COP chaîne d'options ConocoPhillips
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 ±16.5% (120.56–168.31) · ATM IV 32.3% · P/C open interest 1.34
| 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 | |
| 68.65 | 72.70 | 50.0% | 1.00 | 0.0003 | 0.000 | 75 | 0 | 0.5900 | 26 | 52.2% | -0.01 | 0.0004 | -0.002 | |||
| 64.40 | 66.75 | 1 | 0.99 | 0.0005 | 0.000 | 80 | 0 | 0.2400 | 221 | 41.9% | -0.01 | 0.0006 | -0.003 | |||
| 58.90 | 62.90 | 3 | 43.7% | 0.99 | 0.0008 | 0.000 | 85 | 0 | 0.4800 | 1,429 | 42.0% | -0.01 | 0.0009 | -0.004 | ||
| 54.50 | 57.30 | 5 | 37.4% | 0.98 | 0.0012 | 0.000 | 90 | 0 | 0.5900 | 101 | 39.3% | -0.02 | 0.0013 | -0.005 | ||
| 49.25 | 53.10 | 5 | 38.2% | 0.98 | 0.0017 | 0.000 | 95 | 0 | 0.7200 | 494 | 36.7% | -0.03 | 0.0019 | -0.007 | ||
| 46.85 | 50.80 | 7 | 38.0% | 0.97 | 0.0021 | -0.000 | 97.5 | 0.1400 | 0.6200 | 77 | 35.1% | -0.03 | 0.0022 | -0.008 | ||
| 44.50 | 48.45 | 6 | 43 | 37.5% | 0.96 | 0.0025 | -0.002 | 100 | 0.2300 | 0.7400 | 523 | 34.8% | -0.04 | 0.0026 | -0.010 | |
| 40.50 | 42.95 | 115 | 35.3% | 0.95 | 0.0034 | -0.006 | 105 | 0.4000 | 1.24 | 302 | 34.7% | -0.06 | 0.0036 | -0.013 | ||
| 35.30 | 38.65 | 168 | 32.8% | 0.92 | 0.0046 | -0.010 | 110 | 0.9300 | 1.45 | 276 | 33.7% | -0.08 | 0.0048 | -0.016 | ||
| 31.60 | 34.90 | 89 | 36.3% | 0.89 | 0.0060 | -0.014 | 115 | 1.57 | 2.16 | 1,214 | 33.7% | -0.11 | 0.0062 | -0.020 | ||
| 27.95 | 29.65 | 1 | 173 | 34.0% | 0.85 | 0.0076 | -0.019 | 120 | 2.37 | 2.91 | 11 | 950 | 33.1% | -0.15 | 0.0078 | -0.024 |
| 23.55 | 26.15 | 4 | 477 | 33.3% | 0.81 | 0.0092 | -0.024 | 125 | 3.05 | 3.85 | 44 | 803 | 31.7% | -0.20 | 0.0093 | -0.028 |
| 20.75 | 21.50 | 1 | 250 | 32.5% | 0.75 | 0.0107 | -0.029 | 130 | 4.65 | 5.15 | 51 | 855 | 31.8% | -0.26 | 0.0108 | -0.031 |
| 17.50 | 18.30 | 26 | 450 | 32.3% | 0.69 | 0.0120 | -0.032 | 135 | 6.10 | 6.80 | 21 | 1,145 | 31.2% | -0.32 | 0.0121 | -0.034 |
| 14.65 | 16.40 | 10 | 642 | 33.7% | 0.63 | 0.0130 | -0.035 | 140 | 8.30 | 8.95 | 22 | 119 | 31.5% | -0.38 | 0.0131 | -0.036 |
| 12.05 | 13.65 | 541 | 33.2% | 0.56 | 0.0135 | -0.037 | 145 | 10.85 | 11.20 | 22 | 260 | 31.4% | -0.45 | 0.0137 | -0.037 | |
| 9.90 | 10.50 | 19 | 1,018 | 32.0% | 0.49 | 0.0137 | -0.037 | 150 | 13.55 | 14.25 | 31.6% | -0.52 | 0.0140 | -0.038 | ||
| 7.95 | 8.65 | 25 | 1,244 | 31.9% | 0.43 | 0.0135 | -0.037 | 155 | 16.30 | 17.30 | 31.1% | -0.58 | 0.0139 | -0.037 | ||
| 6.45 | 7.15 | 9 | 245 | 32.1% | 0.37 | 0.0129 | -0.036 | 160 | 18.95 | 21.40 | 1 | 31.0% | -0.65 | 0.0136 | -0.035 | |
| 5.10 | 5.45 | 9 | 147 | 31.6% | 0.32 | 0.0121 | -0.034 | 165 | 22.45 | 25.95 | 1 | 32.1% | -0.70 | 0.0129 | -0.033 | |
| 3.95 | 4.75 | 6 | 32 | 32.1% | 0.27 | 0.0112 | -0.031 | 170 | 26.70 | 29.10 | 31.3% | -0.76 | 0.0121 | -0.030 | ||
| 3.20 | 3.70 | 17 | 28 | 32.1% | 0.22 | 0.0101 | -0.029 | 175 | 30.90 | 33.45 | 31.8% | -0.80 | 0.0111 | -0.027 | ||
| 2.32 | 3.05 | 25 | 107 | 32.0% | 0.19 | 0.0090 | -0.026 | 180 | 35.30 | 37.90 | 32.2% | -0.85 | 0.0099 | -0.023 | ||
| 1.99 | 2.49 | 2 | 686 | 32.7% | 0.15 | 0.0079 | -0.023 | 185 | 39.90 | 42.45 | 32.8% | -0.88 | 0.0086 | -0.019 | ||
| 1.44 | 2.02 | 40 | 32.6% | 0.13 | 0.0069 | -0.020 | 190 | 44.55 | 47.20 | 33.5% | -0.91 | 0.0073 | -0.015 | |||
| 0.9000 | 1.85 | 20 | 32.8% | 0.11 | 0.0060 | -0.018 | 195 | 48.35 | 52.40 | 31.9% | -0.93 | 0.0060 | -0.010 | |||
| 0.9300 | 1.35 | 64 | 33.3% | 0.09 | 0.0052 | -0.015 | 200 | 53.15 | 57.20 | 31.6% | -0.95 | 0.0048 | -0.006 | |||
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 — Mar 19, 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.