FCX chaîne d'options Freeport-McMoRan Inc.
Cboe delayed options data · au 12:37 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 ±11.4% (61.24–76.94) · ATM IV 47.6% · 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 | |
| 33.70 | 36.30 | 6 | 118.3% | 1.00 | 0.0004 | 0.000 | 35 | 0 | 0.8600 | 142 | 142.6% | -0.00 | 0.0004 | -0.002 | ||
| 28.75 | 31.30 | 100 | 98.1% | 1.00 | 0.0008 | 0.000 | 40 | 0 | 0.5500 | 1,235 | 108.4% | -0.00 | 0.0008 | -0.003 | ||
| 23.95 | 26.35 | 51 | 87.5% | 0.99 | 0.0017 | -0.002 | 45 | 0.0100 | 0.1800 | 10 | 2,796 | 73.6% | -0.01 | 0.0017 | -0.004 | |
| 19.00 | 21.40 | 174 | 71.1% | 0.98 | 0.0040 | -0.006 | 50 | 0.0300 | 0.1400 | 63 | 12.2K | 57.0% | -0.02 | 0.0040 | -0.009 | |
| 14.80 | 15.80 | 5 | 1,263 | 57.3% | 0.95 | 0.0098 | -0.016 | 55 | 0.2200 | 0.3200 | 387 | 4,711 | 53.4% | -0.05 | 0.0099 | -0.018 |
| 10.55 | 12.25 | 46.4% | 0.89 | 0.0182 | -0.029 | 59 | 0.3600 | 0.6900 | 19 | 17 | 48.4% | -0.11 | 0.0184 | -0.031 | ||
| 10.15 | 11.85 | 852 | 56.5% | 0.87 | 0.0208 | -0.033 | 60 | 0.7200 | 0.7500 | 144 | 5,454 | 49.9% | -0.13 | 0.0209 | -0.035 | |
| 8.85 | 10.55 | 46.3% | 0.84 | 0.0234 | -0.037 | 61 | 0.6300 | 1.02 | 5 | 3 | 48.1% | -0.16 | 0.0235 | -0.038 | ||
| 8.05 | 10.40 | 52.3% | 0.82 | 0.0260 | -0.041 | 62 | 0.7900 | 1.26 | 28 | 26 | 48.0% | -0.18 | 0.0262 | -0.042 | ||
| 7.90 | 9.20 | 15 | 74 | 47.1% | 0.80 | 0.0274 | -0.043 | 62.5 | 1.08 | 1.27 | 77 | 581 | 48.7% | -0.20 | 0.0275 | -0.044 |
| 7.20 | 8.95 | 45.5% | 0.79 | 0.0286 | -0.045 | 63 | 1.15 | 1.40 | 48.3% | -0.21 | 0.0288 | -0.046 | ||||
| 6.85 | 8.05 | 47.3% | 0.76 | 0.0312 | -0.048 | 64 | 1.40 | 1.74 | 11 | 11 | 48.6% | -0.25 | 0.0314 | -0.049 | ||
| 6.55 | 7.50 | 8 | 5,112 | 51.1% | 0.72 | 0.0336 | -0.051 | 65 | 1.75 | 2.00 | 92 | 5,291 | 48.5% | -0.28 | 0.0338 | -0.052 |
| 5.90 | 7.45 | 2 | 2 | 55.0% | 0.69 | 0.0357 | -0.054 | 66 | 2.11 | 2.33 | 5 | 5 | 48.5% | -0.32 | 0.0360 | -0.055 |
| 5.25 | 5.90 | 48.4% | 0.65 | 0.0376 | -0.057 | 67 | 2.32 | 2.70 | 5 | 5 | 47.2% | -0.35 | 0.0380 | -0.057 | ||
| 4.90 | 6.30 | 4 | 246 | 52.4% | 0.63 | 0.0384 | -0.057 | 67.5 | 2.59 | 2.90 | 37 | 833 | 47.6% | -0.37 | 0.0388 | -0.058 |
| 4.70 | 5.40 | 49.0% | 0.61 | 0.0392 | -0.058 | 68 | 2.62 | 3.15 | 256 | 228 | 46.6% | -0.39 | 0.0395 | -0.059 | ||
| 4.20 | 4.80 | 3 | 3 | 48.7% | 0.57 | 0.0403 | -0.059 | 69 | 3.15 | 3.55 | 10 | 10 | 46.6% | -0.43 | 0.0407 | -0.060 |
| 3.65 | 3.90 | 574 | 4,322 | 45.8% | 0.53 | 0.0410 | -0.060 | 70 | 3.75 | 4.05 | 80 | 3,104 | 47.1% | -0.48 | 0.0414 | -0.061 |
| 3.25 | 3.70 | 17 | 17 | 47.6% | 0.49 | 0.0412 | -0.060 | 71 | 4.15 | 5.00 | 2 | 2 | 48.6% | -0.52 | 0.0417 | -0.060 |
| 2.80 | 3.35 | 28 | 28 | 47.8% | 0.45 | 0.0410 | -0.059 | 72 | 4.70 | 5.25 | 46.3% | -0.56 | 0.0415 | -0.060 | ||
| 2.58 | 2.81 | 145 | 1,524 | 45.5% | 0.43 | 0.0407 | -0.059 | 72.5 | 5.05 | 5.65 | 18 | 2,179 | 47.1% | -0.58 | 0.0413 | -0.059 |
| 2.43 | 2.68 | 319 | 319 | 45.9% | 0.41 | 0.0403 | -0.058 | 73 | 5.25 | 5.95 | 1 | 1 | 46.2% | -0.60 | 0.0409 | -0.059 |
| 2.14 | 2.50 | 114 | 113 | 47.2% | 0.37 | 0.0393 | -0.056 | 74 | 5.80 | 6.65 | 45.7% | -0.64 | 0.0400 | -0.057 | ||
| 1.85 | 2.05 | 565 | 7,718 | 46.3% | 0.33 | 0.0379 | -0.054 | 75 | 6.50 | 7.25 | 2 | 826 | 44.9% | -0.67 | 0.0386 | -0.054 |
| 1.59 | 1.78 | 7 | 7 | 46.4% | 0.30 | 0.0362 | -0.051 | 76 | 7.10 | 8.80 | 49.6% | -0.71 | 0.0370 | -0.052 | ||
| 1.29 | 1.60 | 4 | 4 | 46.3% | 0.27 | 0.0343 | -0.049 | 77 | 7.80 | 9.55 | 49.2% | -0.74 | 0.0352 | -0.049 | ||
| 1.24 | 1.41 | 91 | 679 | 46.0% | 0.25 | 0.0333 | -0.047 | 77.5 | 8.20 | 9.60 | 1 | 50 | 46.7% | -0.76 | 0.0342 | -0.047 |
| 1.14 | 1.38 | 7 | 6 | 46.7% | 0.24 | 0.0322 | -0.045 | 78 | 8.75 | 10.30 | 50.2% | -0.77 | 0.0332 | -0.046 | ||
| 0.9800 | 1.12 | 25 | 25 | 46.2% | 0.21 | 0.0300 | -0.042 | 79 | 8.70 | 11.25 | 44.1% | -0.80 | 0.0310 | -0.043 | ||
| 0.7500 | 1.01 | 271 | 6,314 | 45.3% | 0.18 | 0.0277 | -0.039 | 80 | 10.35 | 11.95 | 153 | 50.1% | -0.83 | 0.0288 | -0.039 | |
| 0.6500 | 0.8700 | 1 | 1 | 46.4% | 0.16 | 0.0254 | -0.036 | 81 | 10.40 | 12.85 | 42.1% | -0.85 | 0.0266 | -0.036 | ||
| 0.4500 | 0.7300 | 15 | 14 | 45.3% | 0.14 | 0.0232 | -0.033 | 82 | 11.80 | 13.75 | 48.1% | -0.87 | 0.0244 | -0.033 | ||
| 0.5100 | 0.6800 | 6 | 1,979 | 46.6% | 0.13 | 0.0221 | -0.031 | 82.5 | 12.65 | 14.25 | 1 | 17 | 53.0% | -0.88 | 0.0233 | -0.031 |
| 0.4600 | 0.8200 | 4 | 2 | 48.8% | 0.12 | 0.0210 | -0.029 | 83 | 12.80 | 14.65 | 49.4% | -0.89 | 0.0222 | -0.030 | ||
| 0.3500 | 0.4000 | 1,760 | 11.2K | 46.4% | 0.09 | 0.0170 | -0.024 | 85 | 14.65 | 16.50 | 25 | 50.0% | -0.92 | 0.0184 | -0.024 | |
| 0.2000 | 0.3300 | 3 | 262 | 47.6% | 0.06 | 0.0128 | -0.018 | 87.5 | 16.30 | 19.65 | 19 | 51.9% | -0.95 | 0.0142 | -0.018 | |
| 0.1000 | 0.3100 | 60 | 11.7K | 46.8% | 0.05 | 0.0096 | -0.014 | 90 | 18.90 | 22.20 | 51 | 59.5% | -0.97 | 0.0114 | -0.014 | |
| 0.0200 | 0.1200 | 3 | 1,492 | 48.6% | 0.03 | 0.0057 | -0.009 | 95 | 23.65 | 26.65 | -0.99 | 0.0049 | -0.009 | |||
| 0 | 0.1300 | 8 | 2,680 | 54.8% | 0.02 | 0.0037 | -0.007 | 100 | 28.85 | 31.45 | -1.00 | 0.0007 | -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