JNJ chaîne d'options Johnson & Johnson
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 ±13.9% (217.70–288.00) · ATM IV 24.9% · P/C open interest 0.54
| 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 | |
| 88.60 | 91.60 | 1 | 25.1% | 0.98 | 0.0008 | 0.000 | 165 | 0.1900 | 0.7700 | 539 | 32.9% | -0.02 | 0.0008 | -0.007 | ||
| 83.80 | 86.80 | 2 | 27.1% | 0.98 | 0.0010 | 0.000 | 170 | 0.1500 | 1.10 | 4 | 32.4% | -0.02 | 0.0010 | -0.009 | ||
| 79.40 | 82.50 | 2 | 31.9% | 0.97 | 0.0012 | 0.000 | 175 | 0.4800 | 0.8500 | 6 | 30.8% | -0.03 | 0.0013 | -0.010 | ||
| 74.70 | 77.75 | 2 | 31.2% | 0.96 | 0.0015 | -0.002 | 180 | 0.4500 | 1.01 | 8 | 29.3% | -0.04 | 0.0016 | -0.012 | ||
| 70.45 | 72.75 | 2,000 | 30.8% | 0.95 | 0.0018 | -0.005 | 185 | 0.8100 | 1.52 | 14 | 30.1% | -0.05 | 0.0019 | -0.014 | ||
| 65.35 | 67.95 | 1,002 | 28.3% | 0.94 | 0.0022 | -0.007 | 190 | 0.9300 | 1.86 | 10 | 29.3% | -0.06 | 0.0023 | -0.016 | ||
| 61.45 | 64.00 | 26 | 30.7% | 0.93 | 0.0027 | -0.011 | 195 | 1.32 | 1.90 | 5 | 28.2% | -0.07 | 0.0027 | -0.019 | ||
| 56.65 | 59.15 | 6 | 41 | 28.8% | 0.91 | 0.0032 | -0.014 | 200 | 1.84 | 2.29 | 5 | 122 | 27.9% | -0.09 | 0.0032 | -0.021 |
| 47.55 | 50.85 | 17 | 27.7% | 0.88 | 0.0043 | -0.021 | 210 | 2.80 | 3.60 | 1 | 107 | 27.0% | -0.13 | 0.0044 | -0.027 | |
| 39.90 | 42.70 | 3 | 27.3% | 0.82 | 0.0056 | -0.028 | 220 | 4.00 | 5.45 | 450 | 26.0% | -0.18 | 0.0057 | -0.034 | ||
| 31.75 | 34.65 | 20 | 11 | 25.5% | 0.76 | 0.0069 | -0.035 | 230 | 6.70 | 7.85 | 11 | 498 | 25.9% | -0.25 | 0.0071 | -0.040 |
| 25.60 | 27.95 | 33 | 25.5% | 0.68 | 0.0080 | -0.041 | 240 | 9.70 | 10.85 | 3 | 223 | 25.1% | -0.33 | 0.0083 | -0.044 | |
| 19.65 | 21.95 | 30 | 24.9% | 0.60 | 0.0088 | -0.045 | 250 | 13.75 | 14.95 | 6 | 256 | 24.8% | -0.42 | 0.0092 | -0.047 | |
| 15.30 | 16.65 | 2 | 33 | 24.7% | 0.51 | 0.0092 | -0.046 | 260 | 17.45 | 20.45 | 96 | 23.9% | -0.51 | 0.0097 | -0.048 | |
| 10.70 | 12.60 | 25 | 102 | 24.1% | 0.42 | 0.0091 | -0.045 | 270 | 23.80 | 26.40 | 58 | 23.9% | -0.60 | 0.0098 | -0.047 | |
| 8.25 | 9.30 | 1 | 84 | 24.4% | 0.34 | 0.0086 | -0.042 | 280 | 31.00 | 33.15 | 8 | 23.9% | -0.69 | 0.0094 | -0.044 | |
| 5.90 | 6.70 | 2 | 637 | 24.2% | 0.26 | 0.0077 | -0.038 | 290 | 38.80 | 40.60 | 35 | 23.5% | -0.77 | 0.0086 | -0.038 | |
| 3.90 | 4.80 | 1 | 271 | 23.9% | 0.20 | 0.0066 | -0.033 | 300 | 47.00 | 49.30 | 5 | 23.4% | -0.84 | 0.0073 | -0.031 | |
| 2.60 | 3.65 | 121 | 24.2% | 0.15 | 0.0056 | -0.027 | 310 | 55.80 | 58.35 | 3 | 23.0% | -0.90 | 0.0058 | -0.022 | ||
| 1.62 | 2.89 | 31 | 24.4% | 0.11 | 0.0045 | -0.022 | 320 | 65.20 | 68.10 | 23.8% | -0.94 | 0.0042 | -0.013 | |||
| 0.9700 | 1.88 | 8 | 24.0% | 0.09 | 0.0036 | -0.018 | 330 | 75.10 | 77.75 | 24.9% | -0.97 | 0.0037 | -0.005 | |||
| 0.5600 | 1.53 | 5 | 24.4% | 0.06 | 0.0029 | -0.015 | 340 | 84.45 | 87.95 | -0.99 | 0.0027 | -0.020 | ||||
| 0.4500 | 1.13 | 11 | 25.0% | 0.05 | 0.0023 | -0.012 | 350 | 95.10 | 97.95 | 30.5% | -1.00 | 0.0000 | -0.034 | |||
| 0.1200 | 1.10 | 8 | 25.6% | 0.04 | 0.0018 | -0.010 | 360 | 105.10 | 107.95 | 32.8% | -1.00 | 0.0000 | -0.034 | |||
| 0.1100 | 0.7500 | 8 | 25.8% | 0.03 | 0.0014 | -0.008 | 370 | 115.10 | 117.95 | 35.1% | -1.00 | 0.0000 | -0.034 | |||
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 — Apr 16, 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.