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 ±24.7% (53.41–88.51) · ATM IV 29.3% · P/C open interest 0.78
| 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 | |
| 33.00 | 36.80 | 40.2% | 0.95 | 0.0030 | 0.000 | 37.5 | 0 | 2.75 | 3 | 50.7% | -0.05 | 0.0031 | -0.004 | |||
| 30.50 | 35.50 | 1 | 42.9% | 0.94 | 0.0036 | -0.000 | 40 | 0 | 2.80 | 184 | 46.9% | -0.06 | 0.0037 | -0.004 | ||
| 28.50 | 33.00 | 40.5% | 0.93 | 0.0043 | -0.001 | 42.5 | 0 | 2.85 | 1 | 43.4% | -0.07 | 0.0044 | -0.005 | |||
| 26.00 | 30.00 | 33.0% | 0.91 | 0.0051 | -0.002 | 45 | 0 | 3.10 | 18 | 40.8% | -0.08 | 0.0053 | -0.005 | |||
| 24.00 | 29.00 | 37.8% | 0.90 | 0.0060 | -0.002 | 47.5 | 0 | 3.20 | 37.7% | -0.10 | 0.0062 | -0.006 | ||||
| 22.80 | 26.50 | 38.0% | 0.88 | 0.0071 | -0.003 | 50 | 0 | 3.40 | 126 | 35.0% | -0.12 | 0.0073 | -0.006 | |||
| 18.00 | 22.50 | 5 | 33.0% | 0.84 | 0.0094 | -0.005 | 55 | 0.6000 | 3.90 | 3 | 31.8% | -0.17 | 0.0099 | -0.007 | ||
| 17.10 | 21.00 | 35.5% | 0.81 | 0.0107 | -0.006 | 57.5 | 0.9000 | 4.40 | 2 | 30.5% | -0.20 | 0.0113 | -0.008 | |||
| 15.40 | 19.00 | 1 | 34.2% | 0.78 | 0.0121 | -0.006 | 60 | 1.90 | 5.20 | 2 | 31.3% | -0.23 | 0.0128 | -0.008 | ||
| 12.70 | 17.00 | 47 | 30.6% | 0.74 | 0.0134 | -0.007 | 62.5 | 2.80 | 5.90 | 1 | 31.1% | -0.26 | 0.0143 | -0.009 | ||
| 12.20 | 15.50 | 11 | 32.3% | 0.71 | 0.0147 | -0.008 | 65 | 3.30 | 6.70 | 5 | 29.8% | -0.30 | 0.0158 | -0.009 | ||
| 9.80 | 14.00 | 30.0% | 0.67 | 0.0159 | -0.008 | 67.5 | 4.70 | 7.70 | 1 | 30.3% | -0.35 | 0.0172 | -0.010 | |||
| 8.50 | 12.50 | 10 | 29.4% | 0.63 | 0.0169 | -0.009 | 70 | 5.30 | 8.80 | 23 | 29.2% | -0.39 | 0.0185 | -0.010 | ||
| 8.30 | 11.40 | 5 | 31.1% | 0.58 | 0.0177 | -0.009 | 72.5 | 6.40 | 10.00 | 2 | 28.7% | -0.44 | 0.0197 | -0.010 | ||
| 6.00 | 10.00 | 2 | 28.3% | 0.54 | 0.0183 | -0.009 | 75 | 8.20 | 11.00 | 6 | 28.6% | -0.49 | 0.0207 | -0.010 | ||
| 6.00 | 9.00 | 4 | 29.8% | 0.50 | 0.0186 | -0.009 | 77.5 | 9.60 | 12.50 | 28.4% | -0.54 | 0.0215 | -0.010 | |||
| 5.00 | 8.00 | 19 | 29.3% | 0.46 | 0.0186 | -0.009 | 80 | 10.40 | 14.50 | 10 | 27.6% | -0.59 | 0.0220 | -0.010 | ||
| 3.20 | 7.50 | 89 | 28.0% | 0.41 | 0.0184 | -0.009 | 82.5 | 11.80 | 16.00 | 26.4% | -0.64 | 0.0222 | -0.010 | |||
| 2.45 | 6.40 | 23 | 27.1% | 0.38 | 0.0180 | -0.009 | 85 | 14.00 | 17.90 | 1 | 27.1% | -0.69 | 0.0222 | -0.009 | ||
| 2.80 | 5.70 | 4 | 28.6% | 0.34 | 0.0174 | -0.009 | 87.5 | 16.00 | 19.60 | 26.6% | -0.73 | 0.0221 | -0.009 | |||
| 2.35 | 5.00 | 23 | 28.5% | 0.31 | 0.0167 | -0.008 | 90 | 18.10 | 21.90 | 5 | 27.3% | -0.78 | 0.0220 | -0.009 | ||
| 1.85 | 4.30 | 27 | 28.0% | 0.28 | 0.0158 | -0.008 | 92.5 | 20.50 | 23.60 | 26.7% | -0.82 | 0.0222 | -0.008 | |||
| 1.20 | 4.20 | 2 | 28.1% | 0.25 | 0.0149 | -0.007 | 95 | 22.00 | 26.50 | 26.2% | -0.86 | 0.0219 | -0.009 | |||
| 0.7500 | 3.90 | 8 | 28.0% | 0.22 | 0.0140 | -0.007 | 97.5 | 25.00 | 28.70 | 28.7% | -0.90 | 0.0234 | -0.009 | |||
| 1.65 | 2.85 | 511 | 29.2% | 0.20 | 0.0131 | -0.007 | 100 | 27.20 | 30.50 | -0.94 | 0.0228 | -0.008 | ||||
| 0 | 3.40 | 29.1% | 0.16 | 0.0113 | -0.006 | 105 | 31.50 | 36.50 | -0.98 | 0.0078 | -0.009 | |||||
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 17, 2027
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.