FCX chaîne d'options Freeport-McMoRan Inc.
Cboe delayed options data · au 15:36 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 ±11.1% (61.97–77.37) · ATM IV 47.2% · P/C open interest 0.68
| 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 | |
| 33.00 | 35.70 | 6 | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.4500 | 142 | 127.7% | -0.00 | 0.0004 | -0.002 | |||
| 28.05 | 30.70 | 100 | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.2600 | 1,235 | 96.3% | -0.00 | 0.0008 | -0.003 | |||
| 23.05 | 25.50 | 51 | 0.99 | 0.0017 | -0.002 | 45 | 0.0100 | 0.2300 | 2,796 | 77.2% | -0.01 | 0.0017 | -0.004 | |||
| 18.20 | 20.50 | 174 | 0.98 | 0.0039 | -0.006 | 50 | 0.0400 | 0.0900 | 120 | 12.2K | 55.2% | -0.02 | 0.0039 | -0.008 | ||
| 13.35 | 15.90 | 1,263 | 0.95 | 0.0095 | -0.014 | 55 | 0.1300 | 0.2400 | 21 | 4,711 | 49.8% | -0.05 | 0.0095 | -0.016 | ||
| 9.65 | 12.20 | 28.8% | 0.89 | 0.0182 | -0.028 | 59 | 0.4500 | 1.02 | 17 | 54.1% | -0.11 | 0.0183 | -0.029 | |||
| 9.40 | 11.10 | 852 | 40.8% | 0.87 | 0.0209 | -0.032 | 60 | 0.6500 | 0.7400 | 46 | 5,454 | 49.4% | -0.13 | 0.0210 | -0.034 | |
| 7.95 | 10.35 | 34.3% | 0.85 | 0.0236 | -0.036 | 61 | 0.7700 | 1.11 | 3 | 3 | 50.8% | -0.15 | 0.0238 | -0.038 | ||
| 7.15 | 9.60 | 37.1% | 0.82 | 0.0264 | -0.041 | 62 | 0.9100 | 1.43 | 1 | 26 | 51.0% | -0.18 | 0.0266 | -0.042 | ||
| 7.60 | 9.05 | 74 | 44.6% | 0.80 | 0.0278 | -0.043 | 62.5 | 1.05 | 1.52 | 44 | 581 | 51.0% | -0.20 | 0.0279 | -0.044 | |
| 6.35 | 8.70 | 36.8% | 0.79 | 0.0291 | -0.045 | 63 | 1.14 | 2.04 | 53.8% | -0.21 | 0.0293 | -0.046 | ||||
| 6.95 | 7.95 | 48.7% | 0.76 | 0.0317 | -0.049 | 64 | 1.42 | 1.57 | 11 | 47.8% | -0.24 | 0.0319 | -0.050 | |||
| 6.55 | 7.25 | 5,112 | 50.7% | 0.72 | 0.0341 | -0.052 | 65 | 1.76 | 1.88 | 63 | 5,291 | 48.1% | -0.28 | 0.0343 | -0.053 | |
| 5.25 | 6.45 | 2 | 45.1% | 0.68 | 0.0363 | -0.055 | 66 | 2.02 | 2.30 | 5 | 48.0% | -0.32 | 0.0365 | -0.056 | ||
| 5.10 | 5.55 | 2 | 46.3% | 0.65 | 0.0381 | -0.057 | 67 | 2.30 | 2.68 | 1 | 5 | 47.2% | -0.36 | 0.0384 | -0.058 | |
| 4.90 | 5.30 | 246 | 47.2% | 0.63 | 0.0389 | -0.058 | 67.5 | 2.60 | 2.80 | 10 | 833 | 47.2% | -0.38 | 0.0392 | -0.059 | |
| 4.65 | 4.95 | 235 | 46.9% | 0.61 | 0.0396 | -0.059 | 68 | 2.73 | 3.15 | 101 | 228 | 47.5% | -0.40 | 0.0400 | -0.060 | |
| 4.10 | 4.55 | 3 | 47.6% | 0.57 | 0.0407 | -0.060 | 69 | 3.15 | 3.60 | 3 | 10 | 47.1% | -0.44 | 0.0411 | -0.061 | |
| 3.70 | 3.90 | 202 | 4,322 | 47.2% | 0.52 | 0.0413 | -0.061 | 70 | 3.75 | 4.05 | 29 | 3,104 | 47.2% | -0.48 | 0.0418 | -0.062 |
| 3.30 | 3.45 | 1 | 17 | 47.4% | 0.48 | 0.0415 | -0.061 | 71 | 4.30 | 4.55 | 2 | 2 | 46.9% | -0.52 | 0.0420 | -0.061 |
| 2.13 | 3.10 | 1 | 28 | 43.1% | 0.44 | 0.0413 | -0.060 | 72 | 4.90 | 5.15 | 47.0% | -0.56 | 0.0418 | -0.061 | ||
| 2.62 | 2.79 | 25 | 1,524 | 46.5% | 0.42 | 0.0410 | -0.059 | 72.5 | 4.95 | 5.45 | 2,179 | 45.3% | -0.58 | 0.0415 | -0.060 | |
| 2.37 | 2.64 | 1 | 319 | 46.3% | 0.40 | 0.0406 | -0.059 | 73 | 5.55 | 5.80 | 1 | 47.2% | -0.60 | 0.0411 | -0.059 | |
| 1.80 | 2.39 | 2 | 113 | 45.2% | 0.36 | 0.0395 | -0.057 | 74 | 6.10 | 6.90 | 49.3% | -0.64 | 0.0401 | -0.057 | ||
| 1.80 | 1.94 | 397 | 7,718 | 46.2% | 0.33 | 0.0380 | -0.055 | 75 | 6.55 | 7.15 | 826 | 44.5% | -0.68 | 0.0387 | -0.055 | |
| 1.56 | 1.68 | 5 | 7 | 46.3% | 0.29 | 0.0363 | -0.052 | 76 | 7.60 | 8.30 | 49.6% | -0.71 | 0.0371 | -0.052 | ||
| 1.05 | 1.60 | 4 | 45.4% | 0.26 | 0.0343 | -0.049 | 77 | 8.00 | 9.50 | 50.2% | -0.75 | 0.0352 | -0.049 | |||
| 1.19 | 1.33 | 8 | 679 | 46.0% | 0.25 | 0.0333 | -0.047 | 77.5 | 8.45 | 10.20 | 50 | 53.0% | -0.76 | 0.0341 | -0.048 | |
| 1.09 | 1.23 | 6 | 45.9% | 0.23 | 0.0322 | -0.045 | 78 | 8.85 | 10.60 | 53.2% | -0.78 | 0.0331 | -0.046 | |||
| 0.5600 | 1.17 | 20 | 25 | 43.8% | 0.20 | 0.0299 | -0.042 | 79 | 9.85 | 11.45 | 55.2% | -0.81 | 0.0308 | -0.042 | ||
| 0.7800 | 0.8900 | 85 | 6,314 | 46.0% | 0.18 | 0.0276 | -0.039 | 80 | 10.30 | 12.30 | 153 | 52.5% | -0.83 | 0.0286 | -0.039 | |
| 0.6400 | 0.7900 | 10 | 1 | 46.3% | 0.15 | 0.0252 | -0.035 | 81 | 11.25 | 13.20 | 54.0% | -0.86 | 0.0262 | -0.035 | ||
| 0.5500 | 0.6900 | 10 | 14 | 46.7% | 0.13 | 0.0229 | -0.032 | 82 | 12.35 | 14.10 | 56.7% | -0.88 | 0.0240 | -0.032 | ||
| 0.2900 | 0.6500 | 21 | 1,979 | 44.3% | 0.13 | 0.0218 | -0.031 | 82.5 | 12.60 | 14.55 | 17 | 55.1% | -0.89 | 0.0229 | -0.031 | |
| 0.2400 | 0.6600 | 2 | 45.0% | 0.12 | 0.0207 | -0.029 | 83 | 13.05 | 14.80 | 53.3% | -0.90 | 0.0218 | -0.029 | |||
| 0.2400 | 0.4100 | 43 | 11.2K | 45.6% | 0.09 | 0.0166 | -0.024 | 85 | 14.85 | 16.85 | 25 | 56.4% | -0.93 | 0.0180 | -0.024 | |
| 0.0900 | 0.3400 | 262 | 46.4% | 0.06 | 0.0125 | -0.018 | 87.5 | 17.10 | 19.30 | 19 | 58.1% | -0.95 | 0.0140 | -0.018 | ||
| 0.0600 | 0.2100 | 14 | 11.7K | 46.7% | 0.04 | 0.0094 | -0.014 | 90 | 19.50 | 21.75 | 51 | 60.9% | -0.97 | 0.0109 | -0.014 | |
| 0.0100 | 0.1200 | 1,492 | 48.8% | 0.03 | 0.0057 | -0.010 | 95 | 24.70 | 26.70 | 73.0% | -0.99 | 0.0053 | -0.009 | |||
| 0 | 0.1500 | 2,680 | 56.7% | 0.02 | 0.0039 | -0.008 | 100 | 29.40 | 31.70 | 76.1% | -1.00 | 0.0020 | -0.008 | |||
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.
callsputs