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 ±10.0% (45.88–56.13) · ATM IV 25.5% · P/C open interest 1.26
| 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 | |
| 22.05 | 23.95 | 1 | 55 | 1.00 | 0.0006 | 0.000 | 28 | 0 | 0.0600 | 3,595 | 52.8% | -0.00 | 0.0010 | -0.001 | ||
| 20.10 | 21.65 | 436 | 1.00 | 0.0011 | 0.000 | 30 | 0 | 0.0700 | 7,975 | 48.2% | -0.01 | 0.0015 | -0.001 | |||
| 17.10 | 18.60 | 538 | 0.99 | 0.0023 | 0.000 | 33 | 0 | 0.1000 | 9,073 | 42.4% | -0.01 | 0.0029 | -0.002 | |||
| 15.20 | 16.65 | 4,211 | 0.99 | 0.0038 | -0.001 | 35 | 0.0400 | 0.0900 | 2 | 19.1K | 38.9% | -0.02 | 0.0044 | -0.002 | ||
| 14.15 | 15.70 | 2 | 0.98 | 0.0049 | -0.001 | 36 | 0.0200 | 0.1600 | 412 | 38.3% | -0.02 | 0.0055 | -0.003 | |||
| 14.05 | 14.75 | 1,798 | 41.8% | 0.98 | 0.0063 | -0.002 | 37 | 0.0700 | 0.1400 | 6,986 | 36.7% | -0.03 | 0.0069 | -0.003 | ||
| 12.45 | 13.65 | 5 | 0.97 | 0.0080 | -0.002 | 38 | 0.0900 | 0.2000 | 24 | 925 | 36.3% | -0.03 | 0.0085 | -0.004 | ||
| 11.25 | 12.75 | 100 | 0.96 | 0.0102 | -0.003 | 39 | 0.1100 | 0.2200 | 24 | 337 | 34.6% | -0.04 | 0.0106 | -0.004 | ||
| 10.75 | 11.80 | 7,621 | 24.1% | 0.95 | 0.0128 | -0.004 | 40 | 0.1700 | 0.2000 | 6 | 18.5K | 32.7% | -0.05 | 0.0131 | -0.005 | |
| 9.40 | 10.80 | 3 | 0.94 | 0.0159 | -0.005 | 41 | 0.2000 | 0.2500 | 1 | 633 | 31.4% | -0.07 | 0.0162 | -0.006 | ||
| 8.90 | 9.90 | 4,578 | 26.8% | 0.92 | 0.0196 | -0.006 | 42 | 0.2600 | 0.3200 | 1 | 12.0K | 30.6% | -0.08 | 0.0199 | -0.006 | |
| 7.55 | 8.95 | 387 | 0.90 | 0.0240 | -0.007 | 43 | 0.3700 | 0.3800 | 6 | 3,398 | 29.8% | -0.10 | 0.0242 | -0.007 | ||
| 7.15 | 8.15 | 110 | 27.8% | 0.88 | 0.0289 | -0.008 | 44 | 0.4700 | 0.5100 | 13 | 2,678 | 29.3% | -0.13 | 0.0291 | -0.009 | |
| 6.60 | 7.10 | 17 | 10.1K | 28.3% | 0.85 | 0.0343 | -0.009 | 45 | 0.6000 | 0.6200 | 28 | 48.3K | 28.3% | -0.16 | 0.0346 | -0.010 |
| 5.05 | 6.50 | 58 | 23.7% | 0.81 | 0.0400 | -0.010 | 46 | 0.7800 | 0.7900 | 2 | 3,911 | 27.7% | -0.20 | 0.0406 | -0.011 | |
| 5.05 | 5.55 | 1 | 25.6K | 27.9% | 0.77 | 0.0458 | -0.011 | 47 | 0.9800 | 1.01 | 4 | 35.0K | 27.1% | -0.24 | 0.0468 | -0.012 |
| 3.70 | 4.80 | 2,661 | 23.4% | 0.72 | 0.0515 | -0.012 | 48 | 1.24 | 1.26 | 60 | 2,291 | 26.4% | -0.29 | 0.0529 | -0.013 | |
| 3.10 | 4.10 | 126 | 23.5% | 0.67 | 0.0566 | -0.013 | 49 | 1.54 | 1.57 | 72 | 4,813 | 25.9% | -0.34 | 0.0583 | -0.014 | |
| 3.15 | 3.25 | 493 | 23.0K | 25.6% | 0.61 | 0.0608 | -0.014 | 50 | 1.90 | 1.95 | 433 | 48.3K | 25.4% | -0.40 | 0.0628 | -0.014 |
| 1.89 | 1.93 | 1,463 | 24.9K | 24.5% | 0.45 | 0.0647 | -0.014 | 52.5 | 3.10 | 3.20 | 1 | 22.7K | 24.3% | -0.57 | 0.0670 | -0.014 |
| 1.02 | 1.07 | 1,205 | 31.8K | 23.9% | 0.30 | 0.0581 | -0.012 | 55 | 4.60 | 5.05 | 5 | 71.0K | 23.9% | -0.72 | 0.0594 | -0.012 |
| 0.5000 | 0.5400 | 430 | 42.5K | 23.4% | 0.18 | 0.0444 | -0.009 | 57.5 | 6.55 | 7.15 | 10 | 14.2K | 23.8% | -0.84 | 0.0439 | -0.008 |
| 0.2500 | 0.2600 | 1,456 | 35.9K | 23.6% | 0.10 | 0.0297 | -0.006 | 60 | 8.70 | 9.40 | 3 | 9,364 | 22.2% | -0.92 | 0.0277 | -0.005 |
| 0.1000 | 0.1400 | 15 | 23.2K | 23.8% | 0.05 | 0.0182 | -0.004 | 62.5 | 11.00 | 12.05 | 80 | 9,233 | 25.8% | -0.98 | 0.0293 | -0.005 |
| 0.0500 | 0.0700 | 28 | 21.9K | 24.4% | 0.03 | 0.0108 | -0.002 | 65 | 13.60 | 14.90 | 17 | 37.0% | -1.00 | 0.0000 | -0.005 | |
| 0 | 0.0500 | 6,639 | 24.4% | 0.02 | 0.0067 | -0.002 | 67.5 | 16.10 | 17.50 | 1 | 42.6% | -1.00 | 0.0000 | -0.005 | ||
| 0.0100 | 0.0300 | 755 | 12.1K | 26.4% | 0.01 | 0.0044 | -0.001 | 70 | 18.60 | 19.95 | 52 | 46.3% | -1.00 | 0.0000 | -0.005 | |
| 0 | 0.0700 | 785 | 31.1% | 0.01 | 0.0031 | -0.001 | 72.5 | 21.10 | 22.45 | 2 | 50.3% | -1.00 | 0.0000 | -0.005 | ||
| 0 | 0.0400 | 370 | 6,390 | 31.4% | 0.01 | 0.0023 | -0.001 | 75 | 23.60 | 25.10 | 56.1% | -1.00 | 0.0000 | -0.005 | ||
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.