INTC chaîne d'options Intel Corp.
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 ±33.1% (60.40–120.14) · ATM IV 61.5% · P/C open interest 2.68
| 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 | |
| 40.60 | 43.50 | 44 | 62.9% | 0.95 | 0.0028 | -0.004 | 50 | 1.00 | 1.24 | 4 | 5,638 | 65.0% | -0.06 | 0.0028 | -0.013 | |
| 36.00 | 39.55 | 45 | 61.4% | 0.92 | 0.0038 | -0.009 | 55 | 1.60 | 1.81 | 106 | 1,023 | 63.4% | -0.08 | 0.0039 | -0.017 | |
| 33.30 | 34.20 | 6 | 87 | 61.3% | 0.89 | 0.0050 | -0.014 | 60 | 2.49 | 2.62 | 115 | 15.0K | 62.6% | -0.11 | 0.0050 | -0.021 |
| 29.35 | 30.80 | 156 | 61.7% | 0.85 | 0.0061 | -0.020 | 65 | 3.60 | 3.75 | 92 | 5,242 | 61.9% | -0.15 | 0.0062 | -0.026 | |
| 25.95 | 27.25 | 65 | 61.4% | 0.81 | 0.0073 | -0.025 | 70 | 5.00 | 5.20 | 418 | 2,781 | 61.7% | -0.20 | 0.0074 | -0.030 | |
| 22.90 | 23.75 | 52 | 60.6% | 0.76 | 0.0083 | -0.030 | 75 | 6.75 | 6.95 | 320 | 6,199 | 61.3% | -0.25 | 0.0084 | -0.034 | |
| 21.45 | 22.25 | 15 | 60.6% | 0.73 | 0.0087 | -0.032 | 77.5 | 7.75 | 7.95 | 22 | 1,153 | 61.3% | -0.27 | 0.0089 | -0.036 | |
| 20.10 | 20.90 | 149 | 60.5% | 0.71 | 0.0091 | -0.034 | 80 | 8.80 | 9.05 | 56 | 12.2K | 61.3% | -0.30 | 0.0093 | -0.037 | |
| 18.75 | 19.60 | 74 | 60.7% | 0.68 | 0.0094 | -0.035 | 82.5 | 9.95 | 10.25 | 26 | 3,630 | 61.4% | -0.32 | 0.0097 | -0.038 | |
| 17.80 | 18.35 | 7 | 226 | 61.4% | 0.66 | 0.0098 | -0.037 | 85 | 11.15 | 11.45 | 22 | 2,744 | 61.3% | -0.35 | 0.0100 | -0.040 |
| 16.45 | 17.10 | 1 | 179 | 60.8% | 0.63 | 0.0100 | -0.038 | 87.5 | 12.50 | 12.75 | 90 | 682 | 61.4% | -0.38 | 0.0103 | -0.041 |
| 15.65 | 16.00 | 31 | 6,265 | 61.3% | 0.61 | 0.0102 | -0.040 | 90 | 13.95 | 14.15 | 19 | 2,826 | 61.6% | -0.40 | 0.0105 | -0.041 |
| 14.65 | 14.95 | 14 | 536 | 61.5% | 0.58 | 0.0103 | -0.040 | 92.5 | 15.05 | 15.60 | 1,605 | 61.6% | -0.43 | 0.0107 | -0.042 | |
| 13.70 | 14.00 | 17 | 1,390 | 61.5% | 0.56 | 0.0104 | -0.041 | 95 | 16.85 | 17.10 | 1 | 406 | 61.6% | -0.45 | 0.0108 | -0.042 |
| 12.80 | 13.40 | 94 | 500 | 61.6% | 0.53 | 0.0105 | -0.042 | 97.5 | 18.45 | 18.70 | 4 | 777 | 61.8% | -0.48 | 0.0109 | -0.042 |
| 12.00 | 12.40 | 74 | 1,335 | 61.8% | 0.51 | 0.0105 | -0.042 | 100 | 20.05 | 20.35 | 6 | 2,037 | 61.8% | -0.50 | 0.0109 | -0.042 |
| 10.55 | 10.75 | 64 | 1,400 | 62.2% | 0.46 | 0.0104 | -0.042 | 105 | 23.50 | 23.85 | 58 | 2,343 | 62.2% | -0.55 | 0.0109 | -0.042 |
| 9.20 | 9.45 | 35 | 2,126 | 62.4% | 0.42 | 0.0102 | -0.042 | 110 | 26.95 | 27.75 | 143 | 62.5% | -0.59 | 0.0107 | -0.041 | |
| 8.05 | 8.30 | 62 | 1,893 | 62.6% | 0.38 | 0.0098 | -0.042 | 115 | 30.90 | 31.40 | 7 | 192 | 62.9% | -0.64 | 0.0105 | -0.039 |
| 7.10 | 7.30 | 104 | 1,009 | 63.1% | 0.35 | 0.0095 | -0.041 | 120 | 34.60 | 35.85 | 76 | 63.3% | -0.67 | 0.0102 | -0.037 | |
| 6.25 | 6.45 | 6 | 2,403 | 63.5% | 0.32 | 0.0091 | -0.039 | 125 | 38.90 | 40.00 | 33 | 64.1% | -0.71 | 0.0098 | -0.035 | |
| 5.50 | 5.70 | 9 | 1,011 | 63.8% | 0.29 | 0.0086 | -0.038 | 130 | 42.95 | 44.35 | 6 | 64.2% | -0.74 | 0.0095 | -0.033 | |
| 4.90 | 5.10 | 91 | 548 | 64.3% | 0.26 | 0.0082 | -0.036 | 135 | 47.30 | 48.75 | 7 | 64.6% | -0.77 | 0.0091 | -0.031 | |
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 — Feb 19, 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.