GM chaîne d'options General Motors Company
Cboe delayed options data · au 06:37 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 ±8.9% (75.10–89.70) · ATM IV 37.2% · P/C open interest 0.41
| 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 | |
| 35.95 | 39.85 | 1.00 | 0.0006 | 0.000 | 45 | 0 | 0.5100 | 112.3% | -0.00 | 0.0006 | -0.003 | |||||
| 31.00 | 34.90 | 64.2% | 0.99 | 0.0010 | -0.001 | 50 | 0 | 0.7100 | 101.3% | -0.01 | 0.0010 | -0.004 | ||||
| 26.00 | 29.90 | 0.99 | 0.0017 | -0.003 | 55 | 0 | 1.46 | 99.7% | -0.01 | 0.0017 | -0.006 | |||||
| 21.00 | 24.95 | 7 | 0.98 | 0.0032 | -0.006 | 60 | 0 | 0.5100 | 42 | 36 | 65.1% | -0.02 | 0.0032 | -0.008 | ||
| 16.10 | 20.05 | 1 | 41.3% | 0.97 | 0.0064 | -0.011 | 65 | 0 | 0.2100 | 61 | 382 | 43.7% | -0.03 | 0.0065 | -0.013 | |
| 11.40 | 15.05 | 6 | 36.7% | 0.93 | 0.0137 | -0.020 | 70 | 0.3000 | 0.3900 | 530 | 857 | 41.4% | -0.07 | 0.0138 | -0.022 | |
| 9.15 | 13.10 | 1 | 40.5% | 0.88 | 0.0197 | -0.028 | 72.5 | 0.5000 | 0.7500 | 82 | 70 | 41.1% | -0.12 | 0.0198 | -0.030 | |
| 8.15 | 11.80 | 42.2% | 0.85 | 0.0238 | -0.034 | 74 | 0.7700 | 0.8700 | 578 | 40.2% | -0.15 | 0.0240 | -0.035 | |||
| 7.85 | 10.95 | 9 | 90 | 45.3% | 0.82 | 0.0267 | -0.038 | 75 | 0.8900 | 1.05 | 147 | 1,065 | 39.4% | -0.18 | 0.0269 | -0.039 |
| 7.00 | 9.60 | 40.4% | 0.79 | 0.0295 | -0.042 | 76 | 0.8500 | 1.30 | 22 | 37.7% | -0.21 | 0.0298 | -0.043 | |||
| 6.25 | 7.80 | 1 | 33.0% | 0.76 | 0.0323 | -0.045 | 77 | 1.10 | 1.71 | 3 | 38.8% | -0.24 | 0.0326 | -0.046 | ||
| 5.90 | 8.55 | 359 | 40.5% | 0.74 | 0.0336 | -0.047 | 77.5 | 1.11 | 1.68 | 39 | 455 | 36.8% | -0.26 | 0.0339 | -0.048 | |
| 5.50 | 8.00 | 38.9% | 0.73 | 0.0348 | -0.049 | 78 | 1.57 | 1.82 | 1 | 38.7% | -0.28 | 0.0352 | -0.050 | |||
| 4.90 | 7.30 | 39.0% | 0.69 | 0.0371 | -0.052 | 79 | 1.84 | 2.18 | 14 | 38.5% | -0.31 | 0.0375 | -0.053 | |||
| 4.85 | 5.65 | 3 | 4,297 | 36.5% | 0.65 | 0.0391 | -0.054 | 80 | 2.31 | 2.49 | 30 | 449 | 38.7% | -0.35 | 0.0395 | -0.055 |
| 3.95 | 5.20 | 35.6% | 0.61 | 0.0407 | -0.056 | 81 | 2.44 | 2.93 | 37.3% | -0.39 | 0.0412 | -0.057 | ||||
| 4.00 | 4.45 | 17 | 37.7% | 0.57 | 0.0419 | -0.057 | 82 | 2.94 | 3.35 | 15 | 37.4% | -0.44 | 0.0424 | -0.058 | ||
| 3.75 | 4.20 | 1 | 611 | 37.8% | 0.55 | 0.0423 | -0.058 | 82.5 | 3.00 | 3.65 | 26 | 607 | 36.7% | -0.46 | 0.0429 | -0.058 |
| 3.60 | 3.90 | 397 | 38.0% | 0.53 | 0.0426 | -0.058 | 83 | 3.35 | 4.00 | 14 | 37.6% | -0.48 | 0.0432 | -0.059 | ||
| 2.82 | 3.70 | 24 | 37.7% | 0.48 | 0.0428 | -0.058 | 84 | 3.25 | 4.50 | 5 | 34.2% | -0.52 | 0.0435 | -0.058 | ||
| 2.68 | 2.85 | 55 | 951 | 36.9% | 0.44 | 0.0426 | -0.057 | 85 | 4.60 | 5.00 | 35 | 430 | 37.7% | -0.56 | 0.0434 | -0.058 |
| 2.31 | 2.87 | 7 | 38.9% | 0.40 | 0.0419 | -0.055 | 86 | 4.80 | 5.80 | 20 | 36.3% | -0.61 | 0.0427 | -0.056 | ||
| 1.91 | 2.27 | 16 | 37.2% | 0.36 | 0.0407 | -0.053 | 87 | 4.90 | 6.45 | 33.0% | -0.65 | 0.0416 | -0.054 | |||
| 1.81 | 2.00 | 52 | 537 | 36.9% | 0.34 | 0.0399 | -0.052 | 87.5 | 6.05 | 6.90 | 1 | 85 | 38.1% | -0.67 | 0.0409 | -0.053 |
| 1.66 | 2.04 | 2 | 37.9% | 0.32 | 0.0391 | -0.051 | 88 | 5.55 | 7.40 | 33.9% | -0.69 | 0.0401 | -0.052 | |||
| 1.40 | 1.66 | 17 | 37.2% | 0.29 | 0.0371 | -0.048 | 89 | 6.15 | 8.40 | 34.4% | -0.72 | 0.0383 | -0.049 | |||
| 1.20 | 1.32 | 88 | 1,757 | 36.8% | 0.25 | 0.0349 | -0.045 | 90 | 7.20 | 8.90 | 20 | 34.2% | -0.76 | 0.0362 | -0.046 | |
| 0.7900 | 1.25 | 9 | 36.2% | 0.22 | 0.0325 | -0.042 | 91 | 7.70 | 9.70 | 31.4% | -0.79 | 0.0339 | -0.043 | |||
| 0.7400 | 1.16 | 29 | 37.7% | 0.19 | 0.0300 | -0.038 | 92 | 8.00 | 11.90 | 37.9% | -0.82 | 0.0314 | -0.039 | |||
| 0.7400 | 0.8700 | 918 | 1,307 | 36.6% | 0.18 | 0.0287 | -0.037 | 92.5 | 8.40 | 11.90 | 6 | 34.0% | -0.83 | 0.0302 | -0.037 | |
| 0.6100 | 0.9900 | 4 | 37.8% | 0.17 | 0.0274 | -0.035 | 93 | 8.85 | 12.75 | 37.8% | -0.85 | 0.0289 | -0.036 | |||
| 0.3100 | 1.12 | 4 | 38.6% | 0.14 | 0.0248 | -0.032 | 94 | 9.75 | 13.10 | 32.1% | -0.87 | 0.0264 | -0.032 | |||
| 0.4100 | 0.6600 | 509 | 259 | 37.4% | 0.12 | 0.0223 | -0.028 | 95 | 10.65 | 14.00 | 1 | 30.7% | -0.89 | 0.0240 | -0.029 | |
| 0.1700 | 0.6600 | 3 | 36.8% | 0.10 | 0.0199 | -0.025 | 96 | 11.55 | 15.45 | 38.0% | -0.91 | 0.0217 | -0.026 | |||
| 0.1500 | 0.5300 | 1 | 36.8% | 0.09 | 0.0176 | -0.022 | 97 | 12.55 | 16.40 | 39.3% | -0.93 | 0.0196 | -0.024 | |||
| 0.2300 | 0.4500 | 5 | 38.6% | 0.08 | 0.0156 | -0.020 | 98 | 13.45 | 17.35 | 38.9% | -0.95 | 0.0175 | -0.021 | |||
| 0.1500 | 0.4000 | 14 | 101 | 40.2% | 0.06 | 0.0121 | -0.016 | 100 | 15.35 | 19.30 | 39.3% | -0.97 | 0.0145 | -0.017 | ||
| 0 | 0.3100 | 22 | 599 | 43.2% | 0.03 | 0.0066 | -0.010 | 105 | 20.30 | 24.25 | 43.4% | -1.00 | 0.0046 | -0.009 | ||
| 0 | 0.0700 | 41 | 56 | 40.3% | 0.02 | 0.0041 | -0.007 | 110 | 25.25 | 29.30 | 50.3% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.3100 | 3 | 9 | 56.3% | 0.01 | 0.0029 | -0.006 | 115 | 30.30 | 34.25 | 56.8% | -1.00 | 0.0000 | -0.009 | ||
| 0 | 0.5300 | 1 | 68.0% | 0.01 | 0.0022 | -0.005 | 120 | 35.30 | 39.20 | -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 — 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