BYD chaîne d'options Boyd Gaming Corporation
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% (64.45–77.65) · ATM IV 28.1% · P/C open interest 0.15
| 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 | |
| 25.90 | 29.40 | 0.98 | 0.0030 | -0.009 | 42.5 | 0 | 0.7500 | 75.7% | -0.03 | 0.0031 | -0.009 | |||||
| 23.20 | 27.20 | 0.97 | 0.0038 | -0.010 | 45 | 0 | 0.7500 | 68.4% | -0.03 | 0.0040 | -0.010 | |||||
| 20.90 | 24.60 | 0.97 | 0.0049 | -0.011 | 47.5 | 0 | 0.6500 | 1 | 59.7% | -0.04 | 0.0051 | -0.012 | ||||
| 19.50 | 22.00 | 38.9% | 0.96 | 0.0064 | -0.013 | 50 | 0 | 0.7500 | 1 | 54.9% | -0.05 | 0.0066 | -0.013 | |||
| 14.60 | 17.40 | 39.8% | 0.92 | 0.0110 | -0.016 | 55 | 0.0500 | 0.9500 | 3 | 45.5% | -0.08 | 0.0113 | -0.016 | |||
| 10.00 | 12.40 | 32.2% | 0.87 | 0.0192 | -0.020 | 60 | 0.3000 | 2.10 | 1 | 44.1% | -0.14 | 0.0196 | -0.020 | |||
| 7.90 | 10.20 | 31.5% | 0.82 | 0.0253 | -0.022 | 62.5 | 0.5500 | 1.50 | 34.5% | -0.19 | 0.0257 | -0.022 | ||||
| 5.80 | 8.10 | 5 | 29.4% | 0.76 | 0.0328 | -0.024 | 65 | 0.6000 | 1.90 | 50 | 30.0% | -0.25 | 0.0333 | -0.025 | ||
| 4.00 | 6.10 | 9 | 27.6% | 0.67 | 0.0409 | -0.026 | 67.5 | 1.75 | 2.85 | 9 | 32.2% | -0.34 | 0.0417 | -0.026 | ||
| 3.30 | 3.90 | 20 | 58 | 27.5% | 0.57 | 0.0473 | -0.026 | 70 | 2.10 | 3.90 | 15 | 28.7% | -0.45 | 0.0486 | -0.027 | |
| 1.70 | 3.70 | 356 | 29.5% | 0.45 | 0.0488 | -0.026 | 72.5 | 3.20 | 5.40 | 26 | 27.9% | -0.58 | 0.0513 | -0.027 | ||
| 1.00 | 3.00 | 113 | 31.1% | 0.34 | 0.0446 | -0.024 | 75 | 4.90 | 7.10 | 1 | 28.1% | -0.69 | 0.0487 | -0.026 | ||
| 0.4500 | 1.90 | 22 | 29.2% | 0.25 | 0.0375 | -0.021 | 77.5 | 6.90 | 9.20 | 10 | 29.4% | -0.79 | 0.0429 | -0.025 | ||
| 0.2000 | 1.20 | 220 | 28.7% | 0.19 | 0.0302 | -0.019 | 80 | 9.20 | 11.30 | 11 | 30.4% | -0.86 | 0.0365 | -0.023 | ||
| 0 | 2.60 | 12 | 41.1% | 0.14 | 0.0241 | -0.017 | 82.5 | 11.50 | 13.70 | 31.9% | -0.91 | 0.0299 | -0.021 | |||
| 0 | 0.7500 | 5 | 31.7% | 0.11 | 0.0192 | -0.015 | 85 | 13.40 | 16.50 | -0.95 | 0.0225 | -0.018 | ||||
| 0 | 0.7500 | 1 | 35.3% | 0.09 | 0.0155 | -0.013 | 87.5 | 16.20 | 19.70 | 47.0% | -0.97 | 0.0162 | -0.014 | |||
| 0 | 0.4500 | 3 | 34.7% | 0.07 | 0.0126 | -0.011 | 90 | 18.70 | 22.20 | 51.1% | -0.98 | 0.0102 | -0.009 | |||
| 0 | 0.6000 | 24 | 40.0% | 0.06 | 0.0103 | -0.010 | 92.5 | 21.20 | 24.70 | 54.9% | -0.99 | 0.0063 | -0.005 | |||
| 0 | 0.7500 | 8 | 45.1% | 0.05 | 0.0086 | -0.009 | 95 | 23.70 | 27.20 | 58.6% | -0.99 | 0.0037 | -0.003 | |||
| 0 | 0.7500 | 2 | 48.1% | 0.04 | 0.0072 | -0.008 | 97.5 | 26.20 | 29.70 | 62.1% | -1.00 | 0.0019 | -0.001 | |||
| 0 | 0.7500 | 6 | 50.9% | 0.04 | 0.0061 | -0.008 | 100 | 28.70 | 32.20 | 65.5% | -1.00 | 0.0009 | 0.000 | |||
| 0 | 0.7500 | 56.4% | 0.03 | 0.0045 | -0.006 | 105 | 33.70 | 37.20 | 71.9% | -1.00 | 0.0002 | 0.000 | ||||
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 — Dec 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.