CB chaîne d'options Chubb Limited
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 ±16.8% (296.27–416.27) · ATM IV 21.9% · P/C open interest 1.44
| 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 | |
| 179.50 | 184.00 | 35.9% | 0.99 | 0.0002 | 0.000 | 180 | 0 | 2.80 | 41.9% | -0.01 | 0.0002 | -0.005 | ||||
| 174.50 | 179.50 | 35.0% | 0.99 | 0.0003 | 0.000 | 185 | 0 | 2.85 | 40.6% | -0.01 | 0.0003 | -0.005 | ||||
| 170.00 | 174.50 | 36.1% | 0.99 | 0.0003 | 0.000 | 190 | 0 | 2.95 | 39.5% | -0.01 | 0.0003 | -0.006 | ||||
| 165.20 | 170.00 | 34.0% | 0.99 | 0.0003 | 0.000 | 195 | 0 | 2.95 | 38.1% | -0.02 | 0.0004 | -0.006 | ||||
| 160.50 | 165.50 | 34.0% | 0.98 | 0.0004 | 0.000 | 200 | 0 | 3.10 | 37.1% | -0.02 | 0.0004 | -0.007 | ||||
| 151.10 | 156.00 | 32.3% | 0.98 | 0.0005 | 0.000 | 210 | 0 | 3.00 | 34.3% | -0.02 | 0.0005 | -0.009 | ||||
| 142.00 | 146.50 | 31.2% | 0.97 | 0.0006 | 0.000 | 220 | 0.2000 | 3.30 | 32.8% | -0.03 | 0.0006 | -0.010 | ||||
| 133.00 | 136.70 | 29.6% | 0.96 | 0.0008 | 0.000 | 230 | 0.5000 | 3.60 | 31.4% | -0.04 | 0.0008 | -0.012 | ||||
| 123.50 | 128.00 | 28.9% | 0.95 | 0.0010 | 0.000 | 240 | 0.9500 | 3.90 | 1 | 30.1% | -0.05 | 0.0010 | -0.015 | |||
| 114.50 | 119.00 | 28.6% | 0.94 | 0.0012 | -0.001 | 250 | 0.9000 | 4.30 | 15 | 28.2% | -0.06 | 0.0013 | -0.017 | |||
| 105.80 | 110.20 | 27.8% | 0.93 | 0.0015 | -0.004 | 260 | 1.55 | 5.00 | 1 | 27.4% | -0.08 | 0.0015 | -0.019 | |||
| 97.00 | 101.50 | 27.0% | 0.91 | 0.0018 | -0.008 | 270 | 3.10 | 6.00 | 1 | 27.4% | -0.09 | 0.0019 | -0.022 | |||
| 88.70 | 93.00 | 26.6% | 0.89 | 0.0021 | -0.012 | 280 | 3.90 | 7.10 | 2 | 26.5% | -0.11 | 0.0022 | -0.025 | |||
| 80.00 | 84.50 | 1 | 25.5% | 0.87 | 0.0025 | -0.017 | 290 | 4.40 | 7.90 | 24.9% | -0.14 | 0.0026 | -0.028 | |||
| 72.30 | 76.50 | 25.1% | 0.84 | 0.0029 | -0.021 | 300 | 6.60 | 9.90 | 25.0% | -0.17 | 0.0031 | -0.032 | ||||
| 65.00 | 69.00 | 24.9% | 0.81 | 0.0033 | -0.025 | 310 | 8.60 | 11.50 | 1 | 76 | 24.2% | -0.20 | 0.0035 | -0.035 | ||
| 57.60 | 61.50 | 46 | 24.2% | 0.77 | 0.0038 | -0.029 | 320 | 10.20 | 13.90 | 23.4% | -0.24 | 0.0040 | -0.037 | |||
| 49.70 | 54.10 | 1 | 23.1% | 0.73 | 0.0042 | -0.032 | 330 | 13.10 | 16.60 | 4 | 23.0% | -0.28 | 0.0045 | -0.040 | ||
| 43.10 | 47.80 | 10 | 22.8% | 0.69 | 0.0046 | -0.035 | 340 | 16.20 | 20.50 | 16 | 22.8% | -0.33 | 0.0050 | -0.042 | ||
| 38.00 | 41.00 | 22.5% | 0.64 | 0.0050 | -0.037 | 350 | 20.00 | 23.80 | 27 | 22.3% | -0.39 | 0.0055 | -0.044 | |||
| 32.60 | 35.40 | 2 | 5 | 22.2% | 0.59 | 0.0053 | -0.039 | 360 | 24.10 | 27.90 | 17 | 21.7% | -0.44 | 0.0060 | -0.045 | |
| 27.60 | 31.00 | 17 | 22.1% | 0.54 | 0.0055 | -0.040 | 370 | 30.00 | 31.90 | 32 | 4 | 21.4% | -0.51 | 0.0064 | -0.046 | |
| 23.30 | 26.00 | 5 | 21.7% | 0.49 | 0.0056 | -0.040 | 380 | 35.00 | 38.50 | 21.2% | -0.57 | 0.0067 | -0.046 | |||
| 18.70 | 22.10 | 32 | 6 | 21.2% | 0.43 | 0.0056 | -0.039 | 390 | 41.00 | 44.50 | 20.8% | -0.64 | 0.0069 | -0.045 | ||
| 15.20 | 18.30 | 25 | 20.9% | 0.38 | 0.0055 | -0.037 | 400 | 48.00 | 51.00 | 20.4% | -0.70 | 0.0070 | -0.043 | |||
| 11.50 | 14.80 | 20.2% | 0.33 | 0.0053 | -0.035 | 410 | 55.50 | 59.00 | 20.4% | -0.77 | 0.0072 | -0.041 | ||||
| 8.90 | 12.20 | 1 | 19.9% | 0.28 | 0.0050 | -0.033 | 420 | 64.00 | 67.40 | 20.6% | -0.84 | 0.0076 | -0.042 | |||
| 6.70 | 9.80 | 19.6% | 0.24 | 0.0047 | -0.030 | 430 | 72.00 | 76.00 | 19.5% | -0.92 | 0.0086 | -0.045 | ||||
| 4.50 | 8.10 | 19.2% | 0.20 | 0.0042 | -0.027 | 440 | 81.50 | 86.00 | 20.1% | -0.97 | 0.0044 | -0.055 | ||||
| 3.60 | 6.40 | 19.1% | 0.17 | 0.0038 | -0.024 | 450 | 91.00 | 96.00 | -1.00 | 0.0000 | -0.055 | |||||
| 2.50 | 5.10 | 18.9% | 0.14 | 0.0034 | -0.021 | 460 | 101.10 | 106.00 | -1.00 | 0.0000 | -0.055 | |||||
| 1.95 | 3.90 | 18.8% | 0.11 | 0.0029 | -0.018 | 470 | 111.10 | 116.00 | -1.00 | 0.0000 | -0.055 | |||||
| 0.3000 | 3.50 | 18.1% | 0.09 | 0.0025 | -0.015 | 480 | 121.10 | 126.00 | -1.00 | 0.0000 | -0.055 | |||||
| 0 | 3.20 | 18.4% | 0.07 | 0.0021 | -0.013 | 490 | 131.10 | 136.00 | -1.00 | 0.0000 | -0.055 | |||||
| 0 | 3.10 | 19.3% | 0.06 | 0.0018 | -0.011 | 500 | 141.10 | 146.00 | -1.00 | 0.0000 | -0.055 | |||||
| 0 | 2.75 | 20.7% | 0.04 | 0.0012 | -0.007 | 520 | 161.00 | 166.00 | -1.00 | 0.0000 | -0.055 | |||||
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 — Sep 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.