 | 79.2% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.6000 | 87.4% | 0.01 | 0.0010 | -0.007 | 175 | 49.40 | 53.30 | -1.00 | 0.0000 | -0.014 | |||||
| 0 | 0.6000 | 93.0% | 0.00 | 0.0008 | -0.007 | 180 | 54.70 | 58.30 | 86.7% | -1.00 | 0.0000 | -0.014 | ||||
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 — Sep 18, 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.