BBY chaîne d'options Best Buy Co., Inc.
Cboe delayed options data · au 18:34 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 ±9.3% (84.47–101.78) · ATM IV 39.9% · P/C open interest 0.91
| 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 | |
| 41.40 | 45.20 | 105.1% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 2.15 | 152.1% | -0.00 | 0.0002 | -0.001 | ||||
| 36.30 | 40.30 | 89.2% | 1.00 | 0.0004 | 0.000 | 55 | 0 | 1.35 | 118.7% | -0.00 | 0.0004 | -0.002 | ||||
| 31.40 | 35.30 | 78.5% | 0.99 | 0.0008 | 0.000 | 60 | 0 | 0.2500 | 35 | 74.5% | -0.00 | 0.0008 | -0.003 | |||
| 26.50 | 30.20 | 8 | 64.7% | 0.99 | 0.0018 | -0.003 | 65 | 0 | 0.2500 | 171 | 62.5% | -0.01 | 0.0018 | -0.006 | ||
| 22.60 | 24.10 | 1 | 51.8% | 0.98 | 0.0038 | -0.009 | 70 | 0.0500 | 0.1500 | 1 | 139 | 49.5% | -0.02 | 0.0039 | -0.011 | |
| 17.20 | 19.20 | 15 | 0.95 | 0.0079 | -0.018 | 75 | 0.1500 | 0.3000 | 44 | 1,589 | 45.3% | -0.05 | 0.0079 | -0.020 | ||
| 14.40 | 17.20 | 6 | 30.6% | 0.93 | 0.0110 | -0.024 | 77.5 | 0.2500 | 0.7000 | 239 | 47.1% | -0.07 | 0.0110 | -0.026 | ||
| 12.70 | 14.50 | 1 | 108 | 37.5% | 0.90 | 0.0150 | -0.032 | 80 | 0.4500 | 0.8500 | 11 | 698 | 44.5% | -0.10 | 0.0150 | -0.033 |
| 10.60 | 12.90 | 36.0% | 0.86 | 0.0188 | -0.038 | 82 | 0.5000 | 1.05 | 7 | 41.5% | -0.14 | 0.0188 | -0.040 | |||
| 10.10 | 12.30 | 122 | 33.7% | 0.85 | 0.0198 | -0.040 | 82.5 | 0.7000 | 1.05 | 51 | 760 | 41.8% | -0.14 | 0.0199 | -0.042 | |
| 9.50 | 11.80 | 31.3% | 0.84 | 0.0208 | -0.042 | 83 | 0.7500 | 1.85 | 3 | 2 | 46.7% | -0.15 | 0.0209 | -0.043 | ||
| 8.70 | 11.50 | 36.9% | 0.82 | 0.0230 | -0.045 | 84 | 0.9000 | 1.50 | 42.3% | -0.18 | 0.0231 | -0.046 | ||||
| 8.60 | 9.90 | 1 | 57 | 36.2% | 0.80 | 0.0251 | -0.049 | 85 | 1.10 | 1.40 | 32 | 1,993 | 40.0% | -0.20 | 0.0253 | -0.050 |
| 7.80 | 9.20 | 36.5% | 0.77 | 0.0273 | -0.052 | 86 | 1.25 | 3.40 | 1 | 49.7% | -0.23 | 0.0275 | -0.053 | |||
| 6.50 | 9.00 | 36.4% | 0.74 | 0.0294 | -0.055 | 87 | 1.45 | 2.30 | 41.1% | -0.26 | 0.0296 | -0.056 | ||||
| 6.90 | 8.30 | 1 | 176 | 38.8% | 0.73 | 0.0304 | -0.057 | 87.5 | 1.60 | 2.05 | 223 | 38.9% | -0.27 | 0.0306 | -0.058 | |
| 7.20 | 7.70 | 40.9% | 0.71 | 0.0314 | -0.058 | 88 | 1.70 | 3.20 | 1 | 43.9% | -0.29 | 0.0316 | -0.059 | |||
| 6.50 | 7.10 | 8 | 40.8% | 0.68 | 0.0332 | -0.061 | 89 | 2.05 | 2.95 | 40.7% | -0.32 | 0.0334 | -0.062 | |||
| 5.70 | 6.40 | 14 | 380 | 39.5% | 0.64 | 0.0348 | -0.063 | 90 | 2.45 | 2.85 | 435 | 38.4% | -0.36 | 0.0350 | -0.064 | |
| 5.30 | 6.00 | 41.2% | 0.61 | 0.0361 | -0.065 | 91 | 2.85 | 3.70 | 1 | 40.4% | -0.39 | 0.0364 | -0.065 | |||
| 4.30 | 5.20 | 1 | 37.8% | 0.57 | 0.0371 | -0.066 | 92 | 3.10 | 4.00 | 38.6% | -0.43 | 0.0373 | -0.067 | |||
| 4.40 | 4.90 | 2 | 1,024 | 39.3% | 0.55 | 0.0374 | -0.066 | 92.5 | 3.60 | 4.10 | 1,203 | 39.2% | -0.45 | 0.0377 | -0.067 | |
| 4.20 | 4.80 | 1,232 | 40.2% | 0.53 | 0.0377 | -0.067 | 93 | 3.70 | 4.60 | 36 | 39.6% | -0.47 | 0.0380 | -0.067 | ||
| 3.50 | 4.30 | 2 | 23 | 39.0% | 0.50 | 0.0379 | -0.067 | 94 | 4.20 | 5.00 | 29 | 38.9% | -0.51 | 0.0382 | -0.067 | |
| 3.30 | 3.70 | 37 | 3,151 | 39.3% | 0.46 | 0.0377 | -0.067 | 95 | 4.90 | 5.40 | 1 | 288 | 38.8% | -0.54 | 0.0380 | -0.067 |
| 2.70 | 3.30 | 1 | 38.3% | 0.42 | 0.0372 | -0.066 | 96 | 5.20 | 6.10 | 37.8% | -0.58 | 0.0375 | -0.066 | |||
| 2.45 | 2.90 | 20 | 38.6% | 0.39 | 0.0363 | -0.064 | 97 | 5.90 | 7.00 | 39.3% | -0.61 | 0.0367 | -0.065 | |||
| 2.25 | 2.85 | 1 | 450 | 39.1% | 0.37 | 0.0357 | -0.064 | 97.5 | 6.30 | 7.10 | 66 | 38.6% | -0.63 | 0.0362 | -0.064 | |
| 2.05 | 2.75 | 4 | 10 | 39.2% | 0.35 | 0.0352 | -0.063 | 98 | 6.60 | 8.50 | 43.6% | -0.65 | 0.0356 | -0.063 | ||
| 1.85 | 2.35 | 3 | 5 | 39.1% | 0.32 | 0.0338 | -0.061 | 99 | 7.30 | 8.30 | 39.1% | -0.68 | 0.0342 | -0.061 | ||
| 1.60 | 2.15 | 33 | 191 | 39.6% | 0.29 | 0.0322 | -0.058 | 100 | 8.10 | 8.90 | 1 | 38.8% | -0.71 | 0.0327 | -0.058 | |
| 1.25 | 1.90 | 16 | 38.9% | 0.26 | 0.0305 | -0.056 | 101 | 8.60 | 11.10 | 45.2% | -0.74 | 0.0310 | -0.056 | |||
| 1.20 | 1.70 | 2 | 74 | 39.9% | 0.24 | 0.0287 | -0.053 | 102 | 9.50 | 11.90 | 46.2% | -0.77 | 0.0293 | -0.053 | ||
| 1.00 | 1.25 | 2 | 39 | 38.3% | 0.21 | 0.0269 | -0.050 | 103 | 10.20 | 12.70 | 45.9% | -0.79 | 0.0275 | -0.050 | ||
| 0.8500 | 1.05 | 1 | 14 | 38.1% | 0.19 | 0.0251 | -0.047 | 104 | 11.10 | 13.60 | 47.1% | -0.81 | 0.0257 | -0.047 | ||
| 0.7500 | 1.15 | 11 | 1,238 | 40.2% | 0.17 | 0.0233 | -0.045 | 105 | 11.90 | 14.20 | 45.6% | -0.83 | 0.0239 | -0.044 | ||
| 0.3000 | 0.5500 | 2 | 214 | 40.1% | 0.10 | 0.0154 | -0.032 | 110 | 16.50 | 19.10 | 52.3% | -0.91 | 0.0161 | -0.031 | ||
| 0.0500 | 1.55 | 27 | 56.0% | 0.06 | 0.0098 | -0.022 | 115 | 21.20 | 23.90 | 57.0% | -0.95 | 0.0107 | -0.021 | |||
| 0 | 0.7500 | 41 | 53.6% | 0.04 | 0.0062 | -0.015 | 120 | 25.20 | 29.00 | 53.8% | -0.98 | 0.0072 | -0.015 | |||
| 0 | 0.8000 | 7 | 61.0% | 0.02 | 0.0040 | -0.011 | 125 | 30.20 | 34.00 | 60.5% | -0.99 | 0.0045 | -0.009 | |||
| 0 | 0.7500 | 13 | 66.4% | 0.01 | 0.0026 | -0.007 | 130 | 35.20 | 39.00 | 66.9% | -1.00 | 0.0015 | -0.006 | |||
| 0 | 1.00 | 76.3% | 0.01 | 0.0017 | -0.005 | 135 | 40.20 | 43.90 | 70.9% | -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