AMT chaîne d'options American Tower 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 ±11.0% (162.95–203.05) · ATM IV 27.4% · P/C open interest 0.69
| 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 | |
| 86.70 | 90.90 | 0.99 | 0.0004 | 0.000 | 95 | 0 | 1.15 | 94 | 72.6% | -0.01 | 0.0005 | -0.009 | ||||
| 81.70 | 86.00 | 0.99 | 0.0005 | 0.000 | 100 | 0 | 1.15 | 6 | 67.5% | -0.01 | 0.0006 | -0.009 | ||||
| 76.90 | 80.50 | 1 | 0.99 | 0.0006 | 0.000 | 105 | 0 | 1.15 | 9 | 62.8% | -0.01 | 0.0007 | -0.010 | |||
| 71.80 | 75.90 | 0.99 | 0.0007 | 0.000 | 110 | 0 | 0.5000 | 20 | 50.7% | -0.02 | 0.0009 | -0.010 | ||||
| 67.00 | 70.90 | 0.99 | 0.0008 | 0.000 | 115 | 0 | 1.15 | 35 | 53.8% | -0.02 | 0.0010 | -0.010 | ||||
| 62.00 | 66.00 | 1 | 0.99 | 0.0010 | 0.000 | 120 | 0 | 1.15 | 109 | 50.0% | -0.02 | 0.0012 | -0.011 | |||
| 57.20 | 61.00 | 2 | 0.99 | 0.0012 | 0.000 | 125 | 0 | 1.15 | 21 | 45.4% | -0.02 | 0.0015 | -0.011 | |||
| 52.10 | 55.90 | 10 | 0.98 | 0.0014 | 0.000 | 130 | 0 | 0.7500 | 261 | 38.4% | -0.03 | 0.0018 | -0.011 | |||
| 48.00 | 51.00 | 9 | 31.1% | 0.98 | 0.0018 | -0.001 | 135 | 0 | 0.7500 | 47 | 34.8% | -0.03 | 0.0022 | -0.012 | ||
| 42.80 | 45.80 | 30 | 0.97 | 0.0023 | -0.003 | 140 | 0 | 0.7000 | 1 | 68 | 33.0% | -0.04 | 0.0028 | -0.013 | ||
| 37.60 | 41.00 | 72 | 0.97 | 0.0031 | -0.006 | 145 | 0.5500 | 1.15 | 146 | 33.0% | -0.05 | 0.0038 | -0.015 | |||
| 33.60 | 36.10 | 26 | 26.1% | 0.95 | 0.0045 | -0.011 | 150 | 0.6500 | 1.00 | 7 | 194 | 29.0% | -0.07 | 0.0052 | -0.019 | |
| 28.50 | 30.70 | 109 | 16.1% | 0.92 | 0.0064 | -0.018 | 155 | 1.15 | 1.85 | 11 | 692 | 29.8% | -0.10 | 0.0071 | -0.025 | |
| 24.30 | 26.30 | 166 | 22.8% | 0.87 | 0.0086 | -0.027 | 160 | 1.75 | 2.60 | 68 | 525 | 29.0% | -0.15 | 0.0092 | -0.033 | |
| 20.50 | 22.20 | 1 | 114 | 24.8% | 0.82 | 0.0109 | -0.036 | 165 | 2.95 | 3.70 | 3 | 277 | 29.3% | -0.21 | 0.0113 | -0.041 |
| 16.80 | 18.60 | 1 | 256 | 25.6% | 0.76 | 0.0130 | -0.044 | 170 | 4.20 | 5.10 | 69 | 3,825 | 28.9% | -0.27 | 0.0132 | -0.047 |
| 13.50 | 15.20 | 169 | 25.9% | 0.68 | 0.0148 | -0.050 | 175 | 5.80 | 6.70 | 1 | 121 | 28.3% | -0.34 | 0.0149 | -0.052 | |
| 10.70 | 12.10 | 2 | 132 | 26.0% | 0.60 | 0.0163 | -0.054 | 180 | 7.10 | 9.00 | 1 | 145 | 27.3% | -0.42 | 0.0161 | -0.054 |
| 8.50 | 9.40 | 16 | 203 | 26.2% | 0.52 | 0.0170 | -0.055 | 185 | 10.00 | 12.20 | 1 | 69 | 28.6% | -0.50 | 0.0168 | -0.053 |
| 6.30 | 7.60 | 28 | 492 | 26.6% | 0.44 | 0.0169 | -0.054 | 190 | 13.00 | 15.00 | 308 | 28.5% | -0.59 | 0.0165 | -0.052 | |
| 4.70 | 6.50 | 22 | 357 | 27.7% | 0.36 | 0.0160 | -0.051 | 195 | 16.00 | 18.40 | 45 | 28.2% | -0.66 | 0.0155 | -0.048 | |
| 3.30 | 4.00 | 67 | 947 | 25.8% | 0.29 | 0.0146 | -0.046 | 200 | 20.00 | 22.10 | 111 | 29.0% | -0.73 | 0.0141 | -0.042 | |
| 1.75 | 2.20 | 31 | 3,666 | 26.4% | 0.17 | 0.0109 | -0.034 | 210 | 27.60 | 30.90 | 13 | 29.8% | -0.84 | 0.0105 | -0.028 | |
| 0.8500 | 1.30 | 2 | 423 | 27.2% | 0.10 | 0.0074 | -0.025 | 220 | 36.40 | 39.40 | 1 | 29.4% | -0.91 | 0.0074 | -0.018 | |
| 0.3500 | 1.10 | 313 | 29.2% | 0.07 | 0.0051 | -0.019 | 230 | 45.80 | 49.30 | 32.5% | -0.95 | 0.0069 | -0.018 | |||
| 0.1500 | 0.7000 | 2 | 164 | 30.1% | 0.05 | 0.0036 | -0.016 | 240 | 55.50 | 58.50 | -0.98 | 0.0064 | -0.019 | |||
| 0 | 0.7500 | 2,404 | 33.0% | 0.04 | 0.0027 | -0.013 | 250 | 65.50 | 69.10 | 39.9% | -1.00 | 0.0010 | -0.037 | |||
| 0 | 0.9500 | 43 | 37.9% | 0.03 | 0.0020 | -0.011 | 260 | 75.50 | 79.20 | 44.7% | -1.00 | 0.0000 | -0.037 | |||
| 0 | 0.5000 | 30 | 37.2% | 0.02 | 0.0016 | -0.010 | 270 | 85.50 | 88.70 | 45.6% | -1.00 | 0.0000 | -0.037 | |||
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 — Jan 15, 2027
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.