AXP chaîne d'options American Express Company
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 ±24.6% (238.91–394.45) · ATM IV 28.6% · P/C open interest 0.84
| 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 | |
| 161.50 | 165.75 | 1 | 37.8% | 0.98 | 0.0004 | 0.000 | 160 | 0.8500 | 1.33 | 16 | 36.7% | -0.02 | 0.0004 | -0.007 | ||
| 157.00 | 161.50 | 26 | 38.0% | 0.98 | 0.0004 | 0.000 | 165 | 1.10 | 1.33 | 1 | 44 | 36.0% | -0.02 | 0.0005 | -0.008 | |
| 153.00 | 155.80 | 11 | 36.0% | 0.98 | 0.0005 | 0.000 | 170 | 1.23 | 1.53 | 50 | 35.5% | -0.03 | 0.0005 | -0.009 | ||
| 148.50 | 151.40 | 15 | 35.8% | 0.97 | 0.0006 | 0.000 | 175 | 1.39 | 1.79 | 1 | 35.1% | -0.03 | 0.0006 | -0.010 | ||
| 144.00 | 146.95 | 7 | 35.3% | 0.97 | 0.0007 | 0.000 | 180 | 1.66 | 2.10 | 3 | 34.9% | -0.04 | 0.0007 | -0.011 | ||
| 139.50 | 142.50 | 1 | 34.8% | 0.96 | 0.0007 | 0.000 | 185 | 1.80 | 2.40 | 21 | 34.3% | -0.04 | 0.0008 | -0.012 | ||
| 135.00 | 137.95 | 34.1% | 0.96 | 0.0008 | 0.000 | 190 | 2.24 | 2.67 | 66 | 34.1% | -0.05 | 0.0008 | -0.013 | |||
| 130.50 | 133.75 | 33.8% | 0.95 | 0.0009 | 0.000 | 195 | 2.65 | 3.10 | 8 | 34.0% | -0.05 | 0.0010 | -0.014 | |||
| 126.00 | 129.45 | 1 | 31 | 33.3% | 0.95 | 0.0010 | 0.000 | 200 | 3.00 | 3.40 | 26 | 33.5% | -0.06 | 0.0010 | -0.015 | |
| 117.50 | 120.95 | 6 | 32.8% | 0.93 | 0.0012 | -0.003 | 210 | 3.70 | 4.85 | 433 | 33.2% | -0.07 | 0.0013 | -0.018 | ||
| 109.00 | 112.65 | 6 | 32.2% | 0.91 | 0.0015 | -0.006 | 220 | 4.95 | 6.15 | 49 | 32.9% | -0.09 | 0.0015 | -0.021 | ||
| 101.00 | 104.40 | 6 | 31.7% | 0.90 | 0.0017 | -0.010 | 230 | 6.05 | 7.85 | 12 | 32.3% | -0.11 | 0.0018 | -0.024 | ||
| 93.00 | 96.50 | 5 | 31.1% | 0.87 | 0.0020 | -0.014 | 240 | 7.25 | 8.95 | 51 | 31.1% | -0.14 | 0.0021 | -0.027 | ||
| 85.50 | 88.85 | 9 | 30.7% | 0.85 | 0.0023 | -0.018 | 250 | 9.70 | 11.15 | 102 | 31.2% | -0.16 | 0.0024 | -0.030 | ||
| 78.00 | 81.35 | 24 | 10 | 30.1% | 0.82 | 0.0026 | -0.022 | 260 | 11.95 | 13.00 | 2 | 115 | 30.6% | -0.19 | 0.0027 | -0.033 |
| 72.30 | 74.30 | 52 | 30.3% | 0.79 | 0.0029 | -0.026 | 270 | 14.20 | 15.30 | 666 | 176 | 29.9% | -0.22 | 0.0031 | -0.035 | |
| 64.50 | 67.65 | 35 | 29.4% | 0.76 | 0.0031 | -0.029 | 280 | 17.15 | 19.15 | 2 | 253 | 29.9% | -0.26 | 0.0034 | -0.038 | |
| 59.70 | 61.70 | 15 | 29.9% | 0.72 | 0.0034 | -0.032 | 290 | 20.45 | 22.55 | 457 | 29.6% | -0.30 | 0.0037 | -0.040 | ||
| 53.10 | 55.60 | 32 | 29.2% | 0.69 | 0.0036 | -0.035 | 300 | 24.50 | 25.85 | 225 | 29.2% | -0.34 | 0.0040 | -0.042 | ||
| 47.00 | 49.75 | 3 | 24 | 28.5% | 0.65 | 0.0038 | -0.037 | 310 | 28.45 | 31.65 | 7 | 53 | 29.4% | -0.38 | 0.0042 | -0.044 |
| 42.85 | 44.45 | 2 | 109 | 28.5% | 0.61 | 0.0040 | -0.038 | 320 | 33.45 | 34.80 | 253 | 28.7% | -0.42 | 0.0045 | -0.045 | |
| 38.10 | 39.90 | 122 | 28.4% | 0.57 | 0.0041 | -0.040 | 330 | 38.60 | 40.40 | 107 | 28.7% | -0.47 | 0.0047 | -0.046 | ||
| 33.75 | 35.60 | 72 | 28.2% | 0.53 | 0.0042 | -0.040 | 340 | 42.65 | 46.20 | 59 | 28.0% | -0.51 | 0.0049 | -0.046 | ||
| 30.20 | 31.70 | 257 | 28.1% | 0.49 | 0.0042 | -0.041 | 350 | 49.90 | 51.65 | 41 | 28.0% | -0.56 | 0.0050 | -0.046 | ||
| 26.45 | 27.95 | 1 | 104 | 27.8% | 0.46 | 0.0042 | -0.041 | 360 | 56.30 | 58.20 | 31 | 27.9% | -0.61 | 0.0051 | -0.046 | |
| 23.20 | 24.55 | 246 | 27.6% | 0.42 | 0.0042 | -0.040 | 370 | 63.15 | 65.60 | 51 | 27.9% | -0.65 | 0.0052 | -0.045 | ||
| 20.55 | 21.75 | 5 | 318 | 27.6% | 0.38 | 0.0041 | -0.039 | 380 | 70.60 | 72.90 | 33 | 27.9% | -0.70 | 0.0053 | -0.044 | |
| 17.25 | 19.00 | 281 | 27.2% | 0.35 | 0.0040 | -0.038 | 390 | 78.30 | 80.75 | 2 | 11 | 27.8% | -0.74 | 0.0054 | -0.044 | |
| 15.70 | 16.65 | 137 | 27.4% | 0.32 | 0.0039 | -0.037 | 400 | 85.95 | 89.00 | 14 | 27.6% | -0.79 | 0.0056 | -0.043 | ||
| 13.75 | 15.00 | 61 | 27.5% | 0.29 | 0.0037 | -0.035 | 410 | 94.70 | 97.65 | 2 | 27.7% | -0.84 | 0.0056 | -0.045 | ||
| 11.95 | 12.80 | 2 | 49 | 27.2% | 0.26 | 0.0035 | -0.033 | 420 | 104.05 | 106.50 | 28.1% | -0.88 | 0.0060 | -0.046 | ||
| 10.40 | 11.15 | 1 | 57 | 27.2% | 0.23 | 0.0033 | -0.032 | 430 | 112.95 | 115.25 | 4 | 27.4% | -0.93 | 0.0060 | -0.043 | |
| 8.40 | 9.75 | 1 | 203 | 26.8% | 0.21 | 0.0032 | -0.030 | 440 | 122.55 | 126.00 | 29.2% | -0.96 | 0.0045 | -0.047 | ||
| 7.75 | 8.55 | 1 | 120 | 27.1% | 0.19 | 0.0030 | -0.028 | 450 | 131.50 | 136.00 | 29.2% | -0.99 | 0.0018 | -0.048 | ||
| 6.25 | 7.35 | 139 | 26.7% | 0.17 | 0.0028 | -0.026 | 460 | 141.00 | 146.00 | -1.00 | 0.0000 | -0.048 | ||||
| 4.80 | 6.65 | 55 | 26.5% | 0.15 | 0.0026 | -0.024 | 470 | 151.50 | 156.00 | 31.9% | -1.00 | 0.0000 | -0.048 | |||
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 — Dec 17, 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.