BA chaîne d'options The Boeing Company
Cboe delayed options data · au 06:34 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 ±17.2% (159.23–225.33) · ATM IV 33.5% · P/C open interest 1.37
| 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 | |
| 91.25 | 96.70 | 9 | 53.0% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.3000 | 25 | 45.6% | -0.01 | 0.0003 | -0.003 | ||
| 86.35 | 92.10 | 5 | 52.1% | 0.99 | 0.0004 | 0.000 | 105 | 0 | 0.3400 | 1 | 43.2% | -0.01 | 0.0004 | -0.003 | ||
| 80.10 | 88.20 | 3 | 45.8% | 0.99 | 0.0005 | 0.000 | 110 | 0 | 0.4000 | 10 | 41.2% | -0.01 | 0.0005 | -0.004 | ||
| 76.70 | 81.45 | 3 | 39.1% | 0.99 | 0.0007 | 0.000 | 115 | 0 | 0.4000 | 2 | 1,063 | 38.3% | -0.01 | 0.0007 | -0.005 | |
| 70.45 | 78.70 | 7 | 42.9% | 0.98 | 0.0010 | 0.000 | 120 | 0.0500 | 0.5500 | 12 | 69 | 37.8% | -0.02 | 0.0010 | -0.007 | |
| 67.65 | 71.15 | 8 | 36.0% | 0.97 | 0.0013 | 0.000 | 125 | 0.2600 | 0.8100 | 8 | 677 | 38.5% | -0.03 | 0.0013 | -0.009 | |
| 62.55 | 66.50 | 3 | 33.7% | 0.97 | 0.0017 | -0.002 | 130 | 0.3700 | 0.8000 | 198 | 36.2% | -0.04 | 0.0017 | -0.012 | ||
| 57.95 | 62.15 | 5 | 35.6% | 0.95 | 0.0022 | -0.005 | 135 | 0.6600 | 1.34 | 115 | 37.1% | -0.05 | 0.0022 | -0.015 | ||
| 53.35 | 57.70 | 27 | 35.6% | 0.94 | 0.0027 | -0.009 | 140 | 0.9200 | 1.74 | 323 | 36.4% | -0.06 | 0.0028 | -0.018 | ||
| 48.90 | 53.30 | 7 | 35.5% | 0.92 | 0.0034 | -0.014 | 145 | 1.09 | 1.99 | 68 | 34.6% | -0.08 | 0.0034 | -0.022 | ||
| 45.60 | 48.45 | 50 | 401 | 36.3% | 0.90 | 0.0041 | -0.019 | 150 | 1.74 | 2.92 | 1 | 682 | 35.4% | -0.11 | 0.0042 | -0.026 |
| 39.85 | 44.45 | 39 | 33.0% | 0.87 | 0.0048 | -0.024 | 155 | 2.61 | 4.00 | 1 | 153 | 35.9% | -0.13 | 0.0050 | -0.030 | |
| 37.40 | 40.40 | 105 | 35.6% | 0.84 | 0.0056 | -0.029 | 160 | 3.45 | 4.05 | 10 | 743 | 34.0% | -0.16 | 0.0058 | -0.035 | |
| 33.55 | 36.80 | 36 | 35.6% | 0.81 | 0.0064 | -0.033 | 165 | 4.05 | 5.40 | 44 | 2,594 | 33.4% | -0.20 | 0.0066 | -0.039 | |
| 31.00 | 32.60 | 60 | 140 | 35.9% | 0.77 | 0.0072 | -0.038 | 170 | 5.80 | 6.75 | 2 | 2,172 | 33.9% | -0.24 | 0.0074 | -0.043 |
| 27.35 | 29.50 | 77 | 35.6% | 0.73 | 0.0079 | -0.042 | 175 | 7.30 | 8.30 | 4 | 942 | 33.7% | -0.28 | 0.0082 | -0.047 | |
| 24.15 | 25.50 | 27 | 217 | 34.3% | 0.69 | 0.0085 | -0.045 | 180 | 9.05 | 10.05 | 15 | 2,985 | 33.5% | -0.32 | 0.0088 | -0.050 |
| 21.20 | 23.10 | 3 | 631 | 34.6% | 0.64 | 0.0090 | -0.048 | 185 | 11.05 | 12.35 | 6 | 2,196 | 33.6% | -0.37 | 0.0094 | -0.052 |
| 18.15 | 20.10 | 19 | 432 | 33.8% | 0.59 | 0.0093 | -0.051 | 190 | 13.30 | 14.55 | 32 | 593 | 33.3% | -0.42 | 0.0098 | -0.054 |
| 14.75 | 17.40 | 1 | 396 | 32.4% | 0.55 | 0.0096 | -0.052 | 195 | 15.90 | 17.45 | 1 | 687 | 33.6% | -0.47 | 0.0102 | -0.055 |
| 14.45 | 15.05 | 60 | 1,689 | 34.0% | 0.50 | 0.0096 | -0.052 | 200 | 18.60 | 20.10 | 3 | 1,507 | 33.2% | -0.52 | 0.0103 | -0.056 |
| 12.45 | 13.25 | 1 | 561 | 34.0% | 0.46 | 0.0096 | -0.052 | 205 | 21.60 | 23.55 | 9 | 588 | 33.5% | -0.57 | 0.0104 | -0.055 |
| 10.65 | 11.60 | 11 | 342 | 34.0% | 0.41 | 0.0094 | -0.052 | 210 | 24.65 | 26.70 | 5 | 1,048 | 33.0% | -0.62 | 0.0103 | -0.054 |
| 9.10 | 10.00 | 6 | 308 | 33.9% | 0.37 | 0.0091 | -0.050 | 215 | 28.30 | 30.45 | 26 | 873 | 33.4% | -0.66 | 0.0101 | -0.053 |
| 7.75 | 8.50 | 18 | 785 | 33.8% | 0.33 | 0.0088 | -0.048 | 220 | 31.70 | 34.55 | 248 | 33.4% | -0.71 | 0.0099 | -0.051 | |
| 6.55 | 7.15 | 9 | 953 | 33.6% | 0.29 | 0.0083 | -0.046 | 225 | 35.55 | 39.20 | 357 | 34.3% | -0.75 | 0.0096 | -0.048 | |
| 5.55 | 6.65 | 44 | 1,222 | 34.3% | 0.26 | 0.0078 | -0.043 | 230 | 39.60 | 42.50 | 1,152 | 33.1% | -0.79 | 0.0092 | -0.045 | |
| 4.10 | 6.00 | 4 | 249 | 33.9% | 0.23 | 0.0073 | -0.041 | 235 | 43.80 | 46.95 | 344 | 33.4% | -0.82 | 0.0088 | -0.043 | |
| 3.90 | 4.55 | 56 | 657 | 33.7% | 0.20 | 0.0068 | -0.038 | 240 | 48.50 | 50.55 | 502 | 32.3% | -0.86 | 0.0083 | -0.040 | |
| 3.10 | 3.65 | 45 | 756 | 33.1% | 0.18 | 0.0062 | -0.035 | 245 | 52.85 | 57.30 | 147 | 36.6% | -0.89 | 0.0079 | -0.037 | |
| 2.51 | 3.85 | 38 | 1,922 | 34.4% | 0.15 | 0.0057 | -0.032 | 250 | 57.70 | 60.95 | 191 | 35.3% | -0.92 | 0.0078 | -0.033 | |
| 2.15 | 2.70 | 3 | 440 | 33.4% | 0.13 | 0.0052 | -0.029 | 255 | 62.00 | 66.30 | 71 | 36.2% | -0.94 | 0.0074 | -0.030 | |
| 1.80 | 2.62 | 25 | 856 | 34.2% | 0.12 | 0.0047 | -0.026 | 260 | 66.50 | 71.45 | 36.9% | -0.97 | 0.0062 | -0.036 | ||
| 1.45 | 2.14 | 271 | 34.0% | 0.10 | 0.0042 | -0.024 | 265 | 70.20 | 77.60 | 38.0% | -0.98 | 0.0043 | -0.032 | |||
| 1.14 | 1.80 | 1 | 550 | 33.8% | 0.09 | 0.0038 | -0.022 | 270 | 74.75 | 82.60 | 37.3% | -0.99 | 0.0016 | -0.032 | ||
| 0.8000 | 1.61 | 420 | 33.7% | 0.08 | 0.0034 | -0.020 | 275 | 79.00 | 87.40 | -1.00 | 0.0002 | -0.032 | ||||
| 0.9000 | 1.41 | 2 | 706 | 34.8% | 0.07 | 0.0030 | -0.018 | 280 | 84.95 | 92.60 | 41.7% | -1.00 | 0.0000 | -0.032 | ||
| 0.5100 | 1.18 | 84 | 33.9% | 0.06 | 0.0027 | -0.016 | 285 | 90.80 | 97.60 | 46.5% | -1.00 | 0.0000 | -0.032 | |||
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 — Mar 19, 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.
callsputs