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 ±31.4% (139.00–266.00) · ATM IV 37.0% · P/C open interest 0.58
| 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 | |
| 99.50 | 104.00 | 44.3% | 0.95 | 0.0010 | 0.000 | 105 | 0.2500 | 5.00 | 45.4% | -0.05 | 0.0011 | -0.011 | ||||
| 95.00 | 99.50 | 43.1% | 0.94 | 0.0012 | -0.001 | 110 | 0.5000 | 4.50 | 42.2% | -0.06 | 0.0012 | -0.013 | ||||
| 91.00 | 95.10 | 42.6% | 0.93 | 0.0014 | -0.003 | 115 | 1.00 | 5.50 | 42.6% | -0.07 | 0.0014 | -0.014 | ||||
| 86.50 | 91.00 | 41.9% | 0.92 | 0.0016 | -0.005 | 120 | 1.50 | 6.50 | 42.6% | -0.08 | 0.0016 | -0.015 | ||||
| 82.50 | 87.00 | 41.7% | 0.91 | 0.0017 | -0.007 | 125 | 2.50 | 7.00 | 42.3% | -0.09 | 0.0018 | -0.017 | ||||
| 78.50 | 83.00 | 41.2% | 0.90 | 0.0019 | -0.009 | 130 | 3.00 | 8.00 | 41.7% | -0.10 | 0.0020 | -0.018 | ||||
| 75.00 | 79.00 | 41.1% | 0.89 | 0.0021 | -0.011 | 135 | 4.00 | 8.50 | 10 | 41.0% | -0.12 | 0.0022 | -0.019 | |||
| 71.00 | 75.50 | 40.8% | 0.87 | 0.0024 | -0.012 | 140 | 5.00 | 9.50 | 40.7% | -0.13 | 0.0024 | -0.021 | ||||
| 67.00 | 71.50 | 39.8% | 0.86 | 0.0026 | -0.014 | 145 | 6.00 | 10.50 | 40.2% | -0.15 | 0.0026 | -0.022 | ||||
| 64.00 | 68.00 | 40.2% | 0.84 | 0.0028 | -0.016 | 150 | 7.00 | 11.50 | 1 | 39.5% | -0.17 | 0.0029 | -0.023 | |||
| 60.00 | 64.50 | 39.4% | 0.82 | 0.0030 | -0.018 | 155 | 8.50 | 12.60 | 39.2% | -0.18 | 0.0031 | -0.025 | ||||
| 56.50 | 61.00 | 38.8% | 0.80 | 0.0033 | -0.020 | 160 | 9.50 | 14.50 | 39.0% | -0.20 | 0.0033 | -0.026 | ||||
| 53.50 | 57.60 | 38.6% | 0.78 | 0.0035 | -0.021 | 165 | 11.00 | 15.80 | 38.6% | -0.22 | 0.0036 | -0.027 | ||||
| 50.50 | 54.50 | 38.5% | 0.76 | 0.0037 | -0.023 | 170 | 13.00 | 17.50 | 38.6% | -0.24 | 0.0038 | -0.028 | ||||
| 47.50 | 51.50 | 38.3% | 0.74 | 0.0039 | -0.025 | 175 | 14.50 | 19.00 | 38.0% | -0.27 | 0.0040 | -0.029 | ||||
| 44.50 | 49.00 | 38.3% | 0.72 | 0.0041 | -0.026 | 180 | 16.50 | 21.00 | 37.9% | -0.29 | 0.0042 | -0.030 | ||||
| 41.50 | 46.00 | 37.7% | 0.70 | 0.0043 | -0.027 | 185 | 18.50 | 22.50 | 10 | 37.3% | -0.31 | 0.0044 | -0.031 | |||
| 39.00 | 43.00 | 37.4% | 0.67 | 0.0044 | -0.028 | 190 | 20.50 | 25.00 | 37.2% | -0.34 | 0.0046 | -0.032 | ||||
| 36.50 | 41.00 | 37.6% | 0.65 | 0.0046 | -0.029 | 195 | 23.00 | 27.50 | 37.4% | -0.36 | 0.0047 | -0.032 | ||||
| 34.00 | 38.50 | 1 | 37.3% | 0.63 | 0.0047 | -0.030 | 200 | 25.00 | 29.50 | 1 | 36.7% | -0.38 | 0.0049 | -0.033 | ||
| 29.50 | 34.00 | 36.9% | 0.58 | 0.0049 | -0.032 | 210 | 30.50 | 35.00 | 4 | 36.8% | -0.43 | 0.0051 | -0.033 | |||
| 25.50 | 30.00 | 4 | 36.6% | 0.53 | 0.0050 | -0.032 | 220 | 36.00 | 40.50 | 4 | 36.3% | -0.48 | 0.0053 | -0.033 | ||
| 22.50 | 26.30 | 35 | 36.6% | 0.49 | 0.0051 | -0.033 | 230 | 42.00 | 47.00 | 1 | 36.1% | -0.53 | 0.0054 | -0.033 | ||
| 19.00 | 23.50 | 36.4% | 0.44 | 0.0050 | -0.033 | 240 | 49.00 | 53.50 | 36.1% | -0.58 | 0.0055 | -0.032 | ||||
| 16.00 | 20.50 | 9 | 36.0% | 0.40 | 0.0049 | -0.032 | 250 | 56.00 | 60.50 | 35.9% | -0.63 | 0.0055 | -0.031 | |||
| 13.50 | 16.80 | 12 | 35.0% | 0.37 | 0.0048 | -0.031 | 260 | 63.50 | 68.00 | 35.8% | -0.67 | 0.0055 | -0.030 | |||
| 11.50 | 16.00 | 1 | 35.8% | 0.33 | 0.0046 | -0.030 | 270 | 71.00 | 76.00 | 35.6% | -0.71 | 0.0054 | -0.028 | |||
| 11.30 | 14.00 | 36.7% | 0.30 | 0.0044 | -0.029 | 280 | 79.50 | 84.00 | 35.6% | -0.75 | 0.0053 | -0.026 | ||||
| 8.00 | 12.50 | 35.5% | 0.27 | 0.0042 | -0.028 | 290 | 88.00 | 92.50 | 35.6% | -0.79 | 0.0052 | -0.025 | ||||
| 6.50 | 11.00 | 15 | 35.3% | 0.24 | 0.0040 | -0.026 | 300 | 97.00 | 101.00 | 35.6% | -0.83 | 0.0051 | -0.023 | |||
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 19, 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.