BMY chaîne d'options Bristol-Myers Squibb Company
Cboe delayed options data · au 15:34 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 ±8.0% (56.41–66.17) · ATM IV 34.0% · P/C open interest 0.60
| 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 | |
| 24.45 | 26.95 | 1.00 | 0.0003 | 0.000 | 35 | 0 | 0.0500 | 5 | 79.0% | -0.00 | 0.0003 | -0.001 | ||||
| 19.45 | 21.95 | 7 | 1.00 | 0.0010 | 0.000 | 40 | 0 | 0.0200 | 2,003 | 55.7% | -0.00 | 0.0010 | -0.001 | |||
| 14.50 | 17.00 | 8 | 0.99 | 0.0031 | -0.001 | 45 | 0 | 0.0800 | 60 | 49.3% | -0.01 | 0.0031 | -0.003 | |||
| 10.75 | 12.85 | 0.97 | 0.0081 | -0.005 | 49 | 0.0200 | 0.1700 | 7 | 43.0% | -0.03 | 0.0082 | -0.007 | ||||
| 9.80 | 11.80 | 16 | 0.97 | 0.0104 | -0.007 | 50 | 0.0500 | 0.1000 | 5 | 2,360 | 38.1% | -0.03 | 0.0104 | -0.008 | ||
| 9.20 | 10.85 | 0.96 | 0.0132 | -0.009 | 51 | 0.0400 | 0.2700 | 2 | 40.2% | -0.04 | 0.0133 | -0.010 | ||||
| 7.70 | 10.05 | 0.94 | 0.0168 | -0.011 | 52 | 0.1000 | 0.2900 | 1 | 2 | 38.8% | -0.06 | 0.0170 | -0.012 | |||
| 7.25 | 9.55 | 0.93 | 0.0190 | -0.012 | 52.5 | 0.1300 | 0.2400 | 2 | 274 | 36.5% | -0.07 | 0.0192 | -0.013 | |||
| 6.95 | 8.95 | 0.93 | 0.0214 | -0.013 | 53 | 0.1300 | 0.4700 | 39.3% | -0.07 | 0.0216 | -0.015 | |||||
| 6.00 | 8.10 | 0.90 | 0.0268 | -0.016 | 54 | 0.2300 | 0.3800 | 1 | 6 | 35.7% | -0.10 | 0.0270 | -0.017 | |||
| 6.65 | 7.25 | 14 | 91 | 36.1% | 0.87 | 0.0330 | -0.020 | 55 | 0.3600 | 0.4300 | 15 | 7,501 | 34.5% | -0.13 | 0.0333 | -0.021 |
| 4.55 | 6.40 | 0.84 | 0.0398 | -0.024 | 56 | 0.5100 | 0.5800 | 1 | 44 | 34.1% | -0.17 | 0.0402 | -0.025 | |||
| 3.85 | 5.55 | 24 | 21.2% | 0.79 | 0.0467 | -0.027 | 57 | 0.6400 | 0.9100 | 1 | 11 | 34.4% | -0.21 | 0.0472 | -0.028 | |
| 4.70 | 5.10 | 17 | 395 | 34.4% | 0.77 | 0.0500 | -0.029 | 57.5 | 0.8300 | 0.9100 | 6 | 7,101 | 33.8% | -0.24 | 0.0506 | -0.030 |
| 4.30 | 4.75 | 34.1% | 0.74 | 0.0532 | -0.031 | 58 | 0.8500 | 1.06 | 1 | 32.9% | -0.26 | 0.0538 | -0.032 | |||
| 3.70 | 4.05 | 5 | 34.4% | 0.68 | 0.0588 | -0.034 | 59 | 1.28 | 1.37 | 133 | 33.7% | -0.32 | 0.0595 | -0.035 | ||
| 3.15 | 3.40 | 150 | 5,085 | 34.5% | 0.62 | 0.0632 | -0.036 | 60 | 1.66 | 1.75 | 16 | 5,432 | 33.6% | -0.38 | 0.0640 | -0.037 |
| 2.59 | 2.86 | 17 | 241 | 34.5% | 0.55 | 0.0659 | -0.038 | 61 | 2.11 | 2.21 | 3 | 33.6% | -0.45 | 0.0668 | -0.038 | |
| 2.12 | 2.26 | 10 | 282 | 33.7% | 0.49 | 0.0668 | -0.038 | 62 | 2.62 | 2.70 | 33.3% | -0.52 | 0.0679 | -0.038 | ||
| 1.90 | 1.96 | 71 | 3,947 | 33.2% | 0.46 | 0.0665 | -0.038 | 62.5 | 2.70 | 2.97 | 3,517 | 31.8% | -0.55 | 0.0678 | -0.038 | |
| 1.68 | 1.84 | 7 | 125 | 33.5% | 0.42 | 0.0658 | -0.037 | 63 | 3.05 | 3.30 | 32.3% | -0.58 | 0.0672 | -0.038 | ||
| 1.32 | 1.57 | 86 | 11 | 34.1% | 0.36 | 0.0631 | -0.035 | 64 | 3.70 | 4.05 | 33.0% | -0.65 | 0.0647 | -0.036 | ||
| 1.02 | 1.15 | 267 | 24.0K | 33.1% | 0.30 | 0.0588 | -0.033 | 65 | 4.40 | 4.75 | 10 | 398 | 32.8% | -0.71 | 0.0606 | -0.033 |
| 0.7800 | 0.8800 | 12 | 27 | 32.9% | 0.25 | 0.0535 | -0.030 | 66 | 5.05 | 7.10 | 45.1% | -0.76 | 0.0555 | -0.030 | ||
| 0.5900 | 0.7000 | 3 | 6 | 33.1% | 0.20 | 0.0475 | -0.027 | 67 | 5.80 | 7.95 | 46.0% | -0.81 | 0.0497 | -0.027 | ||
| 0.5300 | 0.6000 | 17 | 1,666 | 33.2% | 0.18 | 0.0445 | -0.025 | 67.5 | 6.35 | 8.00 | 100 | 44.5% | -0.83 | 0.0467 | -0.026 | |
| 0.3800 | 0.6700 | 50 | 6 | 34.0% | 0.17 | 0.0414 | -0.024 | 68 | 6.65 | 8.75 | 46.8% | -0.85 | 0.0438 | -0.024 | ||
| 0.3000 | 0.5600 | 1 | 1 | 34.8% | 0.13 | 0.0356 | -0.021 | 69 | 7.70 | 9.10 | 44.7% | -0.88 | 0.0380 | -0.021 | ||
| 0.2200 | 0.3300 | 25 | 7,895 | 33.4% | 0.11 | 0.0302 | -0.018 | 70 | 8.65 | 10.70 | 67 | 53.4% | -0.91 | 0.0330 | -0.019 | |
| 0.1500 | 0.3100 | 9 | 2 | 34.4% | 0.09 | 0.0256 | -0.016 | 71 | 9.50 | 11.15 | 49.6% | -0.93 | 0.0283 | -0.016 | ||
| 0.0800 | 0.2400 | 9 | 6 | 34.1% | 0.07 | 0.0216 | -0.014 | 72 | 10.55 | 12.75 | 59.5% | -0.95 | 0.0248 | -0.015 | ||
| 0.0400 | 0.2000 | 1 | 2,411 | 33.2% | 0.07 | 0.0199 | -0.013 | 72.5 | 10.90 | 12.55 | 51.7% | -0.96 | 0.0232 | -0.014 | ||
| 0 | 0.1900 | 32.8% | 0.06 | 0.0183 | -0.012 | 73 | 11.30 | 13.70 | 59.5% | -0.96 | 0.0215 | -0.013 | ||||
| 0.0500 | 0.1500 | 10 | 1,954 | 37.3% | 0.04 | 0.0132 | -0.009 | 75 | 13.25 | 14.75 | 52.1% | -0.98 | 0.0149 | -0.010 | ||
| 0 | 0.1300 | 111 | 39.3% | 0.03 | 0.0090 | -0.007 | 77.5 | 15.75 | 18.20 | 71.5% | -0.99 | 0.0067 | -0.008 | |||
| 0 | 0.1200 | 245 | 43.2% | 0.02 | 0.0063 | -0.006 | 80 | 18.25 | 20.70 | 77.9% | -1.00 | 0.0021 | -0.007 | |||
| 0 | 0.0800 | 114 | 48.7% | 0.01 | 0.0033 | -0.004 | 85 | 23.00 | 25.70 | 86.2% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.0500 | 52.8% | 0.01 | 0.0019 | -0.002 | 90 | 27.35 | 30.70 | 85.5% | -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 — 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