MMM chaîne d'options 3M 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 ±6.7% (155.66–177.91) · ATM IV 23.8% · P/C open interest 0.96
| 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 | |
| 80.45 | 84.40 | 84.3% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 2.14 | 1 | 121.7% | -0.00 | 0.0002 | -0.005 | |||
| 75.65 | 79.10 | 67.5% | 1.00 | 0.0003 | 0.000 | 90 | 0 | 2.14 | 22 | 112.7% | -0.00 | 0.0003 | -0.005 | |||
| 70.55 | 74.35 | 68.8% | 1.00 | 0.0003 | 0.000 | 95 | 0 | 2.15 | 104.4% | -0.00 | 0.0003 | -0.005 | ||||
| 65.55 | 69.10 | 3 | 1.00 | 0.0004 | 0.000 | 100 | 0 | 2.15 | 17 | 96.3% | -0.01 | 0.0004 | -0.006 | |||
| 60.60 | 64.25 | 0.99 | 0.0006 | 0.000 | 105 | 0 | 2.00 | 11 | 87.3% | -0.01 | 0.0006 | -0.006 | ||||
| 55.60 | 59.30 | 0.99 | 0.0007 | 0.000 | 110 | 0 | 1.92 | 29 | 79.2% | -0.01 | 0.0007 | -0.007 | ||||
| 50.65 | 54.65 | 52.8% | 0.99 | 0.0009 | 0.000 | 115 | 0 | 2.17 | 31 | 74.3% | -0.01 | 0.0009 | -0.008 | |||
| 45.70 | 49.40 | 39.5% | 0.99 | 0.0012 | 0.000 | 120 | 0.0200 | 0.2100 | 1,808 | 44.9% | -0.01 | 0.0012 | -0.009 | |||
| 40.75 | 44.50 | 54 | 38.7% | 0.98 | 0.0016 | 0.000 | 125 | 0 | 2.19 | 252 | 60.9% | -0.02 | 0.0017 | -0.010 | ||
| 35.80 | 39.50 | 13 | 34.0% | 0.98 | 0.0023 | 0.000 | 130 | 0 | 1.86 | 30 | 52.3% | -0.02 | 0.0023 | -0.012 | ||
| 30.90 | 34.00 | 4 | 0.97 | 0.0033 | 0.000 | 135 | 0.0100 | 0.2500 | 35 | 31.3% | -0.03 | 0.0033 | -0.014 | |||
| 26.25 | 29.20 | 25 | 26.0% | 0.96 | 0.0048 | 0.000 | 140 | 0.1600 | 0.3500 | 12 | 106 | 30.0% | -0.04 | 0.0049 | -0.017 | |
| 21.40 | 24.15 | 25 | 22.3% | 0.94 | 0.0074 | -0.006 | 145 | 0.3100 | 0.6400 | 5 | 202 | 28.7% | -0.06 | 0.0075 | -0.022 | |
| 17.30 | 19.80 | 64 | 27.6% | 0.90 | 0.0116 | -0.018 | 150 | 0.6600 | 0.8300 | 3 | 166 | 26.3% | -0.10 | 0.0118 | -0.030 | |
| 12.95 | 14.50 | 72 | 22.8% | 0.83 | 0.0175 | -0.032 | 155 | 1.32 | 1.57 | 5 | 303 | 25.6% | -0.17 | 0.0178 | -0.042 | |
| 9.20 | 10.50 | 2 | 87 | 22.7% | 0.73 | 0.0237 | -0.047 | 160 | 2.39 | 2.65 | 13 | 291 | 24.6% | -0.28 | 0.0243 | -0.053 |
| 6.50 | 7.20 | 36 | 330 | 23.6% | 0.60 | 0.0287 | -0.056 | 165 | 4.10 | 4.45 | 46 | 1,234 | 24.1% | -0.41 | 0.0295 | -0.059 |
| 4.10 | 4.70 | 628 | 23.6% | 0.45 | 0.0302 | -0.057 | 170 | 6.55 | 7.10 | 7 | 354 | 23.9% | -0.57 | 0.0315 | -0.058 | |
| 2.34 | 2.64 | 7 | 1,187 | 22.8% | 0.31 | 0.0272 | -0.051 | 175 | 9.25 | 10.55 | 3 | 195 | 22.8% | -0.72 | 0.0291 | -0.049 |
| 1.21 | 1.53 | 15 | 803 | 22.8% | 0.19 | 0.0212 | -0.040 | 180 | 13.60 | 15.25 | 2 | 232 | 26.4% | -0.84 | 0.0235 | -0.035 |
| 0.5200 | 0.7200 | 11 | 439 | 22.1% | 0.11 | 0.0147 | -0.028 | 185 | 17.85 | 19.65 | 83 | 26.8% | -0.93 | 0.0188 | -0.018 | |
| 0.0500 | 0.7400 | 2 | 442 | 23.7% | 0.07 | 0.0096 | -0.019 | 190 | 22.15 | 24.90 | 159 | 29.1% | -0.99 | 0.0106 | -0.046 | |
| 0.1700 | 0.2900 | 761 | 24.6% | 0.04 | 0.0064 | -0.014 | 195 | 27.45 | 29.85 | 10 | 34.8% | -1.00 | 0.0000 | -0.104 | ||
| 0.0600 | 0.2500 | 5 | 651 | 26.2% | 0.03 | 0.0045 | -0.012 | 200 | 32.30 | 34.85 | 37.9% | -1.00 | 0.0000 | -0.117 | ||
| 0.0100 | 0.1900 | 5 | 135 | 30.1% | 0.02 | 0.0028 | -0.010 | 210 | 42.00 | 44.95 | 43.9% | -1.00 | 0.0000 | -0.123 | ||
| 0 | 0.5900 | 54 | 41.4% | 0.02 | 0.0019 | -0.009 | 220 | 52.20 | 54.95 | 52.3% | -1.00 | 0.0000 | -0.124 | |||
| 0 | 2.13 | 1 | 59.6% | 0.01 | 0.0014 | -0.008 | 230 | 61.45 | 65.10 | 52.1% | -1.00 | 0.0000 | -0.125 | |||
| 0 | 2.13 | 65.5% | 0.01 | 0.0010 | -0.007 | 240 | 71.35 | 75.10 | 54.9% | -1.00 | 0.0000 | -0.126 | ||||
| 0 | 2.13 | 5 | 71.1% | 0.01 | 0.0008 | -0.006 | 250 | 81.30 | 85.10 | -1.00 | 0.0000 | -0.126 | ||||
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 — Oct 16, 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.