BAC chaîne d'options Bank of America 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 ±11.8% (55.57–70.47) · ATM IV 24.5% · P/C open interest 1.15
| 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 | |
| 28.45 | 31.50 | 577 | 0.99 | 0.0011 | 0.000 | 33 | 0.0300 | 0.0600 | 11 | 8,982 | 46.8% | -0.01 | 0.0013 | -0.002 | ||
| 27.15 | 28.90 | 6 | 4,253 | 0.99 | 0.0015 | 0.000 | 35 | 0.0300 | 0.1000 | 19.1K | 45.1% | -0.01 | 0.0016 | -0.002 | ||
| 25.95 | 28.35 | 42.0% | 0.99 | 0.0017 | 0.000 | 36 | 0 | 0.3300 | 412 | 49.8% | -0.01 | 0.0019 | -0.002 | |||
| 25.00 | 27.40 | 2,020 | 43.9% | 0.99 | 0.0020 | 0.000 | 37 | 0.0500 | 0.3400 | 6,985 | 49.1% | -0.01 | 0.0022 | -0.002 | ||
| 24.80 | 25.70 | 4 | 44.5% | 0.99 | 0.0023 | 0.000 | 38 | 0 | 0.3600 | 414 | 46.3% | -0.02 | 0.0025 | -0.002 | ||
| 22.75 | 25.65 | 100 | 38.2% | 0.98 | 0.0026 | 0.000 | 39 | 0 | 0.3700 | 266 | 44.5% | -0.02 | 0.0029 | -0.002 | ||
| 22.65 | 23.75 | 1 | 7,725 | 35.3% | 0.98 | 0.0031 | 0.000 | 40 | 0.1000 | 0.3300 | 4 | 17.8K | 43.7% | -0.02 | 0.0033 | -0.003 |
| 21.25 | 23.45 | 3 | 41.6% | 0.98 | 0.0036 | 0.000 | 41 | 0.0900 | 0.1700 | 535 | 38.1% | -0.02 | 0.0038 | -0.003 | ||
| 20.80 | 21.60 | 4,629 | 29.2% | 0.98 | 0.0041 | 0.000 | 42 | 0.1300 | 0.1900 | 13.6K | 37.6% | -0.03 | 0.0044 | -0.003 | ||
| 19.60 | 20.65 | 385 | 0.97 | 0.0048 | 0.000 | 43 | 0.1500 | 0.1900 | 2 | 1,613 | 36.1% | -0.03 | 0.0050 | -0.003 | ||
| 18.50 | 19.65 | 91 | 0.97 | 0.0056 | 0.000 | 44 | 0.1600 | 0.2400 | 1,911 | 35.3% | -0.04 | 0.0058 | -0.004 | |||
| 18.25 | 18.70 | 10.5K | 36.3% | 0.96 | 0.0065 | 0.000 | 45 | 0.2200 | 0.2700 | 103 | 49.2K | 34.9% | -0.04 | 0.0067 | -0.004 | |
| 17.20 | 17.75 | 18 | 34.0% | 0.96 | 0.0075 | -0.001 | 46 | 0.2300 | 0.3000 | 1,559 | 33.6% | -0.05 | 0.0078 | -0.004 | ||
| 16.40 | 16.75 | 25.5K | 34.3% | 0.95 | 0.0087 | -0.001 | 47 | 0.2600 | 0.3400 | 2 | 33.9K | 32.6% | -0.05 | 0.0090 | -0.005 | |
| 14.75 | 15.85 | 47 | 23.1% | 0.94 | 0.0101 | -0.002 | 48 | 0.3200 | 0.3900 | 1,124 | 31.9% | -0.06 | 0.0103 | -0.005 | ||
| 13.95 | 14.95 | 62 | 26.9% | 0.93 | 0.0116 | -0.003 | 49 | 0.3800 | 0.4200 | 4 | 2,383 | 30.9% | -0.07 | 0.0119 | -0.006 | |
| 13.25 | 14.45 | 1 | 21.6K | 32.7% | 0.92 | 0.0133 | -0.003 | 50 | 0.4300 | 0.4900 | 44 | 48.5K | 30.1% | -0.09 | 0.0136 | -0.006 |
| 10.75 | 12.00 | 101 | 16.9K | 27.5% | 0.88 | 0.0185 | -0.006 | 52.5 | 0.6700 | 0.7300 | 19.9K | 28.6% | -0.12 | 0.0189 | -0.008 | |
| 9.25 | 9.60 | 170 | 22.6K | 28.2% | 0.83 | 0.0247 | -0.008 | 55 | 1.01 | 1.08 | 136 | 20.6K | 27.3% | -0.18 | 0.0253 | -0.010 |
| 6.95 | 8.35 | 390 | 42.1K | 28.4% | 0.76 | 0.0316 | -0.010 | 57.5 | 1.51 | 1.61 | 38 | 10.3K | 26.1% | -0.25 | 0.0323 | -0.011 |
| 5.50 | 5.80 | 59 | 30.0K | 25.3% | 0.67 | 0.0379 | -0.012 | 60 | 2.21 | 2.39 | 179 | 9,254 | 25.2% | -0.34 | 0.0389 | -0.013 |
| 4.05 | 4.30 | 77 | 20.4K | 24.7% | 0.57 | 0.0423 | -0.013 | 62.5 | 3.25 | 3.30 | 120 | 8,847 | 24.3% | -0.44 | 0.0435 | -0.013 |
| 2.88 | 3.00 | 128 | 21.4K | 24.0% | 0.46 | 0.0438 | -0.013 | 65 | 4.40 | 4.60 | 113 | 2,142 | 23.4% | -0.55 | 0.0452 | -0.013 |
| 1.96 | 2.08 | 74 | 7,602 | 23.7% | 0.36 | 0.0418 | -0.012 | 67.5 | 5.95 | 6.20 | 434 | 23.0% | -0.66 | 0.0441 | -0.012 | |
| 1.31 | 1.38 | 133 | 14.1K | 23.5% | 0.27 | 0.0372 | -0.011 | 70 | 7.75 | 8.55 | 100 | 589 | 24.6% | -0.76 | 0.0414 | -0.010 |
| 0.8200 | 0.9000 | 5 | 776 | 23.2% | 0.19 | 0.0309 | -0.009 | 72.5 | 9.75 | 10.30 | 97 | 22.7% | -0.85 | 0.0383 | -0.009 | |
| 0.5100 | 0.5600 | 12 | 7,005 | 23.1% | 0.13 | 0.0242 | -0.007 | 75 | 12.00 | 12.50 | 23 | 20.4% | -0.93 | 0.0316 | -0.007 | |
| 0.1900 | 0.2200 | 72 | 2,507 | 23.3% | 0.06 | 0.0131 | -0.004 | 80 | 16.00 | 18.55 | 27.5% | -1.00 | 0.0037 | 0.000 | ||
| 0.0400 | 0.0900 | 1 | 849 | 23.1% | 0.03 | 0.0069 | -0.002 | 85 | 21.00 | 23.50 | 31.5% | -1.00 | 0.0000 | 0.000 | ||
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.