DG chaîne d'options Dollar General 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 ±19.3% (107.50–159.04) · ATM IV 37.6% · P/C open interest 2.67
| 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 | |
| 62.25 | 65.70 | 3 | 0.99 | 0.0008 | 0.000 | 70 | 0.0100 | 0.5300 | 68 | 51.5% | -0.01 | 0.0008 | -0.004 | |||
| 57.40 | 60.90 | 1 | 0.98 | 0.0011 | 0.000 | 75 | 0.0600 | 0.4200 | 48 | 74 | 45.8% | -0.02 | 0.0011 | -0.006 | ||
| 53.55 | 55.95 | 6 | 45.5% | 0.97 | 0.0016 | 0.000 | 80 | 0.2400 | 0.7500 | 48 | 46.8% | -0.03 | 0.0016 | -0.008 | ||
| 48.65 | 51.30 | 2 | 43.0% | 0.96 | 0.0022 | -0.003 | 85 | 0.4000 | 0.9800 | 279 | 45.0% | -0.04 | 0.0023 | -0.011 | ||
| 44.05 | 46.70 | 3 | 42.3% | 0.94 | 0.0031 | -0.007 | 90 | 0.7200 | 1.31 | 63 | 44.0% | -0.06 | 0.0031 | -0.014 | ||
| 39.65 | 42.20 | 1 | 41.9% | 0.92 | 0.0040 | -0.011 | 95 | 1.11 | 1.64 | 40 | 42.3% | -0.08 | 0.0041 | -0.018 | ||
| 35.50 | 37.95 | 6 | 42.0% | 0.89 | 0.0051 | -0.016 | 100 | 1.78 | 2.31 | 39 | 42.1% | -0.11 | 0.0052 | -0.022 | ||
| 31.50 | 33.80 | 2 | 41.5% | 0.86 | 0.0062 | -0.021 | 105 | 2.49 | 3.05 | 22 | 41.0% | -0.14 | 0.0064 | -0.026 | ||
| 27.65 | 29.90 | 22 | 41.0% | 0.82 | 0.0075 | -0.026 | 110 | 3.50 | 4.20 | 1 | 32 | 40.8% | -0.18 | 0.0076 | -0.030 | |
| 23.75 | 26.50 | 6 | 39 | 40.5% | 0.78 | 0.0087 | -0.030 | 115 | 3.95 | 5.65 | 745 | 39.0% | -0.23 | 0.0089 | -0.034 | |
| 20.40 | 23.10 | 14 | 20 | 40.0% | 0.73 | 0.0098 | -0.034 | 120 | 6.25 | 7.00 | 109 | 39.6% | -0.28 | 0.0100 | -0.038 | |
| 17.70 | 19.80 | 105 | 39.8% | 0.67 | 0.0107 | -0.038 | 125 | 8.10 | 9.05 | 234 | 39.5% | -0.34 | 0.0111 | -0.040 | ||
| 14.55 | 16.60 | 496 | 38.3% | 0.61 | 0.0114 | -0.040 | 130 | 9.40 | 11.20 | 476 | 37.8% | -0.40 | 0.0118 | -0.042 | ||
| 12.00 | 13.80 | 48 | 37.4% | 0.56 | 0.0119 | -0.042 | 135 | 11.95 | 13.80 | 1 | 163 | 37.8% | -0.46 | 0.0123 | -0.043 | |
| 9.85 | 11.80 | 25 | 37.5% | 0.50 | 0.0121 | -0.042 | 140 | 15.45 | 16.65 | 15 | 38.6% | -0.52 | 0.0126 | -0.043 | ||
| 7.95 | 9.75 | 21 | 37.0% | 0.44 | 0.0120 | -0.041 | 145 | 18.55 | 19.70 | 38.4% | -0.58 | 0.0125 | -0.042 | |||
| 7.00 | 8.40 | 22 | 38.2% | 0.39 | 0.0117 | -0.040 | 150 | 21.10 | 23.15 | 5 | 37.0% | -0.63 | 0.0123 | -0.040 | ||
| 4.95 | 6.90 | 24 | 36.8% | 0.34 | 0.0112 | -0.038 | 155 | 25.60 | 26.85 | 8 | 38.4% | -0.69 | 0.0118 | -0.037 | ||
| 3.75 | 5.70 | 2 | 5 | 36.5% | 0.29 | 0.0105 | -0.036 | 160 | 29.30 | 31.00 | 38.5% | -0.74 | 0.0113 | -0.035 | ||
| 3.50 | 4.70 | 3 | 37.5% | 0.25 | 0.0097 | -0.033 | 165 | 32.75 | 35.10 | 37.3% | -0.78 | 0.0107 | -0.032 | |||
| 2.82 | 3.60 | 3 | 7 | 37.1% | 0.21 | 0.0089 | -0.030 | 170 | 37.00 | 39.20 | 36.7% | -0.82 | 0.0102 | -0.029 | ||
| 2.27 | 2.98 | 16 | 37.3% | 0.18 | 0.0080 | -0.027 | 175 | 41.45 | 43.70 | 4 | 36.8% | -0.86 | 0.0096 | -0.027 | ||
| 1.79 | 2.60 | 10 | 37.8% | 0.15 | 0.0072 | -0.024 | 180 | 46.05 | 48.45 | 37.2% | -0.90 | 0.0091 | -0.024 | |||
| 1.39 | 2.18 | 47 | 37.9% | 0.12 | 0.0063 | -0.021 | 185 | 50.75 | 53.10 | 36.6% | -0.93 | 0.0090 | -0.020 | |||
| 1.02 | 1.63 | 39 | 37.2% | 0.10 | 0.0055 | -0.019 | 190 | 55.60 | 58.20 | 38.6% | -0.96 | 0.0082 | -0.023 | |||
| 0.9200 | 1.33 | 1 | 37.8% | 0.09 | 0.0048 | -0.016 | 195 | 60.50 | 63.20 | 39.9% | -0.98 | 0.0053 | -0.022 | |||
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.