MO chaîne d'options Altria Group, Inc.
Cboe delayed options data · au 15:36 UTC
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 ±4.3% (66.78–72.82) · ATM IV 22.5% · P/C open interest 1.55
| 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 | |
| 33.50 | 35.15 | 1 | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0100 | 70 | 112.4% | -0.00 | 0.0000 | -0.000 | |||
| 31.00 | 32.65 | 2 | 1.00 | 0.0000 | 0.000 | 37.5 | 0 | 0.0100 | 80 | 101.6% | -0.00 | 0.0001 | -0.000 | |||
| 28.55 | 30.15 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 621 | 91.4% | -0.00 | 0.0001 | -0.000 | ||||
| 26.00 | 27.65 | 1.00 | 0.0000 | 0.000 | 42.5 | 0 | 0.0100 | 79 | 81.8% | -0.00 | 0.0002 | -0.001 | ||||
| 24.25 | 25.05 | 1 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 1,127 | 72.8% | -0.00 | 0.0003 | -0.001 | |||
| 21.00 | 23.05 | 1.00 | 0.0001 | 0.000 | 47.5 | 0 | 0.0100 | 296 | 64.1% | -0.00 | 0.0006 | -0.001 | ||||
| 18.70 | 20.15 | 20 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0100 | 791 | 55.9% | -0.00 | 0.0011 | -0.002 | |||
| 16.45 | 17.65 | 10 | 1.00 | 0.0005 | 0.000 | 52.5 | 0 | 0.0100 | 879 | 48.0% | -0.01 | 0.0019 | -0.003 | |||
| 13.95 | 15.15 | 9 | 1.00 | 0.0011 | 0.000 | 55 | 0 | 0.0300 | 4,057 | 45.5% | -0.01 | 0.0035 | -0.004 | |||
| 12.70 | 14.15 | 1.00 | 0.0014 | 0.000 | 56 | 0 | 0.0900 | 184 | 49.0% | -0.01 | 0.0045 | -0.005 | ||||
| 12.15 | 13.00 | 1 | 1.00 | 0.0019 | 0.000 | 57 | 0 | 0.0900 | 54 | 45.3% | -0.01 | 0.0057 | -0.006 | |||
| 11.80 | 12.55 | 109 | 1.00 | 0.0022 | 0.000 | 57.5 | 0 | 0.0400 | 20 | 1,157 | 38.8% | -0.01 | 0.0064 | -0.006 | ||
| 11.30 | 12.15 | 1.00 | 0.0025 | 0.000 | 58 | 0 | 0.0900 | 12 | 41.7% | -0.02 | 0.0073 | -0.007 | ||||
| 10.30 | 11.05 | 0.99 | 0.0033 | 0.000 | 59 | 0 | 0.1000 | 9 | 38.7% | -0.02 | 0.0094 | -0.008 | ||||
| 9.30 | 10.05 | 392 | 0.99 | 0.0044 | 0.000 | 60 | 0.0100 | 0.0700 | 20.2K | 33.9% | -0.03 | 0.0122 | -0.009 | |||
| 8.30 | 9.15 | 0.99 | 0.0060 | 0.000 | 61 | 0 | 0.1100 | 33 | 32.0% | -0.03 | 0.0161 | -0.010 | ||||
| 7.30 | 8.15 | 0.99 | 0.0086 | -0.001 | 62 | 0 | 0.1300 | 78 | 29.3% | -0.04 | 0.0216 | -0.012 | ||||
| 6.80 | 7.65 | 1,019 | 0.98 | 0.0104 | -0.001 | 62.5 | 0.0500 | 0.1000 | 7 | 26.3K | 28.2% | -0.05 | 0.0254 | -0.013 | ||
| 6.30 | 7.15 | 0.98 | 0.0128 | -0.003 | 63 | 0.0300 | 0.1500 | 66 | 27.3% | -0.06 | 0.0299 | -0.015 | ||||
| 5.35 | 6.20 | 0.97 | 0.0201 | -0.005 | 64 | 0.0800 | 0.1800 | 1 | 143 | 25.4% | -0.08 | 0.0423 | -0.018 | |||
| 4.60 | 5.00 | 5,086 | 0.95 | 0.0327 | -0.010 | 65 | 0.1700 | 0.2900 | 7 | 16.4K | 24.9% | -0.13 | 0.0600 | -0.023 | ||
| 3.45 | 4.25 | 89 | 0.92 | 0.0531 | -0.016 | 66 | 0.2900 | 0.4100 | 1 | 293 | 23.5% | -0.19 | 0.0825 | -0.029 | ||
| 2.49 | 3.15 | 118 | 0.85 | 0.0816 | -0.025 | 67 | 0.5200 | 0.6600 | 558 | 23.3% | -0.28 | 0.1062 | -0.035 | |||
| 2.31 | 2.76 | 7,162 | 18.6% | 0.81 | 0.0978 | -0.030 | 67.5 | 0.6600 | 0.8100 | 18.6K | 22.9% | -0.33 | 0.1166 | -0.037 | ||
| 1.78 | 2.31 | 4 | 283 | 16.2% | 0.76 | 0.1138 | -0.035 | 68 | 0.8400 | 0.9900 | 40 | 137 | 22.7% | -0.39 | 0.1247 | -0.039 |
| 1.41 | 1.61 | 5 | 530 | 20.7% | 0.63 | 0.1391 | -0.043 | 69 | 1.26 | 1.46 | 3 | 448 | 22.2% | -0.52 | 0.1311 | -0.040 |
| 0.9300 | 1.05 | 34 | 21.2K | 21.1% | 0.49 | 0.1464 | -0.045 | 70 | 1.85 | 2.21 | 4,199 | 23.8% | -0.65 | 0.1224 | -0.037 | |
| 0.5500 | 0.6800 | 51 | 1,386 | 21.6% | 0.35 | 0.1335 | -0.042 | 71 | 2.55 | 3.25 | 11 | 27.0% | -0.76 | 0.1026 | -0.031 | |
| 0.3000 | 0.4200 | 364 | 21.9% | 0.23 | 0.1076 | -0.035 | 72 | 3.15 | 4.00 | 10 | 24.6% | -0.84 | 0.0787 | -0.024 | ||
| 0.2200 | 0.3200 | 4 | 9,628 | 22.1% | 0.19 | 0.0933 | -0.031 | 72.5 | 3.70 | 4.50 | 5,662 | 27.6% | -0.87 | 0.0675 | -0.021 | |
| 0.1300 | 0.2800 | 541 | 22.4% | 0.15 | 0.0796 | -0.028 | 73 | 4.05 | 4.95 | 2 | 26.8% | -0.89 | 0.0574 | -0.018 | ||
| 0.0800 | 0.1900 | 25 | 115 | 23.8% | 0.10 | 0.0568 | -0.022 | 74 | 5.00 | 5.90 | 29.1% | -0.92 | 0.0414 | -0.013 | ||
| 0.0200 | 0.1400 | 6 | 6,930 | 24.6% | 0.07 | 0.0405 | -0.017 | 75 | 6.05 | 6.85 | 931 | 32.8% | -0.95 | 0.0301 | -0.010 | |
| 0 | 0.1300 | 10 | 36 | 26.8% | 0.05 | 0.0293 | -0.014 | 76 | 6.95 | 7.65 | 28.2% | -0.96 | 0.0223 | -0.007 | ||
| 0 | 0.0600 | 46 | 26.3% | 0.04 | 0.0215 | -0.011 | 77 | 7.90 | 8.80 | 34.8% | -0.97 | 0.0169 | -0.005 | |||
| 0.0100 | 0.1100 | 2,860 | 30.9% | 0.03 | 0.0186 | -0.010 | 77.5 | 8.50 | 9.15 | 206 | 34.7% | -0.97 | 0.0148 | -0.004 | ||
| 0 | 0.1100 | 31.9% | 0.03 | 0.0161 | -0.009 | 78 | 8.90 | 9.85 | 39.5% | -0.98 | 0.0130 | -0.003 | ||||
| 0 | 0.1000 | 34.2% | 0.02 | 0.0124 | -0.008 | 79 | 9.90 | 10.80 | 41.0% | -0.98 | 0.0102 | -0.001 | ||||
| 0 | 0.0500 | 3,898 | 33.3% | 0.02 | 0.0096 | -0.006 | 80 | 11.05 | 11.65 | 158 | 44.0% | -0.98 | 0.0080 | 0.000 | ||
| 0 | 0.0500 | 2,422 | 39.2% | 0.01 | 0.0054 | -0.004 | 82.5 | 13.40 | 14.90 | 1 | 66.8% | -0.99 | 0.0047 | 0.000 | ||
| 0 | 0.0200 | 2,077 | 40.2% | 0.01 | 0.0033 | -0.003 | 85 | 15.90 | 17.40 | 19 | 74.7% | -0.99 | 0.0029 | 0.000 | ||
| 0 | 0.0100 | 454 | 46.5% | 0.00 | 0.0014 | -0.002 | 90 | 20.85 | 21.75 | 14 | 65.8% | -1.00 | 0.0012 | 0.000 | ||
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 18, 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.
callsputs