GM chaîne d'options General Motors Company
Cboe delayed options data · au 15:38 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 ±9.1% (75.55–90.60) · ATM IV 38.1% · 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 | |
| 36.85 | 40.10 | 109.5% | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.3100 | 103.7% | -0.00 | 0.0005 | -0.003 | ||||
| 32.50 | 35.10 | 109.9% | 0.99 | 0.0008 | 0.000 | 50 | 0 | 0.1100 | 75.6% | -0.00 | 0.0008 | -0.004 | ||||
| 26.90 | 30.15 | 78.1% | 0.99 | 0.0015 | -0.002 | 55 | 0 | 0.6600 | 84.0% | -0.01 | 0.0015 | -0.005 | ||||
| 22.60 | 25.20 | 7 | 78.4% | 0.98 | 0.0029 | -0.005 | 60 | 0 | 0.1600 | 36 | 53.8% | -0.02 | 0.0029 | -0.007 | ||
| 17.90 | 19.10 | 1 | 47.3% | 0.97 | 0.0060 | -0.010 | 65 | 0.0900 | 0.1600 | 4 | 382 | 45.5% | -0.03 | 0.0060 | -0.012 | |
| 13.20 | 14.00 | 6 | 38.5% | 0.93 | 0.0131 | -0.020 | 70 | 0.3000 | 0.3600 | 15 | 857 | 41.6% | -0.07 | 0.0132 | -0.021 | |
| 10.95 | 11.90 | 1 | 40.3% | 0.89 | 0.0188 | -0.028 | 72.5 | 0.5400 | 0.6100 | 1 | 70 | 40.8% | -0.11 | 0.0190 | -0.029 | |
| 9.55 | 11.35 | 45.2% | 0.86 | 0.0229 | -0.033 | 74 | 0.6600 | 1.00 | 1 | 41.1% | -0.14 | 0.0230 | -0.035 | |||
| 8.65 | 9.65 | 90 | 36.9% | 0.83 | 0.0256 | -0.037 | 75 | 0.9100 | 1.00 | 20 | 1,065 | 40.0% | -0.17 | 0.0259 | -0.038 | |
| 7.95 | 9.45 | 42.0% | 0.80 | 0.0284 | -0.041 | 76 | 1.01 | 1.19 | 10 | 39.0% | -0.20 | 0.0287 | -0.042 | |||
| 7.35 | 8.65 | 42.5% | 0.77 | 0.0311 | -0.045 | 77 | 1.30 | 1.43 | 2 | 39.2% | -0.23 | 0.0314 | -0.046 | |||
| 7.15 | 8.10 | 359 | 42.2% | 0.75 | 0.0324 | -0.047 | 77.5 | 1.45 | 1.56 | 455 | 39.2% | -0.25 | 0.0327 | -0.048 | ||
| 6.60 | 8.05 | 42.7% | 0.74 | 0.0336 | -0.048 | 78 | 1.35 | 1.83 | 38.5% | -0.27 | 0.0340 | -0.049 | ||||
| 6.10 | 7.35 | 43.4% | 0.70 | 0.0360 | -0.051 | 79 | 1.78 | 2.15 | 39.1% | -0.30 | 0.0363 | -0.052 | ||||
| 5.45 | 5.75 | 4,297 | 37.8% | 0.66 | 0.0380 | -0.054 | 80 | 2.25 | 2.38 | 11 | 449 | 39.0% | -0.34 | 0.0384 | -0.055 | |
| 4.80 | 5.20 | 37.8% | 0.62 | 0.0398 | -0.056 | 81 | 2.50 | 2.89 | 38.7% | -0.38 | 0.0402 | -0.057 | ||||
| 4.25 | 4.60 | 10 | 37.6% | 0.58 | 0.0411 | -0.057 | 82 | 3.00 | 3.35 | 1 | 39.1% | -0.42 | 0.0416 | -0.058 | ||
| 4.10 | 4.30 | 611 | 38.0% | 0.56 | 0.0416 | -0.058 | 82.5 | 3.25 | 3.45 | 1 | 607 | 38.5% | -0.44 | 0.0422 | -0.059 | |
| 3.80 | 4.05 | 5 | 37.8% | 0.54 | 0.0420 | -0.058 | 83 | 3.40 | 3.80 | 38.5% | -0.46 | 0.0426 | -0.059 | |||
| 3.15 | 3.55 | 20 | 36.7% | 0.50 | 0.0424 | -0.058 | 84 | 3.95 | 4.35 | 1 | 38.7% | -0.51 | 0.0431 | -0.059 | ||
| 2.94 | 3.10 | 2 | 951 | 37.7% | 0.46 | 0.0424 | -0.057 | 85 | 4.55 | 4.75 | 9 | 430 | 38.0% | -0.55 | 0.0431 | -0.058 |
| 2.47 | 2.65 | 1 | 37.0% | 0.42 | 0.0418 | -0.056 | 86 | 5.10 | 5.50 | 20 | 38.4% | -0.59 | 0.0427 | -0.057 | ||
| 2.08 | 2.36 | 10 | 37.1% | 0.38 | 0.0409 | -0.054 | 87 | 5.75 | 6.15 | 38.4% | -0.63 | 0.0418 | -0.055 | |||
| 2.03 | 2.13 | 29 | 537 | 37.3% | 0.36 | 0.0402 | -0.053 | 87.5 | 6.00 | 6.65 | 85 | 38.8% | -0.65 | 0.0412 | -0.054 | |
| 1.78 | 2.06 | 37.2% | 0.34 | 0.0395 | -0.052 | 88 | 5.80 | 7.05 | 36.0% | -0.67 | 0.0405 | -0.053 | ||||
| 1.51 | 1.78 | 1 | 37.3% | 0.30 | 0.0377 | -0.049 | 89 | 7.15 | 8.35 | 42.9% | -0.71 | 0.0389 | -0.050 | |||
| 1.34 | 1.43 | 23 | 1,757 | 37.1% | 0.26 | 0.0356 | -0.046 | 90 | 7.60 | 8.80 | 20 | 39.4% | -0.75 | 0.0369 | -0.047 | |
| 1.04 | 1.25 | 36.7% | 0.23 | 0.0333 | -0.043 | 91 | 8.00 | 9.45 | 35.9% | -0.78 | 0.0347 | -0.044 | ||||
| 0.8700 | 1.12 | 15 | 37.2% | 0.20 | 0.0309 | -0.039 | 92 | 8.80 | 10.70 | 38.8% | -0.81 | 0.0323 | -0.040 | |||
| 0.8500 | 0.9200 | 58 | 1,307 | 36.8% | 0.19 | 0.0296 | -0.038 | 92.5 | 9.70 | 10.70 | 6 | 39.3% | -0.83 | 0.0311 | -0.038 | |
| 0.7100 | 0.8500 | 1 | 36.4% | 0.17 | 0.0283 | -0.036 | 93 | 9.85 | 11.25 | 38.2% | -0.84 | 0.0298 | -0.037 | |||
| 0.5700 | 0.7100 | 36.2% | 0.15 | 0.0257 | -0.032 | 94 | 10.35 | 12.05 | 34.0% | -0.87 | 0.0273 | -0.033 | ||||
| 0.4900 | 0.5800 | 25 | 259 | 36.4% | 0.13 | 0.0231 | -0.029 | 95 | 12.10 | 12.80 | 1 | 41.0% | -0.89 | 0.0249 | -0.030 | |
| 0.4100 | 0.4800 | 3 | 36.5% | 0.11 | 0.0206 | -0.026 | 96 | 12.15 | 13.95 | 34.0% | -0.91 | 0.0226 | -0.027 | |||
| 0.3100 | 0.4100 | 36.4% | 0.09 | 0.0183 | -0.023 | 97 | 13.05 | 14.90 | 32.8% | -0.93 | 0.0203 | -0.024 | ||||
| 0.2900 | 0.3100 | 36.6% | 0.08 | 0.0161 | -0.020 | 98 | 14.00 | 16.25 | 39.9% | -0.94 | 0.0183 | -0.021 | ||||
| 0.1900 | 0.2300 | 11 | 101 | 37.2% | 0.06 | 0.0124 | -0.016 | 100 | 16.00 | 17.90 | 36.0% | -0.97 | 0.0144 | -0.017 | ||
| 0.0600 | 0.2800 | 22 | 599 | 43.1% | 0.03 | 0.0066 | -0.009 | 105 | 20.50 | 22.95 | -1.00 | 0.0036 | -0.010 | |||
| 0 | 0.0600 | 1 | 56 | 38.9% | 0.02 | 0.0041 | -0.007 | 110 | 25.10 | 28.10 | -1.00 | 0.0004 | -0.010 | |||
| 0 | 0.0600 | 9 | 44.3% | 0.01 | 0.0029 | -0.006 | 115 | 30.10 | 32.90 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.1200 | 1 | 53.6% | 0.01 | 0.0022 | -0.005 | 120 | 35.10 | 37.70 | -1.00 | 0.0000 | -0.010 | ||||
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