ALL chaîne d'options The Allstate 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 ±3.5% (250.19–268.49) · ATM IV 21.0% · P/C open interest 2.40
| 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 | |
| 127.90 | 130.90 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 14 | 186.6% | 0.00 | 0.0000 | 0.000 | ||||
| 123.20 | 125.90 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 20 | 177.6% | 0.00 | 0.0000 | 0.000 | ||||
| 118.30 | 120.90 | 106.3% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 7 | 13 | 168.9% | 0.00 | 0.0000 | 0.000 | ||
| 112.90 | 116.00 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 2.15 | 14 | 160.5% | 0.00 | 0.0000 | 0.000 | ||||
| 107.90 | 111.00 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 2.15 | 26 | 152.4% | 0.00 | 0.0000 | 0.000 | ||||
| 103.00 | 106.10 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 2.15 | 12 | 144.5% | 0.00 | 0.0000 | 0.000 | ||||
| 97.90 | 101.10 | 1.00 | 0.0000 | 0.000 | 160 | 0 | 2.15 | 12 | 136.9% | 0.00 | 0.0000 | 0.000 | ||||
| 92.90 | 96.00 | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.4500 | 39 | 90.0% | 0.00 | 0.0000 | 0.000 | ||||
| 88.00 | 90.90 | 1.00 | 0.0000 | 0.000 | 170 | 0 | 2.15 | 98 | 122.2% | 0.00 | 0.0000 | 0.000 | ||||
| 83.30 | 86.00 | 61.4% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 2.15 | 195 | 115.1% | 0.00 | 0.0000 | 0.000 | |||
| 78.40 | 81.00 | 68.0% | 1.00 | 0.0000 | 0.000 | 180 | 0 | 0.5500 | 1 | 68 | 85.2% | 0.00 | 0.0000 | 0.000 | ||
| 73.40 | 76.00 | 61.6% | 1.00 | 0.0000 | 0.000 | 185 | 0 | 2.15 | 77 | 101.4% | 0.00 | 0.0000 | 0.000 | |||
| 68.00 | 71.30 | 1.00 | 0.0000 | 0.000 | 190 | 0 | 1.05 | 177 | 82.5% | 0.00 | 0.0000 | -0.000 | ||||
| 63.40 | 65.90 | 1.00 | 0.0000 | 0.000 | 195 | 0 | 0.2500 | 103 | 61.3% | -0.00 | 0.0000 | -0.000 | ||||
| 58.30 | 61.10 | 39.3% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 0.5500 | 1 | 178 | 63.4% | -0.00 | 0.0000 | -0.000 | ||
| 48.20 | 51.10 | 2 | 1.00 | 0.0002 | 0.000 | 210 | 0 | 0.7500 | 129 | 56.1% | -0.00 | 0.0002 | -0.002 | |||
| 38.50 | 41.10 | 39 | 34.4% | 1.00 | 0.0008 | -0.001 | 220 | 0 | 0.1000 | 351 | 33.6% | -0.00 | 0.0008 | -0.006 | ||
| 28.60 | 31.30 | 30 | 31.1% | 0.98 | 0.0030 | -0.017 | 230 | 0 | 0.7500 | 3 | 376 | 35.8% | -0.02 | 0.0030 | -0.021 | |
| 18.60 | 21.70 | 74 | 482 | 25.0% | 0.93 | 0.0096 | -0.058 | 240 | 0.3500 | 0.5500 | 1 | 3,179 | 26.2% | -0.07 | 0.0097 | -0.060 |
| 10.30 | 12.60 | 4 | 583 | 24.1% | 0.78 | 0.0220 | -0.124 | 250 | 1.20 | 2.15 | 6 | 2,545 | 24.2% | -0.22 | 0.0223 | -0.127 |
| 2.90 | 5.00 | 25 | 681 | 18.6% | 0.50 | 0.0309 | -0.162 | 260 | 4.40 | 6.00 | 3 | 760 | 23.3% | -0.50 | 0.0314 | -0.165 |
| 0.9500 | 2.25 | 18 | 412 | 23.4% | 0.22 | 0.0236 | -0.118 | 270 | 10.80 | 13.30 | 1 | 60 | 24.3% | -0.79 | 0.0242 | -0.120 |
| 0.1500 | 0.4500 | 41 | 784 | 22.5% | 0.07 | 0.0103 | -0.051 | 280 | 19.50 | 22.40 | 18 | 25.8% | -0.95 | 0.0126 | -0.061 | |
| 0.1000 | 0.9500 | 2 | 524 | 34.1% | 0.02 | 0.0031 | -0.016 | 290 | 29.50 | 32.10 | 31.4% | -1.00 | 0.0000 | -0.029 | ||
| 0 | 1.20 | 86 | 30.6% | 0.00 | 0.0008 | -0.004 | 300 | 39.50 | 42.10 | 38.9% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.7500 | 40 | 46.5% | 0.00 | 0.0002 | -0.001 | 310 | 49.50 | 52.30 | 48.7% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 0.7500 | 19 | 53.1% | 0.00 | 0.0000 | -0.000 | 320 | 59.50 | 62.30 | 55.6% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 1.95 | 10 | 70.9% | 0.00 | 0.0000 | -0.000 | 330 | 69.50 | 72.30 | 62.2% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 2.15 | 2 | 79.1% | 0.00 | 0.0000 | 0.000 | 340 | 79.30 | 82.30 | 64.9% | -1.00 | 0.0000 | -0.029 | |||
| 0 | 2.15 | 85.6% | 0.00 | 0.0000 | 0.000 | 350 | 89.50 | 92.30 | 74.5% | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 2.15 | 91.8% | 0.00 | 0.0000 | 0.000 | 360 | 99.50 | 102.30 | 80.2% | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 1.30 | 89.4% | 0.00 | 0.0000 | 0.000 | 370 | 109.50 | 112.30 | 85.8% | -1.00 | 0.0000 | -0.029 | ||||
| 0 | 2.15 | 1 | 103.5% | 0.00 | 0.0000 | 0.000 | 380 | 119.50 | 122.30 | 91.2% | -1.00 | 0.0000 | -0.029 | |||
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.