FANG chaîne d'options Diamondback Energy, Inc.
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 ±6.0% (190.91–215.41) · ATM IV 34.3% · P/C open interest 1.05
| 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 | |
| 96.50 | 100.30 | 127.5% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 27 | 182.3% | -0.00 | 0.0000 | -0.000 | |||
| 91.50 | 95.40 | 124.0% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 70 | 171.1% | -0.00 | 0.0000 | -0.001 | |||
| 86.30 | 90.40 | 97.4% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.5000 | 70 | 125.0% | -0.00 | 0.0000 | -0.001 | |||
| 81.30 | 85.20 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.15 | 110 | 150.0% | -0.00 | 0.0000 | -0.001 | ||||
| 76.30 | 80.20 | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 174 | 140.1% | -0.00 | 0.0001 | -0.002 | ||||
| 71.40 | 75.10 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 2.15 | 259 | 130.6% | -0.00 | 0.0001 | -0.002 | ||||
| 66.40 | 70.00 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 2.05 | 33 | 120.1% | -0.00 | 0.0001 | -0.003 | ||||
| 61.50 | 65.50 | 77.7% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 2.15 | 153 | 112.3% | -0.00 | 0.0002 | -0.004 | |||
| 56.40 | 60.50 | 65.2% | 1.00 | 0.0003 | 0.000 | 145 | 0 | 1.15 | 163 | 91.1% | -0.00 | 0.0004 | -0.006 | |||
| 51.50 | 55.40 | 21 | 57.9% | 1.00 | 0.0005 | -0.002 | 150 | 0 | 0.9500 | 784 | 80.4% | -0.00 | 0.0005 | -0.008 | ||
| 46.40 | 50.20 | 4 | 0.99 | 0.0008 | -0.006 | 155 | 0 | 0.1000 | 131 | 387 | 52.2% | -0.01 | 0.0008 | -0.012 | ||
| 41.50 | 45.50 | 99 | 49.4% | 0.99 | 0.0013 | -0.012 | 160 | 0 | 1.15 | 578 | 68.4% | -0.01 | 0.0013 | -0.017 | ||
| 36.50 | 40.30 | 69 | 0.98 | 0.0020 | -0.019 | 165 | 0 | 0.6000 | 2 | 357 | 54.7% | -0.02 | 0.0021 | -0.024 | ||
| 31.70 | 35.40 | 305 | 39.9% | 0.97 | 0.0032 | -0.030 | 170 | 0.1000 | 0.4500 | 19 | 900 | 46.7% | -0.03 | 0.0032 | -0.034 | |
| 26.70 | 30.70 | 1 | 217 | 39.5% | 0.96 | 0.0050 | -0.045 | 175 | 0.2000 | 0.5500 | 357 | 43.4% | -0.04 | 0.0050 | -0.048 | |
| 22.00 | 26.00 | 504 | 39.3% | 0.93 | 0.0077 | -0.065 | 180 | 0.3000 | 1.05 | 4 | 2,709 | 41.6% | -0.07 | 0.0078 | -0.068 | |
| 17.40 | 21.50 | 6 | 185 | 38.1% | 0.89 | 0.0116 | -0.090 | 185 | 0.5500 | 1.40 | 19 | 505 | 38.1% | -0.11 | 0.0117 | -0.092 |
| 13.20 | 17.00 | 222 | 718 | 36.3% | 0.82 | 0.0165 | -0.119 | 190 | 1.20 | 2.05 | 18 | 1,599 | 36.4% | -0.18 | 0.0166 | -0.122 |
| 9.70 | 12.20 | 10 | 609 | 33.4% | 0.73 | 0.0217 | -0.149 | 195 | 1.50 | 3.90 | 117 | 573 | 35.0% | -0.27 | 0.0219 | -0.151 |
| 6.40 | 8.80 | 20 | 1,743 | 32.7% | 0.61 | 0.0257 | -0.170 | 200 | 4.30 | 5.00 | 138 | 643 | 35.9% | -0.40 | 0.0259 | -0.172 |
| 3.20 | 3.90 | 36 | 1,430 | 35.2% | 0.35 | 0.0246 | -0.165 | 210 | 8.50 | 12.00 | 286 | 36.2% | -0.66 | 0.0249 | -0.166 | |
| 0.4500 | 1.40 | 90 | 1,551 | 31.8% | 0.17 | 0.0159 | -0.117 | 220 | 15.80 | 19.90 | 1 | 220 | 35.1% | -0.84 | 0.0163 | -0.118 |
| 0.2000 | 1.10 | 3 | 1,294 | 39.9% | 0.08 | 0.0086 | -0.072 | 230 | 25.70 | 28.50 | 2 | 36.6% | -0.93 | 0.0093 | -0.075 | |
| 0.0500 | 0.3500 | 9 | 762 | 39.9% | 0.04 | 0.0045 | -0.043 | 240 | 35.10 | 39.00 | 44.8% | -0.98 | 0.0052 | -0.044 | ||
| 0 | 0.9500 | 384 | 55.6% | 0.02 | 0.0024 | -0.026 | 250 | 45.00 | 48.90 | 49.4% | -0.99 | 0.0020 | -0.025 | |||
| 0 | 0.2500 | 305 | 51.7% | 0.01 | 0.0013 | -0.016 | 260 | 55.20 | 59.00 | 63.3% | -1.00 | 0.0002 | -0.020 | |||
| 0 | 0.2000 | 195 | 56.7% | 0.01 | 0.0008 | -0.010 | 270 | 65.20 | 69.00 | 71.1% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 1.05 | 23 | 80.3% | 0.00 | 0.0004 | -0.006 | 280 | 75.00 | 78.90 | 71.2% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 1.35 | 26 | 91.2% | 0.00 | 0.0003 | -0.004 | 290 | 85.20 | 88.90 | 83.5% | -1.00 | 0.0000 | -0.020 | |||
| 0 | 0.6500 | 89 | 87.1% | 0.00 | 0.0002 | -0.003 | 300 | 95.50 | 98.90 | 95.8% | -1.00 | 0.0000 | -0.020 | |||
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.