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% (11.06–13.28) · ATM IV 38.0% · 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 | |
| 5.10 | 5.60 | 4 | 150.3% | 1.00 | 0.0006 | 0.000 | 7 | 0 | 0.0400 | 9 | 91.6% | -0.00 | 0.0030 | -0.000 | ||
| 4.00 | 4.80 | 9 | 129.6% | 1.00 | 0.0032 | 0.000 | 8 | 0 | 0.0400 | 1,301 | 71.6% | -0.01 | 0.0096 | -0.001 | ||
| 2.63 | 4.00 | 1.00 | 0.0072 | 0.000 | 8.5 | 0 | 0.0100 | 51.1% | -0.01 | 0.0169 | -0.001 | |||||
| 2.79 | 3.55 | 1 | 0.99 | 0.0157 | -0.000 | 9 | 0.0100 | 0.0200 | 200 | 896 | 51.1% | -0.02 | 0.0294 | -0.002 | ||
| 2.61 | 3.05 | 77.4% | 0.98 | 0.0326 | -0.001 | 9.5 | 0 | 0.0600 | 48.7% | -0.04 | 0.0502 | -0.002 | ||||
| 2.17 | 2.34 | 5 | 459 | 52.0% | 0.96 | 0.0645 | -0.002 | 10 | 0.0400 | 0.0500 | 19 | 1,263 | 43.8% | -0.07 | 0.0832 | -0.003 |
| 1.68 | 2.07 | 59.4% | 0.92 | 0.1175 | -0.004 | 10.5 | 0.0800 | 0.0900 | 8 | 41.4% | -0.12 | 0.1318 | -0.005 | |||
| 1.25 | 1.42 | 23 | 307 | 42.7% | 0.84 | 0.1921 | -0.006 | 11 | 0.1500 | 0.1600 | 556 | 5,966 | 39.1% | -0.20 | 0.1944 | -0.006 |
| 0.9100 | 1.14 | 2 | 47.4% | 0.73 | 0.2699 | -0.008 | 11.5 | 0.2800 | 0.2900 | 151 | 38.0% | -0.31 | 0.2582 | -0.008 | ||
| 0.5900 | 0.6300 | 113 | 4,728 | 38.2% | 0.58 | 0.3167 | -0.009 | 12 | 0.4900 | 0.5000 | 398 | 9,260 | 37.9% | -0.45 | 0.2986 | -0.008 |
| 0.3600 | 0.3800 | 242 | 37.2% | 0.42 | 0.3101 | -0.009 | 12.5 | 0.7600 | 0.8000 | 93 | 37.9% | -0.60 | 0.2955 | -0.008 | ||
| 0.2100 | 0.2300 | 802 | 9,050 | 37.5% | 0.29 | 0.2612 | -0.007 | 13 | 1.12 | 1.16 | 436 | 12.2K | 38.6% | -0.73 | 0.2529 | -0.007 |
| 0.1200 | 0.1300 | 346 | 37.8% | 0.19 | 0.1987 | -0.006 | 13.5 | 1.41 | 1.60 | 2 | 34.2% | -0.83 | 0.1938 | -0.005 | ||
| 0.0700 | 0.0800 | 1,144 | 59.9K | 39.1% | 0.12 | 0.1424 | -0.004 | 14 | 1.88 | 2.06 | 8 | 3,826 | 36.1% | -0.89 | 0.1383 | -0.004 |
| 0.0400 | 0.0500 | 52 | 40.4% | 0.08 | 0.0992 | -0.003 | 14.5 | 2.18 | 2.56 | -0.93 | 0.0950 | -0.003 | ||||
| 0.0200 | 0.0300 | 91 | 6,700 | 40.9% | 0.05 | 0.0684 | -0.002 | 15 | 2.83 | 3.05 | 9 | 836 | 40.7% | -0.96 | 0.0642 | -0.002 |
| 0 | 0.0600 | 47.4% | 0.03 | 0.0472 | -0.002 | 15.5 | 3.10 | 3.55 | -0.97 | 0.0434 | -0.001 | |||||
| 0.0100 | 0.0200 | 82 | 8,155 | 46.5% | 0.02 | 0.0329 | -0.001 | 16 | 3.65 | 4.05 | 102 | -0.98 | 0.0294 | -0.001 | ||
| 0 | 0.0600 | 56.7% | 0.02 | 0.0232 | -0.001 | 16.5 | 4.10 | 4.65 | -0.99 | 0.0202 | -0.000 | |||||
| 0 | 0.0200 | 65 | 2,120 | 51.7% | 0.01 | 0.0165 | -0.001 | 17 | 4.60 | 5.05 | 8 | -0.99 | 0.0140 | 0.000 | ||
| 0 | 0.0500 | 63.3% | 0.01 | 0.0120 | -0.001 | 17.5 | 4.55 | 5.75 | -1.00 | 0.0098 | 0.000 | |||||
| 0 | 0.0200 | 7 | 1,602 | 58.9% | 0.01 | 0.0088 | -0.000 | 18 | 5.55 | 6.10 | 1 | 8 | -1.00 | 0.0070 | 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.