HAL chaîne d'options Halliburton Company
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 ±6.6% (35.38–40.40) · ATM IV 32.9% · P/C open interest 0.20
| 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 | |
| 14.50 | 16.70 | 1.00 | 0.0005 | 0.000 | 22 | 0 | 0.9500 | 160.3% | -0.00 | 0.0005 | -0.001 | |||||
| 13.50 | 15.35 | 1.00 | 0.0008 | 0.000 | 23 | 0 | 1.41 | 166.8% | -0.00 | 0.0008 | -0.001 | |||||
| 12.50 | 14.90 | 70.8% | 1.00 | 0.0011 | 0.000 | 24 | 0 | 1.24 | 149.7% | -0.00 | 0.0011 | -0.001 | ||||
| 11.50 | 14.05 | 88.0% | 1.00 | 0.0016 | 0.000 | 25 | 0 | 1.15 | 136.1% | -0.00 | 0.0016 | -0.001 | ||||
| 10.50 | 12.80 | 1.00 | 0.0023 | -0.000 | 26 | 0 | 0.6800 | 109.1% | -0.00 | 0.0023 | -0.001 | |||||
| 9.50 | 11.45 | 0.99 | 0.0034 | -0.001 | 27 | 0 | 0.6200 | 97.9% | -0.01 | 0.0034 | -0.002 | |||||
| 8.20 | 10.80 | 0.99 | 0.0051 | -0.001 | 28 | 0 | 1.50 | 116.2% | -0.01 | 0.0051 | -0.003 | |||||
| 7.55 | 9.60 | 0.99 | 0.0077 | -0.002 | 29 | 0 | 1.31 | 1 | 101.5% | -0.01 | 0.0077 | -0.003 | ||||
| 6.20 | 8.35 | 0.98 | 0.0116 | -0.004 | 30 | 0 | 0.9500 | 138 | 82.8% | -0.02 | 0.0116 | -0.005 | ||||
| 5.30 | 7.45 | 0.97 | 0.0176 | -0.005 | 31 | 0 | 0.4400 | 31 | 59.2% | -0.03 | 0.0176 | -0.006 | ||||
| 4.55 | 6.25 | 79 | 0.95 | 0.0266 | -0.008 | 32 | 0 | 0.5200 | 31 | 54.3% | -0.05 | 0.0267 | -0.009 | |||
| 3.60 | 5.45 | 7 | 0.92 | 0.0397 | -0.011 | 33 | 0.0100 | 0.3500 | 7 | 42.0% | -0.08 | 0.0399 | -0.011 | |||
| 2.46 | 4.30 | 75 | 0.88 | 0.0578 | -0.015 | 34 | 0.1300 | 0.4700 | 21 | 41.0% | -0.12 | 0.0582 | -0.015 | |||
| 2.06 | 3.40 | 145 | 13.6% | 0.81 | 0.0802 | -0.019 | 35 | 0.2500 | 0.6600 | 1 | 29 | 39.1% | -0.19 | 0.0808 | -0.020 | |
| 1.83 | 2.57 | 26 | 566 | 30.8% | 0.72 | 0.1031 | -0.024 | 36 | 0.4400 | 0.6200 | 15 | 23 | 32.5% | -0.28 | 0.1040 | -0.024 |
| 1.54 | 1.85 | 44 | 107 | 34.8% | 0.61 | 0.1198 | -0.027 | 37 | 0.6300 | 1.30 | 26 | 29 | 34.6% | -0.40 | 0.1210 | -0.027 |
| 1.02 | 1.20 | 146 | 135 | 32.8% | 0.48 | 0.1243 | -0.028 | 38 | 1.29 | 1.50 | 1 | 1 | 33.0% | -0.52 | 0.1258 | -0.028 |
| 0.6200 | 0.9600 | 71 | 88 | 34.6% | 0.37 | 0.1159 | -0.027 | 39 | 1.82 | 2.12 | 31.8% | -0.64 | 0.1178 | -0.027 | ||
| 0.4500 | 0.6800 | 32 | 284 | 36.5% | 0.27 | 0.0992 | -0.024 | 40 | 2.55 | 3.95 | 3 | 48.8% | -0.74 | 0.1013 | -0.024 | |
| 0.0700 | 0.6100 | 85 | 35.9% | 0.19 | 0.0800 | -0.020 | 41 | 3.25 | 4.80 | 49.9% | -0.81 | 0.0821 | -0.021 | |||
| 0.0700 | 0.4700 | 6 | 39.0% | 0.14 | 0.0622 | -0.017 | 42 | 4.15 | 5.60 | 51.8% | -0.87 | 0.0642 | -0.017 | |||
| 0.0500 | 0.2800 | 3 | 39.0% | 0.10 | 0.0473 | -0.013 | 43 | 4.95 | 6.60 | 54.3% | -0.91 | 0.0496 | -0.013 | |||
| 0.0100 | 0.2300 | 40.7% | 0.07 | 0.0356 | -0.011 | 44 | 5.70 | 7.60 | 54.5% | -0.94 | 0.0388 | -0.011 | ||||
| 0 | 0.6400 | 57.6% | 0.05 | 0.0267 | -0.009 | 45 | 6.50 | 8.55 | 52.8% | -0.96 | 0.0315 | -0.010 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 46 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 47 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 48 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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 25, 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.