DLTR chaîne d'options Dollar Tree, 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 ±22.6% (102.63–162.53) · ATM IV 38.4% · P/C open interest 1.53
| 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 | |
| 61.95 | 64.90 | 10 | 0.98 | 0.0011 | 0.000 | 70 | 0 | 0.7500 | 112 | 47.4% | -0.02 | 0.0011 | -0.006 | |||
| 57.55 | 60.70 | 13 | 44.2% | 0.97 | 0.0015 | 0.000 | 75 | 0 | 1.34 | 43 | 47.8% | -0.03 | 0.0015 | -0.007 | ||
| 52.70 | 56.05 | 6 | 41.9% | 0.96 | 0.0020 | 0.000 | 80 | 0.1700 | 1.56 | 31 | 45.6% | -0.04 | 0.0020 | -0.009 | ||
| 48.05 | 51.50 | 19 | 41.0% | 0.94 | 0.0026 | -0.002 | 85 | 0.5500 | 1.58 | 112 | 43.1% | -0.06 | 0.0026 | -0.012 | ||
| 43.45 | 46.65 | 34 | 38.2% | 0.93 | 0.0034 | -0.006 | 90 | 0.8400 | 2.03 | 27 | 41.7% | -0.07 | 0.0034 | -0.015 | ||
| 39.70 | 42.20 | 6 | 39.7% | 0.90 | 0.0042 | -0.010 | 95 | 1.71 | 2.47 | 18 | 41.5% | -0.10 | 0.0043 | -0.018 | ||
| 35.35 | 38.60 | 37 | 40.2% | 0.87 | 0.0052 | -0.014 | 100 | 2.11 | 3.45 | 2 | 22 | 40.5% | -0.13 | 0.0053 | -0.021 | |
| 32.05 | 34.90 | 23 | 41.5% | 0.84 | 0.0062 | -0.018 | 105 | 3.10 | 5.05 | 47 | 41.3% | -0.16 | 0.0063 | -0.024 | ||
| 28.70 | 31.05 | 78 | 41.3% | 0.80 | 0.0071 | -0.022 | 110 | 3.75 | 6.55 | 5 | 231 | 40.3% | -0.20 | 0.0073 | -0.028 | |
| 24.80 | 27.20 | 6 | 39.3% | 0.76 | 0.0081 | -0.026 | 115 | 5.20 | 8.15 | 14 | 40.1% | -0.25 | 0.0083 | -0.030 | ||
| 21.05 | 24.60 | 50 | 39.1% | 0.71 | 0.0089 | -0.029 | 120 | 6.95 | 9.85 | 40 | 39.7% | -0.30 | 0.0092 | -0.033 | ||
| 18.60 | 21.65 | 20 | 39.4% | 0.66 | 0.0096 | -0.031 | 125 | 9.45 | 11.75 | 16 | 39.9% | -0.35 | 0.0100 | -0.035 | ||
| 16.00 | 18.05 | 30 | 51 | 37.9% | 0.61 | 0.0102 | -0.033 | 130 | 11.35 | 14.25 | 27 | 39.4% | -0.40 | 0.0107 | -0.036 | |
| 13.35 | 16.25 | 13 | 38.1% | 0.56 | 0.0106 | -0.034 | 135 | 13.60 | 16.70 | 16 | 38.6% | -0.46 | 0.0112 | -0.036 | ||
| 10.80 | 14.35 | 88 | 37.7% | 0.51 | 0.0108 | -0.035 | 140 | 16.00 | 19.60 | 25 | 37.9% | -0.51 | 0.0116 | -0.036 | ||
| 9.10 | 12.20 | 139 | 37.4% | 0.45 | 0.0108 | -0.035 | 145 | 19.45 | 22.65 | 124 | 38.1% | -0.57 | 0.0117 | -0.036 | ||
| 7.40 | 9.80 | 150 | 36.1% | 0.41 | 0.0106 | -0.034 | 150 | 22.90 | 25.85 | 128 | 37.8% | -0.62 | 0.0117 | -0.034 | ||
| 6.70 | 8.40 | 128 | 37.0% | 0.36 | 0.0103 | -0.033 | 155 | 26.50 | 29.25 | 112 | 37.4% | -0.67 | 0.0115 | -0.033 | ||
| 5.45 | 7.05 | 23 | 36.7% | 0.31 | 0.0099 | -0.031 | 160 | 30.25 | 32.70 | 5 | 36.6% | -0.72 | 0.0113 | -0.030 | ||
| 4.40 | 5.80 | 1 | 2 | 36.2% | 0.27 | 0.0093 | -0.029 | 165 | 34.35 | 36.45 | 36.1% | -0.77 | 0.0109 | -0.028 | ||
| 3.55 | 5.35 | 2 | 1 | 36.9% | 0.24 | 0.0087 | -0.027 | 170 | 38.10 | 41.65 | 37.0% | -0.81 | 0.0104 | -0.025 | ||
| 2.68 | 4.45 | 36.4% | 0.20 | 0.0080 | -0.024 | 175 | 42.45 | 45.00 | 34.2% | -0.85 | 0.0099 | -0.023 | ||||
| 1.35 | 4.30 | 35.9% | 0.17 | 0.0073 | -0.022 | 180 | 47.05 | 50.50 | 36.9% | -0.89 | 0.0093 | -0.020 | ||||
| 1.51 | 3.40 | 36.4% | 0.15 | 0.0066 | -0.020 | 185 | 51.75 | 55.45 | 38.1% | -0.92 | 0.0083 | -0.017 | ||||
| 0.6700 | 3.20 | 36.0% | 0.13 | 0.0059 | -0.018 | 190 | 56.80 | 59.55 | 36.8% | -0.96 | 0.0088 | -0.012 | ||||
| 0.6600 | 2.53 | 1 | 36.1% | 0.11 | 0.0053 | -0.016 | 195 | 61.95 | 64.95 | 41.3% | -0.98 | 0.0069 | -0.010 | |||
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.