FCX chaîne d'options Freeport-McMoRan Inc.
Cboe delayed options data · au 09:34 UTC
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 ±7.6% (68.38–79.62) · ATM IV 45.4% · P/C open interest 0.89
| 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 | |
| 35.70 | 37.40 | 377 | 1.00 | 0.0001 | 0.000 | 37 | 0 | 0.8500 | 5,727 | 199.2% | -0.00 | 0.0001 | -0.000 | |||
| 32.75 | 34.50 | 399 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0100 | 4,057 | 100.1% | -0.00 | 0.0001 | -0.000 | |||
| 30.65 | 33.35 | 663 | 1.00 | 0.0001 | 0.000 | 42 | 0 | 2.13 | 3,078 | 207.4% | -0.00 | 0.0001 | -0.001 | |||
| 27.60 | 29.50 | 2,515 | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.6000 | 2 | 4,919 | 139.7% | -0.00 | 0.0002 | -0.001 | ||
| 26.00 | 27.20 | 2,474 | 1.00 | 0.0003 | 0.000 | 47 | 0 | 0.3300 | 4,628 | 115.9% | -0.00 | 0.0003 | -0.001 | |||
| 23.00 | 24.65 | 3,028 | 1.00 | 0.0006 | 0.000 | 50 | 0 | 0.0100 | 1 | 12.6K | 65.8% | -0.00 | 0.0006 | -0.002 | ||
| 18.00 | 20.30 | 4,591 | 70.3% | 0.99 | 0.0019 | -0.002 | 55 | 0.0100 | 0.0500 | 60 | 9,451 | 62.1% | -0.01 | 0.0019 | -0.004 | |
| 13.45 | 14.55 | 7 | 7,332 | 0.98 | 0.0064 | -0.010 | 60 | 0.0500 | 0.0700 | 115 | 12.4K | 50.6% | -0.02 | 0.0064 | -0.012 | |
| 9.10 | 10.55 | 2 | 0.94 | 0.0168 | -0.026 | 64 | 0.1800 | 0.3000 | 5 | 359 | 48.9% | -0.06 | 0.0169 | -0.027 | ||
| 8.80 | 9.60 | 32 | 8,260 | 37.2% | 0.92 | 0.0209 | -0.032 | 65 | 0.2400 | 0.2800 | 52 | 7,997 | 45.8% | -0.08 | 0.0210 | -0.033 |
| 7.25 | 8.75 | 4 | 120 | 0.89 | 0.0256 | -0.039 | 66 | 0.1600 | 0.5100 | 73 | 179 | 44.6% | -0.11 | 0.0257 | -0.040 | |
| 6.25 | 8.15 | 13 | 29.8% | 0.87 | 0.0307 | -0.046 | 67 | 0.2900 | 0.6500 | 144 | 44.6% | -0.14 | 0.0309 | -0.048 | ||
| 5.70 | 7.15 | 11 | 35.5% | 0.83 | 0.0361 | -0.054 | 68 | 0.6300 | 0.7100 | 58 | 462 | 45.4% | -0.17 | 0.0362 | -0.055 | |
| 5.55 | 6.55 | 50 | 322 | 46.7% | 0.79 | 0.0414 | -0.062 | 69 | 0.7800 | 0.9800 | 80 | 364 | 45.2% | -0.21 | 0.0416 | -0.063 |
| 5.00 | 5.35 | 185 | 16.1K | 43.7% | 0.74 | 0.0464 | -0.069 | 70 | 1.06 | 1.16 | 215 | 11.4K | 44.5% | -0.26 | 0.0467 | -0.070 |
| 4.20 | 5.70 | 7 | 14 | 52.1% | 0.69 | 0.0507 | -0.076 | 71 | 1.39 | 1.60 | 73 | 262 | 45.8% | -0.31 | 0.0511 | -0.077 |
| 3.60 | 4.00 | 49 | 23 | 42.8% | 0.64 | 0.0542 | -0.081 | 72 | 1.69 | 1.99 | 18 | 682 | 45.3% | -0.36 | 0.0546 | -0.082 |
| 3.00 | 3.45 | 28 | 30 | 42.9% | 0.58 | 0.0565 | -0.085 | 73 | 2.16 | 2.50 | 140 | 222 | 46.3% | -0.42 | 0.0569 | -0.086 |
| 2.50 | 3.05 | 30 | 104 | 44.0% | 0.53 | 0.0575 | -0.087 | 74 | 2.65 | 3.05 | 6 | 544 | 46.9% | -0.48 | 0.0580 | -0.087 |
| 2.23 | 2.40 | 755 | 16.5K | 43.9% | 0.47 | 0.0573 | -0.087 | 75 | 3.10 | 3.60 | 96 | 2,674 | 46.2% | -0.54 | 0.0579 | -0.088 |
| 1.74 | 2.09 | 110 | 63 | 43.9% | 0.41 | 0.0559 | -0.085 | 76 | 2.94 | 4.20 | 3 | 686 | 39.9% | -0.59 | 0.0565 | -0.086 |
| 1.39 | 1.70 | 254 | 1,670 | 43.6% | 0.36 | 0.0535 | -0.082 | 77 | 4.30 | 4.85 | 5 | 290 | 45.8% | -0.64 | 0.0542 | -0.083 |
| 1.10 | 1.42 | 52 | 241 | 43.8% | 0.31 | 0.0504 | -0.078 | 78 | 4.75 | 5.50 | 6 | 633 | 43.0% | -0.69 | 0.0510 | -0.079 |
| 1.04 | 1.16 | 187 | 945 | 45.6% | 0.27 | 0.0466 | -0.073 | 79 | 5.65 | 6.30 | 204 | 527 | 44.9% | -0.74 | 0.0473 | -0.073 |
| 0.8800 | 0.9100 | 511 | 28.7K | 45.9% | 0.23 | 0.0425 | -0.067 | 80 | 6.60 | 7.55 | 1 | 2,282 | 51.4% | -0.78 | 0.0432 | -0.067 |
| 0.6500 | 0.7900 | 294 | 78 | 46.0% | 0.19 | 0.0383 | -0.061 | 81 | 7.10 | 8.80 | 12 | 53.1% | -0.81 | 0.0389 | -0.061 | |
| 0.5100 | 0.6000 | 34 | 1,830 | 45.6% | 0.16 | 0.0340 | -0.055 | 82 | 8.15 | 9.75 | 3 | 57.3% | -0.84 | 0.0346 | -0.055 | |
| 0.3400 | 0.6000 | 161 | 193 | 46.7% | 0.14 | 0.0300 | -0.049 | 83 | 9.10 | 10.70 | 17 | 60.1% | -0.87 | 0.0306 | -0.049 | |
| 0.2500 | 0.6700 | 7 | 44 | 49.8% | 0.11 | 0.0262 | -0.043 | 84 | 9.85 | 11.60 | 59.5% | -0.89 | 0.0269 | -0.043 | ||
| 0.2500 | 0.3900 | 147 | 10.9K | 48.1% | 0.10 | 0.0227 | -0.038 | 85 | 10.90 | 12.55 | 65 | 63.0% | -0.91 | 0.0237 | -0.038 | |
| 0.0700 | 0.5000 | 3 | 10 | 49.7% | 0.08 | 0.0197 | -0.034 | 86 | 11.75 | 13.50 | 63.7% | -0.93 | 0.0208 | -0.034 | ||
| 0 | 0.7400 | 13 | 56.0% | 0.07 | 0.0170 | -0.030 | 87 | 12.75 | 14.45 | 66.2% | -0.94 | 0.0183 | -0.031 | |||
| 0.0700 | 0.3000 | 35 | 19 | 50.4% | 0.06 | 0.0147 | -0.026 | 88 | 13.70 | 15.40 | 67.8% | -0.95 | 0.0162 | -0.029 | ||
| 0.1000 | 0.2500 | 17 | 80 | 52.4% | 0.05 | 0.0127 | -0.024 | 89 | 14.70 | 16.50 | 72.5% | -0.96 | 0.0146 | -0.026 | ||
| 0.0500 | 0.2100 | 219 | 2,799 | 51.9% | 0.04 | 0.0111 | -0.021 | 90 | 15.70 | 17.55 | 31 | 76.4% | -0.97 | 0.0130 | -0.024 | |
| 0 | 0.2000 | 61 | 11 | 51.8% | 0.04 | 0.0097 | -0.019 | 91 | 16.70 | 18.55 | 79.4% | -0.98 | 0.0117 | -0.022 | ||
| 0.0200 | 0.3200 | 162 | 9,762 | 66.3% | 0.02 | 0.0059 | -0.013 | 95 | 20.65 | 22.55 | 89.8% | -0.99 | 0.0060 | -0.013 | ||
| 0 | 0.0500 | 15 | 1,246 | 61.1% | 0.01 | 0.0035 | -0.009 | 100 | 25.65 | 27.50 | 101.9% | -1.00 | 0.0016 | -0.009 | ||
| 0 | 0.1200 | 262 | 74.5% | 0.01 | 0.0023 | -0.007 | 105 | 30.65 | 32.50 | 113.8% | -1.00 | 0.0001 | -0.009 | |||
| 0 | 0.0900 | 12 | 79.9% | 0.01 | 0.0015 | -0.005 | 110 | 35.65 | 37.50 | 124.9% | -1.00 | 0.0000 | -0.009 | |||
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.
callsputs