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 ±5.3% (13.38–14.89) · ATM IV 30.8% · P/C open interest 0.77
| 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 | |
| 5.95 | 7.20 | 1 | 11 | 261.9% | 1.00 | 0.0014 | 0.000 | 8 | 0 | 0.0100 | 8,927 | 110.0% | -0.00 | 0.0014 | -0.000 | |
| 5.60 | 5.80 | 2 | 130.6% | 1.00 | 0.0021 | 0.000 | 8.5 | 0 | 0.0300 | 108.1% | -0.00 | 0.0021 | -0.000 | |||
| 4.90 | 5.30 | 2 | 10 | 1.00 | 0.0032 | 0.000 | 9 | 0 | 0.0200 | 20 | 3,639 | 89.1% | -0.00 | 0.0032 | -0.001 | |
| 4.50 | 4.80 | 1.00 | 0.0050 | -0.000 | 9.5 | 0 | 0.0300 | 86.8% | -0.00 | 0.0050 | -0.001 | |||||
| 4.10 | 4.30 | 5 | 88 | 92.3% | 0.99 | 0.0079 | -0.000 | 10 | 0 | 0.0200 | 2 | 25.0K | 70.2% | -0.01 | 0.0080 | -0.001 |
| 3.40 | 3.80 | 6 | 9 | 0.99 | 0.0128 | -0.001 | 10.5 | 0 | 0.1400 | 4 | 95.3% | -0.01 | 0.0128 | -0.001 | ||
| 3.10 | 3.25 | 18 | 75 | 52.4% | 0.99 | 0.0211 | -0.001 | 11 | 0.0100 | 0.0200 | 1 | 22.0K | 61.8% | -0.01 | 0.0212 | -0.002 |
| 2.45 | 2.88 | 24 | 12 | 0.98 | 0.0355 | -0.002 | 11.5 | 0.0100 | 0.0300 | 1 | 258 | 55.0% | -0.02 | 0.0356 | -0.002 | |
| 2.14 | 2.27 | 209 | 728 | 50.2% | 0.96 | 0.0610 | -0.003 | 12 | 0.0100 | 0.0300 | 94 | 45.1K | 45.5% | -0.04 | 0.0613 | -0.003 |
| 1.61 | 1.79 | 3 | 77 | 38.3% | 0.93 | 0.1068 | -0.005 | 12.5 | 0.0200 | 0.0400 | 15 | 680 | 39.3% | -0.07 | 0.1074 | -0.005 |
| 1.20 | 1.31 | 185 | 9,728 | 38.8% | 0.88 | 0.1866 | -0.007 | 13 | 0.0500 | 0.0600 | 247 | 25.6K | 34.5% | -0.12 | 0.1879 | -0.007 |
| 0.7600 | 0.8400 | 531 | 650 | 31.9% | 0.77 | 0.3096 | -0.009 | 13.5 | 0.1200 | 0.1300 | 441 | 2,701 | 31.8% | -0.23 | 0.3124 | -0.009 |
| 0.4300 | 0.5000 | 1,970 | 25.7K | 30.2% | 0.59 | 0.4324 | -0.011 | 14 | 0.2800 | 0.3000 | 843 | 28.7K | 31.4% | -0.41 | 0.4376 | -0.011 |
| 0.2100 | 0.2500 | 2,137 | 3,173 | 30.9% | 0.37 | 0.4318 | -0.010 | 14.5 | 0.5300 | 0.5900 | 88 | 240 | 31.1% | -0.64 | 0.4390 | -0.011 |
| 0.0900 | 0.1100 | 1,416 | 48.0K | 31.0% | 0.20 | 0.3072 | -0.008 | 15 | 0.8600 | 0.9800 | 53 | 7,288 | 29.6% | -0.81 | 0.3144 | -0.008 |
| 0.0300 | 0.0500 | 93 | 849 | 31.6% | 0.10 | 0.1850 | -0.005 | 15.5 | 1.29 | 1.48 | 10 | 33.7% | -0.91 | 0.1975 | -0.005 | |
| 0.0200 | 0.0300 | 335 | 33.0K | 35.7% | 0.06 | 0.1073 | -0.004 | 16 | 1.77 | 1.95 | 15 | 2,322 | 34.4% | -0.96 | 0.1271 | -0.004 |
| 0 | 0.0100 | 71 | 32.9% | 0.03 | 0.0631 | -0.002 | 16.5 | 2.17 | 2.45 | 2 | -0.99 | 0.0731 | -0.002 | |||
| 0 | 0.0100 | 39 | 48.1K | 38.4% | 0.02 | 0.0383 | -0.002 | 17 | 2.77 | 3.05 | 392 | -1.00 | 0.0195 | -0.002 | ||
| 0 | 0.0300 | 20 | 50.9% | 0.01 | 0.0240 | -0.001 | 17.5 | 3.05 | 3.60 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0200 | 13.0K | 53.2% | 0.01 | 0.0156 | -0.001 | 18 | 3.55 | 4.45 | 35 | 94.2% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0300 | 58.3% | 0.01 | 0.0104 | -0.001 | 18.5 | 3.65 | 4.95 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 0.0200 | 5,406 | 63.2% | 0.00 | 0.0071 | -0.000 | 19 | 4.55 | 5.45 | 2 | -1.00 | 0.0000 | -0.002 | |||
| 0 | 0.0300 | 67.9% | 0.00 | 0.0050 | -0.000 | 19.5 | 5.05 | 5.65 | -1.00 | 0.0000 | -0.002 | |||||
| 0 | 0.0100 | 12.2K | 66.5% | 0.00 | 0.0036 | -0.000 | 20 | 5.70 | 6.10 | 1 | 98.9% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0300 | 10.5K | 81.1% | 0.00 | 0.0019 | -0.000 | 21 | 6.55 | 7.10 | -1.00 | 0.0000 | -0.002 | ||||
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.