F chaîne d'options Ford Motor Company
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 ±9.1% (11.00–13.21) · ATM IV 38.9% · P/C open interest 0.38
| 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 | |
| 4.55 | 6.15 | 4 | 168.0% | 1.00 | 0.0006 | 0.000 | 7 | 0 | 0.0400 | 9 | 92.2% | -0.00 | 0.0032 | -0.000 | ||
| 3.70 | 5.15 | 126 | 9 | 147.0% | 1.00 | 0.0034 | 0.000 | 8 | 0 | 0.0400 | 1,301 | 71.8% | -0.01 | 0.0104 | -0.001 | |
| 3.25 | 3.85 | 1.00 | 0.0079 | 0.000 | 8.5 | 0 | 0.0500 | 64.9% | -0.01 | 0.0184 | -0.001 | |||||
| 2.55 | 4.15 | 1 | 105.3% | 0.99 | 0.0175 | -0.001 | 9 | 0 | 0.0400 | 101 | 960 | 53.5% | -0.03 | 0.0321 | -0.002 | |
| 2.26 | 2.85 | 0.98 | 0.0366 | -0.001 | 9.5 | 0 | 0.0500 | 46.8% | -0.04 | 0.0547 | -0.003 | |||||
| 2.00 | 2.31 | 424 | 44.4% | 0.95 | 0.0716 | -0.003 | 10 | 0.0400 | 0.0600 | 1 | 1,271 | 44.5% | -0.08 | 0.0900 | -0.004 | |
| 1.50 | 1.86 | 126 | 41.3% | 0.91 | 0.1283 | -0.005 | 10.5 | 0.0800 | 0.0900 | 40 | 8 | 40.8% | -0.13 | 0.1405 | -0.005 | |
| 1.16 | 1.30 | 5 | 317 | 38.3% | 0.83 | 0.2038 | -0.007 | 11 | 0.1600 | 0.1800 | 105 | 6,259 | 39.7% | -0.22 | 0.2031 | -0.007 |
| 0.8400 | 0.8900 | 7 | 2 | 39.1% | 0.71 | 0.2775 | -0.009 | 11.5 | 0.3000 | 0.3200 | 353 | 180 | 38.7% | -0.33 | 0.2633 | -0.008 |
| 0.5600 | 0.5800 | 287 | 4,775 | 39.0% | 0.55 | 0.3159 | -0.009 | 12 | 0.5200 | 0.5500 | 300 | 9,699 | 38.9% | -0.48 | 0.2972 | -0.009 |
| 0.3400 | 0.3600 | 121 | 243 | 38.6% | 0.40 | 0.3017 | -0.009 | 12.5 | 0.8100 | 0.8600 | 4 | 92 | 39.2% | -0.62 | 0.2880 | -0.008 |
| 0.1900 | 0.2100 | 453 | 9,756 | 38.2% | 0.27 | 0.2503 | -0.007 | 13 | 1.17 | 1.21 | 58 | 11.8K | 38.8% | -0.74 | 0.2430 | -0.007 |
| 0.1000 | 0.1200 | 170 | 384 | 38.2% | 0.18 | 0.1891 | -0.006 | 13.5 | 1.58 | 1.68 | 1 | 42.0% | -0.84 | 0.1849 | -0.005 | |
| 0.0600 | 0.0700 | 645 | 60.4K | 39.5% | 0.11 | 0.1355 | -0.004 | 14 | 2.04 | 2.10 | 24 | 3,822 | 42.0% | -0.90 | 0.1319 | -0.004 |
| 0.0300 | 0.0400 | 40 | 51 | 39.9% | 0.07 | 0.0947 | -0.003 | 14.5 | 2.35 | 2.92 | 58.0% | -0.93 | 0.0909 | -0.003 | ||
| 0.0200 | 0.0300 | 411 | 7,250 | 42.6% | 0.05 | 0.0656 | -0.002 | 15 | 2.99 | 3.10 | 2 | 845 | 50.4% | -0.96 | 0.0619 | -0.002 |
| 0 | 0.0400 | 45.8% | 0.03 | 0.0457 | -0.002 | 15.5 | 3.30 | 3.90 | 66.3% | -0.97 | 0.0421 | -0.001 | ||||
| 0.0100 | 0.0400 | 1 | 8,271 | 52.3% | 0.02 | 0.0320 | -0.001 | 16 | 3.80 | 4.40 | 102 | 72.2% | -0.98 | 0.0288 | -0.001 | |
| 0 | 0.0400 | 54.8% | 0.02 | 0.0228 | -0.001 | 16.5 | 4.30 | 4.90 | 77.9% | -0.99 | 0.0200 | -0.000 | ||||
| 0.0100 | 0.0200 | 100 | 2,115 | 56.5% | 0.01 | 0.0164 | -0.001 | 17 | 4.85 | 5.10 | 8 | -0.99 | 0.0140 | 0.000 | ||
| 0 | 0.0400 | 63.0% | 0.01 | 0.0120 | -0.001 | 17.5 | 5.05 | 6.00 | 71.0% | -0.99 | 0.0100 | 0.000 | ||||
| 0 | 0.0200 | 1,603 | 60.7% | 0.01 | 0.0089 | -0.000 | 18 | 5.70 | 7.00 | 9 | 127.0% | -1.00 | 0.0072 | 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 — 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.