HSY chaîne d'options The Hershey Company
Cboe delayed options data · au 21:51 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 ±2.2% (172.10–179.90) · ATM IV 29.6% · P/C open interest 1.61
| 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 | |
| 69.40 | 73.10 | 254.7% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 236.2% | -0.00 | 0.0000 | -0.002 | ||||
| 64.40 | 68.10 | 233.1% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 216.8% | -0.00 | 0.0001 | -0.003 | ||||
| 59.50 | 63.20 | 230.9% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 198.2% | -0.00 | 0.0001 | -0.004 | ||||
| 54.20 | 58.20 | 180.3% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.15 | 180.2% | -0.00 | 0.0001 | -0.005 | ||||
| 49.30 | 53.20 | 173.8% | 1.00 | 0.0002 | -0.001 | 125 | 0 | 2.15 | 1 | 162.9% | -0.00 | 0.0002 | -0.006 | |||
| 44.40 | 48.20 | 163.7% | 1.00 | 0.0003 | -0.003 | 130 | 0 | 2.15 | 2 | 146.2% | -0.00 | 0.0003 | -0.009 | |||
| 39.40 | 43.20 | 145.4% | 1.00 | 0.0005 | -0.007 | 135 | 0 | 0.1500 | 1 | 129.9% | -0.00 | 0.0005 | -0.012 | |||
| 34.40 | 38.20 | 127.6% | 1.00 | 0.0008 | -0.012 | 140 | 0 | 0.1500 | 114.1% | -0.00 | 0.0008 | -0.016 | ||||
| 29.40 | 32.40 | 0.99 | 0.0012 | -0.019 | 145 | 0 | 0.1500 | 6 | 98.7% | -0.01 | 0.0012 | -0.023 | ||||
| 25.50 | 27.40 | 105.8% | 0.99 | 0.0021 | -0.030 | 150 | 0 | 0.1500 | 55 | 83.5% | -0.01 | 0.0021 | -0.034 | |||
| 19.50 | 22.40 | 0.98 | 0.0039 | -0.048 | 155 | 0 | 0.1500 | 3 | 68.6% | -0.02 | 0.0039 | -0.050 | ||||
| 15.60 | 16.70 | 0.97 | 0.0075 | -0.077 | 160 | 0 | 0.1500 | 13 | 53.8% | -0.03 | 0.0075 | -0.079 | ||||
| 13.10 | 14.20 | 0.96 | 0.0108 | -0.098 | 162.5 | 0 | 0.1500 | 1 | 46.3% | -0.04 | 0.0109 | -0.100 | ||||
| 10.70 | 11.70 | 35.5% | 0.94 | 0.0160 | -0.127 | 165 | 0 | 0.2000 | 11 | 40.9% | -0.06 | 0.0161 | -0.129 | |||
| 8.30 | 9.30 | 54 | 35.6% | 0.91 | 0.0243 | -0.165 | 167.5 | 0.0500 | 0.3000 | 7 | 37.2% | -0.09 | 0.0245 | -0.167 | ||
| 6.00 | 6.90 | 32.7% | 0.86 | 0.0379 | -0.216 | 170 | 0.1000 | 0.4000 | 1 | 76 | 31.3% | -0.14 | 0.0382 | -0.218 | ||
| 3.90 | 4.70 | 30.8% | 0.76 | 0.0588 | -0.275 | 172.5 | 0.4000 | 0.8500 | 13 | 128 | 30.4% | -0.24 | 0.0596 | -0.279 | ||
| 2.30 | 2.80 | 1 | 3 | 30.0% | 0.60 | 0.0829 | -0.322 | 175 | 1.10 | 1.60 | 16 | 66 | 29.2% | -0.40 | 0.0843 | -0.328 |
| 1.10 | 1.55 | 8 | 13 | 29.9% | 0.39 | 0.0863 | -0.305 | 177.5 | 2.30 | 3.00 | 4 | 58 | 29.3% | -0.62 | 0.0878 | -0.311 |
| 0.4000 | 0.8000 | 5 | 56 | 30.1% | 0.21 | 0.0620 | -0.230 | 180 | 4.00 | 5.00 | 128 | 30.4% | -0.80 | 0.0626 | -0.233 | |
| 0.1000 | 0.4500 | 7 | 82 | 31.7% | 0.12 | 0.0382 | -0.160 | 182.5 | 6.10 | 7.30 | 11 | 32.4% | -0.89 | 0.0384 | -0.159 | |
| 0.0500 | 0.2000 | 19 | 32 | 33.5% | 0.07 | 0.0234 | -0.112 | 185 | 8.50 | 9.60 | 18 | 33.4% | -0.94 | 0.0237 | -0.108 | |
| 0 | 2.35 | 15 | 40.6% | 0.05 | 0.0148 | -0.080 | 187.5 | 10.90 | 12.10 | 17 | 35.1% | -0.96 | 0.0151 | -0.076 | ||
| 0.0500 | 1.15 | 42 | 43.3% | 0.03 | 0.0098 | -0.059 | 190 | 13.40 | 14.60 | 1 | 10 | 41.1% | -0.98 | 0.0098 | -0.056 | |
| 0 | 2.20 | 17 | 49.5% | 0.02 | 0.0067 | -0.045 | 192.5 | 15.90 | 17.10 | 46.9% | -0.99 | 0.0064 | -0.043 | |||
| 0 | 0.0500 | 2 | 25 | 47.6% | 0.02 | 0.0047 | -0.035 | 195 | 18.40 | 19.60 | 52.5% | -0.99 | 0.0042 | -0.036 | ||
| 0 | 2.15 | 8 | 61.2% | 0.01 | 0.0034 | -0.027 | 197.5 | 20.90 | 22.10 | 58.0% | -0.99 | 0.0028 | -0.031 | |||
| 0 | 2.15 | 15 | 66.8% | 0.01 | 0.0025 | -0.022 | 200 | 23.40 | 24.60 | 63.4% | -1.00 | 0.0019 | -0.029 | |||
| 0 | 2.15 | 72.3% | 0.01 | 0.0019 | -0.018 | 202.5 | 25.90 | 27.10 | 68.5% | -1.00 | 0.0013 | -0.027 | ||||
| 0 | 2.15 | 77.7% | 0.01 | 0.0015 | -0.015 | 205 | 27.70 | 30.90 | 102.9% | -1.00 | 0.0009 | -0.026 | ||||
| 0 | 2.15 | 82.9% | 0.00 | 0.0012 | -0.012 | 207.5 | 30.20 | 33.20 | 102.7% | -1.00 | 0.0006 | -0.025 | ||||
| 0 | 2.15 | 2 | 88.1% | 0.00 | 0.0009 | -0.010 | 210 | 32.70 | 35.70 | 108.7% | -1.00 | 0.0004 | -0.025 | |||
| 0 | 2.15 | 93.1% | 0.00 | 0.0007 | -0.009 | 212.5 | 35.20 | 38.00 | 105.4% | -1.00 | 0.0003 | -0.025 | ||||
| 0 | 2.15 | 1 | 98.0% | 0.00 | 0.0006 | -0.007 | 215 | 37.70 | 40.70 | 120.2% | -1.00 | 0.0002 | -0.024 | |||
| 0 | 2.15 | 1 | 107.6% | 0.00 | 0.0004 | -0.005 | 220 | 42.20 | 45.00 | -1.00 | 0.0001 | -0.024 | ||||
| 0 | 2.15 | 116.9% | 0.00 | 0.0003 | -0.004 | 225 | 47.70 | 50.70 | 141.9% | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 2.15 | 6 | 125.8% | 0.00 | 0.0002 | -0.003 | 230 | 52.70 | 55.70 | 152.2% | -1.00 | 0.0000 | -0.024 | |||
| 0 | 2.15 | 134.5% | 0.00 | 0.0001 | -0.003 | 235 | 57.00 | 60.70 | -1.00 | 0.0000 | -0.024 | |||||
| 0 | 2.15 | 6 | 142.9% | 0.00 | 0.0001 | -0.002 | 240 | 62.70 | 65.70 | 171.9% | -1.00 | 0.0000 | -0.024 | |||
| 0 | 0.3500 | 1 | 151.0% | 0.00 | 0.0001 | -0.002 | 245 | 67.70 | 70.70 | 181.2% | -1.00 | 0.0000 | -0.024 | |||
| 0 | 2.15 | 158.9% | 0.00 | 0.0001 | -0.001 | 250 | 72.00 | 75.70 | -1.00 | 0.0000 | -0.024 | |||||
| 0 | 0.3500 | 166.7% | 0.00 | 0.0001 | -0.001 | 255 | 77.70 | 80.70 | 199.1% | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 2.15 | 174.2% | 0.00 | 0.0000 | -0.001 | 260 | 82.70 | 85.70 | 207.7% | -1.00 | 0.0000 | -0.024 | ||||
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 04, 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