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 ±13.2% (84.20–109.80) · ATM IV 53.5% · P/C open interest 0.26
| 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 | |
| 33.70 | 37.10 | 0.98 | 0.0019 | -0.013 | 60 | 0 | 1.15 | 1 | 97.2% | -0.02 | 0.0019 | -0.013 | ||||
| 29.35 | 32.15 | 0.97 | 0.0031 | -0.018 | 65 | 0 | 1.11 | 7 | 82.6% | -0.03 | 0.0031 | -0.018 | ||||
| 24.85 | 27.35 | 120 | 58.4% | 0.96 | 0.0050 | -0.024 | 70 | 0 | 1.16 | 4 | 70.2% | -0.04 | 0.0050 | -0.025 | ||
| 20.05 | 22.65 | 1 | 54.9% | 0.92 | 0.0081 | -0.035 | 75 | 0.3000 | 0.8900 | 297 | 58.1% | -0.08 | 0.0082 | -0.035 | ||
| 15.95 | 18.35 | 635 | 57.6% | 0.87 | 0.0126 | -0.050 | 80 | 0.7000 | 1.25 | 5 | 71 | 53.1% | -0.13 | 0.0127 | -0.050 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.15 | 13.50 | 5 | 52.2% | 0.79 | 0.0178 | -0.068 | 85 | 2.05 | 2.30 | 61 | 288 | 55.3% | -0.21 | 0.0179 | -0.068 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.85 | 10.35 | 23 | 54.0% | 0.68 | 0.0222 | -0.083 | 90 | 3.70 | 3.85 | 221 | 491 | 54.8% | -0.32 | 0.0224 | -0.083 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.30 | 7.00 | 705 | 780 | 52.4% | 0.56 | 0.0246 | -0.091 | 95 | 5.90 | 6.40 | 205 | 551 | 54.6% | -0.45 | 0.0248 | -0.092 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.25 | 4.90 | 270 | 580 | 52.7% | 0.44 | 0.0244 | -0.091 | 100 | 8.60 | 9.20 | 158 | 1,005 | 55.2% | -0.57 | 0.0248 | -0.092 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.10 | 3.30 | 49 | 2,263 | 54.5% | 0.33 | 0.0222 | -0.084 | 105 | 11.85 | 13.30 | 12 | 427 | 57.6% | -0.68 | 0.0226 | -0.086 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 106 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 107 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 108 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 109 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.93 | 2.29 | 34 | 528 | 55.2% | 0.24 | 0.0189 | -0.074 | 110 | 16.00 | 17.35 | 3 | 415 | 60.4% | -0.77 | 0.0194 | -0.076 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.35 | 1.46 | 3,293 | 18.7K | 56.2% | 0.17 | 0.0153 | -0.061 | 115 | 20.30 | 21.85 | 10 | 1,959 | 63.5% | -0.84 | 0.0159 | -0.064 |
| 0.8000 | 1.02 | 46 | 301 | 56.8% | 0.12 | 0.0119 | -0.049 | 120 | 24.50 | 26.50 | 1,018 | 64.3% | -0.89 | 0.0126 | -0.052 | |
| 0.5500 | 0.6500 | 40 | 223 | 57.8% | 0.09 | 0.0091 | -0.039 | 125 | 28.55 | 31.50 | 251 | 63.5% | -0.93 | 0.0098 | -0.042 | |
| 0.2500 | 0.4800 | 7 | 270 | 57.8% | 0.06 | 0.0069 | -0.031 | 130 | 33.40 | 36.35 | 70 | 66.7% | -0.95 | 0.0075 | -0.034 | |
| 0.1600 | 0.3500 | 6 | 314 | 59.3% | 0.05 | 0.0053 | -0.025 | 135 | 39.15 | 40.65 | 1 | 102 | 73.4% | -0.97 | 0.0055 | -0.026 |
| 0.1700 | 0.3000 | 75 | 849 | 63.5% | 0.04 | 0.0041 | -0.020 | 140 | 43.30 | 46.55 | 66 | 80.6% | -0.98 | 0.0040 | -0.020 | |
| 0 | 0.3500 | 351 | 65.1% | 0.03 | 0.0032 | -0.016 | 145 | 47.75 | 51.60 | 78.3% | -0.99 | 0.0027 | -0.013 | |||
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.