ETN chaîne d'options Eaton Corporation plc
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 ±15.3% (331.95–452.15) · ATM IV 39.2% · P/C open interest 1.28
| 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 | |
| 191.50 | 195.60 | 34 | 61.1% | 1.00 | 0.0001 | 0.000 | 200 | 0 | 0.4000 | 10 | 319 | 57.5% | -0.00 | 0.0001 | -0.004 | |
| 181.70 | 185.60 | 4 | 56.7% | 1.00 | 0.0001 | 0.000 | 210 | 0 | 2.25 | 237 | 68.8% | -0.00 | 0.0001 | -0.006 | ||
| 171.80 | 175.90 | 40 | 54.7% | 0.99 | 0.0002 | 0.000 | 220 | 0 | 2.30 | 353 | 64.6% | -0.01 | 0.0002 | -0.008 | ||
| 162.00 | 166.10 | 30 | 52.4% | 0.99 | 0.0002 | 0.000 | 230 | 0 | 1.90 | 20 | 190 | 58.2% | -0.01 | 0.0002 | -0.011 | |
| 152.20 | 156.20 | 17 | 49.2% | 0.99 | 0.0003 | -0.002 | 240 | 0 | 2.45 | 281 | 56.7% | -0.01 | 0.0003 | -0.015 | ||
| 142.50 | 146.40 | 47 | 47.3% | 0.98 | 0.0005 | -0.008 | 250 | 0.0500 | 1.20 | 50 | 1,023 | 46.9% | -0.02 | 0.0005 | -0.021 | |
| 132.80 | 136.70 | 29 | 45.6% | 0.98 | 0.0006 | -0.015 | 260 | 0.3000 | 1.05 | 147 | 43.9% | -0.02 | 0.0006 | -0.027 | ||
| 123.40 | 126.70 | 42 | 43.6% | 0.97 | 0.0008 | -0.024 | 270 | 0.6500 | 1.45 | 32 | 364 | 43.8% | -0.03 | 0.0008 | -0.035 | |
| 113.70 | 117.10 | 28 | 41.6% | 0.96 | 0.0011 | -0.034 | 280 | 0 | 3.40 | 183 | 44.2% | -0.04 | 0.0011 | -0.044 | ||
| 104.60 | 107.90 | 6 | 30 | 42.0% | 0.94 | 0.0014 | -0.045 | 290 | 0.8000 | 3.80 | 256 | 43.3% | -0.06 | 0.0014 | -0.055 | |
| 95.50 | 98.50 | 1 | 84 | 40.8% | 0.92 | 0.0018 | -0.058 | 300 | 1.00 | 3.80 | 255 | 39.9% | -0.08 | 0.0018 | -0.067 | |
| 86.60 | 90.20 | 1 | 78 | 41.3% | 0.90 | 0.0022 | -0.072 | 310 | 2.65 | 5.00 | 105 | 40.9% | -0.10 | 0.0022 | -0.080 | |
| 78.10 | 81.50 | 1 | 188 | 40.6% | 0.87 | 0.0026 | -0.087 | 320 | 4.10 | 6.00 | 394 | 40.1% | -0.13 | 0.0026 | -0.095 | |
| 70.00 | 73.10 | 70 | 40.1% | 0.84 | 0.0031 | -0.102 | 330 | 5.70 | 7.40 | 27 | 129 | 39.4% | -0.16 | 0.0031 | -0.109 | |
| 62.30 | 65.50 | 154 | 40.1% | 0.80 | 0.0035 | -0.117 | 340 | 8.80 | 9.90 | 68 | 795 | 40.4% | -0.20 | 0.0036 | -0.123 | |
| 55.20 | 58.00 | 123 | 39.8% | 0.76 | 0.0040 | -0.130 | 350 | 10.20 | 12.60 | 5 | 429 | 39.1% | -0.24 | 0.0041 | -0.137 | |
| 48.20 | 51.50 | 1 | 243 | 39.7% | 0.72 | 0.0044 | -0.143 | 360 | 14.90 | 16.00 | 8 | 481 | 40.5% | -0.29 | 0.0045 | -0.148 |
| 42.40 | 45.30 | 97 | 39.9% | 0.67 | 0.0048 | -0.153 | 370 | 17.70 | 19.70 | 19 | 653 | 39.6% | -0.34 | 0.0049 | -0.158 | |
| 36.40 | 38.50 | 162 | 38.9% | 0.62 | 0.0050 | -0.160 | 380 | 21.90 | 23.90 | 1 | 607 | 39.5% | -0.39 | 0.0052 | -0.166 | |
| 31.70 | 33.40 | 225 | 39.1% | 0.57 | 0.0052 | -0.165 | 390 | 26.40 | 28.70 | 1 | 441 | 39.2% | -0.44 | 0.0054 | -0.170 | |
| 26.90 | 28.40 | 1 | 335 | 38.8% | 0.52 | 0.0053 | -0.167 | 400 | 31.40 | 33.70 | 3 | 391 | 38.7% | -0.49 | 0.0055 | -0.172 |
| 23.30 | 24.40 | 1 | 98 | 39.1% | 0.46 | 0.0053 | -0.166 | 410 | 37.10 | 40.80 | 695 | 39.3% | -0.55 | 0.0055 | -0.171 | |
| 18.40 | 20.60 | 13 | 930 | 38.1% | 0.41 | 0.0052 | -0.162 | 420 | 43.50 | 46.70 | 1 | 1,419 | 39.0% | -0.60 | 0.0055 | -0.167 |
| 16.50 | 17.20 | 3 | 192 | 38.8% | 0.37 | 0.0051 | -0.156 | 430 | 50.40 | 53.70 | 1,223 | 39.1% | -0.65 | 0.0053 | -0.161 | |
| 13.10 | 14.40 | 1 | 203 | 38.2% | 0.32 | 0.0048 | -0.148 | 440 | 57.70 | 61.00 | 33 | 39.1% | -0.70 | 0.0051 | -0.153 | |
| 11.00 | 11.70 | 21 | 941 | 38.1% | 0.28 | 0.0045 | -0.139 | 450 | 65.50 | 68.70 | 110 | 39.1% | -0.74 | 0.0048 | -0.143 | |
| 8.30 | 10.00 | 2 | 271 | 37.8% | 0.24 | 0.0042 | -0.128 | 460 | 73.60 | 76.70 | 2 | 39.1% | -0.78 | 0.0045 | -0.132 | |
| 6.90 | 8.00 | 12 | 293 | 37.7% | 0.21 | 0.0039 | -0.117 | 470 | 81.40 | 85.30 | 2 | 38.7% | -0.82 | 0.0041 | -0.119 | |
| 6.00 | 6.50 | 16 | 1,041 | 38.3% | 0.18 | 0.0035 | -0.106 | 480 | 90.30 | 94.00 | 8 | 38.9% | -0.85 | 0.0037 | -0.106 | |
| 4.40 | 5.20 | 7 | 184 | 37.4% | 0.15 | 0.0031 | -0.095 | 490 | 99.10 | 103.00 | 8 | 38.8% | -0.88 | 0.0033 | -0.092 | |
| 3.80 | 4.30 | 14 | 783 | 37.9% | 0.12 | 0.0028 | -0.084 | 500 | 108.40 | 112.10 | 10 | 38.9% | -0.91 | 0.0029 | -0.078 | |
| 3.00 | 3.50 | 4 | 103 | 37.9% | 0.10 | 0.0025 | -0.074 | 510 | 117.80 | 121.70 | 1 | 39.5% | -0.93 | 0.0025 | -0.064 | |
| 2.15 | 2.95 | 5 | 609 | 37.7% | 0.09 | 0.0022 | -0.064 | 520 | 127.20 | 131.00 | 2 | 39.0% | -0.94 | 0.0021 | -0.051 | |
| 1.75 | 2.40 | 4 | 62 | 37.9% | 0.07 | 0.0019 | -0.056 | 530 | 136.80 | 140.80 | 39.6% | -0.96 | 0.0017 | -0.038 | ||
| 0.8500 | 2.05 | 194 | 37.0% | 0.06 | 0.0016 | -0.048 | 540 | 146.60 | 150.60 | 40.4% | -0.97 | 0.0014 | -0.027 | |||
| 0.5000 | 1.50 | 106 | 37.8% | 0.04 | 0.0012 | -0.035 | 560 | 166.30 | 170.20 | 41.6% | -0.99 | 0.0011 | -0.010 | |||
| 0.3000 | 2.45 | 36 | 43.1% | 0.03 | 0.0008 | -0.025 | 580 | 186.00 | 190.00 | 42.4% | -1.00 | 0.0002 | -0.034 | |||
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 — Jan 15, 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.