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 ±8.1% (190.16–223.46) · ATM IV 28.8% · P/C open interest 0.15
| 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 | |
| 95.70 | 98.80 | 1 | 1.00 | 0.0001 | 0.000 | 110 | 0 | 0.2000 | 2 | 76.6% | -0.00 | 0.0001 | -0.001 | |||
| 90.70 | 93.70 | 1.00 | 0.0001 | 0.000 | 115 | 0 | 0.6500 | 84.0% | -0.00 | 0.0001 | -0.002 | |||||
| 85.80 | 88.90 | 51.1% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 0.7000 | 79.5% | -0.00 | 0.0001 | -0.002 | ||||
| 80.80 | 83.80 | 1.00 | 0.0002 | 0.000 | 125 | 0 | 0.7000 | 74.2% | -0.00 | 0.0002 | -0.003 | |||||
| 75.80 | 78.70 | 1.00 | 0.0002 | 0.000 | 130 | 0 | 0.7500 | 69.9% | -0.00 | 0.0002 | -0.003 | |||||
| 70.90 | 73.90 | 1.00 | 0.0003 | 0.000 | 135 | 0 | 0.7500 | 65.0% | -0.00 | 0.0003 | -0.004 | |||||
| 65.90 | 68.90 | 0.99 | 0.0005 | 0.000 | 140 | 0 | 0.7500 | 60.2% | -0.01 | 0.0005 | -0.006 | |||||
| 61.00 | 64.00 | 38.1% | 0.99 | 0.0007 | 0.000 | 145 | 0 | 0.8000 | 56.1% | -0.01 | 0.0007 | -0.007 | ||||
| 56.00 | 58.90 | 10 | 0.99 | 0.0009 | 0.000 | 150 | 0 | 0.7000 | 509 | 50.4% | -0.01 | 0.0010 | -0.010 | |||
| 51.10 | 54.00 | 30.8% | 0.98 | 0.0013 | 0.000 | 155 | 0 | 0.8500 | 47.6% | -0.02 | 0.0013 | -0.013 | ||||
| 46.20 | 49.30 | 1 | 37.7% | 0.98 | 0.0019 | 0.000 | 160 | 0 | 0.9000 | 2 | 43.7% | -0.02 | 0.0019 | -0.016 | ||
| 41.30 | 44.00 | 28.9% | 0.97 | 0.0027 | 0.000 | 165 | 0 | 0.9500 | 21 | 39.8% | -0.03 | 0.0027 | -0.021 | |||
| 36.80 | 38.90 | 31.1% | 0.95 | 0.0037 | -0.001 | 170 | 0 | 1.10 | 6 | 36.6% | -0.04 | 0.0037 | -0.027 | |||
| 31.40 | 34.10 | 24.1% | 0.94 | 0.0052 | -0.011 | 175 | 0.3500 | 1.30 | 20 | 35.4% | -0.06 | 0.0052 | -0.034 | |||
| 27.00 | 29.30 | 27.2% | 0.91 | 0.0070 | -0.024 | 180 | 0.7000 | 1.00 | 44 | 31.0% | -0.09 | 0.0071 | -0.043 | |||
| 22.50 | 24.80 | 27.3% | 0.87 | 0.0094 | -0.037 | 185 | 1.20 | 1.55 | 1 | 31 | 30.4% | -0.13 | 0.0095 | -0.053 | ||
| 19.00 | 20.70 | 1 | 29.8% | 0.82 | 0.0122 | -0.051 | 190 | 2.00 | 2.30 | 4 | 540 | 29.8% | -0.18 | 0.0124 | -0.064 | |
| 14.70 | 16.80 | 28.3% | 0.75 | 0.0151 | -0.065 | 195 | 3.10 | 3.50 | 3 | 162 | 29.5% | -0.25 | 0.0154 | -0.075 | ||
| 12.20 | 13.20 | 116 | 112 | 29.6% | 0.67 | 0.0177 | -0.077 | 200 | 4.60 | 5.00 | 26 | 436 | 28.9% | -0.34 | 0.0180 | -0.084 |
| 7.10 | 7.50 | 326 | 10 | 29.2% | 0.48 | 0.0198 | -0.088 | 210 | 9.10 | 9.60 | 3 | 287 | 28.4% | -0.53 | 0.0203 | -0.089 |
| 3.50 | 3.90 | 1 | 539 | 28.8% | 0.30 | 0.0169 | -0.080 | 220 | 15.50 | 16.80 | 3 | 161 | 29.2% | -0.71 | 0.0177 | -0.075 |
| 1.65 | 1.90 | 2 | 447 | 29.1% | 0.18 | 0.0121 | -0.063 | 230 | 23.50 | 25.10 | 1 | 107 | 29.5% | -0.84 | 0.0130 | -0.052 |
| 0.6000 | 1.00 | 3 | 8,438 | 29.6% | 0.10 | 0.0080 | -0.046 | 240 | 32.90 | 35.10 | 237 | 34.9% | -0.92 | 0.0086 | -0.028 | |
| 0 | 0.7500 | 2,773 | 30.6% | 0.06 | 0.0051 | -0.033 | 250 | 42.10 | 45.00 | 37 | 37.1% | -0.97 | 0.0071 | -0.005 | ||
| 0 | 0.8500 | 3,964 | 36.5% | 0.04 | 0.0033 | -0.024 | 260 | 51.90 | 55.00 | 41.4% | -0.99 | 0.0028 | -0.061 | |||
| 0 | 0.8500 | 433 | 41.3% | 0.02 | 0.0022 | -0.017 | 270 | 62.00 | 65.00 | 47.6% | -1.00 | 0.0000 | -0.115 | |||
| 0 | 0.8000 | 368 | 45.4% | 0.02 | 0.0014 | -0.012 | 280 | 71.90 | 75.00 | 51.8% | -1.00 | 0.0000 | -0.131 | |||
| 0 | 0.7500 | 34 | 49.2% | 0.01 | 0.0010 | -0.009 | 290 | 81.90 | 85.00 | 56.6% | -1.00 | 0.0000 | -0.136 | |||
| 0 | 0.7500 | 96 | 53.2% | 0.01 | 0.0007 | -0.007 | 300 | 91.90 | 95.00 | 61.2% | -1.00 | 0.0000 | -0.137 | |||
| 0 | 0.7500 | 7 | 57.1% | 0.01 | 0.0005 | -0.005 | 310 | 102.00 | 105.00 | 66.6% | -1.00 | 0.0000 | -0.137 | |||
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 16, 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.