DVN chaîne d'options Devon Energy Corporation
Cboe delayed options data · au 15:34 UTC
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 ±5.5% (46.16–51.56) · ATM IV 32.8% · P/C open interest 0.26
| 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 | |
| 23.65 | 24.35 | 39 | 177.4% | 1.00 | 0.0001 | 0.000 | 25 | 0 | 0.1600 | 155 | 158.1% | -0.00 | 0.0002 | -0.001 | ||
| 21.15 | 21.90 | 55 | 159.2% | 1.00 | 0.0002 | 0.000 | 27.5 | 0 | 0.1600 | 827 | 137.6% | -0.00 | 0.0004 | -0.001 | ||
| 18.70 | 19.85 | 180 | 168.7% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 0.1600 | 895 | 118.8% | -0.00 | 0.0008 | -0.002 | ||
| 16.20 | 17.35 | 1,435 | 145.5% | 1.00 | 0.0008 | 0.000 | 32.5 | 0 | 0.1600 | 1,174 | 101.3% | -0.00 | 0.0014 | -0.002 | ||
| 13.70 | 14.10 | 1,820 | 59.4% | 1.00 | 0.0016 | 0.000 | 35 | 0 | 0.0200 | 3,113 | 63.9% | -0.01 | 0.0027 | -0.003 | ||
| 11.70 | 12.85 | 107.4% | 0.99 | 0.0030 | 0.000 | 37 | 0 | 0.1600 | 72.5% | -0.01 | 0.0046 | -0.005 | ||||
| 11.20 | 12.05 | 1,290 | 91.7% | 0.99 | 0.0034 | 0.000 | 37.5 | 0.0100 | 0.0800 | 2 | 3,166 | 63.2% | -0.01 | 0.0053 | -0.005 | |
| 10.70 | 11.90 | 100.9% | 0.99 | 0.0040 | 0.000 | 38 | 0 | 0.1700 | 67.2% | -0.01 | 0.0061 | -0.006 | ||||
| 9.70 | 10.40 | 73.8% | 0.99 | 0.0054 | 0.000 | 39 | 0 | 0.1700 | 61.2% | -0.02 | 0.0081 | -0.006 | ||||
| 8.75 | 9.40 | 1,805 | 69.3% | 0.99 | 0.0075 | -0.001 | 40 | 0.0100 | 0.1000 | 5,586 | 51.1% | -0.02 | 0.0108 | -0.008 | ||
| 7.70 | 8.40 | 1 | 60.4% | 0.98 | 0.0106 | -0.002 | 41 | 0 | 0.1900 | 7 | 50.5% | -0.03 | 0.0148 | -0.009 | ||
| 6.75 | 7.80 | 7 | 68.2% | 0.97 | 0.0153 | -0.005 | 42 | 0 | 0.2000 | 54 | 45.1% | -0.04 | 0.0207 | -0.011 | ||
| 6.25 | 7.20 | 3,605 | 61.7% | 0.97 | 0.0188 | -0.006 | 42.5 | 0.0500 | 0.1500 | 3,629 | 42.2% | -0.05 | 0.0247 | -0.012 | ||
| 5.65 | 6.45 | 47.2% | 0.96 | 0.0231 | -0.008 | 43 | 0.0100 | 0.2300 | 37 | 40.9% | -0.06 | 0.0297 | -0.014 | |||
| 5.25 | 5.95 | 1 | 47.3% | 0.95 | 0.0288 | -0.010 | 43.5 | 0.0100 | 0.2500 | 57 | 38.6% | -0.07 | 0.0358 | -0.016 | ||
| 4.80 | 5.45 | 18 | 45.3% | 0.94 | 0.0358 | -0.013 | 44 | 0.0100 | 0.2700 | 301 | 36.1% | -0.09 | 0.0433 | -0.018 | ||
| 4.30 | 4.95 | 41.8% | 0.92 | 0.0445 | -0.016 | 44.5 | 0.0100 | 0.3100 | 44 | 34.2% | -0.11 | 0.0520 | -0.021 | |||
| 3.95 | 4.25 | 1 | 5,890 | 37.0% | 0.90 | 0.0548 | -0.019 | 45 | 0.1400 | 0.3500 | 8,174 | 35.3% | -0.13 | 0.0619 | -0.024 | |
| 3.40 | 4.00 | 11 | 38.2% | 0.87 | 0.0666 | -0.023 | 45.5 | 0.1200 | 0.4300 | 53 | 33.0% | -0.17 | 0.0729 | -0.027 | ||
| 2.85 | 3.75 | 6 | 38.2% | 0.84 | 0.0795 | -0.028 | 46 | 0.2100 | 0.4800 | 107 | 32.0% | -0.20 | 0.0843 | -0.031 | ||
| 2.57 | 3.15 | 3 | 36.2% | 0.79 | 0.0926 | -0.032 | 46.5 | 0.3200 | 0.5900 | 56 | 31.8% | -0.25 | 0.0956 | -0.034 | ||
| 2.19 | 2.77 | 2,685 | 35.8% | 0.74 | 0.1051 | -0.036 | 47 | 0.4700 | 0.7200 | 1 | 569 | 31.7% | -0.30 | 0.1058 | -0.037 | |
| 1.90 | 2.25 | 1 | 61.8K | 33.8% | 0.69 | 0.1160 | -0.040 | 47.5 | 0.6800 | 0.8700 | 1 | 2,963 | 32.0% | -0.35 | 0.1144 | -0.040 |
| 1.52 | 1.97 | 3 | 142 | 33.3% | 0.63 | 0.1242 | -0.042 | 48 | 0.8100 | 1.08 | 38 | 31.1% | -0.41 | 0.1204 | -0.041 | |
| 1.32 | 1.70 | 67 | 34.6% | 0.56 | 0.1291 | -0.044 | 48.5 | 0.9000 | 1.32 | 85 | 29.4% | -0.47 | 0.1234 | -0.042 | ||
| 1.09 | 1.42 | 26 | 2,094 | 34.5% | 0.50 | 0.1302 | -0.045 | 49 | 1.28 | 1.61 | 16 | 31.1% | -0.54 | 0.1232 | -0.042 | |
| 0.8900 | 1.18 | 6 | 403 | 34.5% | 0.43 | 0.1275 | -0.044 | 49.5 | 1.53 | 1.97 | 33 | 31.4% | -0.59 | 0.1198 | -0.041 | |
| 0.7200 | 0.9000 | 14 | 8,262 | 33.6% | 0.37 | 0.1216 | -0.042 | 50 | 1.86 | 2.34 | 805 | 32.0% | -0.65 | 0.1138 | -0.039 | |
| 0.4200 | 0.7000 | 379 | 35.0% | 0.27 | 0.1033 | -0.037 | 51 | 2.47 | 3.05 | 29.7% | -0.75 | 0.0965 | -0.033 | |||
| 0.2100 | 0.5100 | 157 | 35.5% | 0.18 | 0.0814 | -0.030 | 52 | 3.30 | 3.85 | 28.7% | -0.83 | 0.0764 | -0.026 | |||
| 0.1800 | 0.3100 | 2 | 2,887 | 34.0% | 0.15 | 0.0706 | -0.026 | 52.5 | 3.70 | 4.30 | 2 | 2,038 | 27.2% | -0.86 | 0.0665 | -0.023 |
| 0.0800 | 0.3900 | 89 | 36.4% | 0.12 | 0.0606 | -0.023 | 53 | 3.90 | 4.75 | 1 | -0.88 | 0.0572 | -0.019 | |||
| 0.0100 | 0.2900 | 95 | 37.1% | 0.08 | 0.0430 | -0.016 | 54 | 5.00 | 5.75 | -0.93 | 0.0408 | -0.013 | ||||
| 0.0400 | 0.1000 | 22.9K | 35.6% | 0.05 | 0.0293 | -0.011 | 55 | 5.95 | 6.65 | 5 | -0.95 | 0.0279 | -0.008 | |||
| 0 | 0.2300 | 2 | 43.8% | 0.03 | 0.0194 | -0.008 | 56 | 6.95 | 7.65 | -0.97 | 0.0185 | -0.004 | ||||
| 0 | 0.2100 | 47.2% | 0.02 | 0.0126 | -0.005 | 57 | 7.60 | 8.60 | -0.98 | 0.0121 | -0.001 | |||||
| 0 | 0.2000 | 1,694 | 48.7% | 0.01 | 0.0102 | -0.004 | 57.5 | 8.45 | 9.10 | 1 | -0.99 | 0.0097 | 0.000 | |||
| 0 | 0.0900 | 44.1% | 0.01 | 0.0082 | -0.003 | 58 | 8.95 | 9.60 | -0.99 | 0.0078 | 0.000 | |||||
| 0 | 0.0100 | 8,181 | 38.7% | 0.00 | 0.0036 | -0.002 | 60 | 10.90 | 11.60 | -0.99 | 0.0034 | 0.000 | ||||
| 0 | 0.1700 | 1,923 | 73.6% | 0.00 | 0.0006 | -0.000 | 65 | 15.90 | 16.60 | 24 | -1.00 | 0.0005 | 0.000 | |||
| 0 | 0.1200 | 141 | 84.1% | 0.00 | 0.0001 | -0.000 | 70 | 20.35 | 21.60 | -1.00 | 0.0001 | 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.
callsputs