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 ±27.3% (55.79–97.59) · ATM IV 30.4% · P/C open interest 0.81
| 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 | |
| 37.30 | 40.70 | 2 | 43.0% | 0.96 | 0.0026 | 0.000 | 40 | 0 | 2.70 | 179 | 47.9% | -0.05 | 0.0027 | -0.004 | ||
| 35.00 | 38.10 | 38.8% | 0.95 | 0.0031 | 0.000 | 42.5 | 0 | 2.35 | 1 | 42.8% | -0.06 | 0.0032 | -0.004 | |||
| 32.90 | 36.20 | 39.5% | 0.94 | 0.0037 | -0.000 | 45 | 0 | 2.55 | 18 | 40.5% | -0.07 | 0.0038 | -0.005 | |||
| 30.50 | 34.00 | 36.9% | 0.92 | 0.0044 | -0.001 | 47.5 | 0 | 2.75 | 38.2% | -0.08 | 0.0045 | -0.005 | ||||
| 28.50 | 32.00 | 1 | 36.7% | 0.91 | 0.0051 | -0.002 | 50 | 0.0500 | 3.10 | 126 | 36.7% | -0.10 | 0.0053 | -0.006 | ||
| 24.30 | 27.90 | 5 | 34.4% | 0.88 | 0.0068 | -0.003 | 55 | 0.5000 | 3.70 | 3 | 34.0% | -0.13 | 0.0071 | -0.007 | ||
| 22.50 | 26.00 | 34.2% | 0.86 | 0.0077 | -0.004 | 57.5 | 0.8000 | 4.00 | 2 | 32.7% | -0.15 | 0.0081 | -0.007 | |||
| 20.80 | 23.90 | 33.4% | 0.83 | 0.0087 | -0.005 | 60 | 1.35 | 4.60 | 2 | 32.5% | -0.18 | 0.0091 | -0.008 | |||
| 19.10 | 22.00 | 32.7% | 0.81 | 0.0097 | -0.006 | 62.5 | 1.95 | 5.40 | 32.4% | -0.20 | 0.0102 | -0.008 | ||||
| 17.50 | 20.50 | 32.9% | 0.78 | 0.0107 | -0.006 | 65 | 2.70 | 6.00 | 5 | 31.9% | -0.23 | 0.0114 | -0.009 | |||
| 15.90 | 18.50 | 31.7% | 0.75 | 0.0117 | -0.007 | 67.5 | 3.50 | 6.90 | 1 | 31.8% | -0.27 | 0.0125 | -0.009 | |||
| 14.20 | 17.00 | 2 | 31.1% | 0.72 | 0.0127 | -0.008 | 70 | 4.50 | 7.70 | 14 | 31.5% | -0.30 | 0.0137 | -0.010 | ||
| 12.80 | 15.50 | 4 | 30.7% | 0.68 | 0.0136 | -0.008 | 72.5 | 5.50 | 8.50 | 2 | 30.9% | -0.34 | 0.0148 | -0.010 | ||
| 11.50 | 14.50 | 2 | 31.0% | 0.65 | 0.0144 | -0.009 | 75 | 6.40 | 9.50 | 6 | 30.2% | -0.38 | 0.0158 | -0.010 | ||
| 10.20 | 13.00 | 3 | 30.3% | 0.61 | 0.0150 | -0.009 | 77.5 | 7.60 | 11.00 | 30.4% | -0.42 | 0.0168 | -0.011 | |||
| 8.80 | 11.50 | 15 | 29.2% | 0.58 | 0.0156 | -0.009 | 80 | 8.70 | 12.00 | 29.5% | -0.46 | 0.0177 | -0.011 | |||
| 7.70 | 10.50 | 89 | 29.0% | 0.54 | 0.0160 | -0.009 | 82.5 | 10.00 | 13.50 | 29.3% | -0.50 | 0.0184 | -0.011 | |||
| 6.70 | 9.50 | 23 | 28.8% | 0.50 | 0.0162 | -0.009 | 85 | 11.40 | 15.00 | 1 | 29.0% | -0.55 | 0.0191 | -0.011 | ||
| 5.80 | 9.00 | 4 | 29.2% | 0.46 | 0.0163 | -0.009 | 87.5 | 12.90 | 16.50 | 28.5% | -0.59 | 0.0197 | -0.011 | |||
| 4.80 | 8.00 | 23 | 28.4% | 0.43 | 0.0163 | -0.009 | 90 | 14.30 | 18.50 | 5 | 28.3% | -0.64 | 0.0202 | -0.010 | ||
| 3.90 | 7.50 | 27 | 28.4% | 0.39 | 0.0160 | -0.009 | 92.5 | 16.00 | 20.00 | 27.4% | -0.69 | 0.0208 | -0.010 | |||
| 3.10 | 6.50 | 2 | 27.5% | 0.36 | 0.0157 | -0.009 | 95 | 18.10 | 22.00 | 8 | 27.7% | -0.73 | 0.0213 | -0.010 | ||
| 2.30 | 6.00 | 8 | 27.2% | 0.33 | 0.0152 | -0.009 | 97.5 | 19.70 | 23.90 | 26.4% | -0.78 | 0.0216 | -0.010 | |||
| 1.60 | 5.40 | 534 | 26.6% | 0.30 | 0.0147 | -0.008 | 100 | 22.00 | 25.90 | 26.3% | -0.82 | 0.0215 | -0.010 | |||
| 0.5000 | 4.20 | 25.3% | 0.24 | 0.0134 | -0.007 | 105 | 26.00 | 29.80 | -0.90 | 0.0181 | -0.008 | |||||
| 0.1000 | 3.60 | 4 | 25.7% | 0.19 | 0.0119 | -0.006 | 110 | 31.00 | 35.50 | -0.96 | 0.0113 | -0.002 | ||||
| 0 | 3.10 | 3 | 26.5% | 0.16 | 0.0103 | -0.006 | 115 | 36.00 | 40.50 | -0.99 | 0.0047 | 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 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.