DVN chaîne d'options Devon Energy Corporation
Cboe delayed options data · au 15:37 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 ±9.0% (45.74–54.77) · ATM IV 37.8% · P/C open interest 0.23
| 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 | |
| 22.10 | 24.15 | 2 | 120.6% | 0.99 | 0.0018 | -0.002 | 27.5 | 0 | 0.3100 | 111.0% | -0.01 | 0.0018 | -0.005 | |||
| 20.10 | 21.70 | 124.2% | 0.99 | 0.0025 | -0.003 | 30 | 0 | 0.3200 | 97.5% | -0.01 | 0.0025 | -0.006 | ||||
| 17.75 | 19.20 | 111.8% | 0.98 | 0.0036 | -0.004 | 32.5 | 0 | 0.3200 | 24 | 84.4% | -0.02 | 0.0036 | -0.006 | |||
| 15.05 | 16.75 | 1 | 92.5% | 0.98 | 0.0052 | -0.005 | 35 | 0 | 0.2500 | 10 | 73 | 68.9% | -0.02 | 0.0053 | -0.007 | |
| 12.55 | 14.30 | 31 | 79.2% | 0.97 | 0.0078 | -0.006 | 37.5 | 0.0300 | 0.1000 | 123 | 51.4% | -0.03 | 0.0079 | -0.008 | ||
| 12.35 | 13.80 | 82.4% | 0.97 | 0.0085 | -0.006 | 38 | 0 | 0.3600 | 59.8% | -0.03 | 0.0086 | -0.008 | ||||
| 11.35 | 12.80 | 76.6% | 0.97 | 0.0102 | -0.007 | 39 | 0 | 0.3800 | 55.9% | -0.03 | 0.0103 | -0.009 | ||||
| 10.40 | 11.45 | 58 | 65.4% | 0.96 | 0.0125 | -0.008 | 40 | 0.0200 | 0.1500 | 23 | 601 | 43.7% | -0.04 | 0.0126 | -0.009 | |
| 9.45 | 10.75 | 66.1% | 0.95 | 0.0155 | -0.009 | 41 | 0.0600 | 0.1600 | 2 | 41.8% | -0.05 | 0.0157 | -0.010 | |||
| 8.40 | 9.75 | 59.7% | 0.94 | 0.0197 | -0.011 | 42 | 0.1300 | 0.2500 | 42.6% | -0.06 | 0.0198 | -0.012 | ||||
| 8.05 | 9.00 | 110 | 55.4% | 0.93 | 0.0223 | -0.012 | 42.5 | 0.1500 | 0.2700 | 1,062 | 41.4% | -0.07 | 0.0224 | -0.013 | ||
| 7.55 | 8.35 | 50.3% | 0.92 | 0.0252 | -0.013 | 43 | 0.1800 | 0.2600 | 2 | 39.7% | -0.08 | 0.0254 | -0.014 | |||
| 6.70 | 7.40 | 48.0% | 0.89 | 0.0319 | -0.017 | 44 | 0.2900 | 0.3500 | 6 | 39.2% | -0.11 | 0.0322 | -0.017 | |||
| 6.25 | 6.95 | 46.6% | 0.87 | 0.0356 | -0.018 | 44.5 | 0.3500 | 0.4200 | 2 | 39.0% | -0.13 | 0.0359 | -0.019 | |||
| 5.80 | 6.55 | 1,631 | 45.8% | 0.85 | 0.0395 | -0.020 | 45 | 0.4500 | 0.5000 | 72 | 1,842 | 39.2% | -0.15 | 0.0399 | -0.021 | |
| 5.45 | 6.10 | 45.4% | 0.83 | 0.0435 | -0.022 | 45.5 | 0.4300 | 0.7700 | 40.0% | -0.17 | 0.0439 | -0.023 | ||||
| 5.05 | 5.70 | 44.7% | 0.81 | 0.0475 | -0.024 | 46 | 0.5800 | 0.6800 | 2 | 38.0% | -0.20 | 0.0479 | -0.025 | |||
| 4.60 | 5.45 | 45.0% | 0.78 | 0.0514 | -0.026 | 46.5 | 0.7200 | 0.8000 | 38.3% | -0.22 | 0.0519 | -0.026 | ||||
| 4.25 | 5.00 | 43.9% | 0.75 | 0.0551 | -0.028 | 47 | 0.7100 | 0.9500 | 36.9% | -0.25 | 0.0557 | -0.028 | ||||
| 3.90 | 4.10 | 6 | 5,267 | 38.1% | 0.72 | 0.0586 | -0.029 | 47.5 | 1.01 | 1.07 | 74 | 11.7K | 38.2% | -0.28 | 0.0592 | -0.030 |
| 3.55 | 4.20 | 1 | 42.0% | 0.69 | 0.0617 | -0.031 | 48 | 1.14 | 1.24 | 37.8% | -0.31 | 0.0625 | -0.031 | |||
| 3.25 | 3.85 | 41.7% | 0.66 | 0.0645 | -0.032 | 48.5 | 1.19 | 1.46 | 37.0% | -0.34 | 0.0653 | -0.033 | ||||
| 2.98 | 3.60 | 42.3% | 0.63 | 0.0668 | -0.033 | 49 | 1.51 | 1.63 | 37.8% | -0.38 | 0.0677 | -0.034 | ||||
| 2.70 | 3.30 | 42.0% | 0.59 | 0.0686 | -0.034 | 49.5 | 1.70 | 1.84 | 37.4% | -0.41 | 0.0696 | -0.034 | ||||
| 2.44 | 2.53 | 270 | 67.9K | 37.7% | 0.56 | 0.0698 | -0.034 | 50 | 2.00 | 2.06 | 24 | 3,692 | 37.8% | -0.45 | 0.0709 | -0.035 |
| 1.96 | 2.06 | 137 | 37.7% | 0.49 | 0.0705 | -0.035 | 51 | 2.49 | 2.65 | 1 | 38.1% | -0.52 | 0.0718 | -0.035 | ||
| 1.56 | 1.77 | 41 | 38.7% | 0.42 | 0.0690 | -0.034 | 52 | 3.00 | 3.25 | 37.4% | -0.59 | 0.0705 | -0.035 | |||
| 1.41 | 1.45 | 252 | 9,322 | 37.8% | 0.39 | 0.0675 | -0.034 | 52.5 | 3.45 | 3.55 | 2,105 | 38.2% | -0.62 | 0.0691 | -0.034 | |
| 1.23 | 1.39 | 244 | 38.6% | 0.35 | 0.0655 | -0.033 | 53 | 3.35 | 3.85 | 33.9% | -0.65 | 0.0672 | -0.033 | |||
| 0.9600 | 1.06 | 25 | 38.3% | 0.30 | 0.0606 | -0.030 | 54 | 4.50 | 4.65 | 38.6% | -0.71 | 0.0626 | -0.031 | |||
| 0.7400 | 0.8300 | 147 | 4,329 | 38.4% | 0.24 | 0.0548 | -0.028 | 55 | 4.80 | 5.45 | 67 | 33.4% | -0.77 | 0.0570 | -0.028 | |
| 0.5600 | 0.6800 | 4 | 39.0% | 0.20 | 0.0484 | -0.025 | 56 | 5.55 | 6.50 | 34.7% | -0.82 | 0.0508 | -0.025 | |||
| 0.4300 | 0.5200 | 4 | 39.1% | 0.16 | 0.0420 | -0.022 | 57 | 6.45 | 7.35 | 34.2% | -0.86 | 0.0445 | -0.022 | |||
| 0.3800 | 0.4300 | 201 | 2,503 | 38.9% | 0.14 | 0.0389 | -0.020 | 57.5 | 6.75 | 7.65 | -0.87 | 0.0415 | -0.021 | |||
| 0.2900 | 0.6300 | 1 | 42.3% | 0.13 | 0.0359 | -0.019 | 58 | 7.30 | 8.30 | 32.8% | -0.89 | 0.0387 | -0.019 | |||
| 0.1800 | 0.5200 | 42.2% | 0.11 | 0.0306 | -0.017 | 59 | 8.15 | 9.20 | -0.91 | 0.0335 | -0.017 | |||||
| 0.1100 | 0.3000 | 938 | 39.7% | 0.09 | 0.0261 | -0.015 | 60 | 9.10 | 10.05 | 92 | -0.93 | 0.0289 | -0.015 | |||
| 0.0600 | 0.4900 | 45.6% | 0.07 | 0.0223 | -0.013 | 61 | 10.00 | 11.35 | -0.95 | 0.0254 | -0.014 | |||||
| 0.0200 | 0.4700 | 47.1% | 0.06 | 0.0193 | -0.012 | 62 | 10.95 | 12.40 | -0.96 | 0.0224 | -0.013 | |||||
| 0.0100 | 0.0700 | 236 | 40.0% | 0.04 | 0.0130 | -0.010 | 65 | 13.90 | 15.45 | -0.98 | 0.0147 | -0.010 | ||||
| 0 | 0.3500 | 62.7% | 0.03 | 0.0077 | -0.008 | 70 | 18.85 | 20.15 | -0.99 | 0.0064 | -0.007 | |||||
| 0 | 0.0900 | 408 | 59.3% | 0.02 | 0.0052 | -0.006 | 75 | 23.45 | 25.50 | -1.00 | 0.0025 | -0.006 | ||||
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 — Nov 20, 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