MDT chaîne d'options Medtronic Plc
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 ±13.4% (80.32–105.22) · ATM IV 26.1% · P/C open interest 0.70
| 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 | |
| 43.80 | 47.75 | 47.7% | 0.98 | 0.0016 | 0.000 | 47.5 | 0 | 1.19 | 1 | 65.3% | -0.02 | 0.0016 | -0.006 | |||
| 41.30 | 45.35 | 46.4% | 0.98 | 0.0018 | 0.000 | 50 | 0 | 1.20 | 10 | 61.1% | -0.03 | 0.0019 | -0.006 | |||
| 36.45 | 40.45 | 2 | 43.4% | 0.97 | 0.0025 | -0.001 | 55 | 0.0300 | 1.63 | 25 | 57.1% | -0.03 | 0.0025 | -0.007 | ||
| 31.60 | 35.65 | 6 | 40.3% | 0.96 | 0.0034 | -0.002 | 60 | 0 | 1.18 | 166 | 45.6% | -0.04 | 0.0034 | -0.007 | ||
| 26.85 | 30.90 | 1 | 3 | 37.2% | 0.95 | 0.0047 | -0.003 | 65 | 0 | 0.8200 | 124 | 35.8% | -0.05 | 0.0048 | -0.008 | |
| 24.50 | 28.55 | 1 | 3 | 35.6% | 0.94 | 0.0056 | -0.004 | 67.5 | 0 | 0.9700 | 149 | 33.9% | -0.06 | 0.0058 | -0.008 | |
| 22.20 | 26.15 | 29 | 33.7% | 0.93 | 0.0068 | -0.005 | 70 | 0.1600 | 0.9100 | 94 | 31.6% | -0.07 | 0.0070 | -0.009 | ||
| 19.90 | 23.90 | 5 | 32.5% | 0.92 | 0.0083 | -0.006 | 72.5 | 0.2600 | 1.31 | 418 | 31.5% | -0.09 | 0.0085 | -0.010 | ||
| 17.70 | 21.65 | 18 | 31.3% | 0.90 | 0.0101 | -0.007 | 75 | 0.6200 | 1.20 | 4 | 420 | 29.5% | -0.11 | 0.0104 | -0.011 | |
| 15.80 | 19.50 | 58 | 31.3% | 0.87 | 0.0124 | -0.009 | 77.5 | 0.9900 | 1.31 | 198 | 28.3% | -0.13 | 0.0127 | -0.012 | ||
| 13.30 | 16.65 | 117 | 26.2% | 0.84 | 0.0149 | -0.011 | 80 | 1.34 | 1.68 | 98 | 27.5% | -0.17 | 0.0154 | -0.014 | ||
| 11.60 | 15.45 | 538 | 28.9% | 0.80 | 0.0175 | -0.013 | 82.5 | 1.84 | 2.16 | 648 | 26.9% | -0.21 | 0.0182 | -0.016 | ||
| 9.85 | 13.60 | 181 | 28.5% | 0.75 | 0.0200 | -0.015 | 85 | 2.69 | 2.77 | 42 | 766 | 27.0% | -0.26 | 0.0209 | -0.017 | |
| 7.90 | 11.25 | 132 | 25.8% | 0.69 | 0.0222 | -0.017 | 87.5 | 3.40 | 3.60 | 2 | 221 | 26.5% | -0.32 | 0.0233 | -0.019 | |
| 6.85 | 9.60 | 1 | 209 | 26.4% | 0.63 | 0.0241 | -0.018 | 90 | 4.40 | 4.50 | 3 | 300 | 26.2% | -0.38 | 0.0254 | -0.020 |
| 5.70 | 8.10 | 190 | 26.3% | 0.57 | 0.0254 | -0.019 | 92.5 | 5.45 | 5.65 | 273 | 25.9% | -0.45 | 0.0268 | -0.020 | ||
| 5.50 | 7.00 | 2 | 426 | 28.3% | 0.51 | 0.0260 | -0.019 | 95 | 6.65 | 6.95 | 10 | 162 | 25.4% | -0.51 | 0.0276 | -0.020 |
| 4.35 | 4.90 | 364 | 25.8% | 0.44 | 0.0260 | -0.019 | 97.5 | 7.65 | 8.50 | 201 | 24.4% | -0.58 | 0.0275 | -0.020 | ||
| 3.50 | 3.95 | 315 | 25.7% | 0.38 | 0.0253 | -0.018 | 100 | 9.35 | 10.05 | 38 | 24.2% | -0.65 | 0.0267 | -0.019 | ||
| 2.15 | 2.45 | 2,178 | 25.2% | 0.27 | 0.0222 | -0.016 | 105 | 13.20 | 13.95 | 10 | 24.7% | -0.76 | 0.0230 | -0.015 | ||
| 1.26 | 1.76 | 15 | 628 | 25.8% | 0.19 | 0.0180 | -0.013 | 110 | 15.75 | 19.75 | 24.4% | -0.85 | 0.0186 | -0.011 | ||
| 0.6500 | 1.58 | 341 | 27.4% | 0.13 | 0.0138 | -0.010 | 115 | 20.25 | 24.25 | -0.92 | 0.0180 | -0.009 | ||||
| 0.3000 | 1.24 | 306 | 28.2% | 0.09 | 0.0104 | -0.009 | 120 | 25.10 | 29.15 | -0.97 | 0.0162 | -0.014 | ||||
| 0.1200 | 0.7000 | 60 | 27.4% | 0.07 | 0.0082 | -0.008 | 125 | 30.10 | 34.15 | -0.99 | 0.0068 | -0.015 | ||||
| 0 | 0.9000 | 83 | 30.8% | 0.06 | 0.0068 | -0.007 | 130 | 35.10 | 39.15 | -1.00 | 0.0020 | -0.015 | ||||
| 0 | 1.20 | 3 | 35.5% | 0.06 | 0.0057 | -0.007 | 135 | 40.10 | 44.15 | -1.00 | 0.0000 | -0.015 | ||||
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.