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 ±9.6% (30.29–36.72) · ATM IV 38.6% · 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 | |
| 11.55 | 15.50 | 1.00 | 0.0013 | -0.001 | 20 | 0 | 0.3800 | 1 | 104.6% | -0.00 | 0.0013 | -0.001 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 24 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 7.90 | 9.20 | 0.98 | 0.0098 | -0.003 | 25 | 0 | 0.1600 | 28 | 54.9% | -0.02 | 0.0099 | -0.003 | ||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 26 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.10 | 7.50 | 52.4% | 0.95 | 0.0217 | -0.006 | 27 | 0 | 0.2600 | 74 | 47.4% | -0.05 | 0.0219 | -0.006 | |||
| 4.95 | 6.75 | 4 | 48.3% | 0.93 | 0.0315 | -0.009 | 28 | 0.0200 | 0.1600 | 4 | 58 | 37.8% | -0.07 | 0.0317 | -0.009 | |
| 4.25 | 5.45 | 41.1% | 0.89 | 0.0442 | -0.011 | 29 | 0.2100 | 0.2500 | 18 | 1,364 | 40.6% | -0.11 | 0.0445 | -0.011 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 29.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.55 | 4.30 | 22 | 61 | 37.2% | 0.84 | 0.0593 | -0.015 | 30 | 0.3500 | 0.3900 | 58 | 731 | 39.6% | -0.16 | 0.0598 | -0.015 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 30.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.95 | 3.55 | 46 | 40.6% | 0.77 | 0.0752 | -0.018 | 31 | 0.5300 | 0.6500 | 7 | 252 | 39.2% | -0.23 | 0.0760 | -0.018 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 31.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.41 | 2.56 | 186 | 15.7K | 38.1% | 0.68 | 0.0894 | -0.020 | 32 | 0.8000 | 0.9300 | 3 | 840 | 38.0% | -0.32 | 0.0904 | -0.021 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 32.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.82 | 2.07 | 42 | 299 | 39.3% | 0.59 | 0.0988 | -0.022 | 33 | 1.02 | 1.52 | 34 | 908 | 37.9% | -0.42 | 0.1002 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 33.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.34 | 1.49 | 697 | 540 | 38.2% | 0.49 | 0.1016 | -0.022 | 34 | 1.49 | 1.84 | 2 | 179 | 35.0% | -0.52 | 0.1035 | -0.023 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 34.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9300 | 1.10 | 293 | 3,757 | 38.0% | 0.39 | 0.0977 | -0.021 | 35 | 2.08 | 2.52 | 13 | 227 | 35.5% | -0.62 | 0.1000 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 35.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6200 | 0.7500 | 65 | 863 | 37.2% | 0.30 | 0.0885 | -0.020 | 36 | 2.90 | 3.25 | 1 | 285 | 37.2% | -0.71 | 0.0913 | -0.020 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 36.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.4000 | 0.5200 | 18 | 474 | 37.1% | 0.23 | 0.0761 | -0.017 | 37 | 3.75 | 4.00 | 7 | 286 | 37.7% | -0.78 | 0.0794 | -0.018 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 37.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1400 | 0.4000 | 48 | 2,599 | 35.8% | 0.17 | 0.0628 | -0.014 | 38 | 4.40 | 5.65 | 47 | 48.7% | -0.85 | 0.0665 | -0.015 | |
| 0.0100 | 0.2500 | 58 | 123 | 33.6% | 0.12 | 0.0502 | -0.012 | 39 | 5.25 | 6.60 | 50.9% | -0.89 | 0.0541 | -0.013 | ||
| 0.0900 | 0.2000 | 67 | 647 | 38.8% | 0.09 | 0.0390 | -0.009 | 40 | 6.15 | 7.55 | 53.2% | -0.93 | 0.0427 | -0.010 | ||
| 0.0200 | 0.2800 | 1 | 361 | 43.1% | 0.06 | 0.0298 | -0.007 | 41 | 7.15 | 8.55 | 4 | 58.1% | -0.96 | 0.0319 | -0.008 | |
| 0 | 0.2100 | 36 | 43.6% | 0.04 | 0.0224 | -0.005 | 42 | 7.95 | 9.70 | 61.6% | -0.98 | 0.0217 | -0.005 | |||
| 0 | 0.4000 | 54.1% | 0.03 | 0.0166 | -0.004 | 43 | 8.25 | 10.80 | 42.9% | -0.99 | 0.0128 | -0.003 | ||||
| 0 | 0.1000 | 44.4% | 0.02 | 0.0122 | -0.003 | 44 | 8.60 | 12.55 | 53.9% | -1.00 | 0.0064 | -0.001 | ||||
| 0 | 1.42 | 185 | 85.9% | 0.02 | 0.0090 | -0.002 | 45 | 9.60 | 13.55 | 57.3% | -1.00 | 0.0027 | -0.000 | |||
| 0 | 1.27 | 233 | 101.8% | 0.00 | 0.0018 | -0.001 | 50 | 14.60 | 18.55 | 73.0% | -1.00 | 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 — 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.