CL chaîne d'options Colgate-Palmolive Company
Cboe delayed options data · au 18:33 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 ±3.3% (86.54–92.44) · ATM IV 19.8% · P/C open interest 0.82
| 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 | |
| 44.00 | 46.40 | 18 | 207.6% | 0.99 | 0.0007 | 0.000 | 45 | 0 | 2.15 | 12 | 238.9% | -0.01 | 0.0007 | -0.015 | ||
| 39.00 | 41.40 | 179.2% | 0.99 | 0.0010 | 0.000 | 50 | 0 | 2.15 | 7 | 207.8% | -0.01 | 0.0010 | -0.017 | |||
| 34.00 | 36.40 | 153.5% | 0.99 | 0.0015 | -0.001 | 55 | 0 | 2.15 | 27 | 179.6% | -0.01 | 0.0015 | -0.018 | |||
| 29.00 | 31.40 | 1 | 129.9% | 0.99 | 0.0022 | -0.005 | 60 | 0 | 2.15 | 177 | 153.5% | -0.01 | 0.0022 | -0.019 | ||
| 24.00 | 26.40 | 6 | 107.9% | 0.98 | 0.0033 | -0.009 | 65 | 0 | 1.55 | 260 | 118.2% | -0.02 | 0.0033 | -0.021 | ||
| 19.30 | 19.80 | 65 | 0.97 | 0.0052 | -0.013 | 70 | 0 | 0.8000 | 573 | 81.8% | -0.03 | 0.0052 | -0.023 | |||
| 14.10 | 16.50 | 64 | 70.8% | 0.96 | 0.0090 | -0.017 | 75 | 0 | 0.0500 | 646 | 89.6% | -0.04 | 0.0090 | -0.025 | ||
| 10.10 | 11.90 | 45.4% | 0.94 | 0.0153 | -0.021 | 79 | 0 | 0.7500 | 47.9% | -0.06 | 0.0154 | -0.026 | ||||
| 9.10 | 10.90 | 184 | 41.9% | 0.94 | 0.0178 | -0.021 | 80 | 0 | 0.2000 | 4,191 | 32.8% | -0.06 | 0.0180 | -0.026 | ||
| 7.80 | 9.90 | 32.5% | 0.93 | 0.0210 | -0.022 | 81 | 0 | 0.7500 | 40.7% | -0.07 | 0.0212 | -0.027 | ||||
| 7.30 | 9.00 | 39.2% | 0.92 | 0.0252 | -0.023 | 82 | 0 | 0.7500 | 50 | 37.1% | -0.08 | 0.0254 | -0.027 | |||
| 6.60 | 8.50 | 34.5% | 0.92 | 0.0278 | -0.024 | 82.5 | 0 | 0.6000 | 1 | 132 | 33.1% | -0.09 | 0.0280 | -0.028 | ||
| 6.30 | 8.00 | 35.4% | 0.91 | 0.0307 | -0.025 | 83 | 0 | 0.7500 | 6 | 33.4% | -0.09 | 0.0310 | -0.028 | |||
| 5.10 | 7.10 | 30.3% | 0.89 | 0.0383 | -0.027 | 84 | 0.1000 | 0.6000 | 29.1% | -0.11 | 0.0387 | -0.030 | ||||
| 4.50 | 5.20 | 218 | 19.6% | 0.86 | 0.0485 | -0.030 | 85 | 0.2000 | 0.3500 | 1 | 679 | 23.5% | -0.14 | 0.0491 | -0.032 | |
| 3.60 | 5.20 | 28.4% | 0.82 | 0.0619 | -0.034 | 86 | 0.2500 | 0.5000 | 8 | 22.1% | -0.18 | 0.0628 | -0.036 | |||
| 3.10 | 3.30 | 20.3% | 0.76 | 0.0776 | -0.039 | 87 | 0.4000 | 0.6000 | 2 | 20.4% | -0.24 | 0.0788 | -0.041 | |||
| 2.70 | 2.90 | 515 | 19.8% | 0.72 | 0.0855 | -0.042 | 87.5 | 0.6000 | 0.8000 | 2 | 883 | 21.6% | -0.28 | 0.0869 | -0.043 | |
| 2.30 | 2.55 | 1 | 19.4% | 0.68 | 0.0929 | -0.044 | 88 | 0.6500 | 0.9500 | 3 | 4 | 20.6% | -0.32 | 0.0945 | -0.046 | |
| 1.65 | 1.95 | 19.4% | 0.58 | 0.1040 | -0.048 | 89 | 1.00 | 1.30 | 5 | 31 | 20.1% | -0.42 | 0.1062 | -0.049 | ||
| 1.10 | 1.45 | 1 | 2,215 | 19.3% | 0.48 | 0.1078 | -0.048 | 90 | 1.60 | 1.80 | 2 | 1,691 | 20.9% | -0.53 | 0.1104 | -0.049 |
| 0.7500 | 1.05 | 15 | 19 | 19.7% | 0.37 | 0.1032 | -0.045 | 91 | 2.15 | 2.40 | 5 | 20.6% | -0.64 | 0.1062 | -0.046 | |
| 0.5000 | 0.7500 | 17 | 20.2% | 0.28 | 0.0912 | -0.040 | 92 | 2.90 | 3.10 | 38 | 21.1% | -0.74 | 0.0943 | -0.041 | ||
| 0.4000 | 0.6000 | 1 | 1,367 | 20.2% | 0.24 | 0.0835 | -0.037 | 92.5 | 2.85 | 3.80 | 1 | 504 | 20.0% | -0.78 | 0.0864 | -0.037 |
| 0.3000 | 0.5500 | 17 | 20.7% | 0.20 | 0.0752 | -0.034 | 93 | 2.80 | 4.30 | 5 | 15.5% | -0.82 | 0.0776 | -0.034 | ||
| 0.2000 | 0.4000 | 19 | 21.6% | 0.15 | 0.0590 | -0.028 | 94 | 3.60 | 5.20 | 6 | -0.87 | 0.0622 | -0.027 | |||
| 0.1000 | 0.2500 | 48 | 1,952 | 21.2% | 0.11 | 0.0458 | -0.024 | 95 | 4.50 | 6.00 | 80 | -0.91 | 0.0519 | -0.023 | ||
| 0 | 0.7000 | 29 | 29.1% | 0.09 | 0.0361 | -0.022 | 96 | 5.40 | 7.00 | -0.94 | 0.0443 | -0.020 | ||||
| 0 | 0.4000 | 144 | 27.6% | 0.07 | 0.0290 | -0.020 | 97 | 6.30 | 8.10 | -0.95 | 0.0365 | -0.020 | ||||
| 0.0500 | 0.1500 | 1,361 | 24.9% | 0.07 | 0.0262 | -0.019 | 97.5 | 7.70 | 8.40 | 12 | 28.2% | -0.96 | 0.0333 | -0.021 | ||
| 0 | 0.8000 | 36.4% | 0.06 | 0.0238 | -0.019 | 98 | 7.30 | 9.00 | -0.96 | 0.0304 | -0.021 | |||||
| 0 | 0.7500 | 38.6% | 0.05 | 0.0199 | -0.018 | 99 | 8.30 | 10.00 | -0.97 | 0.0258 | -0.021 | |||||
| 0 | 0.1500 | 3 | 2,402 | 29.1% | 0.05 | 0.0169 | -0.017 | 100 | 9.30 | 11.10 | 53 | -0.98 | 0.0208 | -0.022 | ||
| 0 | 0.7500 | 44.0% | 0.04 | 0.0146 | -0.016 | 101 | 10.30 | 11.90 | -0.98 | 0.0168 | -0.024 | |||||
| 0 | 0.7500 | 46.7% | 0.04 | 0.0127 | -0.015 | 102 | 11.30 | 13.10 | -0.99 | 0.0138 | -0.025 | |||||
| 0 | 0.7500 | 6 | 49.2% | 0.03 | 0.0111 | -0.015 | 103 | 12.20 | 14.50 | -0.99 | 0.0115 | -0.026 | ||||
| 0 | 0.7500 | 1,087 | 54.2% | 0.03 | 0.0088 | -0.014 | 105 | 13.70 | 17.10 | -0.99 | 0.0082 | -0.028 | ||||
| 0 | 0.7500 | 267 | 65.8% | 0.02 | 0.0054 | -0.012 | 110 | 18.70 | 21.60 | -1.00 | 0.0036 | -0.033 | ||||
| 0 | 0.6000 | 27 | 73.1% | 0.01 | 0.0037 | -0.011 | 115 | 23.70 | 26.30 | -1.00 | 0.0017 | -0.036 | ||||
| 0 | 0.9500 | 173 | 90.7% | 0.01 | 0.0027 | -0.010 | 120 | 28.70 | 31.30 | -1.00 | 0.0008 | -0.038 | ||||
| 0 | 1.15 | 2 | 104.3% | 0.01 | 0.0021 | -0.009 | 125 | 33.70 | 36.50 | -1.00 | 0.0004 | -0.040 | ||||
| 0 | 1.20 | 2 | 114.5% | 0.01 | 0.0017 | -0.009 | 130 | 38.70 | 41.50 | -1.00 | 0.0003 | -0.041 | ||||
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 18, 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