BMY chaîne d'options Bristol-Myers Squibb Company
Cboe delayed options data · au 12:33 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 ±3.9% (64.83–70.13) · ATM IV 23.3% · P/C open interest 0.84
| 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 | |
| 31.65 | 33.05 | 7 | 1.00 | 0.0002 | 0.000 | 35 | 0 | 0.0200 | 6,687 | -0.00 | 0.0002 | -0.001 | ||||
| 28.70 | 29.80 | 9 | 1.00 | 0.0002 | 0.000 | 38 | 0 | 0.0800 | 5,180 | 118.2% | -0.00 | 0.0002 | -0.001 | |||
| 26.65 | 27.95 | 6 | 50 | 1.00 | 0.0003 | 0.000 | 40 | 0 | 0.0400 | 6 | 8,341 | 100.1% | -0.00 | 0.0003 | -0.001 | |
| 23.65 | 24.95 | 937 | 1.00 | 0.0005 | 0.000 | 43 | 0 | 0.0900 | 7,586 | 96.6% | -0.00 | 0.0005 | -0.002 | |||
| 22.20 | 22.85 | 1 | 3,163 | 1.00 | 0.0007 | 0.000 | 45 | 0 | 0.3000 | 3,987 | 105.6% | -0.00 | 0.0007 | -0.002 | ||
| 19.65 | 20.95 | 5,104 | 1.00 | 0.0010 | 0.000 | 47 | 0 | 0.0700 | 4,681 | 76.9% | -0.00 | 0.0010 | -0.002 | |||
| 16.55 | 18.05 | 2,603 | 1.00 | 0.0016 | -0.001 | 50 | 0 | 0.2600 | 6,619 | 79.8% | -0.00 | 0.0016 | -0.003 | |||
| 14.25 | 15.35 | 9 | 1,202 | 0.99 | 0.0026 | -0.002 | 52.5 | 0 | 0.0200 | 3,927 | 47.9% | -0.01 | 0.0026 | -0.004 | ||
| 12.35 | 12.85 | 8 | 7,449 | 0.99 | 0.0045 | -0.004 | 55 | 0 | 0.0200 | 452 | 8,796 | 40.0% | -0.01 | 0.0045 | -0.005 | |
| 10.70 | 12.05 | 1 | 0.99 | 0.0056 | -0.004 | 56 | 0 | 0.1000 | 45.7% | -0.01 | 0.0057 | -0.006 | ||||
| 9.35 | 12.65 | 56.9% | 0.98 | 0.0072 | -0.005 | 57 | 0 | 0.1100 | 42.7% | -0.02 | 0.0072 | -0.006 | ||||
| 9.70 | 10.55 | 20 | 3,953 | 0.98 | 0.0082 | -0.006 | 57.5 | 0 | 0.0500 | 2,793 | 36.2% | -0.02 | 0.0082 | -0.007 | ||
| 8.60 | 10.40 | 0.98 | 0.0093 | -0.006 | 58 | 0 | 0.1200 | 5 | 39.6% | -0.02 | 0.0094 | -0.007 | ||||
| 7.60 | 9.40 | 0.97 | 0.0123 | -0.008 | 59 | 0 | 0.1700 | 2 | 38.2% | -0.03 | 0.0124 | -0.009 | ||||
| 7.35 | 8.20 | 15 | 10.7K | 24.1% | 0.97 | 0.0164 | -0.009 | 60 | 0.0200 | 0.2700 | 33 | 6,254 | 38.4% | -0.03 | 0.0165 | -0.010 |
| 5.70 | 7.45 | 0.95 | 0.0223 | -0.011 | 61 | 0 | 0.1800 | 1 | 30.9% | -0.05 | 0.0224 | -0.012 | ||||
| 4.25 | 7.10 | 2 | 0.94 | 0.0308 | -0.014 | 62 | 0.0300 | 0.3200 | 9 | 31.5% | -0.06 | 0.0310 | -0.015 | |||
| 5.15 | 5.40 | 32 | 7,141 | 14.8% | 0.92 | 0.0364 | -0.016 | 62.5 | 0.1000 | 0.2000 | 22 | 11.2K | 28.2% | -0.08 | 0.0367 | -0.017 |
| 3.50 | 5.20 | 5 | 0.91 | 0.0431 | -0.018 | 63 | 0.0100 | 0.2800 | 3 | 39 | 25.9% | -0.09 | 0.0435 | -0.019 | ||
| 2.96 | 4.30 | 43 | 0.87 | 0.0601 | -0.023 | 64 | 0.1500 | 0.3600 | 20 | 499 | 25.5% | -0.13 | 0.0607 | -0.024 | ||
| 2.72 | 3.35 | 231 | 10.4K | 20.8% | 0.80 | 0.0808 | -0.029 | 65 | 0.3800 | 0.5300 | 12 | 5,265 | 25.9% | -0.20 | 0.0817 | -0.030 |
| 1.92 | 2.89 | 5 | 64 | 23.8% | 0.71 | 0.1011 | -0.036 | 66 | 0.4500 | 0.8300 | 10 | 233 | 24.0% | -0.29 | 0.1023 | -0.036 |
| 1.22 | 2.00 | 11 | 142 | 20.9% | 0.60 | 0.1152 | -0.041 | 67 | 0.9500 | 1.56 | 33 | 210 | 28.7% | -0.40 | 0.1167 | -0.041 |
| 1.19 | 1.56 | 142 | 9,914 | 21.8% | 0.54 | 0.1186 | -0.042 | 67.5 | 1.15 | 1.40 | 62 | 470 | 24.8% | -0.46 | 0.1203 | -0.042 |
| 1.05 | 1.46 | 18 | 340 | 24.0% | 0.48 | 0.1194 | -0.042 | 68 | 1.45 | 1.78 | 5 | 10 | 26.3% | -0.52 | 0.1213 | -0.042 |
| 0.5300 | 0.9000 | 71 | 1,153 | 21.5% | 0.37 | 0.1133 | -0.039 | 69 | 1.76 | 2.58 | 1 | 25.7% | -0.64 | 0.1154 | -0.040 | |
| 0.4200 | 0.5700 | 378 | 16.6K | 22.9% | 0.26 | 0.0985 | -0.034 | 70 | 2.69 | 3.55 | 61 | 30.9% | -0.75 | 0.1008 | -0.034 | |
| 0.2100 | 0.3700 | 33 | 45 | 22.8% | 0.18 | 0.0787 | -0.027 | 71 | 3.35 | 4.60 | 33.4% | -0.83 | 0.0811 | -0.028 | ||
| 0.1400 | 0.3500 | 1 | 42 | 25.6% | 0.12 | 0.0591 | -0.021 | 72 | 4.25 | 5.30 | 33.6% | -0.89 | 0.0628 | -0.022 | ||
| 0.1000 | 0.2000 | 13 | 1,130 | 24.1% | 0.10 | 0.0507 | -0.019 | 72.5 | 3.80 | 5.85 | 41 | -0.91 | 0.0549 | -0.020 | ||
| 0 | 0.6200 | 15 | 31.7% | 0.09 | 0.0435 | -0.017 | 73 | 5.05 | 6.80 | 41.9% | -0.93 | 0.0480 | -0.019 | |||
| 0 | 0.1700 | 2 | 25.9% | 0.06 | 0.0321 | -0.014 | 74 | 5.85 | 7.70 | 42.3% | -0.96 | 0.0382 | -0.016 | |||
| 0.0100 | 0.1600 | 11 | 16.9K | 29.6% | 0.05 | 0.0240 | -0.011 | 75 | 6.90 | 8.15 | 2 | 37.9% | -0.97 | 0.0295 | -0.014 | |
| 0 | 0.3300 | 36.7% | 0.03 | 0.0182 | -0.009 | 76 | 6.80 | 10.45 | 44.4% | -0.99 | 0.0213 | -0.010 | ||||
| 0 | 0.1200 | 32.7% | 0.03 | 0.0139 | -0.008 | 77 | 9.20 | 10.45 | 55.6% | -0.99 | 0.0116 | -0.008 | ||||
| 0 | 0.5200 | 3 | 46.0% | 0.02 | 0.0122 | -0.007 | 77.5 | 9.60 | 11.00 | 56.7% | -1.00 | 0.0082 | -0.007 | |||
| 0 | 0.3200 | 42.6% | 0.02 | 0.0107 | -0.006 | 78 | 10.15 | 11.45 | 58.6% | -1.00 | 0.0056 | -0.007 | ||||
| 0 | 0.0300 | 1 | 31.2% | 0.02 | 0.0084 | -0.005 | 79 | 10.80 | 12.65 | 59.5% | -1.00 | 0.0023 | -0.007 | |||
| 0 | 0.3100 | 2,293 | 48.2% | 0.01 | 0.0067 | -0.005 | 80 | 11.80 | 13.45 | 59.0% | -1.00 | 0.0003 | -0.007 | |||
| 0 | 0.0200 | 72 | 41.9% | 0.01 | 0.0025 | -0.002 | 85 | 17.00 | 18.70 | 83.7% | -1.00 | 0.0000 | -0.007 | |||
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 — Sep 18, 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