EOG chaîne d'options EOG Resources, Inc.
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 ±4.6% (142.09–155.84) · ATM IV 27.6% · 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 | |
| 72.30 | 75.00 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.15 | 23 | 206.8% | -0.00 | 0.0001 | -0.002 | ||||
| 67.30 | 70.00 | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.15 | 557 | 190.0% | -0.00 | 0.0001 | -0.003 | ||||
| 62.40 | 65.00 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 2.15 | 42 | 174.1% | -0.00 | 0.0001 | -0.003 | ||||
| 57.70 | 60.10 | 1 | 1.00 | 0.0002 | 0.000 | 90 | 0 | 2.15 | 79 | 159.0% | -0.00 | 0.0002 | -0.004 | |||
| 52.00 | 55.30 | 21 | 1.00 | 0.0003 | 0.000 | 95 | 0 | 2.15 | 232 | 144.7% | -0.00 | 0.0003 | -0.004 | |||
| 49.50 | 52.70 | 1.00 | 0.0003 | 0.000 | 97.5 | 0 | 2.15 | 12 | 137.8% | -0.00 | 0.0003 | -0.005 | ||||
| 47.00 | 50.00 | 1.00 | 0.0004 | 0.000 | 100 | 0 | 2.15 | 230 | 131.0% | -0.00 | 0.0004 | -0.005 | ||||
| 42.00 | 45.10 | 59 | 0.99 | 0.0006 | -0.002 | 105 | 0 | 2.15 | 859 | 117.9% | -0.00 | 0.0006 | -0.007 | |||
| 37.00 | 40.10 | 132 | 0.99 | 0.0009 | -0.004 | 110 | 0 | 2.15 | 1,171 | 105.2% | -0.01 | 0.0009 | -0.009 | |||
| 32.70 | 35.10 | 76 | 0.99 | 0.0015 | -0.008 | 115 | 0 | 0.5000 | 944 | 68.1% | -0.01 | 0.0015 | -0.012 | |||
| 27.20 | 29.90 | 231 | 0.98 | 0.0025 | -0.013 | 120 | 0 | 0.5000 | 1,080 | 58.5% | -0.01 | 0.0025 | -0.016 | |||
| 22.20 | 25.70 | 147 | 0.97 | 0.0043 | -0.021 | 125 | 0 | 0.3500 | 15 | 1,252 | 46.1% | -0.03 | 0.0043 | -0.024 | ||
| 18.00 | 20.20 | 1 | 8,714 | 30.7% | 0.95 | 0.0077 | -0.033 | 130 | 0.0500 | 0.4500 | 14 | 4,240 | 40.8% | -0.05 | 0.0077 | -0.035 |
| 13.20 | 15.40 | 5 | 1,576 | 30.8% | 0.91 | 0.0141 | -0.052 | 135 | 0.1000 | 0.8500 | 62 | 1,002 | 36.1% | -0.09 | 0.0142 | -0.053 |
| 9.00 | 12.00 | 27.2% | 0.85 | 0.0224 | -0.073 | 139 | 0.2000 | 1.35 | 2 | 22 | 32.5% | -0.15 | 0.0225 | -0.074 | ||
| 8.60 | 11.10 | 1,613 | 30.4% | 0.83 | 0.0249 | -0.079 | 140 | 0.4000 | 1.55 | 1 | 748 | 32.8% | -0.17 | 0.0250 | -0.080 | |
| 7.10 | 10.10 | 1 | 24.6% | 0.80 | 0.0274 | -0.085 | 141 | 0.1500 | 1.95 | 4 | 31.3% | -0.20 | 0.0276 | -0.086 | ||
| 6.40 | 10.00 | 77 | 29.8% | 0.78 | 0.0301 | -0.090 | 142 | 0.2500 | 1.90 | 1 | 2 | 29.1% | -0.22 | 0.0302 | -0.092 | |
| 6.60 | 8.10 | 28.8% | 0.75 | 0.0327 | -0.096 | 143 | 0.7500 | 1.90 | 16 | 4 | 29.2% | -0.25 | 0.0329 | -0.098 | ||
| 5.90 | 8.50 | 77 | 4 | 34.2% | 0.71 | 0.0352 | -0.102 | 144 | 1.25 | 2.70 | 11 | 44 | 32.7% | -0.29 | 0.0354 | -0.103 |
| 4.80 | 7.00 | 1 | 1,185 | 28.4% | 0.68 | 0.0374 | -0.107 | 145 | 1.90 | 2.30 | 4 | 831 | 30.9% | -0.32 | 0.0376 | -0.108 |
| 4.80 | 5.70 | 66 | 35 | 28.4% | 0.64 | 0.0393 | -0.111 | 146 | 1.25 | 3.50 | 25 | 30.1% | -0.36 | 0.0395 | -0.112 | |
| 3.40 | 6.20 | 8 | 130 | 29.7% | 0.60 | 0.0408 | -0.115 | 147 | 2.30 | 3.90 | 1 | 32.8% | -0.40 | 0.0410 | -0.116 | |
| 3.00 | 4.50 | 28 | 43 | 25.6% | 0.56 | 0.0417 | -0.117 | 148 | 2.95 | 4.30 | 59 | 33.4% | -0.44 | 0.0420 | -0.118 | |
| 2.70 | 4.10 | 1 | 67 | 27.0% | 0.52 | 0.0421 | -0.118 | 149 | 2.55 | 4.40 | 3 | 28.2% | -0.49 | 0.0424 | -0.119 | |
| 2.25 | 3.40 | 46 | 3,310 | 26.1% | 0.47 | 0.0420 | -0.118 | 150 | 3.40 | 4.90 | 106 | 29.3% | -0.53 | 0.0422 | -0.119 | |
| 1.25 | 2.65 | 48 | 26.9% | 0.38 | 0.0395 | -0.114 | 152.5 | 5.10 | 7.00 | 32.6% | -0.63 | 0.0398 | -0.115 | |||
| 1.15 | 1.75 | 40 | 4,643 | 29.0% | 0.29 | 0.0348 | -0.105 | 155 | 7.00 | 8.40 | 167 | 32.0% | -0.71 | 0.0351 | -0.105 | |
| 0.8000 | 1.40 | 1 | 25 | 31.0% | 0.22 | 0.0292 | -0.092 | 157.5 | 9.00 | 11.20 | 37.0% | -0.78 | 0.0296 | -0.092 | ||
| 0.6000 | 0.9000 | 128 | 8,703 | 31.7% | 0.16 | 0.0238 | -0.079 | 160 | 11.10 | 13.40 | 3 | 38.6% | -0.84 | 0.0241 | -0.079 | |
| 0.3000 | 1.05 | 1,004 | 35.1% | 0.12 | 0.0189 | -0.066 | 162.5 | 13.30 | 15.40 | 38.5% | -0.88 | 0.0193 | -0.066 | |||
| 0.0500 | 0.5000 | 499 | 31.5% | 0.09 | 0.0149 | -0.055 | 165 | 15.30 | 18.40 | 42.9% | -0.91 | 0.0153 | -0.054 | |||
| 0 | 1.60 | 2 | 45.5% | 0.07 | 0.0116 | -0.045 | 167.5 | 17.70 | 20.40 | 42.1% | -0.94 | 0.0121 | -0.044 | |||
| 0 | 1.50 | 574 | 48.6% | 0.05 | 0.0090 | -0.037 | 170 | 20.20 | 23.20 | 48.8% | -0.95 | 0.0096 | -0.037 | |||
| 0 | 2.20 | 58.2% | 0.04 | 0.0070 | -0.030 | 172.5 | 22.70 | 25.70 | 52.6% | -0.97 | 0.0077 | -0.032 | ||||
| 0 | 2.20 | 55 | 62.2% | 0.03 | 0.0054 | -0.024 | 175 | 25.20 | 28.20 | 56.4% | -0.98 | 0.0063 | -0.026 | |||
| 0 | 0.4000 | 56 | 48.4% | 0.02 | 0.0033 | -0.016 | 180 | 30.20 | 33.20 | 63.6% | -0.99 | 0.0038 | -0.015 | |||
| 0 | 2.15 | 28 | 76.3% | 0.01 | 0.0020 | -0.011 | 185 | 35.20 | 38.20 | 70.4% | -1.00 | 0.0012 | -0.009 | |||
| 0 | 2.15 | 207 | 83.0% | 0.01 | 0.0012 | -0.007 | 190 | 40.20 | 43.20 | 76.8% | -1.00 | 0.0001 | -0.009 | |||
| 0 | 2.15 | 38 | 89.4% | 0.00 | 0.0008 | -0.005 | 195 | 45.20 | 48.20 | 83.0% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 2.15 | 7 | 95.5% | 0.00 | 0.0005 | -0.003 | 200 | 50.10 | 53.20 | 87.7% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 2.15 | 1 | 107.0% | 0.00 | 0.0002 | -0.001 | 210 | 60.20 | 63.20 | 100.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 2.15 | 1 | 117.7% | 0.00 | 0.0001 | -0.001 | 220 | 70.10 | 73.20 | 109.3% | -1.00 | 0.0000 | -0.009 | |||
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