IBM chaîne d'options International Business Machines Corporation
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 ±29.4% (163.79–300.09) · ATM IV 37.4% · P/C open interest 2.21
| 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 | |
| 112.50 | 115.45 | 42.1% | 0.97 | 0.0008 | 0.000 | 120 | 1.49 | 2.66 | 44.2% | -0.04 | 0.0009 | -0.011 | ||||
| 108.00 | 111.00 | 42.0% | 0.96 | 0.0010 | 0.000 | 125 | 1.86 | 2.80 | 1 | 43.1% | -0.05 | 0.0010 | -0.013 | |||
| 103.00 | 107.00 | 41.3% | 0.95 | 0.0011 | -0.002 | 130 | 2.49 | 3.50 | 43.5% | -0.06 | 0.0012 | -0.014 | ||||
| 98.50 | 103.00 | 41.4% | 0.94 | 0.0013 | -0.004 | 135 | 2.57 | 4.20 | 42.5% | -0.07 | 0.0013 | -0.016 | ||||
| 94.65 | 98.50 | 41.3% | 0.93 | 0.0014 | -0.006 | 140 | 3.15 | 4.60 | 41.8% | -0.08 | 0.0015 | -0.018 | ||||
| 91.05 | 94.50 | 42.0% | 0.92 | 0.0016 | -0.008 | 145 | 4.15 | 5.45 | 42.2% | -0.09 | 0.0017 | -0.019 | ||||
| 87.00 | 90.45 | 41.7% | 0.91 | 0.0018 | -0.011 | 150 | 3.20 | 7.45 | 1 | 13 | 41.3% | -0.10 | 0.0018 | -0.021 | ||
| 83.00 | 86.25 | 1 | 41.1% | 0.90 | 0.0020 | -0.013 | 155 | 4.05 | 8.30 | 1 | 22 | 40.9% | -0.11 | 0.0020 | -0.023 | |
| 79.00 | 82.05 | 2 | 40.3% | 0.88 | 0.0022 | -0.015 | 160 | 6.50 | 7.50 | 2 | 40.4% | -0.13 | 0.0022 | -0.025 | ||
| 74.50 | 79.00 | 40.1% | 0.87 | 0.0024 | -0.018 | 165 | 5.95 | 9.50 | 5 | 39.6% | -0.14 | 0.0024 | -0.026 | |||
| 71.50 | 75.50 | 40.6% | 0.85 | 0.0026 | -0.020 | 170 | 7.75 | 10.60 | 5 | 40.0% | -0.16 | 0.0026 | -0.028 | |||
| 67.55 | 72.00 | 40.1% | 0.83 | 0.0028 | -0.022 | 175 | 10.00 | 12.50 | 1 | 41.1% | -0.17 | 0.0028 | -0.030 | |||
| 64.50 | 68.00 | 3 | 39.8% | 0.82 | 0.0030 | -0.024 | 180 | 10.45 | 13.85 | 35 | 40.1% | -0.19 | 0.0030 | -0.031 | ||
| 61.30 | 64.50 | 1 | 39.6% | 0.80 | 0.0032 | -0.026 | 185 | 11.10 | 15.30 | 40 | 5 | 39.3% | -0.21 | 0.0032 | -0.033 | |
| 58.00 | 61.30 | 2 | 39.4% | 0.78 | 0.0034 | -0.029 | 190 | 13.30 | 16.85 | 260 | 39.5% | -0.23 | 0.0034 | -0.034 | ||
| 54.60 | 57.75 | 38.8% | 0.76 | 0.0035 | -0.030 | 195 | 14.00 | 16.85 | 1 | 110 | 37.5% | -0.25 | 0.0036 | -0.036 | ||
| 52.00 | 55.00 | 39.0% | 0.74 | 0.0037 | -0.032 | 200 | 16.00 | 18.60 | 1 | 37.5% | -0.27 | 0.0038 | -0.037 | |||
| 49.25 | 52.50 | 39.2% | 0.72 | 0.0039 | -0.034 | 205 | 17.55 | 22.50 | 151 | 190 | 38.4% | -0.29 | 0.0039 | -0.038 | ||
| 46.00 | 49.50 | 1 | 38.6% | 0.70 | 0.0040 | -0.035 | 210 | 21.55 | 22.45 | 43 | 38.2% | -0.31 | 0.0041 | -0.039 | ||
| 43.50 | 47.00 | 1 | 38.7% | 0.68 | 0.0041 | -0.036 | 215 | 23.35 | 24.65 | 48 | 37.9% | -0.34 | 0.0042 | -0.040 | ||
| 41.15 | 44.50 | 8 | 38.7% | 0.65 | 0.0043 | -0.038 | 220 | 24.00 | 29.00 | 20 | 19 | 38.0% | -0.36 | 0.0044 | -0.041 | |
| 38.75 | 41.70 | 18 | 38.4% | 0.63 | 0.0044 | -0.039 | 225 | 26.50 | 29.35 | 14 | 23 | 36.8% | -0.38 | 0.0045 | -0.041 | |
| 35.60 | 37.85 | 31 | 37.0% | 0.61 | 0.0044 | -0.040 | 230 | 30.95 | 31.90 | 20 | 37.8% | -0.40 | 0.0046 | -0.042 | ||
| 33.00 | 36.60 | 1 | 37.2% | 0.59 | 0.0045 | -0.040 | 235 | 32.00 | 36.50 | 13 | 1 | 37.9% | -0.43 | 0.0047 | -0.042 | |
| 31.00 | 34.55 | 1 | 120 | 37.2% | 0.57 | 0.0046 | -0.041 | 240 | 34.50 | 37.30 | 16 | 105 | 36.6% | -0.45 | 0.0048 | -0.042 |
| 29.00 | 31.90 | 6 | 3 | 36.7% | 0.54 | 0.0046 | -0.042 | 245 | 38.70 | 40.45 | 40 | 37.4% | -0.47 | 0.0048 | -0.042 | |
| 28.15 | 29.70 | 4 | 82 | 37.0% | 0.52 | 0.0046 | -0.042 | 250 | 41.00 | 43.15 | 36.8% | -0.49 | 0.0048 | -0.042 | ||
| 25.00 | 30.00 | 6 | 37.4% | 0.50 | 0.0047 | -0.042 | 255 | 43.50 | 47.15 | 36.9% | -0.52 | 0.0049 | -0.042 | |||
| 24.85 | 27.40 | 10 | 37.7% | 0.48 | 0.0047 | -0.042 | 260 | 47.00 | 49.85 | 36.8% | -0.54 | 0.0049 | -0.042 | |||
| 23.60 | 24.70 | 37.2% | 0.46 | 0.0046 | -0.042 | 265 | 50.35 | 52.85 | 36.6% | -0.56 | 0.0049 | -0.041 | ||||
| 20.50 | 25.50 | 4 | 14 | 37.5% | 0.44 | 0.0046 | -0.042 | 270 | 53.50 | 56.65 | 36.6% | -0.58 | 0.0049 | -0.041 | ||
| 20.70 | 22.10 | 5 | 37.3% | 0.42 | 0.0046 | -0.042 | 275 | 57.55 | 59.80 | 36.7% | -0.60 | 0.0049 | -0.040 | |||
| 19.45 | 20.60 | 3 | 37.2% | 0.40 | 0.0045 | -0.041 | 280 | 60.60 | 65.05 | 37.4% | -0.62 | 0.0049 | -0.040 | |||
| 16.50 | 21.50 | 48 | 37.4% | 0.39 | 0.0045 | -0.041 | 285 | 64.50 | 68.35 | 37.2% | -0.64 | 0.0048 | -0.039 | |||
| 16.65 | 19.50 | 33 | 37.7% | 0.37 | 0.0044 | -0.041 | 290 | 68.50 | 72.45 | 37.6% | -0.66 | 0.0048 | -0.038 | |||
| 15.75 | 17.80 | 31 | 37.5% | 0.35 | 0.0043 | -0.040 | 295 | 72.30 | 76.50 | 37.7% | -0.68 | 0.0047 | -0.037 | |||
| 15.25 | 16.10 | 1 | 17 | 37.4% | 0.34 | 0.0042 | -0.039 | 300 | 76.45 | 80.50 | 37.9% | -0.70 | 0.0047 | -0.036 | ||
| 13.70 | 16.85 | 38.1% | 0.32 | 0.0042 | -0.039 | 305 | 80.35 | 84.50 | 37.9% | -0.71 | 0.0046 | -0.035 | ||||
| 11.90 | 16.10 | 37.6% | 0.31 | 0.0041 | -0.038 | 310 | 84.50 | 88.50 | 37.9% | -0.73 | 0.0045 | -0.034 | ||||
| 11.75 | 14.75 | 37.8% | 0.29 | 0.0040 | -0.037 | 315 | 88.50 | 93.00 | 38.1% | -0.75 | 0.0044 | -0.033 | ||||
| 10.30 | 13.75 | 37.2% | 0.28 | 0.0039 | -0.037 | 320 | 92.50 | 97.00 | 37.9% | -0.76 | 0.0044 | -0.032 | ||||
| 9.55 | 13.30 | 37.4% | 0.27 | 0.0038 | -0.036 | 325 | 97.00 | 100.95 | 37.9% | -0.78 | 0.0043 | -0.030 | ||||
| 8.90 | 12.90 | 37.7% | 0.25 | 0.0037 | -0.035 | 330 | 101.50 | 105.50 | 38.3% | -0.79 | 0.0042 | -0.029 | ||||
| 8.25 | 12.45 | 2 | 37.9% | 0.24 | 0.0036 | -0.034 | 335 | 105.50 | 109.45 | 37.7% | -0.81 | 0.0041 | -0.028 | |||
| 7.70 | 11.55 | 37.8% | 0.23 | 0.0035 | -0.034 | 340 | 110.00 | 114.00 | 38.0% | -0.82 | 0.0041 | -0.027 | ||||
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 17, 2027
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.