CEG chaîne d'options Constellation Energy Corporation
Cboe delayed options data · au 12:33 UTC
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 ±9.1% (263.54–316.44) · ATM IV 39.8% · 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 | |
| 128.50 | 133.00 | 75.7% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 5.00 | 139.5% | -0.00 | 0.0000 | -0.001 | ||||
| 123.50 | 128.00 | 81.3% | 1.00 | 0.0000 | 0.000 | 165 | 0 | 2.70 | 117.1% | -0.00 | 0.0000 | -0.002 | ||||
| 118.50 | 123.00 | 75.8% | 1.00 | 0.0000 | 0.000 | 170 | 0 | 3.10 | 114.9% | -0.00 | 0.0000 | -0.002 | ||||
| 113.50 | 118.00 | 70.3% | 1.00 | 0.0001 | 0.000 | 175 | 0 | 2.65 | 106.2% | -0.00 | 0.0001 | -0.003 | ||||
| 108.50 | 113.00 | 64.7% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 2.85 | 102.7% | -0.00 | 0.0001 | -0.004 | ||||
| 103.60 | 108.00 | 59.0% | 1.00 | 0.0001 | 0.000 | 185 | 0 | 5.00 | 110.7% | -0.00 | 0.0001 | -0.005 | ||||
| 98.60 | 103.00 | 59.1% | 1.00 | 0.0002 | 0.000 | 190 | 0 | 3.30 | 95.8% | -0.00 | 0.0002 | -0.007 | ||||
| 93.70 | 98.20 | 63.4% | 1.00 | 0.0003 | 0.000 | 195 | 0 | 2.95 | 88.7% | -0.00 | 0.0003 | -0.009 | ||||
| 88.70 | 93.20 | 53.5% | 0.99 | 0.0004 | 0.000 | 200 | 0 | 3.10 | 85.0% | -0.01 | 0.0004 | -0.011 | ||||
| 83.70 | 88.30 | 56.7% | 0.99 | 0.0005 | -0.004 | 205 | 0 | 3.50 | 82.6% | -0.01 | 0.0005 | -0.015 | ||||
| 78.70 | 83.30 | 52.6% | 0.99 | 0.0007 | -0.009 | 210 | 0 | 0.6500 | 56.6% | -0.01 | 0.0007 | -0.019 | ||||
| 74.50 | 77.70 | 51.8% | 0.99 | 0.0009 | -0.015 | 215 | 0 | 2.70 | 4 | 69.2% | -0.01 | 0.0009 | -0.024 | |||
| 69.60 | 72.80 | 50.3% | 0.98 | 0.0012 | -0.022 | 220 | 0 | 1.05 | 1 | 13 | 53.7% | -0.02 | 0.0012 | -0.030 | ||
| 64.70 | 67.90 | 48.5% | 0.97 | 0.0015 | -0.030 | 225 | 0 | 3.60 | 2 | 64.9% | -0.03 | 0.0015 | -0.038 | |||
| 59.10 | 63.70 | 46.4% | 0.97 | 0.0020 | -0.040 | 230 | 0 | 2.85 | 4 | 57.2% | -0.03 | 0.0020 | -0.048 | |||
| 55.00 | 58.20 | 45.3% | 0.95 | 0.0025 | -0.052 | 235 | 0.4000 | 2.70 | 66 | 54.1% | -0.05 | 0.0025 | -0.059 | |||
| 50.30 | 53.50 | 44.8% | 0.94 | 0.0032 | -0.066 | 240 | 0 | 3.10 | 5 | 16 | 50.0% | -0.06 | 0.0032 | -0.073 | ||
| 45.60 | 48.90 | 43.9% | 0.92 | 0.0040 | -0.082 | 245 | 0.1000 | 3.10 | 3 | 27 | 46.2% | -0.08 | 0.0040 | -0.088 | ||
| 41.00 | 44.40 | 1 | 43.1% | 0.90 | 0.0048 | -0.099 | 250 | 0.4000 | 2.45 | 11 | 101 | 40.8% | -0.10 | 0.0049 | -0.105 | |
| 36.50 | 40.10 | 42.5% | 0.87 | 0.0059 | -0.118 | 255 | 0 | 5.00 | 65 | 43.4% | -0.13 | 0.0059 | -0.123 | |||
| 32.20 | 35.80 | 3 | 41.6% | 0.84 | 0.0069 | -0.138 | 260 | 1.60 | 4.70 | 8 | 80 | 42.2% | -0.16 | 0.0070 | -0.142 | |
| 28.20 | 31.80 | 6 | 41.3% | 0.80 | 0.0080 | -0.157 | 265 | 2.45 | 5.50 | 3 | 60 | 41.2% | -0.20 | 0.0081 | -0.162 | |
| 24.30 | 28.10 | 5 | 40.9% | 0.76 | 0.0091 | -0.176 | 270 | 3.40 | 6.40 | 6 | 91 | 39.8% | -0.25 | 0.0092 | -0.180 | |
| 20.70 | 24.10 | 1 | 51 | 39.7% | 0.71 | 0.0101 | -0.192 | 275 | 4.50 | 8.70 | 40.5% | -0.30 | 0.0102 | -0.196 | ||
| 18.30 | 21.40 | 6 | 23 | 41.8% | 0.65 | 0.0109 | -0.206 | 280 | 6.70 | 10.50 | 1 | 56 | 41.1% | -0.35 | 0.0110 | -0.209 |
| 15.10 | 18.50 | 5 | 9 | 41.2% | 0.60 | 0.0115 | -0.215 | 285 | 8.30 | 12.00 | 1 | 38 | 39.3% | -0.41 | 0.0117 | -0.218 |
| 12.10 | 15.20 | 6 | 54 | 39.5% | 0.54 | 0.0119 | -0.220 | 290 | 11.50 | 14.10 | 1 | 6 | 40.1% | -0.47 | 0.0120 | -0.223 |
| 10.10 | 13.10 | 4 | 11 | 40.3% | 0.48 | 0.0119 | -0.221 | 295 | 14.00 | 16.90 | 1 | 39.9% | -0.53 | 0.0121 | -0.224 | |
| 7.50 | 11.60 | 22 | 77 | 40.1% | 0.42 | 0.0117 | -0.217 | 300 | 16.50 | 19.70 | 38.8% | -0.59 | 0.0119 | -0.219 | ||
| 5.50 | 9.80 | 1 | 13 | 39.6% | 0.37 | 0.0112 | -0.209 | 305 | 19.50 | 22.90 | 38.1% | -0.64 | 0.0114 | -0.211 | ||
| 4.60 | 8.40 | 7 | 94 | 40.7% | 0.31 | 0.0106 | -0.198 | 310 | 23.10 | 27.10 | 39.3% | -0.69 | 0.0108 | -0.200 | ||
| 3.50 | 7.10 | 2 | 11 | 40.9% | 0.27 | 0.0098 | -0.185 | 315 | 27.10 | 30.90 | 39.7% | -0.74 | 0.0100 | -0.186 | ||
| 2.35 | 5.50 | 3 | 25 | 39.7% | 0.23 | 0.0089 | -0.170 | 320 | 31.20 | 35.00 | 40.1% | -0.78 | 0.0091 | -0.171 | ||
| 1.60 | 5.50 | 15 | 41.8% | 0.19 | 0.0080 | -0.154 | 325 | 35.50 | 39.00 | 40.0% | -0.82 | 0.0082 | -0.155 | |||
| 0.5000 | 4.60 | 3 | 8 | 40.5% | 0.16 | 0.0071 | -0.139 | 330 | 39.80 | 43.50 | 40.3% | -0.85 | 0.0073 | -0.140 | ||
| 0 | 3.80 | 1 | 40.0% | 0.13 | 0.0062 | -0.124 | 335 | 44.30 | 47.80 | 39.8% | -0.88 | 0.0065 | -0.124 | |||
| 0 | 3.50 | 10 | 12 | 42.0% | 0.11 | 0.0054 | -0.110 | 340 | 49.10 | 52.40 | 40.6% | -0.90 | 0.0057 | -0.109 | ||
| 0 | 3.30 | 2 | 44.1% | 0.09 | 0.0047 | -0.097 | 345 | 53.80 | 57.10 | 40.6% | -0.92 | 0.0050 | -0.095 | |||
| 0.0500 | 2.55 | 2 | 4 | 44.2% | 0.08 | 0.0040 | -0.085 | 350 | 58.60 | 61.90 | 41.0% | -0.94 | 0.0044 | -0.083 | ||
| 0 | 3.10 | 1 | 1 | 48.6% | 0.06 | 0.0035 | -0.074 | 355 | 63.40 | 66.70 | 40.3% | -0.95 | 0.0039 | -0.075 | ||
| 0.5000 | 1.00 | 43.8% | 0.05 | 0.0030 | -0.065 | 360 | 68.40 | 71.60 | 41.3% | -0.96 | 0.0036 | -0.072 | ||||
| 0 | 4.00 | 1 | 11 | 57.0% | 0.04 | 0.0025 | -0.056 | 365 | 73.30 | 76.50 | -0.98 | 0.0033 | -0.064 | |||
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 — Oct 02, 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.
callsputs