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 ±12.5% (185.46–238.36) · ATM IV 25.8% · P/C open interest 0.91
| 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 | |
| 100.95 | 105.10 | 59.5% | 1.00 | 0.0002 | 0.000 | 110 | 0.0200 | 0.2100 | 1,163 | 45.7% | -0.01 | 0.0003 | -0.003 | |||
| 96.00 | 100.00 | 55.9% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 0.3000 | 469 | 44.3% | -0.01 | 0.0003 | -0.004 | |||
| 91.05 | 95.15 | 7 | 52.8% | 0.99 | 0.0003 | 0.000 | 120 | 0.0400 | 0.1600 | 1,615 | 39.0% | -0.01 | 0.0004 | -0.004 | ||
| 86.20 | 90.30 | 4 | 47.9% | 0.99 | 0.0004 | 0.000 | 125 | 0 | 0.3800 | 1,427 | 40.1% | -0.01 | 0.0005 | -0.005 | ||
| 81.20 | 85.25 | 25 | 44.8% | 0.99 | 0.0005 | 0.000 | 130 | 0.0500 | 0.4300 | 1 | 1,598 | 38.7% | -0.01 | 0.0007 | -0.006 | |
| 77.20 | 79.85 | 297 | 44.6% | 0.99 | 0.0006 | 0.000 | 135 | 0.2000 | 0.6400 | 12 | 2,455 | 39.3% | -0.02 | 0.0008 | -0.006 | |
| 72.30 | 75.10 | 655 | 41.8% | 0.99 | 0.0009 | 0.000 | 140 | 0.2500 | 0.7400 | 5 | 2,565 | 37.6% | -0.02 | 0.0010 | -0.007 | |
| 67.40 | 70.25 | 548 | 39.6% | 0.98 | 0.0011 | 0.000 | 145 | 0.3500 | 0.6200 | 47 | 3,417 | 34.8% | -0.02 | 0.0013 | -0.009 | |
| 62.65 | 64.70 | 615 | 35.7% | 0.98 | 0.0015 | 0.000 | 150 | 0.5000 | 0.6200 | 39 | 5,086 | 33.1% | -0.03 | 0.0017 | -0.010 | |
| 57.90 | 59.85 | 1,564 | 34.3% | 0.97 | 0.0019 | 0.000 | 155 | 0.4700 | 0.9500 | 24 | 2,794 | 31.9% | -0.04 | 0.0021 | -0.012 | |
| 53.15 | 55.05 | 1,642 | 32.8% | 0.96 | 0.0025 | 0.000 | 160 | 0.8100 | 0.9500 | 1 | 1,970 | 30.6% | -0.05 | 0.0027 | -0.015 | |
| 48.65 | 50.85 | 10 | 1,383 | 33.5% | 0.94 | 0.0032 | -0.003 | 165 | 1.04 | 1.22 | 5 | 1,652 | 29.5% | -0.07 | 0.0034 | -0.017 |
| 42.90 | 46.80 | 16 | 2,250 | 30.8% | 0.92 | 0.0041 | -0.008 | 170 | 1.39 | 1.57 | 6 | 2,276 | 28.7% | -0.08 | 0.0042 | -0.021 |
| 39.80 | 41.20 | 4 | 1,489 | 30.3% | 0.90 | 0.0051 | -0.013 | 175 | 1.85 | 2.06 | 3 | 2,380 | 28.0% | -0.11 | 0.0052 | -0.024 |
| 35.10 | 36.90 | 2 | 3,135 | 28.8% | 0.87 | 0.0063 | -0.019 | 180 | 2.50 | 2.80 | 10 | 2,807 | 27.6% | -0.14 | 0.0063 | -0.028 |
| 31.05 | 33.40 | 26 | 8,081 | 29.3% | 0.83 | 0.0074 | -0.025 | 185 | 3.35 | 3.70 | 30 | 7,261 | 27.2% | -0.18 | 0.0075 | -0.033 |
| 27.30 | 29.40 | 45 | 4,335 | 28.7% | 0.79 | 0.0086 | -0.030 | 190 | 4.35 | 4.70 | 12 | 1,355 | 26.6% | -0.22 | 0.0087 | -0.037 |
| 23.90 | 25.15 | 2 | 4,033 | 27.8% | 0.74 | 0.0097 | -0.035 | 195 | 5.60 | 6.45 | 103 | 1,360 | 26.8% | -0.27 | 0.0098 | -0.041 |
| 20.45 | 22.00 | 24 | 6,564 | 27.5% | 0.69 | 0.0106 | -0.039 | 200 | 7.25 | 8.00 | 249 | 1,905 | 26.4% | -0.32 | 0.0108 | -0.044 |
| 13.90 | 15.75 | 98 | 11.9K | 25.8% | 0.57 | 0.0118 | -0.045 | 210 | 11.30 | 11.95 | 24 | 575 | 25.7% | -0.44 | 0.0121 | -0.047 |
| 10.40 | 10.80 | 77 | 4,305 | 26.3% | 0.46 | 0.0119 | -0.046 | 220 | 16.50 | 17.40 | 3 | 790 | 25.2% | -0.56 | 0.0123 | -0.046 |
| 7.05 | 7.55 | 112 | 2,984 | 26.4% | 0.35 | 0.0111 | -0.044 | 230 | 23.10 | 24.45 | 5 | 81 | 25.5% | -0.67 | 0.0114 | -0.040 |
| 4.70 | 5.25 | 45 | 1,047 | 26.7% | 0.26 | 0.0096 | -0.039 | 240 | 30.80 | 31.95 | 71 | 25.3% | -0.76 | 0.0097 | -0.032 | |
| 3.10 | 3.40 | 44 | 2,176 | 26.8% | 0.19 | 0.0079 | -0.033 | 250 | 38.85 | 40.70 | 9 | 25.2% | -0.84 | 0.0078 | -0.022 | |
| 2.04 | 2.38 | 75 | 542 | 27.3% | 0.13 | 0.0062 | -0.026 | 260 | 48.05 | 49.50 | 3 | 25.1% | -0.89 | 0.0064 | -0.014 | |
| 1.35 | 1.49 | 11 | 263 | 27.5% | 0.09 | 0.0047 | -0.021 | 270 | 57.10 | 59.35 | -0.94 | 0.0064 | -0.010 | |||
| 0.8900 | 1.05 | 37 | 209 | 28.1% | 0.07 | 0.0036 | -0.017 | 280 | 66.10 | 70.00 | -0.98 | 0.0057 | -0.020 | |||
| 0.5000 | 1.08 | 220 | 29.6% | 0.05 | 0.0027 | -0.013 | 290 | 76.05 | 80.00 | -1.00 | 0.0007 | -0.052 | ||||
| 0.4100 | 0.5600 | 104 | 624 | 29.4% | 0.04 | 0.0021 | -0.010 | 300 | 86.05 | 90.10 | -1.00 | 0.0000 | -0.057 | |||
| 0.2300 | 0.5400 | 2 | 520 | 30.6% | 0.03 | 0.0016 | -0.009 | 310 | 96.05 | 100.10 | -1.00 | 0.0000 | -0.057 | |||
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 — Jan 15, 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.