BA chaîne d'options The Boeing Company
Cboe delayed options data · au 21:49 UTC
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 ±8.0% (193.56–227.26) · ATM IV 29.1% · P/C open interest 1.05
| 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 | |
| 91.20 | 101.00 | 8 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 4.30 | 123 | 121.9% | -0.00 | 0.0000 | -0.001 | |||
| 86.20 | 95.70 | 30 | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.5000 | 24 | 77.8% | -0.00 | 0.0001 | -0.001 | |||
| 81.15 | 90.70 | 32 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 1.70 | 33 | 89.2% | -0.00 | 0.0001 | -0.001 | |||
| 76.10 | 85.80 | 27 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 0.2100 | 33 | 60.4% | -0.00 | 0.0001 | -0.001 | |||
| 71.30 | 81.00 | 24 | 1.00 | 0.0002 | 0.000 | 135 | 0 | 0.1200 | 27 | 52.5% | -0.00 | 0.0002 | -0.002 | |||
| 67.40 | 76.00 | 68 | 61.2% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.2200 | 13 | 52.4% | -0.00 | 0.0002 | -0.003 | ||
| 63.50 | 68.80 | 1 | 1.00 | 0.0003 | 0.000 | 145 | 0 | 0.1200 | 8 | 44.9% | -0.00 | 0.0003 | -0.003 | |||
| 58.45 | 63.85 | 56 | 1.00 | 0.0005 | 0.000 | 150 | 0 | 0.2400 | 57 | 45.0% | -0.00 | 0.0005 | -0.004 | |||
| 53.60 | 58.80 | 7 | 0.99 | 0.0007 | 0.000 | 155 | 0 | 0.1000 | 45 | 36.9% | -0.01 | 0.0007 | -0.006 | |||
| 49.20 | 52.75 | 14 | 0.99 | 0.0010 | 0.000 | 160 | 0.0100 | 0.1600 | 61 | 35.7% | -0.01 | 0.0011 | -0.008 | |||
| 44.45 | 48.15 | 12 | 0.98 | 0.0016 | 0.000 | 165 | 0.0800 | 0.2000 | 1 | 150 | 34.5% | -0.02 | 0.0016 | -0.011 | ||
| 39.60 | 42.35 | 1 | 43 | 0.98 | 0.0024 | 0.000 | 170 | 0.1400 | 0.3800 | 3 | 594 | 34.1% | -0.02 | 0.0024 | -0.016 | |
| 34.30 | 37.50 | 38 | 0.96 | 0.0035 | 0.000 | 175 | 0.2700 | 0.5600 | 11 | 580 | 33.0% | -0.04 | 0.0036 | -0.022 | ||
| 31.05 | 33.15 | 1 | 10 | 30.3% | 0.94 | 0.0052 | -0.008 | 180 | 0.2900 | 0.6300 | 37 | 494 | 29.6% | -0.06 | 0.0053 | -0.030 |
| 25.95 | 28.40 | 28 | 26.7% | 0.91 | 0.0074 | -0.023 | 185 | 0.9100 | 1.07 | 58 | 1,016 | 30.7% | -0.09 | 0.0075 | -0.042 | |
| 22.25 | 24.20 | 2 | 93 | 30.2% | 0.86 | 0.0100 | -0.039 | 190 | 1.52 | 1.81 | 691 | 2,927 | 30.7% | -0.14 | 0.0102 | -0.055 |
| 18.80 | 20.00 | 4 | 95 | 31.1% | 0.80 | 0.0128 | -0.056 | 195 | 2.40 | 2.59 | 163 | 1,065 | 29.9% | -0.20 | 0.0130 | -0.068 |
| 15.15 | 15.85 | 183 | 335 | 29.9% | 0.73 | 0.0155 | -0.071 | 200 | 3.65 | 3.85 | 1,192 | 7,739 | 29.5% | -0.27 | 0.0158 | -0.081 |
| 11.85 | 12.25 | 91 | 555 | 29.1% | 0.65 | 0.0176 | -0.083 | 205 | 5.30 | 5.60 | 115 | 1,552 | 29.3% | -0.36 | 0.0180 | -0.090 |
| 9.10 | 9.45 | 742 | 1,221 | 29.1% | 0.55 | 0.0188 | -0.090 | 210 | 7.40 | 7.75 | 190 | 3,958 | 29.0% | -0.45 | 0.0193 | -0.094 |
| 6.75 | 7.05 | 145 | 901 | 28.9% | 0.46 | 0.0190 | -0.092 | 215 | 9.95 | 10.50 | 28 | 356 | 28.8% | -0.55 | 0.0196 | -0.092 |
| 4.90 | 5.15 | 2,363 | 2,553 | 28.9% | 0.37 | 0.0181 | -0.088 | 220 | 13.10 | 13.65 | 16 | 676 | 28.7% | -0.64 | 0.0188 | -0.086 |
| 3.45 | 3.65 | 696 | 1,216 | 28.8% | 0.29 | 0.0163 | -0.080 | 225 | 16.45 | 17.70 | 14 | 229 | 29.2% | -0.73 | 0.0172 | -0.075 |
| 2.12 | 2.55 | 253 | 2,698 | 29.0% | 0.22 | 0.0140 | -0.070 | 230 | 20.60 | 22.10 | 36 | 499 | 30.7% | -0.80 | 0.0150 | -0.062 |
| 1.47 | 1.83 | 280 | 1,567 | 28.8% | 0.16 | 0.0116 | -0.059 | 235 | 24.90 | 26.40 | 452 | 31.3% | -0.86 | 0.0127 | -0.048 | |
| 1.10 | 1.28 | 568 | 4,915 | 29.6% | 0.12 | 0.0093 | -0.048 | 240 | 28.85 | 31.05 | 2 | 275 | 30.1% | -0.91 | 0.0102 | -0.033 |
| 0.7000 | 0.8500 | 15 | 621 | 29.6% | 0.09 | 0.0073 | -0.038 | 245 | 33.80 | 37.15 | 2 | 54 | 37.6% | -0.95 | 0.0097 | -0.017 |
| 0.4600 | 0.6400 | 73 | 1,790 | 30.2% | 0.06 | 0.0056 | -0.030 | 250 | 35.00 | 43.90 | 4 | 32.3% | -0.98 | 0.0069 | -0.044 | |
| 0.2500 | 0.5000 | 13 | 556 | 30.7% | 0.04 | 0.0042 | -0.024 | 255 | 40.30 | 48.80 | 34.8% | -1.00 | 0.0024 | -0.097 | ||
| 0.2200 | 0.3400 | 55 | 682 | 31.6% | 0.03 | 0.0032 | -0.018 | 260 | 47.25 | 52.05 | 39.2% | -1.00 | 0.0000 | -0.136 | ||
| 0.1600 | 0.2100 | 10 | 233 | 31.8% | 0.02 | 0.0024 | -0.014 | 265 | 53.10 | 56.95 | 46.6% | -1.00 | 0.0000 | -0.151 | ||
| 0.1100 | 0.1800 | 16 | 447 | 32.9% | 0.02 | 0.0018 | -0.011 | 270 | 57.15 | 61.95 | 42.8% | -1.00 | 0.0000 | -0.157 | ||
| 0.0200 | 0.3400 | 288 | 36.0% | 0.01 | 0.0014 | -0.009 | 275 | 62.60 | 66.80 | 48.0% | -1.00 | 0.0000 | -0.158 | |||
| 0 | 0.1300 | 31 | 203 | 33.4% | 0.01 | 0.0010 | -0.007 | 280 | 67.50 | 71.95 | 51.0% | -1.00 | 0.0000 | -0.159 | ||
| 0.0300 | 0.3100 | 25 | 125 | 39.8% | 0.01 | 0.0008 | -0.005 | 285 | 72.45 | 76.95 | 53.1% | -1.00 | 0.0000 | -0.159 | ||
| 0 | 0.3000 | 58 | 41.0% | 0.01 | 0.0006 | -0.004 | 290 | 77.55 | 82.00 | 56.7% | -1.00 | 0.0000 | -0.159 | |||
| 0 | 0.1300 | 142 | 38.8% | 0.00 | 0.0005 | -0.004 | 295 | 82.50 | 87.20 | 60.2% | -1.00 | 0.0000 | -0.159 | |||
| 0 | 0.1800 | 16 | 131 | 42.0% | 0.00 | 0.0004 | -0.003 | 300 | 87.55 | 92.00 | 61.4% | -1.00 | 0.0000 | -0.159 | ||
| 0 | 0.4700 | 1 | 34 | 49.4% | 0.00 | 0.0003 | -0.002 | 305 | 92.10 | 97.00 | 59.1% | -1.00 | 0.0000 | -0.159 | ||
| 0 | 0.4600 | 42 | 51.1% | 0.00 | 0.0002 | -0.002 | 310 | 97.30 | 102.00 | 63.7% | -1.00 | 0.0000 | -0.159 | |||
| 0 | 0.4400 | 38 | 52.5% | 0.00 | 0.0002 | -0.002 | 315 | 102.15 | 107.40 | 68.1% | -1.00 | 0.0000 | -0.159 | |||
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 — Oct 16, 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.
callsputs