MAR chaîne d'options Marriott International, Inc.
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 ±13.7% (337.25–444.15) · ATM IV 26.5% · P/C open interest 0.78
| 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 | |
| 192.00 | 196.10 | 1 | 47.0% | 0.99 | 0.0002 | 0.000 | 200 | 0 | 1.10 | 33 | 50.6% | -0.01 | 0.0002 | -0.010 | ||
| 182.10 | 186.40 | 18 | 43.6% | 0.99 | 0.0002 | 0.000 | 210 | 0 | 1.35 | 48.8% | -0.01 | 0.0003 | -0.011 | |||
| 172.50 | 176.80 | 24 | 43.2% | 0.99 | 0.0003 | 0.000 | 220 | 0 | 1.20 | 12 | 44.8% | -0.01 | 0.0003 | -0.013 | ||
| 162.60 | 167.10 | 48 | 41.0% | 0.98 | 0.0004 | 0.000 | 230 | 0.1000 | 1.00 | 40 | 41.2% | -0.02 | 0.0004 | -0.014 | ||
| 153.00 | 157.40 | 43 | 39.6% | 0.98 | 0.0005 | 0.000 | 240 | 0 | 1.55 | 4 | 40.5% | -0.02 | 0.0005 | -0.015 | ||
| 143.50 | 147.70 | 17 | 38.8% | 0.98 | 0.0006 | 0.000 | 250 | 0 | 2.00 | 23 | 39.2% | -0.02 | 0.0006 | -0.017 | ||
| 134.00 | 138.10 | 18 | 37.5% | 0.97 | 0.0007 | 0.000 | 260 | 0 | 2.45 | 42 | 37.7% | -0.03 | 0.0007 | -0.019 | ||
| 124.60 | 127.80 | 14 | 34.4% | 0.97 | 0.0009 | -0.003 | 270 | 0.4000 | 2.15 | 5 | 35.1% | -0.04 | 0.0009 | -0.023 | ||
| 115.20 | 118.40 | 47 | 33.6% | 0.96 | 0.0011 | -0.009 | 280 | 0.3500 | 2.70 | 1 | 43 | 33.5% | -0.05 | 0.0011 | -0.027 | |
| 105.90 | 109.10 | 26 | 32.8% | 0.94 | 0.0014 | -0.016 | 290 | 1.15 | 3.30 | 33 | 33.3% | -0.06 | 0.0014 | -0.032 | ||
| 96.80 | 100.00 | 52 | 32.1% | 0.93 | 0.0017 | -0.022 | 300 | 2.10 | 3.40 | 95 | 32.0% | -0.08 | 0.0018 | -0.037 | ||
| 87.80 | 91.50 | 26 | 31.8% | 0.91 | 0.0021 | -0.029 | 310 | 3.00 | 4.50 | 3 | 191 | 31.6% | -0.09 | 0.0021 | -0.043 | |
| 79.10 | 82.30 | 78 | 30.6% | 0.89 | 0.0025 | -0.037 | 320 | 2.85 | 5.30 | 1 | 401 | 29.2% | -0.12 | 0.0026 | -0.049 | |
| 70.60 | 74.40 | 81 | 30.3% | 0.86 | 0.0030 | -0.044 | 330 | 4.70 | 6.80 | 298 | 29.3% | -0.15 | 0.0031 | -0.056 | ||
| 62.40 | 66.10 | 38 | 29.4% | 0.82 | 0.0036 | -0.053 | 340 | 6.00 | 8.40 | 86 | 28.3% | -0.18 | 0.0036 | -0.063 | ||
| 54.50 | 57.70 | 37 | 28.3% | 0.78 | 0.0041 | -0.061 | 350 | 8.70 | 10.80 | 5 | 82 | 28.4% | -0.22 | 0.0042 | -0.070 | |
| 47.30 | 50.30 | 100 | 27.8% | 0.74 | 0.0046 | -0.069 | 360 | 10.40 | 13.50 | 138 | 27.4% | -0.27 | 0.0048 | -0.077 | ||
| 40.50 | 43.60 | 157 | 27.4% | 0.69 | 0.0051 | -0.074 | 370 | 13.80 | 16.80 | 3 | 79 | 27.3% | -0.32 | 0.0054 | -0.082 | |
| 34.10 | 37.10 | 109 | 26.7% | 0.64 | 0.0056 | -0.078 | 380 | 16.90 | 20.30 | 68 | 26.5% | -0.38 | 0.0059 | -0.085 | ||
| 28.30 | 31.40 | 1 | 77 | 26.2% | 0.58 | 0.0060 | -0.081 | 390 | 22.70 | 24.50 | 1 | 46 | 26.8% | -0.44 | 0.0063 | -0.087 |
| 23.10 | 26.20 | 217 | 25.8% | 0.52 | 0.0062 | -0.082 | 400 | 26.40 | 29.10 | 1 | 19 | 25.7% | -0.50 | 0.0067 | -0.088 | |
| 18.50 | 22.00 | 1 | 103 | 25.5% | 0.46 | 0.0063 | -0.080 | 410 | 31.80 | 34.50 | 16 | 25.2% | -0.57 | 0.0068 | -0.086 | |
| 14.30 | 17.80 | 3 | 91 | 24.9% | 0.40 | 0.0062 | -0.077 | 420 | 38.10 | 41.00 | 25.0% | -0.64 | 0.0069 | -0.083 | ||
| 10.80 | 14.50 | 525 | 24.5% | 0.34 | 0.0060 | -0.072 | 430 | 45.00 | 47.50 | 24.5% | -0.70 | 0.0067 | -0.077 | |||
| 8.10 | 11.50 | 28 | 24.1% | 0.28 | 0.0056 | -0.066 | 440 | 52.10 | 55.00 | 23.9% | -0.77 | 0.0064 | -0.069 | |||
| 6.10 | 9.20 | 94 | 24.0% | 0.23 | 0.0051 | -0.059 | 450 | 60.30 | 63.50 | 24.0% | -0.83 | 0.0061 | -0.062 | |||
| 4.20 | 7.50 | 43 | 23.8% | 0.19 | 0.0046 | -0.052 | 460 | 68.90 | 72.50 | 24.1% | -0.88 | 0.0059 | -0.057 | |||
| 2.75 | 6.00 | 28 | 23.6% | 0.15 | 0.0040 | -0.045 | 470 | 78.00 | 81.50 | 23.8% | -0.94 | 0.0061 | -0.053 | |||
| 1.75 | 4.90 | 6 | 23.6% | 0.12 | 0.0034 | -0.038 | 480 | 87.50 | 91.50 | 24.6% | -0.98 | 0.0042 | -0.067 | |||
| 1.45 | 3.80 | 42 | 23.8% | 0.10 | 0.0029 | -0.033 | 490 | 97.50 | 101.30 | 25.7% | -1.00 | 0.0006 | -0.067 | |||
| 0.3000 | 3.80 | 12 | 24.1% | 0.08 | 0.0024 | -0.028 | 500 | 107.20 | 111.30 | 27.5% | -1.00 | 0.0000 | -0.067 | |||
| 0 | 2.90 | 25.2% | 0.05 | 0.0017 | -0.021 | 520 | 127.20 | 131.30 | 30.8% | -1.00 | 0.0000 | -0.067 | ||||
| 0 | 1.40 | 2 | 24.5% | 0.04 | 0.0013 | -0.017 | 540 | 147.20 | 151.30 | 34.0% | -1.00 | 0.0000 | -0.067 | |||
| 0 | 1.35 | 1 | 26.7% | 0.03 | 0.0010 | -0.015 | 560 | 167.20 | 171.30 | 37.0% | -1.00 | 0.0000 | -0.067 | |||
| 0 | 1.15 | 3 | 28.2% | 0.03 | 0.0008 | -0.013 | 580 | 187.30 | 191.30 | 39.9% | -1.00 | 0.0000 | -0.067 | |||
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 — Mar 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.