CVX chaîne d'options Chevron Corporation
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 ±6.5% (198.16–225.66) · ATM IV 25.3% · P/C open interest 0.67
| 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 | |
| 100.35 | 104.45 | 89.0% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.13 | 122.0% | -0.00 | 0.0001 | -0.003 | ||||
| 95.35 | 99.45 | 83.6% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.13 | 114.8% | -0.00 | 0.0001 | -0.004 | ||||
| 90.40 | 94.50 | 78.4% | 1.00 | 0.0002 | 0.000 | 120 | 0 | 2.13 | 107.8% | -0.00 | 0.0002 | -0.004 | ||||
| 85.40 | 89.50 | 73.4% | 1.00 | 0.0002 | 0.000 | 125 | 0 | 2.13 | 101.2% | -0.00 | 0.0002 | -0.005 | ||||
| 80.45 | 84.55 | 68.6% | 1.00 | 0.0003 | 0.000 | 130 | 0 | 2.13 | 94.8% | -0.00 | 0.0003 | -0.005 | ||||
| 75.45 | 79.55 | 63.9% | 1.00 | 0.0003 | 0.000 | 135 | 0 | 2.13 | 88.6% | -0.00 | 0.0003 | -0.006 | ||||
| 70.50 | 74.60 | 59.4% | 0.99 | 0.0004 | 0.000 | 140 | 0 | 2.14 | 82.7% | -0.00 | 0.0004 | -0.006 | ||||
| 65.70 | 69.60 | 59.2% | 0.99 | 0.0005 | -0.000 | 145 | 0 | 2.14 | 76.9% | -0.01 | 0.0005 | -0.007 | ||||
| 60.55 | 64.65 | 50.7% | 0.99 | 0.0006 | -0.002 | 150 | 0 | 0.0400 | 40.0% | -0.01 | 0.0006 | -0.008 | ||||
| 55.60 | 59.65 | 54.2% | 0.99 | 0.0008 | -0.003 | 155 | 0 | 1.00 | 56.3% | -0.01 | 0.0008 | -0.009 | ||||
| 50.60 | 54.70 | 43.4% | 0.99 | 0.0011 | -0.005 | 160 | 0 | 0.7100 | 48.4% | -0.01 | 0.0011 | -0.010 | ||||
| 45.70 | 49.75 | 40.9% | 0.99 | 0.0014 | -0.007 | 165 | 0 | 0.2200 | 36.6% | -0.01 | 0.0014 | -0.012 | ||||
| 40.75 | 44.80 | 37.4% | 0.98 | 0.0020 | -0.010 | 170 | 0 | 1.55 | 46.2% | -0.02 | 0.0020 | -0.014 | ||||
| 36.25 | 39.90 | 38.6% | 0.97 | 0.0028 | -0.014 | 175 | 0 | 0.3100 | 3 | 30.6% | -0.03 | 0.0028 | -0.018 | |||
| 32.00 | 34.35 | 35.0% | 0.96 | 0.0041 | -0.019 | 180 | 0.0600 | 0.3900 | 1 | 5 | 28.4% | -0.04 | 0.0041 | -0.022 | ||
| 27.65 | 29.60 | 34.6% | 0.94 | 0.0060 | -0.027 | 185 | 0.3700 | 0.5900 | 1 | 32 | 28.5% | -0.06 | 0.0061 | -0.030 | ||
| 23.05 | 24.85 | 2 | 31.9% | 0.91 | 0.0089 | -0.038 | 190 | 0.5200 | 1.00 | 8 | 25 | 26.9% | -0.09 | 0.0090 | -0.041 | |
| 18.55 | 20.70 | 30.6% | 0.86 | 0.0126 | -0.052 | 195 | 0.9900 | 1.64 | 41 | 5 | 26.2% | -0.14 | 0.0127 | -0.055 | ||
| 14.65 | 16.25 | 1 | 2 | 28.8% | 0.78 | 0.0167 | -0.068 | 200 | 1.83 | 2.57 | 10 | 11 | 25.6% | -0.22 | 0.0169 | -0.070 |
| 10.90 | 12.50 | 17 | 27.4% | 0.69 | 0.0204 | -0.081 | 205 | 3.10 | 4.20 | 9 | 29 | 25.6% | -0.32 | 0.0208 | -0.084 | |
| 7.15 | 9.50 | 27 | 23 | 25.8% | 0.58 | 0.0229 | -0.090 | 210 | 5.05 | 5.80 | 10 | 8 | 24.8% | -0.43 | 0.0234 | -0.092 |
| 5.70 | 6.15 | 505 | 22 | 25.9% | 0.46 | 0.0233 | -0.091 | 215 | 7.45 | 8.40 | 2 | 2 | 24.4% | -0.55 | 0.0240 | -0.093 |
| 3.45 | 4.35 | 25 | 45 | 25.3% | 0.35 | 0.0217 | -0.086 | 220 | 10.30 | 11.45 | 23.5% | -0.66 | 0.0225 | -0.088 | ||
| 2.45 | 3.00 | 8 | 38 | 26.2% | 0.26 | 0.0187 | -0.075 | 225 | 14.05 | 15.60 | 24.4% | -0.76 | 0.0197 | -0.078 | ||
| 1.45 | 2.00 | 5 | 32 | 26.2% | 0.18 | 0.0152 | -0.062 | 230 | 17.80 | 19.90 | 23.5% | -0.84 | 0.0162 | -0.065 | ||
| 1.03 | 1.40 | 4 | 27.4% | 0.13 | 0.0117 | -0.050 | 235 | 22.40 | 24.45 | 23.6% | -0.90 | 0.0128 | -0.051 | |||
| 0.4800 | 0.8400 | 1 | 26.6% | 0.09 | 0.0088 | -0.040 | 240 | 27.05 | 29.30 | -0.94 | 0.0103 | -0.042 | ||||
| 0.2900 | 0.8700 | 29.1% | 0.07 | 0.0067 | -0.033 | 245 | 31.15 | 35.10 | -0.96 | 0.0088 | -0.043 | |||||
| 0.0900 | 1.05 | 2 | 32.1% | 0.05 | 0.0051 | -0.028 | 250 | 36.15 | 40.10 | -0.98 | 0.0059 | -0.039 | ||||
| 0 | 0.7500 | 32.4% | 0.04 | 0.0040 | -0.024 | 255 | 41.10 | 45.10 | -0.99 | 0.0035 | -0.021 | |||||
| 0 | 2.29 | 44.3% | 0.03 | 0.0032 | -0.021 | 260 | 46.05 | 50.10 | -1.00 | 0.0015 | -0.020 | |||||
| 0 | 1.35 | 42.2% | 0.03 | 0.0026 | -0.018 | 265 | 51.05 | 55.10 | -1.00 | 0.0004 | -0.020 | |||||
| 0 | 2.20 | 49.9% | 0.02 | 0.0021 | -0.016 | 270 | 56.05 | 60.10 | -1.00 | 0.0000 | -0.020 | |||||
| 0 | 2.18 | 52.6% | 0.02 | 0.0018 | -0.015 | 275 | 61.05 | 65.10 | -1.00 | 0.0000 | -0.020 | |||||
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 09, 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.