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 ±19.4% (74.75–110.80) · ATM IV 25.8% · P/C open interest 0.68
| 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 | |
| 43.65 | 47.95 | 0.97 | 0.0021 | 0.000 | 47.5 | 0 | 1.00 | 43.1% | -0.04 | 0.0021 | -0.005 | |||||
| 41.50 | 45.55 | 37.1% | 0.96 | 0.0024 | 0.000 | 50 | 0 | 2.40 | 49.1% | -0.04 | 0.0024 | -0.005 | ||||
| 37.00 | 40.90 | 36.9% | 0.95 | 0.0031 | -0.000 | 55 | 0 | 2.52 | 43.5% | -0.05 | 0.0032 | -0.006 | ||||
| 32.50 | 36.30 | 34.7% | 0.93 | 0.0041 | -0.001 | 60 | 0 | 2.70 | 33 | 38.5% | -0.07 | 0.0042 | -0.006 | |||
| 28.00 | 31.90 | 32.4% | 0.91 | 0.0055 | -0.003 | 65 | 0.6000 | 2.98 | 1 | 9 | 36.1% | -0.09 | 0.0057 | -0.007 | ||
| 23.50 | 27.65 | 2 | 30.0% | 0.88 | 0.0074 | -0.004 | 70 | 0.2100 | 3.35 | 17 | 30.7% | -0.12 | 0.0077 | -0.008 | ||
| 19.50 | 23.75 | 15 | 29.1% | 0.84 | 0.0097 | -0.006 | 75 | 1.97 | 2.87 | 36 | 28.7% | -0.17 | 0.0101 | -0.009 | ||
| 16.00 | 20.10 | 2 | 28.7% | 0.78 | 0.0122 | -0.008 | 80 | 2.98 | 3.95 | 1 | 2 | 27.5% | -0.23 | 0.0128 | -0.011 | |
| 14.10 | 18.40 | 1 | 28.0% | 0.75 | 0.0135 | -0.009 | 82.5 | 2.24 | 4.65 | 2 | 24.6% | -0.26 | 0.0141 | -0.011 | ||
| 12.70 | 16.05 | 8 | 26.7% | 0.72 | 0.0147 | -0.010 | 85 | 4.30 | 6.45 | 105 | 28.2% | -0.30 | 0.0154 | -0.012 | ||
| 11.20 | 15.05 | 2 | 1 | 27.3% | 0.68 | 0.0158 | -0.011 | 87.5 | 4.90 | 6.45 | 10 | 25.9% | -0.34 | 0.0166 | -0.012 | |
| 9.75 | 13.60 | 18 | 26.9% | 0.64 | 0.0167 | -0.011 | 90 | 6.00 | 7.80 | 5 | 26.3% | -0.38 | 0.0177 | -0.013 | ||
| 8.45 | 12.45 | 15 | 26.9% | 0.59 | 0.0175 | -0.012 | 92.5 | 6.60 | 8.55 | 6 | 24.7% | -0.43 | 0.0186 | -0.013 | ||
| 7.20 | 11.00 | 13 | 26.3% | 0.55 | 0.0180 | -0.012 | 95 | 8.30 | 9.65 | 1 | 5 | 24.9% | -0.47 | 0.0193 | -0.013 | |
| 6.10 | 9.85 | 10 | 26.0% | 0.51 | 0.0183 | -0.012 | 97.5 | 9.65 | 12.10 | 26.3% | -0.52 | 0.0197 | -0.013 | |||
| 6.30 | 8.80 | 31 | 27 | 27.5% | 0.46 | 0.0184 | -0.012 | 100 | 11.15 | 12.65 | 2 | 24.8% | -0.57 | 0.0199 | -0.012 | |
| 3.35 | 6.65 | 23 | 24.7% | 0.38 | 0.0178 | -0.012 | 105 | 14.65 | 15.90 | 24.7% | -0.66 | 0.0196 | -0.011 | |||
| 3.15 | 4.35 | 20 | 24.7% | 0.31 | 0.0165 | -0.011 | 110 | 18.30 | 19.60 | 24.3% | -0.74 | 0.0184 | -0.010 | |||
| 2.05 | 4.20 | 11 | 25.9% | 0.25 | 0.0147 | -0.010 | 115 | 21.15 | 25.35 | 25.1% | -0.81 | 0.0166 | -0.008 | |||
| 0.7300 | 2.52 | 74 | 22.9% | 0.20 | 0.0128 | -0.009 | 120 | 25.55 | 29.25 | 23.6% | -0.88 | 0.0169 | -0.007 | |||
| 1.10 | 3.45 | 100 | 28.3% | 0.16 | 0.0109 | -0.008 | 125 | 30.20 | 34.10 | -0.94 | 0.0197 | -0.009 | ||||
| 0 | 3.25 | 3 | 27.7% | 0.13 | 0.0093 | -0.007 | 130 | 35.10 | 39.45 | 28.1% | -0.98 | 0.0078 | -0.015 | |||
| 0 | 3.15 | 29.6% | 0.11 | 0.0079 | -0.006 | 135 | 40.10 | 44.40 | 30.2% | -1.00 | 0.0002 | -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 — Sep 17, 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.