CL chaîne d'options Colgate-Palmolive Company
Cboe delayed options data · au 15:35 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 ±5.5% (88.31–98.61) · ATM IV 23.3% · P/C open interest 0.38
| 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 | |
| 41.40 | 45.40 | 115.6% | 1.00 | 0.0000 | -0.352 | 50 | 0 | 2.15 | 149.1% | -0.01 | 0.0007 | -0.006 | ||||
| 36.40 | 40.40 | 99.1% | 1.00 | 0.0000 | -0.326 | 55 | 0 | 0.1000 | 3 | 75.6% | -0.01 | 0.0010 | -0.006 | |||
| 31.40 | 35.40 | 84.0% | 1.00 | 0.0000 | -0.298 | 60 | 0 | 2.15 | 16 | 112.2% | -0.01 | 0.0014 | -0.007 | |||
| 26.40 | 30.40 | 70.2% | 1.00 | 0.0000 | -0.257 | 65 | 0 | 0.0500 | 139 | 49.2% | -0.01 | 0.0023 | -0.009 | |||
| 21.40 | 25.40 | 57.2% | 1.00 | 0.0000 | -0.191 | 70 | 0 | 1.00 | 88 | 65.8% | -0.02 | 0.0041 | -0.012 | |||
| 16.40 | 20.40 | 12 | 45.1% | 0.99 | 0.0071 | -0.115 | 75 | 0 | 0.2000 | 247 | 38.1% | -0.04 | 0.0072 | -0.015 | ||
| 13.90 | 18.00 | 42.2% | 0.98 | 0.0135 | -0.085 | 77.5 | 0 | 2.00 | 48 | 56.8% | -0.05 | 0.0096 | -0.017 | |||
| 11.50 | 14.70 | 70 | 0.97 | 0.0234 | -0.055 | 80 | 0.2000 | 0.3500 | 1 | 367 | 34.7% | -0.06 | 0.0130 | -0.018 | ||
| 11.10 | 13.20 | 0.96 | 0.0291 | -0.042 | 81 | 0 | 2.40 | 50.0% | -0.07 | 0.0147 | -0.018 | |||||
| 10.00 | 12.40 | 0.95 | 0.0323 | -0.036 | 82 | 0 | 0.7500 | 32.7% | -0.08 | 0.0169 | -0.019 | |||||
| 9.80 | 11.30 | 17 | 0.94 | 0.0334 | -0.034 | 82.5 | 0.2500 | 0.3500 | 651 | 29.8% | -0.08 | 0.0181 | -0.019 | |||
| 9.30 | 10.80 | 0.93 | 0.0344 | -0.031 | 83 | 0 | 0.7500 | 30.3% | -0.09 | 0.0195 | -0.020 | |||||
| 8.40 | 9.90 | 0.91 | 0.0358 | -0.024 | 84 | 0 | 0.7500 | 28.0% | -0.10 | 0.0228 | -0.021 | |||||
| 7.50 | 8.90 | 112 | 0.89 | 0.0355 | -0.021 | 85 | 0.3000 | 0.8500 | 317 | 29.1% | -0.12 | 0.0268 | -0.022 | |||
| 6.60 | 8.10 | 0.86 | 0.0325 | -0.024 | 86 | 0.2000 | 0.9500 | 26.6% | -0.14 | 0.0315 | -0.025 | |||||
| 5.70 | 7.20 | 19.5% | 0.83 | 0.0365 | -0.027 | 87 | 0.5500 | 0.8000 | 25.4% | -0.17 | 0.0368 | -0.028 | ||||
| 5.60 | 6.80 | 1 | 226 | 22.5% | 0.81 | 0.0392 | -0.028 | 87.5 | 0.6000 | 0.8500 | 353 | 24.7% | -0.19 | 0.0396 | -0.029 | |
| 5.00 | 6.50 | 21.8% | 0.79 | 0.0419 | -0.030 | 88 | 0.7000 | 0.9500 | 24.6% | -0.21 | 0.0424 | -0.031 | ||||
| 4.30 | 5.50 | 20.9% | 0.75 | 0.0473 | -0.033 | 89 | 0.9500 | 1.15 | 24.2% | -0.26 | 0.0479 | -0.034 | ||||
| 4.40 | 4.80 | 1 | 790 | 25.4% | 0.70 | 0.0523 | -0.035 | 90 | 1.15 | 1.40 | 8 | 129 | 23.4% | -0.31 | 0.0531 | -0.036 |
| 3.00 | 4.20 | 21.8% | 0.64 | 0.0566 | -0.038 | 91 | 1.50 | 1.80 | 23.6% | -0.36 | 0.0575 | -0.038 | ||||
| 3.10 | 3.40 | 24.1% | 0.58 | 0.0598 | -0.039 | 92 | 1.85 | 2.10 | 22.8% | -0.42 | 0.0609 | -0.040 | ||||
| 2.10 | 3.10 | 1,299 | 20.5% | 0.55 | 0.0610 | -0.039 | 92.5 | 2.05 | 2.35 | 83 | 22.7% | -0.45 | 0.0622 | -0.040 | ||
| 2.60 | 2.80 | 23.8% | 0.52 | 0.0617 | -0.040 | 93 | 2.30 | 2.60 | 22.8% | -0.48 | 0.0630 | -0.040 | ||||
| 2.15 | 2.35 | 23.9% | 0.46 | 0.0620 | -0.039 | 94 | 2.80 | 3.10 | 22.4% | -0.55 | 0.0635 | -0.040 | ||||
| 1.70 | 1.90 | 2 | 1,122 | 23.5% | 0.40 | 0.0607 | -0.038 | 95 | 3.40 | 3.70 | 69 | 22.4% | -0.61 | 0.0624 | -0.039 | |
| 1.00 | 1.55 | 21.8% | 0.34 | 0.0579 | -0.036 | 96 | 4.00 | 5.20 | 26.2% | -0.67 | 0.0600 | -0.037 | ||||
| 1.05 | 1.25 | 23.4% | 0.29 | 0.0540 | -0.033 | 97 | 4.70 | 5.90 | 26.2% | -0.72 | 0.0563 | -0.034 | ||||
| 0.8000 | 1.05 | 1 | 973 | 22.4% | 0.26 | 0.0516 | -0.032 | 97.5 | 5.00 | 6.50 | 9 | 27.1% | -0.75 | 0.0540 | -0.033 | |
| 0.8000 | 1.00 | 23.4% | 0.24 | 0.0491 | -0.030 | 98 | 5.40 | 6.90 | 27.5% | -0.78 | 0.0516 | -0.031 | ||||
| 0.2500 | 0.8000 | 21.0% | 0.20 | 0.0436 | -0.027 | 99 | 6.20 | 7.70 | 27.8% | -0.82 | 0.0463 | -0.028 | ||||
| 0.4500 | 0.6000 | 7 | 915 | 23.2% | 0.17 | 0.0381 | -0.025 | 100 | 7.10 | 8.60 | 1 | 29.0% | -0.85 | 0.0410 | -0.026 | |
| 0 | 0.7500 | 22.8% | 0.14 | 0.0332 | -0.023 | 101 | 8.00 | 9.50 | 29.9% | -0.88 | 0.0360 | -0.024 | ||||
| 0 | 0.7500 | 24.8% | 0.12 | 0.0289 | -0.021 | 102 | 8.90 | 10.40 | 30.6% | -0.90 | 0.0318 | -0.022 | ||||
| 0 | 0.7500 | 26.6% | 0.11 | 0.0254 | -0.020 | 103 | 9.90 | 11.40 | 32.7% | -0.91 | 0.0281 | -0.021 | ||||
| 0 | 2.30 | 40.4% | 0.10 | 0.0224 | -0.020 | 104 | 10.40 | 12.60 | 32.2% | -0.93 | 0.0250 | -0.021 | ||||
| 0 | 2.00 | 590 | 40.5% | 0.09 | 0.0200 | -0.019 | 105 | 10.40 | 13.80 | -0.93 | 0.0223 | -0.020 | ||||
| 0 | 0.1000 | 116 | 26.6% | 0.06 | 0.0124 | -0.017 | 110 | 15.00 | 19.10 | -0.96 | 0.0138 | -0.018 | ||||
| 0 | 2.00 | 213 | 58.8% | 0.05 | 0.0086 | -0.016 | 115 | 20.10 | 24.10 | -0.97 | 0.0092 | -0.016 | ||||
| 0 | 1.00 | 109 | 56.3% | 0.04 | 0.0064 | -0.015 | 120 | 25.10 | 29.10 | -0.98 | 0.0066 | -0.014 | ||||
| 0 | 1.00 | 8 | 63.0% | 0.03 | 0.0050 | -0.015 | 125 | 29.90 | 34.10 | -0.98 | 0.0050 | -0.012 | ||||
| 0 | 2.15 | 82.6% | 0.03 | 0.0040 | -0.014 | 130 | 35.10 | 39.10 | -0.99 | 0.0039 | -0.010 | |||||
| 0 | 0.9500 | 74.5% | 0.02 | 0.0034 | -0.014 | 135 | 40.00 | 44.10 | -0.99 | 0.0030 | -0.007 | |||||
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.
callsputs