EMR chaîne d'options Emerson Electric Co.
Cboe delayed options data · au 12:34 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 ±4.5% (142.28–155.68) · ATM IV 26.8% · P/C open interest 0.41
| 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 | |
| 72.20 | 75.30 | 2 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.15 | 11 | 207.0% | -0.00 | 0.0000 | -0.001 | |||
| 67.20 | 71.20 | 3 | 139.8% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 9 | 190.1% | -0.00 | 0.0001 | -0.002 | ||
| 62.20 | 66.30 | 1 | 131.2% | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 5 | 174.2% | -0.00 | 0.0001 | -0.002 | ||
| 57.30 | 61.30 | 122.2% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 38 | 159.1% | -0.00 | 0.0001 | -0.003 | |||
| 52.30 | 56.20 | 106.2% | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.15 | 118 | 144.8% | -0.00 | 0.0002 | -0.003 | |||
| 47.20 | 51.20 | 90.5% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 2.15 | 58 | 131.2% | -0.00 | 0.0003 | -0.004 | |||
| 42.20 | 46.30 | 83.8% | 1.00 | 0.0005 | -0.001 | 105 | 0 | 2.15 | 276 | 118.0% | -0.00 | 0.0005 | -0.006 | |||
| 37.20 | 41.30 | 73.3% | 0.99 | 0.0008 | -0.003 | 110 | 0 | 2.15 | 318 | 105.4% | -0.01 | 0.0008 | -0.008 | |||
| 32.20 | 36.30 | 4 | 63.3% | 0.99 | 0.0014 | -0.007 | 115 | 0 | 0.1500 | 136 | 53.6% | -0.01 | 0.0014 | -0.011 | ||
| 27.30 | 30.70 | 28 | 0.99 | 0.0024 | -0.012 | 120 | 0 | 0.2000 | 1,156 | 45.7% | -0.01 | 0.0024 | -0.015 | |||
| 23.00 | 24.80 | 2 | 13 | 0.98 | 0.0041 | -0.019 | 125 | 0 | 2.20 | 213 | 69.8% | -0.02 | 0.0041 | -0.022 | ||
| 18.00 | 20.80 | 69 | 41.1% | 0.96 | 0.0074 | -0.031 | 130 | 0 | 2.30 | 2,714 | 59.0% | -0.04 | 0.0075 | -0.033 | ||
| 13.60 | 16.60 | 513 | 44.6% | 0.92 | 0.0138 | -0.048 | 135 | 0.1000 | 0.5500 | 492 | 33.0% | -0.08 | 0.0138 | -0.050 | ||
| 8.70 | 12.10 | 1 | 703 | 36.5% | 0.84 | 0.0248 | -0.071 | 140 | 0.0500 | 1.65 | 3 | 601 | 31.4% | -0.16 | 0.0251 | -0.073 |
| 7.30 | 9.70 | 32.4% | 0.79 | 0.0307 | -0.082 | 142 | 0.2000 | 2.20 | 30.7% | -0.21 | 0.0310 | -0.084 | ||||
| 6.10 | 8.80 | 29.2% | 0.76 | 0.0338 | -0.087 | 143 | 0.2000 | 2.10 | 27.6% | -0.24 | 0.0341 | -0.089 | ||||
| 6.30 | 8.00 | 33.3% | 0.73 | 0.0368 | -0.092 | 144 | 0.1000 | 2.65 | 27.2% | -0.27 | 0.0372 | -0.094 | ||||
| 4.80 | 7.30 | 501 | 29.3% | 0.69 | 0.0397 | -0.097 | 145 | 0.4000 | 2.05 | 5 | 323 | 22.9% | -0.31 | 0.0401 | -0.099 | |
| 4.50 | 7.40 | 5 | 34.0% | 0.65 | 0.0423 | -0.101 | 146 | 0.7000 | 3.50 | 4 | 3 | 27.9% | -0.35 | 0.0428 | -0.102 | |
| 2.75 | 5.30 | 2 | 22.8% | 0.61 | 0.0444 | -0.104 | 147 | 0.2500 | 4.10 | 25.2% | -0.39 | 0.0450 | -0.105 | |||
| 3.80 | 5.50 | 1 | 32.6% | 0.57 | 0.0460 | -0.106 | 148 | 0.6500 | 4.80 | 2 | 26.2% | -0.44 | 0.0466 | -0.108 | ||
| 3.40 | 3.90 | 10 | 14 | 28.7% | 0.52 | 0.0468 | -0.107 | 149 | 1.20 | 4.90 | 10 | 6 | 24.9% | -0.49 | 0.0475 | -0.108 |
| 2.50 | 3.30 | 38 | 673 | 26.5% | 0.47 | 0.0469 | -0.106 | 150 | 3.20 | 5.10 | 6 | 304 | 29.5% | -0.53 | 0.0476 | -0.108 |
| 0.0500 | 3.60 | 3 | 13 | 25.6% | 0.36 | 0.0439 | -0.100 | 152.5 | 3.80 | 5.80 | 2 | 21.9% | -0.65 | 0.0448 | -0.102 | |
| 0.4500 | 1.45 | 21 | 3,711 | 23.7% | 0.27 | 0.0377 | -0.089 | 155 | 6.40 | 7.60 | 10 | 472 | 25.1% | -0.74 | 0.0386 | -0.090 |
| 0.4000 | 1.30 | 10 | 6 | 27.9% | 0.19 | 0.0305 | -0.075 | 157.5 | 7.60 | 10.10 | 3 | 21.5% | -0.82 | 0.0313 | -0.076 | |
| 0 | 0.7000 | 7 | 2,059 | 25.2% | 0.14 | 0.0236 | -0.062 | 160 | 10.00 | 12.50 | 307 | 23.3% | -0.88 | 0.0247 | -0.063 | |
| 0 | 2.40 | 9 | 42.0% | 0.10 | 0.0180 | -0.050 | 162.5 | 12.30 | 14.40 | -0.92 | 0.0195 | -0.052 | ||||
| 0.0500 | 0.6500 | 49 | 3,599 | 33.1% | 0.07 | 0.0135 | -0.040 | 165 | 14.00 | 18.00 | 190 | -0.95 | 0.0157 | -0.046 | ||
| 0 | 2.25 | 9 | 50.1% | 0.05 | 0.0101 | -0.032 | 167.5 | 17.00 | 19.30 | -0.97 | 0.0124 | -0.039 | ||||
| 0.1000 | 0.6500 | 36 | 4,500 | 40.9% | 0.04 | 0.0076 | -0.026 | 170 | 19.60 | 22.10 | -0.98 | 0.0090 | -0.028 | |||
| 0 | 1.35 | 21 | 50.9% | 0.03 | 0.0057 | -0.021 | 172.5 | 21.90 | 24.30 | -0.99 | 0.0048 | -0.022 | ||||
| 0 | 0.3500 | 4 | 671 | 41.3% | 0.02 | 0.0043 | -0.016 | 175 | 24.50 | 27.60 | -1.00 | 0.0020 | -0.018 | |||
| 0 | 2.15 | 65.4% | 0.02 | 0.0033 | -0.013 | 177.5 | 26.60 | 29.70 | -1.00 | 0.0005 | -0.018 | |||||
| 0 | 0.3000 | 1,022 | 46.0% | 0.01 | 0.0025 | -0.011 | 180 | 29.70 | 32.50 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 2.15 | 173 | 76.1% | 0.01 | 0.0015 | -0.007 | 185 | 34.00 | 37.50 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 2.15 | 80 | 82.8% | 0.00 | 0.0010 | -0.005 | 190 | 39.00 | 42.40 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.3000 | 444 | 53.3% | 0.00 | 0.0006 | -0.003 | 195 | 44.70 | 47.50 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 2.15 | 4 | 95.3% | 0.00 | 0.0004 | -0.002 | 200 | 49.70 | 52.50 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 2.15 | 3 | 106.8% | 0.00 | 0.0002 | -0.001 | 210 | 59.00 | 62.50 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 2.15 | 117.5% | 0.00 | 0.0001 | -0.001 | 220 | 69.00 | 72.50 | -1.00 | 0.0000 | -0.018 | |||||
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