BAC chaîne d'options Bank of America Corporation
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 ±5.7% (47.41–53.16) · ATM IV 23.8% · P/C open interest 0.98
| 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 | |
| 19.40 | 20.90 | 4 | 112.2% | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.0100 | 1 | 678 | 62.5% | -0.00 | 0.0007 | -0.001 | |
| 14.95 | 16.90 | 7 | 92.2% | 1.00 | 0.0019 | 0.000 | 35 | 0 | 0.0300 | 1,466 | 50.8% | -0.01 | 0.0019 | -0.002 | ||
| 12.40 | 16.65 | 30 | 58.3% | 0.99 | 0.0024 | 0.000 | 36 | 0 | 2.14 | 101 | 110.3% | -0.01 | 0.0025 | -0.002 | ||
| 11.05 | 12.90 | 2 | 71.7% | 0.99 | 0.0054 | -0.001 | 39 | 0 | 0.0800 | 3,200 | 42.4% | -0.01 | 0.0054 | -0.003 | ||
| 10.35 | 11.45 | 10 | 220 | 63.2% | 0.98 | 0.0071 | -0.002 | 40 | 0.0200 | 0.0400 | 17 | 2,444 | 37.2% | -0.02 | 0.0072 | -0.003 |
| 9.10 | 10.95 | 4 | 62.6% | 0.98 | 0.0096 | -0.003 | 41 | 0 | 0.0500 | 308 | 32.9% | -0.02 | 0.0096 | -0.004 | ||
| 8.25 | 9.90 | 7 | 58.8% | 0.97 | 0.0130 | -0.004 | 42 | 0.0100 | 0.0800 | 15 | 581 | 32.3% | -0.03 | 0.0131 | -0.005 | |
| 7.40 | 8.95 | 80 | 56.3% | 0.96 | 0.0180 | -0.005 | 43 | 0.0500 | 0.1100 | 1,031 | 32.0% | -0.04 | 0.0181 | -0.006 | ||
| 6.35 | 6.85 | 43 | 30.0% | 0.94 | 0.0251 | -0.007 | 44 | 0.1000 | 0.1200 | 42 | 1,450 | 30.1% | -0.06 | 0.0253 | -0.008 | |
| 5.55 | 6.30 | 5 | 151 | 38.2% | 0.92 | 0.0349 | -0.009 | 45 | 0.1400 | 0.1800 | 128 | 5,701 | 28.6% | -0.08 | 0.0353 | -0.010 |
| 4.60 | 5.00 | 1 | 1,077 | 29.3% | 0.88 | 0.0479 | -0.012 | 46 | 0.2300 | 0.2500 | 15.9K | 3,124 | 27.3% | -0.12 | 0.0485 | -0.013 |
| 3.75 | 4.15 | 7 | 176 | 28.5% | 0.83 | 0.0639 | -0.015 | 47 | 0.3500 | 0.3900 | 180 | 8,064 | 26.4% | -0.17 | 0.0648 | -0.015 |
| 2.97 | 3.25 | 4 | 90 | 26.6% | 0.76 | 0.0813 | -0.018 | 48 | 0.5400 | 0.5800 | 255 | 2,422 | 25.6% | -0.24 | 0.0826 | -0.019 |
| 2.25 | 2.36 | 15 | 232 | 24.3% | 0.67 | 0.0976 | -0.021 | 49 | 0.8100 | 0.8300 | 219 | 9,832 | 24.6% | -0.33 | 0.0995 | -0.021 |
| 1.67 | 1.70 | 232 | 2,722 | 23.8% | 0.57 | 0.1095 | -0.022 | 50 | 1.18 | 1.20 | 2,577 | 26.6K | 23.9% | -0.44 | 0.1123 | -0.022 |
| 1.14 | 1.18 | 720 | 23.2% | 0.46 | 0.1138 | -0.021 | 51 | 1.65 | 1.69 | 602 | 23.3% | -0.55 | 0.1177 | -0.022 | ||
| 0.7400 | 0.7800 | 995 | 22.7% | 0.35 | 0.1082 | -0.020 | 52 | 2.25 | 2.38 | 21 | 23.5% | -0.67 | 0.1135 | -0.020 | ||
| 0.5900 | 0.6200 | 1,129 | 6,604 | 22.6% | 0.30 | 0.1020 | -0.018 | 52.5 | 2.53 | 2.75 | 264 | 11.0K | 22.9% | -0.72 | 0.1080 | -0.019 |
| 0.4400 | 0.5000 | 105 | 22.4% | 0.25 | 0.0939 | -0.017 | 53 | 2.83 | 3.15 | 3 | 22.2% | -0.77 | 0.1008 | -0.017 | ||
| 0.2600 | 0.2900 | 338 | 22.1% | 0.17 | 0.0748 | -0.013 | 54 | 3.65 | 4.05 | 2 | 22.8% | -0.86 | 0.0834 | -0.014 | ||
| 0.1600 | 0.1700 | 2,262 | 14.0K | 22.4% | 0.11 | 0.0552 | -0.009 | 55 | 4.70 | 4.85 | 82 | 14.8K | 23.8% | -0.93 | 0.0636 | -0.011 |
| 0.0800 | 0.1000 | 41 | 22.3% | 0.07 | 0.0384 | -0.007 | 56 | 4.80 | 5.85 | 1 | -0.98 | 0.0424 | -0.008 | |||
| 0.0500 | 0.0600 | 38 | 23.0% | 0.04 | 0.0260 | -0.005 | 57 | 5.85 | 7.40 | -1.00 | 0.0080 | -0.006 | ||||
| 0.0300 | 0.0500 | 746 | 14.7K | 23.0% | 0.03 | 0.0216 | -0.004 | 57.5 | 6.85 | 7.35 | 4,782 | 7,010 | -1.00 | 0.0000 | -0.006 | |
| 0.0300 | 0.0400 | 35 | 23.7% | 0.03 | 0.0180 | -0.003 | 58 | 5.95 | 9.30 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0400 | 28 | 24.1% | 0.02 | 0.0131 | -0.003 | 59 | 7.30 | 9.60 | -1.00 | 0.0000 | -0.006 | ||||
| 0.0100 | 0.0300 | 422 | 19.5K | 26.3% | 0.02 | 0.0100 | -0.002 | 60 | 8.60 | 9.90 | 4,980 | 3,321 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0900 | 32.0% | 0.01 | 0.0080 | -0.002 | 61 | 9.30 | 11.05 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0500 | 4 | 31.4% | 0.01 | 0.0066 | -0.002 | 62 | 10.30 | 12.80 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0300 | 34 | 14.0K | 30.4% | 0.01 | 0.0060 | -0.002 | 62.5 | 11.00 | 12.45 | 1,890 | 1,269 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0800 | 35.8% | 0.01 | 0.0055 | -0.002 | 63 | 11.30 | 13.85 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0800 | 37.9% | 0.01 | 0.0046 | -0.002 | 64 | 12.30 | 14.85 | -1.00 | 0.0000 | -0.006 | |||||
| 0 | 0.0100 | 27 | 17.7K | 31.3% | 0.01 | 0.0039 | -0.002 | 65 | 14.35 | 14.95 | 1,698 | 1,128 | -1.00 | 0.0000 | -0.006 | |
| 0 | 0.0200 | 4,962 | 38.0% | 0.01 | 0.0027 | -0.001 | 67.5 | 15.80 | 18.10 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0200 | 6,144 | 42.1% | 0.00 | 0.0020 | -0.001 | 70 | 18.30 | 20.85 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.0800 | 1 | 752 | 54.2% | 0.00 | 0.0015 | -0.001 | 72.5 | 20.80 | 23.35 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 0.0100 | 4,954 | 46.7% | 0.00 | 0.0011 | -0.001 | 75 | 23.30 | 25.70 | -1.00 | 0.0000 | -0.006 | ||||
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 — Nov 20, 2026
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