HAL chaîne d'options Halliburton Company
Cboe delayed options data · au 03:37 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 ±5.3% (31.35–34.86) · ATM IV 62.5% · P/C open interest 0.64
| 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 | |
| 10.00 | 14.10 | 1 | 195.3% | 1.00 | 0.0001 | 0.000 | 21 | 0 | 0.0100 | 5 | 5 | 161.7% | -0.00 | 0.0001 | -0.000 | |
| 9.00 | 13.10 | 1 | 176.6% | 1.00 | 0.0003 | 0.000 | 22 | 0 | 0.0100 | 142 | 230 | 146.4% | -0.00 | 0.0003 | -0.000 | |
| 8.15 | 12.30 | 231.5% | 1.00 | 0.0005 | 0.000 | 23 | 0 | 4.40 | 3 | 2 | 131.6% | -0.00 | 0.0005 | -0.000 | ||
| 7.15 | 11.30 | 209.0% | 1.00 | 0.0009 | 0.000 | 24 | 0 | 1.44 | 9 | 301.2% | -0.00 | 0.0009 | -0.001 | |||
| 6.15 | 10.35 | 192.7% | 1.00 | 0.0018 | -0.000 | 25 | 0 | 2.13 | 5 | 1 | 103.7% | -0.00 | 0.0018 | -0.001 | ||
| 5.15 | 9.30 | 1 | 165.9% | 1.00 | 0.0038 | -0.002 | 26 | 0 | 2.13 | 111.3% | -0.00 | 0.0038 | -0.003 | |||
| 4.15 | 8.30 | 1 | 3 | 145.1% | 0.99 | 0.0078 | -0.005 | 27 | 0 | 0.3000 | 1 | 135.8% | -0.01 | 0.0078 | -0.005 | |
| 3.15 | 7.25 | 4 | 1 | 120.2% | 0.98 | 0.0163 | -0.010 | 28 | 0 | 0.0200 | 122 | 61 | 70.7% | -0.02 | 0.0164 | -0.011 |
| 2.85 | 6.35 | 19 | 2 | 151.4% | 0.96 | 0.0335 | -0.021 | 29 | 0 | 0.0700 | 254 | 119 | 70.2% | -0.04 | 0.0336 | -0.021 |
| 1.71 | 5.85 | 15 | 5 | 102.0% | 0.94 | 0.0471 | -0.029 | 29.5 | 0.0100 | 0.0500 | 455 | 87 | 60.7% | -0.06 | 0.0473 | -0.030 |
| 1.43 | 5.05 | 164 | 662 | 86.1% | 0.92 | 0.0648 | -0.041 | 30 | 0.0500 | 0.1000 | 274 | 124 | 64.7% | -0.08 | 0.0651 | -0.041 |
| 0.7700 | 4.85 | 4 | 84.0% | 0.88 | 0.0866 | -0.054 | 30.5 | 0.1100 | 0.1300 | 229 | 354 | 63.6% | -0.12 | 0.0870 | -0.054 | |
| 0.3100 | 3.75 | 2 | 186 | 0.83 | 0.1114 | -0.070 | 31 | 0.1900 | 0.2200 | 437 | 350 | 64.8% | -0.17 | 0.1120 | -0.070 | |
| 1.47 | 2.19 | 33 | 61 | 63.2% | 0.77 | 0.1369 | -0.086 | 31.5 | 0.2100 | 0.3400 | 316 | 259 | 61.0% | -0.23 | 0.1377 | -0.086 |
| 1.40 | 1.66 | 44 | 100 | 67.8% | 0.70 | 0.1596 | -0.100 | 32 | 0.3700 | 0.4800 | 408 | 1,016 | 61.8% | -0.31 | 0.1607 | -0.101 |
| 0.9900 | 1.30 | 76 | 104 | 62.1% | 0.61 | 0.1759 | -0.111 | 32.5 | 0.5600 | 0.8100 | 736 | 129 | 62.2% | -0.39 | 0.1772 | -0.112 |
| 0.8800 | 0.9600 | 2,442 | 289 | 63.5% | 0.52 | 0.1829 | -0.115 | 33 | 0.7700 | 0.9000 | 1,542 | 380 | 61.4% | -0.48 | 0.1843 | -0.116 |
| 0.6500 | 0.7400 | 4,161 | 1,329 | 65.3% | 0.43 | 0.1797 | -0.114 | 33.5 | 0.8900 | 3.20 | 87 | 144 | 61.2% | -0.57 | 0.1812 | -0.115 |
| 0.4700 | 0.5600 | 416 | 334 | 65.5% | 0.35 | 0.1676 | -0.106 | 34 | 0.8500 | 3.40 | 3 | 80 | 113.5% | -0.66 | 0.1690 | -0.107 |
| 0.3300 | 0.4300 | 589 | 348 | 66.2% | 0.27 | 0.1492 | -0.094 | 34.5 | 1.48 | 2.17 | 2 | 63.7% | -0.73 | 0.1504 | -0.095 | |
| 0.2200 | 0.2600 | 533 | 529 | 63.4% | 0.21 | 0.1276 | -0.081 | 35 | 1.80 | 4.05 | 6 | 42 | 124.1% | -0.80 | 0.1286 | -0.081 |
| 0.1500 | 0.2200 | 1,658 | 95 | 66.3% | 0.16 | 0.1055 | -0.066 | 35.5 | 2.26 | 4.65 | 4 | 138.0% | -0.85 | 0.1063 | -0.067 | |
| 0.0900 | 0.1400 | 193 | 391 | 64.8% | 0.12 | 0.0849 | -0.053 | 36 | 2.77 | 4.60 | 3 | 8 | 126.4% | -0.89 | 0.0854 | -0.053 |
| 0.0200 | 0.1600 | 202 | 49 | 67.8% | 0.09 | 0.0669 | -0.042 | 36.5 | 1.60 | 5.45 | 7 | 55.9% | -0.92 | 0.0674 | -0.042 | |
| 0 | 0.0700 | 124 | 191 | 61.3% | 0.06 | 0.0517 | -0.032 | 37 | 1.98 | 6.00 | 5 | -0.94 | 0.0526 | -0.032 | ||
| 0 | 1.85 | 67 | 295 | 174.1% | 0.05 | 0.0395 | -0.024 | 37.5 | 2.75 | 6.55 | 95.2% | -0.96 | 0.0408 | -0.024 | ||
| 0 | 0.0500 | 457 | 67 | 68.7% | 0.03 | 0.0298 | -0.018 | 38 | 3.15 | 7.05 | 93.2% | -0.97 | 0.0310 | -0.017 | ||
| 0 | 1.50 | 1 | 38 | 184.4% | 0.02 | 0.0166 | -0.010 | 39 | 5.15 | 8.00 | 169.5% | -0.99 | 0.0162 | -0.010 | ||
| 0 | 0.1900 | 1 | 96 | 112.7% | 0.01 | 0.0091 | -0.005 | 40 | 4.85 | 9.00 | -1.00 | 0.0063 | -0.007 | |||
| 0 | 0.4100 | 2 | 16 | 146.7% | 0.00 | 0.0049 | -0.003 | 41 | 5.90 | 10.00 | -1.00 | 0.0018 | -0.006 | |||
| 0 | 1.60 | 37 | 235.0% | 0.00 | 0.0027 | -0.002 | 42 | 7.15 | 10.95 | 125.2% | -1.00 | 0.0003 | -0.006 | |||
| 0 | 1.75 | 101 | 256.7% | 0.00 | 0.0014 | -0.001 | 43 | 8.25 | 11.95 | 1 | 150.9% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 2.13 | 3 | 289.6% | 0.00 | 0.0008 | -0.000 | 44 | 9.00 | 13.00 | 2 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 2.38 | 7 | 315.2% | 0.00 | 0.0004 | -0.000 | 45 | 10.20 | 13.95 | 1 | 163.0% | -1.00 | 0.0000 | -0.006 | ||
| 0 | 2.13 | 3 | 315.6% | 0.00 | 0.0002 | -0.000 | 46 | 12.45 | 14.95 | 278.7% | -1.00 | 0.0000 | -0.006 | |||
| 0 | 2.13 | 2 | 327.8% | 0.00 | 0.0001 | -0.000 | 47 | 11.85 | 15.95 | 2 | -1.00 | 0.0000 | -0.006 | |||
| 0 | 2.13 | 2 | 339.7% | 0.00 | 0.0001 | 0.000 | 48 | 13.60 | 16.95 | 2 | 239.3% | -1.00 | 0.0000 | -0.006 | ||
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 — Oct 23, 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