D chaîne d'options Dominion Energy, Inc.
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% (64.44–68.79) · ATM IV 16.8% · 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 | |
| 30.40 | 32.80 | 1.00 | 0.0000 | -0.548 | 35 | 0 | 0.0500 | 3 | 126.2% | -0.00 | 0.0001 | -0.000 | ||||
| 27.90 | 30.30 | 1.00 | 0.0000 | -0.544 | 37.5 | 0 | 0.0500 | 1 | 113.5% | -0.00 | 0.0001 | -0.000 | ||||
| 25.40 | 27.80 | 20 | 5 | 1.00 | 0.0000 | -0.540 | 40 | 0 | 0.0500 | 32 | 101.6% | -0.00 | 0.0002 | -0.000 | ||
| 22.90 | 25.30 | 1.00 | 0.0000 | -0.535 | 42.5 | 0 | 0.0500 | 25 | 90.4% | -0.00 | 0.0003 | -0.001 | ||||
| 20.40 | 22.80 | 1.00 | 0.0000 | -0.531 | 45 | 0 | 0.1000 | 89 | 87.3% | -0.00 | 0.0004 | -0.001 | ||||
| 17.90 | 20.30 | 1.00 | 0.0000 | -0.526 | 47.5 | 0 | 0.1000 | 172 | 76.3% | -0.00 | 0.0008 | -0.001 | ||||
| 15.40 | 17.80 | 1.00 | 0.0000 | -0.520 | 50 | 0 | 0.1000 | 263 | 65.8% | -0.00 | 0.0014 | -0.002 | ||||
| 12.90 | 15.30 | 95 | 31 | 1.00 | 0.0000 | -0.512 | 52.5 | 0 | 0.1500 | 296 | 59.4% | -0.01 | 0.0027 | -0.003 | ||
| 10.50 | 12.00 | 75 | 22 | 1.00 | 0.0000 | -0.501 | 55 | 0 | 0.4000 | 264 | 59.5% | -0.01 | 0.0053 | -0.005 | ||
| 8.00 | 10.30 | 840 | 132 | 59.4% | 1.00 | 0.0000 | -0.482 | 57.5 | 0 | 0.2000 | 491 | 41.2% | -0.02 | 0.0112 | -0.007 | |
| 5.50 | 7.00 | 1,680 | 198 | 1.00 | 0.0000 | -0.441 | 60 | 0 | 0.1500 | 807 | 28.9% | -0.05 | 0.0256 | -0.012 | ||
| 2.95 | 4.50 | 2,520 | 1,498 | 1.00 | 0.0000 | -0.333 | 62.5 | 0.1000 | 0.2500 | 11 | 3,068 | 23.3% | -0.12 | 0.0626 | -0.021 | |
| 1.50 | 1.95 | 30 | 1,308 | 19.8% | 0.77 | 0.3348 | -0.053 | 65 | 0.4500 | 0.6000 | 2 | 1,512 | 18.4% | -0.33 | 0.1427 | -0.032 |
| 0.3000 | 0.4500 | 55 | 2,888 | 16.6% | 0.29 | 0.1454 | -0.027 | 67.5 | 1.70 | 1.90 | 2,205 | 16.9% | -0.73 | 0.1524 | -0.027 | |
| 0.0500 | 0.1000 | 8 | 6,940 | 18.6% | 0.08 | 0.0575 | -0.013 | 70 | 3.40 | 4.40 | 1,506 | -0.94 | 0.0541 | -0.010 | ||
| 0 | 0.1500 | 1,376 | 27.2% | 0.03 | 0.0204 | -0.006 | 72.5 | 5.90 | 8.20 | 2 | 48.5% | -0.99 | 0.0146 | -0.001 | ||
| 0 | 0.0500 | 12 | 1,083 | 29.2% | 0.01 | 0.0082 | -0.003 | 75 | 7.40 | 10.70 | 1 | 35.9% | -1.00 | 0.0042 | 0.000 | |
| 0 | 0.0500 | 241 | 35.6% | 0.01 | 0.0037 | -0.002 | 77.5 | 10.00 | 13.20 | 48.0% | -1.00 | 0.0013 | 0.000 | |||
| 0 | 0.2000 | 111 | 51.3% | 0.00 | 0.0019 | -0.001 | 80 | 12.50 | 15.70 | 55.5% | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.4500 | 24 | 74.4% | 0.00 | 0.0006 | -0.000 | 85 | 17.50 | 20.70 | 69.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.4500 | 134 | 87.3% | 0.00 | 0.0002 | -0.000 | 90 | 22.50 | 25.70 | 81.6% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.4500 | 99.2% | 0.00 | 0.0001 | -0.000 | 95 | 27.50 | 30.70 | 93.2% | -1.00 | 0.0000 | 0.000 | ||||
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.