BBY chaîne d'options Best Buy Co., Inc.
Cboe delayed options data · au 06:34 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 ±8.8% (83.72–99.82) · ATM IV 37.0% · P/C open interest 1.20
| 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 | |
| 40.50 | 43.40 | 120.5% | 1.00 | 0.0001 | 0.000 | 50 | 0 | 2.15 | 147.0% | -0.00 | 0.0001 | -0.000 | ||||
| 35.70 | 38.40 | 107.6% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 2.15 | 127.6% | -0.00 | 0.0002 | -0.001 | ||||
| 30.70 | 33.40 | 91.1% | 1.00 | 0.0005 | 0.000 | 60 | 0 | 0.4000 | 35 | 76.7% | -0.00 | 0.0005 | -0.002 | |||
| 25.80 | 28.50 | 8 | 79.3% | 0.99 | 0.0015 | -0.001 | 65 | 0 | 0.2500 | 1 | 171 | 59.2% | -0.01 | 0.0015 | -0.004 | |
| 21.20 | 23.60 | 1 | 71.3% | 0.98 | 0.0038 | -0.006 | 70 | 0.0500 | 0.3000 | 2 | 137 | 46.3% | -0.02 | 0.0038 | -0.009 | |
| 16.30 | 18.30 | 15 | 54.4% | 0.95 | 0.0089 | -0.016 | 75 | 0.1500 | 0.2500 | 33 | 1,565 | 40.8% | -0.05 | 0.0089 | -0.018 | |
| 14.10 | 16.00 | 2 | 4 | 52.3% | 0.92 | 0.0129 | -0.023 | 77.5 | 0.3000 | 0.4000 | 1 | 239 | 40.0% | -0.08 | 0.0130 | -0.025 |
| 11.80 | 13.00 | 28 | 86 | 42.4% | 0.89 | 0.0179 | -0.032 | 80 | 0.6500 | 0.8000 | 50 | 662 | 41.8% | -0.12 | 0.0181 | -0.033 |
| 9.90 | 12.50 | 48.4% | 0.84 | 0.0224 | -0.039 | 82 | 0.8000 | 2.05 | 7 | 39.2% | -0.16 | 0.0227 | -0.041 | |||
| 9.70 | 12.10 | 122 | 49.4% | 0.83 | 0.0236 | -0.041 | 82.5 | 0.6500 | 1.20 | 760 | 38.1% | -0.17 | 0.0239 | -0.043 | ||
| 9.20 | 11.70 | 48.4% | 0.82 | 0.0248 | -0.043 | 83 | 0.8500 | 1.55 | 2 | 40.5% | -0.18 | 0.0251 | -0.044 | |||
| 8.40 | 10.90 | 47.4% | 0.79 | 0.0271 | -0.046 | 84 | 0.0500 | 1.60 | 32.3% | -0.21 | 0.0275 | -0.048 | ||||
| 7.70 | 8.90 | 28 | 52 | 39.8% | 0.76 | 0.0294 | -0.050 | 85 | 1.40 | 1.80 | 156 | 1,867 | 39.3% | -0.24 | 0.0298 | -0.051 |
| 7.10 | 8.90 | 44.2% | 0.73 | 0.0316 | -0.053 | 86 | 1.40 | 2.20 | 1 | 38.2% | -0.27 | 0.0320 | -0.055 | |||
| 6.30 | 7.40 | 39.0% | 0.70 | 0.0335 | -0.056 | 87 | 0.9000 | 2.45 | 33.4% | -0.31 | 0.0341 | -0.058 | ||||
| 5.70 | 7.30 | 176 | 38.6% | 0.68 | 0.0344 | -0.058 | 87.5 | 2.10 | 3.40 | 223 | 42.8% | -0.33 | 0.0350 | -0.059 | ||
| 5.70 | 7.50 | 42.8% | 0.66 | 0.0352 | -0.059 | 88 | 2.05 | 2.90 | 1 | 38.0% | -0.34 | 0.0359 | -0.060 | |||
| 4.60 | 6.00 | 8 | 35.8% | 0.63 | 0.0367 | -0.061 | 89 | 2.60 | 3.20 | 38.3% | -0.38 | 0.0374 | -0.062 | |||
| 4.50 | 5.10 | 8 | 388 | 36.4% | 0.59 | 0.0378 | -0.062 | 90 | 3.00 | 3.60 | 5 | 434 | 37.9% | -0.42 | 0.0385 | -0.064 |
| 3.90 | 5.10 | 38.5% | 0.55 | 0.0385 | -0.063 | 91 | 3.40 | 4.10 | 37.6% | -0.46 | 0.0393 | -0.065 | ||||
| 3.20 | 4.30 | 1 | 36.1% | 0.51 | 0.0388 | -0.064 | 92 | 3.90 | 4.70 | 37.9% | -0.50 | 0.0398 | -0.065 | |||
| 2.70 | 3.90 | 840 | 234 | 34.0% | 0.49 | 0.0388 | -0.064 | 92.5 | 4.10 | 4.90 | 1,203 | 37.2% | -0.52 | 0.0398 | -0.065 | |
| 3.20 | 3.90 | 1,376 | 38.3% | 0.47 | 0.0388 | -0.064 | 93 | 4.20 | 5.40 | 36 | 37.3% | -0.54 | 0.0398 | -0.065 | ||
| 1.90 | 3.20 | 30 | 32.8% | 0.44 | 0.0383 | -0.063 | 94 | 5.00 | 6.00 | 38.3% | -0.58 | 0.0395 | -0.065 | |||
| 2.35 | 2.85 | 12 | 3,147 | 36.7% | 0.40 | 0.0376 | -0.062 | 95 | 5.70 | 6.60 | 288 | 38.4% | -0.61 | 0.0388 | -0.064 | |
| 1.25 | 3.80 | 39.2% | 0.36 | 0.0365 | -0.060 | 96 | 6.30 | 7.10 | 37.2% | -0.65 | 0.0378 | -0.062 | ||||
| 0.9500 | 2.65 | 20 | 35.0% | 0.33 | 0.0352 | -0.058 | 97 | 6.30 | 7.80 | 33.4% | -0.68 | 0.0366 | -0.060 | |||
| 0.8000 | 2.35 | 43 | 417 | 34.0% | 0.32 | 0.0344 | -0.057 | 97.5 | 7.40 | 9.00 | 66 | 41.7% | -0.70 | 0.0359 | -0.059 | |
| 1.20 | 3.50 | 10 | 43.5% | 0.30 | 0.0336 | -0.056 | 98 | 7.80 | 9.50 | 42.7% | -0.72 | 0.0351 | -0.058 | |||
| 1.30 | 1.90 | 5 | 38.3% | 0.27 | 0.0319 | -0.053 | 99 | 8.20 | 9.60 | 37.0% | -0.75 | 0.0335 | -0.055 | |||
| 1.05 | 1.75 | 18 | 186 | 38.5% | 0.24 | 0.0300 | -0.051 | 100 | 8.60 | 10.20 | 1 | 32.8% | -0.78 | 0.0317 | -0.052 | |
| 0.8500 | 3.30 | 16 | 48.7% | 0.22 | 0.0281 | -0.048 | 101 | 9.50 | 11.80 | 38.6% | -0.80 | 0.0299 | -0.049 | |||
| 0.8000 | 1.40 | 74 | 39.4% | 0.19 | 0.0262 | -0.045 | 102 | 10.30 | 12.60 | 38.0% | -0.83 | 0.0280 | -0.046 | |||
| 0.6500 | 1.30 | 39 | 39.8% | 0.17 | 0.0242 | -0.042 | 103 | 11.20 | 13.50 | 38.5% | -0.85 | 0.0262 | -0.044 | |||
| 0.5000 | 1.05 | 14 | 38.8% | 0.15 | 0.0223 | -0.039 | 104 | 12.10 | 14.40 | 38.8% | -0.87 | 0.0244 | -0.041 | |||
| 0.4000 | 0.8500 | 1 | 1,238 | 38.2% | 0.14 | 0.0206 | -0.036 | 105 | 13.00 | 15.30 | 38.7% | -0.89 | 0.0226 | -0.038 | ||
| 0 | 2.50 | 2 | 214 | 57.6% | 0.07 | 0.0127 | -0.023 | 110 | 17.70 | 19.90 | -0.96 | 0.0155 | -0.026 | |||
| 0 | 0.4000 | 27 | 43.2% | 0.04 | 0.0075 | -0.015 | 115 | 22.60 | 24.80 | -0.99 | 0.0050 | -0.016 | ||||
| 0 | 0.6500 | 1 | 40 | 54.2% | 0.02 | 0.0044 | -0.009 | 120 | 26.90 | 30.10 | -1.00 | 0.0000 | -0.016 | |||
| 0 | 2.15 | 7 | 79.0% | 0.01 | 0.0025 | -0.005 | 125 | 31.90 | 34.80 | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 2.15 | 13 | 85.9% | 0.01 | 0.0015 | -0.003 | 130 | 37.60 | 40.40 | 70.9% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 2.15 | 92.4% | 0.00 | 0.0009 | -0.002 | 135 | 42.60 | 45.70 | 82.8% | -1.00 | 0.0000 | -0.016 | ||||
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