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 ±9.9% (45.44–55.41) · ATM IV 25.1% · P/C open interest 1.30
| 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 | |
| 21.30 | 23.25 | 55 | 1.00 | 0.0010 | 0.000 | 28 | 0 | 0.0600 | 3,595 | 51.7% | -0.01 | 0.0015 | -0.001 | |||
| 20.15 | 21.80 | 436 | 74.1% | 0.99 | 0.0016 | 0.000 | 30 | 0 | 0.0700 | 4 | 7,976 | 47.1% | -0.01 | 0.0021 | -0.002 | |
| 16.30 | 18.90 | 1 | 539 | 0.99 | 0.0031 | 0.000 | 33 | 0 | 0.1000 | 9,073 | 41.3% | -0.01 | 0.0036 | -0.002 | ||
| 15.40 | 16.15 | 15 | 4,204 | 46.3% | 0.98 | 0.0047 | 0.000 | 35 | 0.0200 | 0.2900 | 22 | 19.1K | 43.8% | -0.02 | 0.0053 | -0.003 |
| 13.35 | 15.90 | 2 | 26.2% | 0.98 | 0.0059 | -0.000 | 36 | 0.0100 | 0.1500 | 412 | 36.4% | -0.03 | 0.0064 | -0.003 | ||
| 13.35 | 14.95 | 1,798 | 52.3% | 0.97 | 0.0074 | -0.001 | 37 | 0.0800 | 0.1800 | 11 | 6,987 | 37.0% | -0.03 | 0.0079 | -0.003 | |
| 11.10 | 14.25 | 5 | 30.1% | 0.97 | 0.0093 | -0.002 | 38 | 0.0300 | 0.1900 | 40 | 924 | 33.2% | -0.04 | 0.0097 | -0.004 | |
| 10.30 | 13.05 | 100 | 27.1% | 0.96 | 0.0117 | -0.002 | 39 | 0.0100 | 0.2800 | 38 | 333 | 32.4% | -0.05 | 0.0120 | -0.004 | |
| 9.25 | 11.85 | 7,621 | 0.95 | 0.0145 | -0.003 | 40 | 0.1800 | 0.2300 | 25 | 18.4K | 32.1% | -0.06 | 0.0148 | -0.005 | ||
| 9.30 | 11.05 | 3 | 38.8% | 0.93 | 0.0180 | -0.004 | 41 | 0.1600 | 0.3400 | 56 | 626 | 30.8% | -0.07 | 0.0182 | -0.006 | |
| 8.60 | 10.20 | 4,578 | 39.7% | 0.91 | 0.0220 | -0.005 | 42 | 0.3100 | 0.3700 | 76 | 12.0K | 30.4% | -0.09 | 0.0223 | -0.007 | |
| 7.65 | 9.25 | 387 | 37.0% | 0.89 | 0.0267 | -0.006 | 43 | 0.4000 | 0.4700 | 12 | 3,395 | 29.5% | -0.12 | 0.0272 | -0.008 | |
| 5.70 | 8.35 | 110 | 25.7% | 0.86 | 0.0320 | -0.008 | 44 | 0.5200 | 0.5800 | 120 | 2,604 | 28.7% | -0.14 | 0.0325 | -0.009 | |
| 6.10 | 6.40 | 214 | 10.1K | 26.6% | 0.83 | 0.0376 | -0.009 | 45 | 0.6500 | 0.7300 | 147 | 48.3K | 27.8% | -0.18 | 0.0384 | -0.010 |
| 5.20 | 6.20 | 53 | 57 | 29.7% | 0.79 | 0.0435 | -0.010 | 46 | 0.6900 | 0.9800 | 39 | 3,908 | 26.5% | -0.22 | 0.0445 | -0.011 |
| 4.45 | 5.00 | 9 | 25.6K | 26.2% | 0.74 | 0.0493 | -0.011 | 47 | 0.9500 | 1.20 | 148 | 35.0K | 26.1% | -0.27 | 0.0507 | -0.012 |
| 3.85 | 4.15 | 2,661 | 25.4% | 0.69 | 0.0548 | -0.012 | 48 | 1.37 | 1.48 | 45 | 2,263 | 26.3% | -0.32 | 0.0566 | -0.013 | |
| 3.05 | 3.50 | 1 | 126 | 24.2% | 0.63 | 0.0595 | -0.013 | 49 | 1.71 | 1.84 | 2,084 | 3,721 | 25.8% | -0.38 | 0.0616 | -0.014 |
| 2.80 | 2.85 | 2,246 | 22.2K | 25.2% | 0.57 | 0.0632 | -0.013 | 50 | 2.13 | 2.19 | 980 | 48.2K | 25.0% | -0.44 | 0.0655 | -0.014 |
| 1.63 | 1.66 | 2,362 | 23.8K | 24.3% | 0.41 | 0.0649 | -0.013 | 52.5 | 3.45 | 3.65 | 658 | 22.6K | 24.7% | -0.61 | 0.0672 | -0.013 |
| 0.8500 | 0.8800 | 8,508 | 26.1K | 23.6% | 0.26 | 0.0558 | -0.011 | 55 | 4.95 | 5.75 | 24 | 71.0K | 24.8% | -0.76 | 0.0566 | -0.010 |
| 0.4000 | 0.4400 | 440 | 42.5K | 23.3% | 0.15 | 0.0407 | -0.008 | 57.5 | 6.60 | 9.00 | 1 | 14.2K | 30.7% | -0.87 | 0.0395 | -0.006 |
| 0.2000 | 0.2100 | 881 | 35.9K | 23.6% | 0.08 | 0.0262 | -0.005 | 60 | 8.25 | 11.35 | 1 | 9,364 | 27.4% | -0.94 | 0.0288 | -0.004 |
| 0.1000 | 0.1300 | 286 | 23.2K | 24.7% | 0.05 | 0.0160 | -0.003 | 62.5 | 10.85 | 13.75 | 11.5K | 32.2% | -0.99 | 0.0109 | -0.009 | |
| 0.0400 | 0.0600 | 300 | 22.0K | 24.7% | 0.03 | 0.0101 | -0.002 | 65 | 13.40 | 15.90 | 17 | 31.8% | -1.00 | 0.0000 | -0.010 | |
| 0 | 0.0400 | 12 | 6,651 | 24.6% | 0.02 | 0.0067 | -0.002 | 67.5 | 15.90 | 18.40 | 1 | 35.8% | -1.00 | 0.0000 | -0.010 | |
| 0.0100 | 0.0400 | 4 | 12.1K | 28.0% | 0.01 | 0.0048 | -0.001 | 70 | 18.40 | 20.90 | 52 | 39.6% | -1.00 | 0.0000 | -0.010 | |
| 0 | 0.0600 | 785 | 31.2% | 0.01 | 0.0035 | -0.001 | 72.5 | 20.90 | 23.40 | 2 | 43.3% | -1.00 | 0.0000 | -0.010 | ||
| 0 | 0.0500 | 2 | 6,392 | 33.0% | 0.01 | 0.0027 | -0.001 | 75 | 23.35 | 25.90 | 45.1% | -1.00 | 0.0000 | -0.010 | ||
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.