ALB chaîne d'options Albemarle 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 ±18.5% (111.80–162.70) · ATM IV 50.2% · P/C open interest 2.08
| 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 | |
| 66.65 | 69.80 | 74.3% | 0.99 | 0.0007 | -0.003 | 70 | 0 | 0.6500 | 75.3% | -0.01 | 0.0007 | -0.009 | ||||
| 61.75 | 64.60 | 63.3% | 0.98 | 0.0010 | -0.005 | 75 | 0 | 1.10 | 75.1% | -0.02 | 0.0010 | -0.011 | ||||
| 56.85 | 59.70 | 2 | 59.4% | 0.98 | 0.0013 | -0.008 | 80 | 0.0100 | 0.6200 | 4 | 61.8% | -0.02 | 0.0013 | -0.014 | ||
| 51.65 | 55.45 | 59.9% | 0.97 | 0.0018 | -0.012 | 85 | 0.1400 | 0.7800 | 13 | 59.6% | -0.03 | 0.0018 | -0.017 | |||
| 47.30 | 50.55 | 59.9% | 0.96 | 0.0024 | -0.016 | 90 | 0.2200 | 1.07 | 61 | 57.2% | -0.04 | 0.0024 | -0.021 | |||
| 42.30 | 45.30 | 50.8% | 0.94 | 0.0032 | -0.021 | 95 | 0.6400 | 1.47 | 4 | 57.2% | -0.06 | 0.0032 | -0.026 | |||
| 37.75 | 41.00 | 28 | 52.0% | 0.92 | 0.0042 | -0.028 | 100 | 1.07 | 1.95 | 30 | 46 | 55.9% | -0.08 | 0.0042 | -0.032 | |
| 33.75 | 36.10 | 50.7% | 0.89 | 0.0054 | -0.036 | 105 | 1.43 | 2.88 | 1 | 14 | 55.0% | -0.11 | 0.0054 | -0.039 | ||
| 29.30 | 32.25 | 50.4% | 0.86 | 0.0067 | -0.044 | 110 | 2.32 | 3.15 | 26 | 52.4% | -0.14 | 0.0068 | -0.047 | |||
| 25.45 | 28.65 | 2 | 51.2% | 0.81 | 0.0081 | -0.053 | 115 | 2.96 | 4.05 | 7 | 864 | 50.1% | -0.19 | 0.0081 | -0.056 | |
| 21.70 | 24.70 | 1 | 49.7% | 0.76 | 0.0093 | -0.061 | 120 | 4.50 | 5.45 | 88 | 930 | 50.6% | -0.24 | 0.0094 | -0.064 | |
| 19.15 | 20.90 | 3 | 50.1% | 0.71 | 0.0104 | -0.069 | 125 | 6.20 | 6.90 | 4 | 70 | 50.0% | -0.29 | 0.0106 | -0.071 | |
| 16.05 | 18.05 | 36 | 50.0% | 0.65 | 0.0113 | -0.075 | 130 | 8.20 | 9.15 | 1 | 39 | 50.4% | -0.35 | 0.0115 | -0.077 | |
| 13.75 | 15.20 | 48 | 50.2% | 0.59 | 0.0119 | -0.079 | 135 | 10.45 | 11.50 | 121 | 50.2% | -0.41 | 0.0121 | -0.080 | ||
| 11.90 | 12.45 | 10 | 119 | 50.9% | 0.53 | 0.0122 | -0.081 | 140 | 13.20 | 14.15 | 71 | 50.3% | -0.47 | 0.0125 | -0.082 | |
| 9.85 | 10.70 | 1 | 228 | 50.8% | 0.47 | 0.0122 | -0.081 | 145 | 15.80 | 17.60 | 14 | 50.5% | -0.53 | 0.0126 | -0.082 | |
| 7.95 | 8.80 | 1 | 61 | 50.1% | 0.41 | 0.0120 | -0.079 | 150 | 19.25 | 20.60 | 1 | 17 | 50.4% | -0.59 | 0.0124 | -0.080 |
| 5.45 | 7.40 | 45 | 48.1% | 0.36 | 0.0116 | -0.076 | 155 | 22.75 | 24.80 | 2 | 51.9% | -0.65 | 0.0120 | -0.077 | ||
| 5.05 | 6.05 | 62 | 84 | 49.7% | 0.31 | 0.0109 | -0.071 | 160 | 26.35 | 28.55 | 8 | 51.6% | -0.70 | 0.0114 | -0.072 | |
| 3.70 | 5.00 | 30 | 49.0% | 0.27 | 0.0102 | -0.067 | 165 | 30.40 | 32.55 | 52.0% | -0.75 | 0.0107 | -0.067 | |||
| 3.05 | 4.85 | 140 | 177 | 51.3% | 0.23 | 0.0093 | -0.061 | 170 | 34.10 | 37.05 | 60 | 52.0% | -0.79 | 0.0098 | -0.062 | |
| 2.34 | 4.15 | 11 | 51.6% | 0.19 | 0.0084 | -0.056 | 175 | 38.20 | 41.40 | 51 | 51.7% | -0.82 | 0.0090 | -0.056 | ||
| 1.40 | 3.10 | 165 | 49.2% | 0.16 | 0.0076 | -0.050 | 180 | 42.60 | 45.40 | 50.1% | -0.86 | 0.0081 | -0.050 | |||
| 1.29 | 2.42 | 50 | 49.7% | 0.14 | 0.0067 | -0.045 | 185 | 47.25 | 49.95 | 50.4% | -0.88 | 0.0072 | -0.044 | |||
| 0.8400 | 2.14 | 22 | 49.9% | 0.12 | 0.0059 | -0.040 | 190 | 52.05 | 55.05 | 53.2% | -0.91 | 0.0064 | -0.038 | |||
| 1.12 | 1.85 | 3 | 52.8% | 0.10 | 0.0052 | -0.036 | 195 | 56.60 | 59.85 | 53.1% | -0.92 | 0.0055 | -0.033 | |||
| 0.9000 | 1.45 | 40 | 52.6% | 0.08 | 0.0046 | -0.032 | 200 | 61.20 | 64.60 | 51.9% | -0.94 | 0.0048 | -0.027 | |||
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.