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 ±25.1% (127.97–213.62) · ATM IV 29.5% · P/C open interest 0.61
| 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 | |
| 73.80 | 77.50 | 10 | 39.5% | 0.96 | 0.0013 | 0.000 | 90 | 0 | 5.00 | 45 | 43.0% | -0.04 | 0.0014 | -0.006 | ||
| 69.00 | 73.00 | 6 | 36.8% | 0.95 | 0.0016 | 0.000 | 95 | 1.10 | 5.00 | 29 | 42.2% | -0.05 | 0.0017 | -0.007 | ||
| 64.50 | 69.00 | 29 | 36.1% | 0.94 | 0.0020 | -0.000 | 100 | 1.10 | 2.34 | 39 | 33.5% | -0.06 | 0.0020 | -0.008 | ||
| 61.00 | 64.50 | 7 | 36.0% | 0.93 | 0.0024 | -0.002 | 105 | 1.84 | 3.05 | 38 | 33.9% | -0.08 | 0.0024 | -0.009 | ||
| 56.50 | 60.50 | 19 | 34.7% | 0.91 | 0.0028 | -0.004 | 110 | 2.22 | 3.60 | 53 | 32.9% | -0.09 | 0.0029 | -0.010 | ||
| 52.50 | 56.50 | 6 | 34.0% | 0.89 | 0.0032 | -0.005 | 115 | 2.14 | 6.00 | 19 | 33.7% | -0.11 | 0.0033 | -0.012 | ||
| 48.60 | 52.50 | 15 | 33.2% | 0.87 | 0.0037 | -0.007 | 120 | 2.00 | 7.00 | 305 | 32.1% | -0.13 | 0.0038 | -0.013 | ||
| 44.50 | 49.00 | 9 | 32.6% | 0.85 | 0.0042 | -0.009 | 125 | 4.10 | 6.80 | 288 | 31.6% | -0.16 | 0.0044 | -0.014 | ||
| 40.50 | 45.00 | 13 | 31.2% | 0.82 | 0.0047 | -0.011 | 130 | 4.00 | 9.00 | 127 | 31.1% | -0.19 | 0.0049 | -0.016 | ||
| 38.40 | 41.50 | 27 | 32.1% | 0.79 | 0.0052 | -0.013 | 135 | 5.50 | 9.70 | 64 | 30.3% | -0.22 | 0.0055 | -0.017 | ||
| 34.80 | 38.40 | 32 | 31.6% | 0.76 | 0.0057 | -0.014 | 140 | 8.55 | 9.60 | 128 | 30.0% | -0.25 | 0.0060 | -0.018 | ||
| 31.00 | 35.50 | 272 | 30.8% | 0.73 | 0.0061 | -0.015 | 145 | 8.50 | 13.10 | 14 | 48 | 29.9% | -0.28 | 0.0065 | -0.019 | |
| 29.25 | 32.15 | 193 | 31.2% | 0.70 | 0.0066 | -0.017 | 150 | 12.30 | 13.25 | 10 | 148 | 29.8% | -0.32 | 0.0070 | -0.020 | |
| 24.50 | 28.05 | 3 | 378 | 29.9% | 0.66 | 0.0069 | -0.018 | 155 | 12.00 | 17.00 | 46 | 29.1% | -0.35 | 0.0075 | -0.021 | |
| 22.50 | 26.30 | 69 | 29.1% | 0.63 | 0.0072 | -0.019 | 160 | 14.50 | 18.20 | 71 | 28.3% | -0.39 | 0.0079 | -0.021 | ||
| 20.55 | 24.50 | 178 | 29.7% | 0.59 | 0.0075 | -0.019 | 165 | 17.95 | 19.90 | 38 | 28.3% | -0.43 | 0.0083 | -0.022 | ||
| 19.30 | 22.20 | 468 | 30.1% | 0.56 | 0.0077 | -0.020 | 170 | 20.15 | 24.00 | 105 | 28.9% | -0.47 | 0.0086 | -0.022 | ||
| 17.00 | 20.50 | 53 | 30.0% | 0.52 | 0.0078 | -0.020 | 175 | 22.50 | 27.00 | 95 | 28.4% | -0.52 | 0.0089 | -0.022 | ||
| 13.50 | 18.50 | 126 | 28.6% | 0.48 | 0.0079 | -0.020 | 180 | 25.50 | 29.25 | 88 | 27.6% | -0.56 | 0.0091 | -0.022 | ||
| 12.00 | 16.50 | 32 | 28.4% | 0.45 | 0.0079 | -0.020 | 185 | 29.00 | 32.70 | 17 | 27.8% | -0.60 | 0.0093 | -0.022 | ||
| 12.15 | 13.35 | 95 | 28.4% | 0.41 | 0.0078 | -0.020 | 190 | 32.75 | 36.95 | 1 | 28.5% | -0.64 | 0.0095 | -0.021 | ||
| 10.50 | 14.00 | 5 | 88 | 29.6% | 0.38 | 0.0077 | -0.019 | 195 | 37.00 | 40.50 | 75 | 28.9% | -0.68 | 0.0096 | -0.021 | |
| 9.45 | 12.50 | 19 | 330 | 29.5% | 0.35 | 0.0075 | -0.019 | 200 | 40.85 | 42.95 | 11 | 27.7% | -0.73 | 0.0097 | -0.021 | |
| 7.20 | 8.95 | 445 | 28.2% | 0.29 | 0.0070 | -0.017 | 210 | 48.00 | 52.50 | 53 | 27.9% | -0.81 | 0.0094 | -0.020 | ||
| 3.75 | 8.25 | 253 | 27.5% | 0.24 | 0.0064 | -0.016 | 220 | 56.50 | 60.50 | 1 | 26.0% | -0.88 | 0.0083 | -0.016 | ||
| 3.00 | 7.00 | 91 | 28.1% | 0.20 | 0.0057 | -0.014 | 230 | 66.00 | 70.50 | 1 | 27.5% | -0.93 | 0.0063 | -0.009 | ||
| 2.60 | 6.00 | 24 | 29.0% | 0.16 | 0.0050 | -0.013 | 240 | 75.50 | 79.50 | 1 | -0.97 | 0.0050 | -0.001 | |||
| 1.90 | 5.00 | 28 | 29.1% | 0.14 | 0.0044 | -0.011 | 250 | 85.50 | 90.50 | 31.0% | -0.99 | 0.0016 | -0.007 | |||
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 — Jan 21, 2028
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.