HON chaîne d'options Honeywell International Inc.
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 ±11.6% (183.01–231.01) · ATM IV 31.1% · P/C open interest 0.60
| 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 | |
| 82.00 | 85.60 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 1.05 | 59.6% | -0.01 | 0.0004 | -0.004 | |||||
| 76.80 | 80.70 | 0.99 | 0.0004 | 0.000 | 130 | 0 | 0.9000 | 54.2% | -0.01 | 0.0005 | -0.005 | |||||
| 72.10 | 75.80 | 0.99 | 0.0006 | 0.000 | 135 | 0 | 0.9000 | 50.4% | -0.01 | 0.0007 | -0.007 | |||||
| 67.20 | 70.80 | 0.99 | 0.0008 | 0.000 | 140 | 0 | 0.9500 | 47.2% | -0.01 | 0.0009 | -0.009 | |||||
| 62.10 | 65.80 | 0.98 | 0.0011 | 0.000 | 145 | 0 | 0.7500 | 41.9% | -0.02 | 0.0012 | -0.011 | |||||
| 57.40 | 60.90 | 29.6% | 0.98 | 0.0016 | 0.000 | 150 | 0 | 1.20 | 42.0% | -0.03 | 0.0017 | -0.014 | ||||
| 52.30 | 55.90 | 0.97 | 0.0021 | 0.000 | 155 | 0 | 1.30 | 6 | 39.1% | -0.04 | 0.0022 | -0.018 | ||||
| 47.90 | 51.10 | 31.8% | 0.95 | 0.0028 | -0.003 | 160 | 0.3500 | 1.00 | 1 | 20 | 35.9% | -0.05 | 0.0029 | -0.023 | ||
| 42.70 | 46.60 | 30.3% | 0.94 | 0.0036 | -0.010 | 165 | 0.4000 | 1.75 | 6 | 36.1% | -0.07 | 0.0038 | -0.028 | |||
| 38.20 | 42.10 | 31.7% | 0.92 | 0.0046 | -0.018 | 170 | 0.5500 | 2.25 | 2 | 6 | 34.8% | -0.09 | 0.0048 | -0.034 | ||
| 33.70 | 37.60 | 31.4% | 0.89 | 0.0058 | -0.026 | 175 | 1.85 | 2.25 | 35 | 34.7% | -0.12 | 0.0059 | -0.040 | |||
| 30.10 | 33.30 | 32.9% | 0.86 | 0.0071 | -0.035 | 180 | 2.50 | 4.10 | 4 | 41 | 36.4% | -0.15 | 0.0072 | -0.047 | ||
| 25.40 | 29.30 | 31.4% | 0.82 | 0.0085 | -0.044 | 185 | 3.30 | 4.90 | 1 | 55 | 35.0% | -0.19 | 0.0086 | -0.054 | ||
| 23.00 | 25.40 | 33.5% | 0.77 | 0.0099 | -0.052 | 190 | 4.50 | 5.00 | 4 | 99 | 32.6% | -0.24 | 0.0100 | -0.060 | ||
| 17.90 | 21.90 | 30.7% | 0.71 | 0.0112 | -0.060 | 195 | 5.70 | 6.50 | 1 | 122 | 31.9% | -0.29 | 0.0113 | -0.066 | ||
| 15.00 | 18.70 | 6 | 26 | 31.0% | 0.65 | 0.0122 | -0.066 | 200 | 6.00 | 10.10 | 47 | 285 | 32.1% | -0.36 | 0.0123 | -0.070 |
| 9.50 | 13.30 | 36 | 32 | 30.5% | 0.52 | 0.0134 | -0.073 | 210 | 10.60 | 14.60 | 12 | 158 | 31.6% | -0.49 | 0.0135 | -0.073 |
| 6.10 | 7.80 | 7 | 342 | 29.2% | 0.40 | 0.0130 | -0.071 | 220 | 16.70 | 20.60 | 46 | 31.7% | -0.62 | 0.0133 | -0.069 | |
| 2.85 | 6.70 | 71 | 306 | 31.0% | 0.28 | 0.0113 | -0.064 | 230 | 23.90 | 27.90 | 1 | 28 | 31.9% | -0.73 | 0.0120 | -0.059 |
| 2.25 | 3.40 | 53 | 256 | 30.8% | 0.20 | 0.0091 | -0.053 | 240 | 32.20 | 36.20 | 91 | 32.6% | -0.83 | 0.0102 | -0.047 | |
| 1.40 | 2.15 | 1 | 143 | 31.5% | 0.13 | 0.0070 | -0.042 | 250 | 41.70 | 44.70 | 1 | 33.4% | -0.90 | 0.0083 | -0.034 | |
| 0.2500 | 1.55 | 1 | 124 | 30.8% | 0.09 | 0.0051 | -0.032 | 260 | 50.90 | 54.50 | 34.7% | -0.96 | 0.0075 | -0.017 | ||
| 0.0500 | 1.50 | 336 | 33.7% | 0.06 | 0.0037 | -0.024 | 270 | 60.80 | 64.10 | 36.1% | -0.99 | 0.0028 | -0.053 | |||
| 0 | 0.7500 | 111 | 32.8% | 0.04 | 0.0026 | -0.018 | 280 | 70.90 | 74.50 | 43.3% | -1.00 | 0.0000 | -0.086 | |||
| 0 | 1.15 | 38.7% | 0.03 | 0.0019 | -0.013 | 290 | 80.70 | 84.50 | 46.0% | -1.00 | 0.0000 | -0.090 | ||||
| 0 | 0.5000 | 36.7% | 0.02 | 0.0013 | -0.010 | 300 | 91.10 | 94.50 | 52.0% | -1.00 | 0.0000 | -0.090 | ||||
| 0 | 0.9000 | 43.1% | 0.01 | 0.0010 | -0.007 | 310 | 100.70 | 104.50 | 53.2% | -1.00 | 0.0000 | -0.090 | ||||
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.