C chaîne d'options Citigroup Inc.
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 ±6.5% (114.22–130.22) · ATM IV 27.6% · P/C open interest 2.06
| 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 | |
| 56.25 | 59.55 | 13 | 132.6% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 0.3900 | 211 | 103.5% | -0.00 | 0.0001 | -0.001 | ||
| 51.15 | 54.45 | 10 | 114.6% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 0.1400 | 125 | 80.3% | -0.00 | 0.0001 | -0.001 | ||
| 46.95 | 49.25 | 2,232 | 112.1% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 0.3300 | 221 | 80.2% | -0.00 | 0.0002 | -0.001 | ||
| 41.70 | 44.05 | 33 | 92.6% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.0400 | 1,828 | 54.2% | -0.00 | 0.0004 | -0.002 | ||
| 36.90 | 39.05 | 67 | 84.1% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 0.0600 | 560 | 49.2% | -0.00 | 0.0007 | -0.003 | ||
| 32.00 | 34.10 | 117 | 74.9% | 1.00 | 0.0006 | 0.000 | 90 | 0.0300 | 0.0500 | 6 | 617 | 43.6% | -0.01 | 0.0013 | -0.005 | |
| 26.90 | 29.10 | 300 | 62.9% | 0.99 | 0.0016 | -0.001 | 95 | 0 | 0.1000 | 28 | 934 | 37.7% | -0.01 | 0.0026 | -0.008 | |
| 22.15 | 24.15 | 282 | 55.4% | 0.98 | 0.0038 | -0.007 | 100 | 0.1000 | 0.2100 | 79 | 10.2K | 36.7% | -0.03 | 0.0049 | -0.013 | |
| 17.35 | 18.60 | 1 | 159 | 42.1% | 0.96 | 0.0087 | -0.017 | 105 | 0.2100 | 0.3300 | 11 | 2,779 | 32.5% | -0.06 | 0.0095 | -0.021 |
| 12.50 | 14.20 | 148 | 37.3% | 0.90 | 0.0180 | -0.032 | 110 | 0.6100 | 0.6800 | 363 | 43.3K | 30.5% | -0.12 | 0.0179 | -0.034 | |
| 9.95 | 11.85 | 36.5% | 0.84 | 0.0254 | -0.044 | 113 | 0.8700 | 1.10 | 29 | 28.7% | -0.18 | 0.0246 | -0.043 | |||
| 9.10 | 11.00 | 35.4% | 0.81 | 0.0280 | -0.047 | 114 | 1.21 | 1.28 | 7 | 29.2% | -0.20 | 0.0270 | -0.046 | |||
| 8.45 | 9.85 | 2 | 413 | 33.9% | 0.78 | 0.0304 | -0.051 | 115 | 1.44 | 1.50 | 131 | 6,620 | 28.9% | -0.23 | 0.0294 | -0.050 |
| 7.70 | 9.40 | 34.7% | 0.75 | 0.0328 | -0.054 | 116 | 1.67 | 1.75 | 21 | 28.7% | -0.26 | 0.0318 | -0.053 | |||
| 6.95 | 8.65 | 34.0% | 0.72 | 0.0349 | -0.057 | 117 | 1.92 | 2.03 | 28 | 28.4% | -0.29 | 0.0340 | -0.055 | |||
| 6.30 | 7.95 | 33.7% | 0.68 | 0.0368 | -0.059 | 118 | 2.21 | 2.35 | 35 | 28.1% | -0.33 | 0.0360 | -0.058 | |||
| 5.65 | 5.90 | 28.3% | 0.65 | 0.0384 | -0.060 | 119 | 2.61 | 2.71 | 18 | 28.1% | -0.37 | 0.0378 | -0.060 | |||
| 5.05 | 5.30 | 325 | 534 | 28.1% | 0.61 | 0.0397 | -0.062 | 120 | 3.00 | 3.10 | 522 | 6,417 | 27.9% | -0.41 | 0.0392 | -0.061 |
| 4.50 | 4.70 | 28.1% | 0.57 | 0.0406 | -0.062 | 121 | 3.40 | 3.55 | 26 | 27.7% | -0.45 | 0.0404 | -0.062 | |||
| 4.00 | 4.10 | 67 | 27.6% | 0.53 | 0.0411 | -0.062 | 122 | 3.85 | 4.05 | 23 | 27.6% | -0.49 | 0.0411 | -0.062 | ||
| 3.50 | 3.60 | 27.4% | 0.48 | 0.0412 | -0.062 | 123 | 4.15 | 4.55 | 124 | 26.6% | -0.53 | 0.0414 | -0.062 | |||
| 3.00 | 3.15 | 37 | 27.1% | 0.44 | 0.0409 | -0.061 | 124 | 4.20 | 5.10 | 34 | 24.6% | -0.57 | 0.0413 | -0.061 | ||
| 2.55 | 2.70 | 518 | 2,550 | 27.0% | 0.40 | 0.0402 | -0.059 | 125 | 5.45 | 5.70 | 91 | 2,612 | 26.8% | -0.61 | 0.0407 | -0.059 |
| 2.27 | 2.32 | 20 | 26.9% | 0.36 | 0.0390 | -0.057 | 126 | 5.85 | 6.40 | 2 | 26.0% | -0.65 | 0.0397 | -0.057 | ||
| 1.93 | 1.99 | 105 | 26.7% | 0.33 | 0.0376 | -0.054 | 127 | 6.35 | 7.15 | 10 | 24.8% | -0.69 | 0.0383 | -0.055 | ||
| 1.60 | 1.77 | 6 | 26.7% | 0.29 | 0.0358 | -0.051 | 128 | 7.05 | 7.75 | 24.6% | -0.72 | 0.0365 | -0.051 | |||
| 1.36 | 1.51 | 18 | 26.7% | 0.26 | 0.0338 | -0.048 | 129 | 7.00 | 8.65 | 21.1% | -0.76 | 0.0344 | -0.048 | |||
| 1.13 | 1.28 | 264 | 2,656 | 26.6% | 0.23 | 0.0315 | -0.044 | 130 | 8.20 | 9.25 | 10 | 2,676 | 21.7% | -0.79 | 0.0321 | -0.044 |
| 0.9400 | 1.09 | 317 | 26.5% | 0.20 | 0.0292 | -0.041 | 131 | 8.40 | 10.15 | 16.0% | -0.82 | 0.0295 | -0.040 | |||
| 0.7900 | 0.9100 | 91 | 26.5% | 0.17 | 0.0267 | -0.037 | 132 | 9.25 | 11.10 | 11.2% | -0.85 | 0.0269 | -0.036 | |||
| 0.6400 | 0.7700 | 45 | 26.5% | 0.15 | 0.0243 | -0.034 | 133 | 9.95 | 12.05 | -0.87 | 0.0242 | -0.032 | ||||
| 0.5400 | 0.6500 | 1 | 26.6% | 0.13 | 0.0218 | -0.030 | 134 | 10.85 | 12.90 | -0.89 | 0.0216 | -0.029 | ||||
| 0.4500 | 0.5200 | 418 | 7,694 | 26.5% | 0.11 | 0.0195 | -0.027 | 135 | 11.95 | 13.60 | 3,049 | -0.91 | 0.0191 | -0.025 | ||
| 0.3500 | 0.4700 | 39 | 26.7% | 0.09 | 0.0174 | -0.024 | 136 | 12.65 | 14.85 | -0.92 | 0.0168 | -0.022 | ||||
| 0.2800 | 0.4800 | 25 | 27.8% | 0.08 | 0.0154 | -0.022 | 137 | 13.60 | 15.70 | -0.94 | 0.0146 | -0.019 | ||||
| 0.2500 | 0.3300 | 5 | 27.1% | 0.07 | 0.0136 | -0.019 | 138 | 14.55 | 16.55 | -0.95 | 0.0127 | -0.016 | ||||
| 0.2000 | 0.5900 | 30.4% | 0.06 | 0.0120 | -0.017 | 139 | 15.45 | 17.50 | -0.95 | 0.0110 | -0.014 | |||||
| 0.1500 | 0.2800 | 23 | 4,295 | 27.7% | 0.05 | 0.0105 | -0.015 | 140 | 17.80 | 18.55 | 1,082 | 21.3% | -0.96 | 0.0095 | -0.012 | |
| 0.0200 | 0.0900 | 5 | 4,072 | 26.6% | 0.03 | 0.0059 | -0.010 | 145 | 21.35 | 23.60 | 219 | -0.98 | 0.0048 | -0.005 | ||
| 0 | 0.0900 | 1 | 7,723 | 30.2% | 0.02 | 0.0037 | -0.007 | 150 | 26.30 | 28.60 | 138 | -0.99 | 0.0028 | -0.002 | ||
| 0 | 0.1800 | 1,577 | 37.7% | 0.01 | 0.0025 | -0.006 | 155 | 31.30 | 33.75 | 83 | -0.99 | 0.0018 | -0.000 | |||
| 0 | 0.1700 | 3,479 | 41.6% | 0.01 | 0.0018 | -0.005 | 160 | 35.95 | 38.85 | -0.99 | 0.0013 | 0.000 | ||||
| 0.0100 | 0.0900 | 1,207 | 42.5% | 0.01 | 0.0014 | -0.004 | 165 | 40.95 | 43.85 | -1.00 | 0.0009 | 0.000 | ||||
| 0 | 0.0700 | 534 | 44.3% | 0.01 | 0.0010 | -0.004 | 170 | 45.90 | 48.65 | -1.00 | 0.0007 | 0.000 | ||||
| 0.0100 | 0.0600 | 4 | 279 | 47.7% | 0.00 | 0.0008 | -0.003 | 175 | 51.25 | 53.65 | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.0500 | 154 | 49.1% | 0.00 | 0.0006 | -0.003 | 180 | 56.25 | 58.60 | -1.00 | 0.0004 | 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 — 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.