BA chaîne d'options The Boeing Company
Cboe delayed options data · au 20:03 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 ±31.5% (131.52–252.72) · ATM IV 35.3% · P/C open interest 0.65
| 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 | |
| 96.30 | 101.60 | 301 | 26.9% | 0.97 | 0.0008 | 0.000 | 100 | 0.9100 | 1.41 | 766 | 38.5% | -0.03 | 0.0009 | -0.007 | ||
| 91.45 | 97.10 | 110 | 25.6% | 0.96 | 0.0010 | 0.000 | 105 | 1.28 | 1.94 | 46 | 38.8% | -0.04 | 0.0011 | -0.008 | ||
| 89.20 | 92.80 | 2 | 539 | 36.4% | 0.95 | 0.0012 | 0.000 | 110 | 1.82 | 2.24 | 316 | 38.5% | -0.05 | 0.0013 | -0.009 | |
| 83.45 | 88.90 | 163 | 33.5% | 0.94 | 0.0014 | 0.000 | 115 | 2.11 | 2.69 | 437 | 37.7% | -0.06 | 0.0015 | -0.010 | ||
| 80.00 | 84.45 | 55 | 34.7% | 0.93 | 0.0016 | -0.002 | 120 | 2.73 | 3.30 | 181 | 37.5% | -0.07 | 0.0017 | -0.012 | ||
| 75.40 | 80.35 | 67 | 33.8% | 0.92 | 0.0019 | -0.004 | 125 | 3.40 | 4.00 | 119 | 37.3% | -0.09 | 0.0020 | -0.013 | ||
| 71.55 | 76.40 | 92 | 34.1% | 0.91 | 0.0021 | -0.006 | 130 | 4.20 | 4.80 | 2 | 582 | 37.2% | -0.10 | 0.0023 | -0.015 | |
| 68.70 | 72.55 | 99 | 35.5% | 0.89 | 0.0024 | -0.008 | 135 | 5.00 | 6.10 | 461 | 37.3% | -0.12 | 0.0026 | -0.017 | ||
| 66.40 | 69.15 | 173 | 37.4% | 0.87 | 0.0026 | -0.010 | 140 | 6.00 | 6.55 | 3 | 1,235 | 36.5% | -0.14 | 0.0028 | -0.019 | |
| 62.60 | 65.10 | 147 | 36.5% | 0.86 | 0.0029 | -0.012 | 145 | 7.05 | 8.25 | 311 | 36.8% | -0.15 | 0.0031 | -0.020 | ||
| 59.30 | 61.55 | 11 | 443 | 36.5% | 0.84 | 0.0032 | -0.014 | 150 | 8.30 | 9.15 | 1,074 | 36.3% | -0.17 | 0.0034 | -0.022 | |
| 54.90 | 58.20 | 64 | 35.5% | 0.82 | 0.0034 | -0.016 | 155 | 9.65 | 10.70 | 1 | 997 | 36.2% | -0.20 | 0.0037 | -0.024 | |
| 52.00 | 55.10 | 235 | 35.8% | 0.80 | 0.0037 | -0.018 | 160 | 11.20 | 11.70 | 3 | 720 | 35.7% | -0.22 | 0.0040 | -0.025 | |
| 49.00 | 51.60 | 583 | 35.5% | 0.77 | 0.0039 | -0.020 | 165 | 12.95 | 13.50 | 1 | 979 | 35.8% | -0.24 | 0.0043 | -0.026 | |
| 46.20 | 48.95 | 3 | 276 | 35.8% | 0.75 | 0.0041 | -0.021 | 170 | 14.50 | 15.20 | 600 | 35.4% | -0.27 | 0.0046 | -0.028 | |
| 44.40 | 45.70 | 2 | 152 | 36.1% | 0.73 | 0.0044 | -0.023 | 175 | 16.50 | 17.30 | 548 | 35.4% | -0.29 | 0.0048 | -0.029 | |
| 41.65 | 43.15 | 11 | 841 | 36.1% | 0.70 | 0.0045 | -0.024 | 180 | 18.80 | 19.15 | 24 | 1,489 | 35.3% | -0.32 | 0.0051 | -0.030 |
| 38.10 | 40.30 | 5 | 585 | 35.2% | 0.68 | 0.0047 | -0.025 | 185 | 20.65 | 21.50 | 10 | 707 | 35.0% | -0.35 | 0.0053 | -0.031 |
| 36.10 | 37.80 | 2 | 564 | 35.4% | 0.66 | 0.0048 | -0.026 | 190 | 23.40 | 23.90 | 959 | 35.1% | -0.38 | 0.0056 | -0.032 | |
| 34.05 | 35.40 | 50 | 209 | 35.5% | 0.63 | 0.0050 | -0.027 | 195 | 25.70 | 26.40 | 900 | 34.9% | -0.41 | 0.0058 | -0.033 | |
| 31.20 | 33.10 | 21 | 1,839 | 35.0% | 0.61 | 0.0051 | -0.028 | 200 | 28.20 | 29.80 | 3 | 1,311 | 35.1% | -0.43 | 0.0059 | -0.034 |
| 29.90 | 31.05 | 117 | 35.4% | 0.58 | 0.0052 | -0.029 | 205 | 31.30 | 32.00 | 202 | 632 | 34.9% | -0.46 | 0.0061 | -0.035 | |
| 27.55 | 28.85 | 4 | 1,809 | 35.0% | 0.56 | 0.0052 | -0.029 | 210 | 34.20 | 35.30 | 1 | 571 | 35.0% | -0.49 | 0.0063 | -0.035 |
| 26.00 | 26.95 | 499 | 35.1% | 0.53 | 0.0053 | -0.030 | 215 | 37.05 | 39.05 | 891 | 35.2% | -0.52 | 0.0064 | -0.035 | ||
| 24.05 | 25.45 | 5 | 1,063 | 35.1% | 0.51 | 0.0053 | -0.030 | 220 | 40.00 | 42.25 | 3 | 510 | 34.9% | -0.55 | 0.0065 | -0.035 |
| 22.25 | 23.65 | 20 | 343 | 34.9% | 0.49 | 0.0053 | -0.030 | 225 | 43.55 | 46.90 | 229 | 35.8% | -0.58 | 0.0066 | -0.036 | |
| 20.55 | 22.35 | 5 | 2,143 | 34.9% | 0.47 | 0.0053 | -0.030 | 230 | 47.05 | 50.05 | 2 | 1,141 | 35.6% | -0.61 | 0.0067 | -0.036 |
| 18.90 | 20.70 | 107 | 34.6% | 0.44 | 0.0053 | -0.030 | 235 | 50.35 | 52.65 | 232 | 34.7% | -0.63 | 0.0068 | -0.035 | ||
| 18.10 | 19.25 | 11 | 1,907 | 34.9% | 0.42 | 0.0052 | -0.030 | 240 | 54.20 | 56.85 | 463 | 35.0% | -0.66 | 0.0068 | -0.035 | |
| 16.60 | 18.10 | 479 | 34.8% | 0.40 | 0.0052 | -0.029 | 245 | 58.05 | 60.90 | 72 | 35.2% | -0.69 | 0.0069 | -0.035 | ||
| 15.85 | 16.20 | 197 | 2,175 | 34.6% | 0.38 | 0.0051 | -0.029 | 250 | 62.30 | 64.10 | 536 | 34.8% | -0.72 | 0.0070 | -0.035 | |
| 13.90 | 15.15 | 67 | 34.1% | 0.36 | 0.0050 | -0.029 | 255 | 66.00 | 70.30 | 53 | 36.2% | -0.74 | 0.0069 | -0.034 | ||
| 13.60 | 14.10 | 1 | 658 | 34.6% | 0.34 | 0.0049 | -0.028 | 260 | 70.40 | 74.20 | 805 | 36.3% | -0.77 | 0.0070 | -0.034 | |
| 12.30 | 13.10 | 1 | 121 | 34.3% | 0.32 | 0.0048 | -0.028 | 265 | 74.75 | 77.80 | 20 | 35.9% | -0.80 | 0.0071 | -0.034 | |
| 11.40 | 12.25 | 3 | 655 | 34.4% | 0.31 | 0.0047 | -0.027 | 270 | 78.50 | 83.30 | 2,457 | 36.5% | -0.82 | 0.0071 | -0.033 | |
| 10.55 | 11.35 | 1 | 200 | 34.3% | 0.29 | 0.0046 | -0.026 | 275 | 83.25 | 86.35 | 27 | 35.5% | -0.85 | 0.0070 | -0.032 | |
| 9.80 | 10.60 | 14 | 1,056 | 34.3% | 0.27 | 0.0045 | -0.026 | 280 | 87.75 | 92.90 | 149 | 37.8% | -0.87 | 0.0070 | -0.033 | |
| 9.00 | 9.90 | 158 | 34.3% | 0.26 | 0.0043 | -0.025 | 285 | 92.40 | 96.40 | 87 | 36.9% | -0.90 | 0.0071 | -0.033 | ||
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 21, 2028
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