ALLY chaîne d'options Ally Financial 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 ±8.6% (34.45–40.91) · ATM IV 34.2% · P/C open interest 0.72
| 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 | |
| 16.90 | 18.70 | 120.7% | 0.99 | 0.0023 | -0.004 | 20 | 0 | 0.2000 | 47 | 107.2% | -0.02 | 0.0033 | -0.006 | |||
| 13.90 | 15.70 | 96.3% | 0.99 | 0.0040 | -0.005 | 23 | 0 | 0.3000 | 22 | 92.7% | -0.02 | 0.0054 | -0.007 | |||
| 11.90 | 13.70 | 3 | 81.8% | 0.98 | 0.0058 | -0.005 | 25 | 0 | 0.3500 | 18 | 81.6% | -0.03 | 0.0075 | -0.007 | ||
| 8.90 | 10.80 | 66.9% | 0.97 | 0.0109 | -0.006 | 28 | 0 | 0.1500 | 37 | 52.5% | -0.04 | 0.0134 | -0.008 | |||
| 7.60 | 8.70 | 10 | 70.8% | 0.96 | 0.0180 | -0.008 | 30 | 0.0500 | 0.1500 | 3 | 380 | 44.4% | -0.06 | 0.0209 | -0.009 | |
| 4.80 | 5.50 | 19 | 48.8% | 0.90 | 0.0467 | -0.013 | 33 | 0.1000 | 0.4000 | 1 | 843 | 36.3% | -0.13 | 0.0474 | -0.013 | |
| 3.90 | 4.70 | 46.3% | 0.85 | 0.0633 | -0.016 | 34 | 0.3500 | 0.5000 | 2 | 81 | 36.4% | -0.18 | 0.0618 | -0.016 | ||
| 3.00 | 3.90 | 4 | 42.6% | 0.78 | 0.0809 | -0.020 | 35 | 0.6000 | 1.00 | 32 | 535 | 35.8% | -0.25 | 0.0773 | -0.019 | |
| 2.40 | 3.10 | 7 | 41.4% | 0.68 | 0.0934 | -0.023 | 36 | 0.8500 | 1.05 | 2 | 450 | 35.0% | -0.34 | 0.0891 | -0.022 | |
| 1.75 | 2.40 | 44 | 39.0% | 0.58 | 0.0997 | -0.024 | 37 | 1.30 | 1.45 | 464 | 35.1% | -0.43 | 0.0962 | -0.024 | ||
| 1.30 | 1.45 | 6,709 | 3,276 | 34.3% | 0.48 | 0.1021 | -0.024 | 38 | 1.75 | 1.95 | 2 | 260 | 34.0% | -0.53 | 0.1000 | -0.023 |
| 0.8500 | 1.10 | 7 | 172 | 34.0% | 0.38 | 0.0987 | -0.022 | 39 | 2.35 | 2.55 | 11 | 448 | 33.6% | -0.63 | 0.0980 | -0.022 |
| 0.5500 | 0.8000 | 6,783 | 141 | 33.9% | 0.29 | 0.0887 | -0.019 | 40 | 2.95 | 3.30 | 1 | 478 | 32.6% | -0.72 | 0.0889 | -0.019 |
| 0.3500 | 0.5000 | 1 | 110 | 33.0% | 0.21 | 0.0752 | -0.016 | 41 | 3.50 | 4.10 | 557 | 28.5% | -0.80 | 0.0756 | -0.016 | |
| 0.2000 | 0.5000 | 27 | 99 | 35.7% | 0.15 | 0.0606 | -0.013 | 42 | 3.90 | 5.00 | 323 | -0.86 | 0.0607 | -0.013 | ||
| 0.0500 | 0.4000 | 1 | 81 | 35.4% | 0.12 | 0.0484 | -0.012 | 43 | 5.20 | 5.90 | 144 | -0.89 | 0.0482 | -0.012 | ||
| 0 | 0.2500 | 132 | 37.1% | 0.10 | 0.0393 | -0.011 | 44 | 6.30 | 6.90 | 25 | 30.1% | -0.91 | 0.0389 | -0.011 | ||
| 0.0500 | 0.2000 | 15 | 281 | 37.9% | 0.08 | 0.0324 | -0.010 | 45 | 7.30 | 7.90 | 4 | 256 | 33.6% | -0.93 | 0.0317 | -0.010 |
| 0 | 0.1500 | 1 | 138 | 37.4% | 0.07 | 0.0267 | -0.009 | 46 | 7.50 | 8.90 | 53 | -0.94 | 0.0260 | -0.009 | ||
| 0 | 0.3500 | 978 | 48.0% | 0.06 | 0.0221 | -0.008 | 47 | 8.40 | 10.00 | 231 | -0.95 | 0.0213 | -0.007 | |||
| 0 | 0.4500 | 54 | 54.3% | 0.05 | 0.0183 | -0.007 | 48 | 9.40 | 11.50 | 36 | -0.96 | 0.0174 | -0.007 | |||
| 0 | 0.4000 | 243 | 56.2% | 0.04 | 0.0152 | -0.006 | 49 | 10.40 | 12.50 | 2 | -0.97 | 0.0143 | -0.006 | |||
| 0 | 0.4000 | 1,191 | 59.4% | 0.03 | 0.0127 | -0.005 | 50 | 11.40 | 13.50 | 4 | -0.97 | 0.0118 | -0.005 | |||
| 0 | 0.4000 | 836 | 73.8% | 0.01 | 0.0056 | -0.003 | 55 | 16.40 | 18.50 | -0.99 | 0.0048 | -0.003 | ||||
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.