KO chaîne d'options The Coca-Cola Company
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 ±5.6% (87.77–98.09) · ATM IV 21.6% · P/C open interest 0.72
| 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 | |
| 44.40 | 48.00 | 1.00 | 0.0000 | -0.000 | 47.5 | 0 | 1.55 | 10 | 143.5% | -0.00 | 0.0000 | -0.000 | ||||
| 41.95 | 45.50 | 1.00 | 0.0000 | -0.000 | 50 | 0 | 2.13 | 4 | 144.5% | -0.00 | 0.0000 | -0.000 | ||||
| 36.95 | 40.60 | 1.00 | 0.0000 | -0.000 | 55 | 0 | 0.1000 | 16 | 73.9% | -0.00 | 0.0000 | -0.000 | ||||
| 31.95 | 35.55 | 1.00 | 0.0001 | -0.000 | 60 | 0 | 1.95 | 188 | 106.8% | -0.00 | 0.0001 | -0.000 | ||||
| 27.00 | 30.85 | 12 | 1.00 | 0.0002 | -0.000 | 65 | 0 | 0.9500 | 1,420 | 77.0% | -0.00 | 0.0002 | -0.000 | |||
| 24.50 | 27.75 | 251 | 1.00 | 0.0004 | -0.001 | 67.5 | 0 | 0.4600 | 580 | 60.9% | -0.00 | 0.0004 | -0.001 | |||
| 22.65 | 25.25 | 2 | 137 | 1.00 | 0.0006 | -0.001 | 70 | 0 | 0.2300 | 1,985 | 49.0% | -0.00 | 0.0006 | -0.001 | ||
| 20.15 | 22.00 | 1 | 154 | 1.00 | 0.0012 | -0.001 | 72.5 | 0 | 0.2300 | 1 | 1,824 | 43.9% | -0.00 | 0.0012 | -0.001 | |
| 17.95 | 19.85 | 153 | 0.99 | 0.0022 | -0.002 | 75 | 0.0200 | 0.2400 | 2 | 3,752 | 39.9% | -0.01 | 0.0022 | -0.002 | ||
| 15.05 | 17.15 | 639 | 0.99 | 0.0040 | -0.004 | 77.5 | 0.0300 | 0.0900 | 54 | 2,573 | 30.8% | -0.01 | 0.0040 | -0.004 | ||
| 12.95 | 14.35 | 10 | 1,061 | 0.97 | 0.0072 | -0.006 | 80 | 0.0600 | 0.1200 | 149 | 3,919 | 28.2% | -0.02 | 0.0072 | -0.006 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 81 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 10.60 | 11.90 | 30 | 2,175 | 0.95 | 0.0125 | -0.010 | 82.5 | 0.1200 | 0.1900 | 42 | 3,863 | 26.3% | -0.05 | 0.0126 | -0.010 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 8.45 | 9.65 | 11 | 4,137 | 0.92 | 0.0211 | -0.015 | 85 | 0.2600 | 0.2800 | 234 | 5,127 | 24.4% | -0.08 | 0.0214 | -0.015 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.30 | 7.30 | 111 | 3,457 | 15.3% | 0.86 | 0.0335 | -0.022 | 87.5 | 0.4800 | 0.5900 | 160 | 3,619 | 23.5% | -0.15 | 0.0340 | -0.022 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 5.00 | 5.25 | 149 | 9,364 | 21.6% | 0.76 | 0.0482 | -0.029 | 90 | 0.9400 | 1.06 | 144 | 2,254 | 22.6% | -0.25 | 0.0490 | -0.029 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.20 | 3.50 | 997 | 5,954 | 20.8% | 0.62 | 0.0604 | -0.034 | 92.5 | 1.71 | 1.92 | 448 | 888 | 22.3% | -0.38 | 0.0617 | -0.035 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 94 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.02 | 2.24 | 2,294 | 6,171 | 21.4% | 0.46 | 0.0641 | -0.035 | 95 | 2.89 | 3.05 | 314 | 395 | 21.6% | -0.55 | 0.0662 | -0.036 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 96 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.04 | 1.30 | 447 | 6,915 | 20.5% | 0.31 | 0.0576 | -0.031 | 97.5 | 4.45 | 5.40 | 1 | 22 | 24.9% | -0.70 | 0.0606 | -0.033 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 99 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5500 | 0.6700 | 1,293 | 3,925 | 20.9% | 0.19 | 0.0442 | -0.024 | 100 | 6.35 | 7.65 | 125 | 135 | 27.2% | -0.83 | 0.0482 | -0.026 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 101 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 102 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 103 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 104 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.1900 | 38 | 303 | 21.6% | 0.06 | 0.0182 | -0.010 | 105 | 9.70 | 13.25 | 30.9% | -0.98 | 0.0165 | -0.009 | ||
| 0 | 0.0600 | 2 | 126 | 22.3% | 0.02 | 0.0069 | -0.004 | 110 | 14.50 | 18.25 | 37.4% | -1.00 | 0.0014 | -0.000 | ||
| 0 | 0.1500 | 125 | 31.5% | 0.01 | 0.0038 | -0.003 | 115 | 19.65 | 23.25 | 46.9% | -1.00 | 0.0003 | 0.000 | |||
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 — Nov 20, 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.