MP chaîne d'options MP Materials Corp.
Cboe delayed options data · au 12:38 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 ±9.6% (36.71–44.51) · ATM IV 60.6% · P/C open interest 0.92
| 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 | |
| 9.80 | 11.55 | 1 | 3 | 122.8% | 0.95 | 0.0132 | -0.025 | 30 | 0 | 0.3000 | 1 | 5 | 94.1% | -0.05 | 0.0132 | -0.025 |
| 8.75 | 10.60 | 112.2% | 0.95 | 0.0158 | -0.025 | 31 | 0 | 0.3300 | 87.2% | -0.05 | 0.0158 | -0.026 | ||||
| 7.80 | 9.55 | 101.8% | 0.94 | 0.0192 | -0.026 | 32 | 0 | 0.3300 | 78.6% | -0.06 | 0.0193 | -0.026 | ||||
| 6.85 | 8.60 | 94.7% | 0.93 | 0.0238 | -0.027 | 33 | 0 | 0.7500 | 87.1% | -0.07 | 0.0239 | -0.027 | ||||
| 5.85 | 7.70 | 1 | 1 | 87.2% | 0.91 | 0.0304 | -0.029 | 34 | 0.0700 | 0.2400 | 60.7% | -0.09 | 0.0305 | -0.029 | ||
| 5.35 | 6.75 | 8 | 90.4% | 0.88 | 0.0395 | -0.034 | 35 | 0.1800 | 0.3700 | 6 | 332 | 61.5% | -0.12 | 0.0397 | -0.034 | |
| 4.25 | 5.90 | 80.0% | 0.84 | 0.0508 | -0.042 | 36 | 0.3300 | 0.5600 | 110 | 188 | 61.8% | -0.16 | 0.0511 | -0.042 | ||
| 3.25 | 5.15 | 73.4% | 0.78 | 0.0622 | -0.051 | 37 | 0.5000 | 0.7200 | 387 | 517 | 59.0% | -0.22 | 0.0626 | -0.051 | ||
| 2.94 | 3.60 | 2 | 63.7% | 0.71 | 0.0720 | -0.059 | 38 | 0.8100 | 1.20 | 528 | 594 | 62.8% | -0.30 | 0.0724 | -0.059 | |
| 2.26 | 2.87 | 20 | 52 | 60.7% | 0.63 | 0.0791 | -0.065 | 39 | 1.17 | 1.48 | 46 | 187 | 60.7% | -0.38 | 0.0795 | -0.066 |
| 1.88 | 2.34 | 20 | 64 | 63.4% | 0.54 | 0.0827 | -0.069 | 40 | 1.55 | 1.81 | 20 | 259 | 57.2% | -0.46 | 0.0832 | -0.069 |
| 1.37 | 1.83 | 5 | 32 | 61.6% | 0.46 | 0.0826 | -0.069 | 41 | 2.04 | 2.56 | 58 | 360 | 59.6% | -0.54 | 0.0832 | -0.069 |
| 1.31 | 1.54 | 38 | 63 | 62.3% | 0.42 | 0.0812 | -0.068 | 41.5 | 2.35 | 2.93 | 2 | 25 | 60.8% | -0.58 | 0.0818 | -0.068 |
| 1.13 | 1.46 | 1 | 32 | 64.0% | 0.39 | 0.0791 | -0.066 | 42 | 2.72 | 3.20 | 22 | 389 | 60.7% | -0.62 | 0.0797 | -0.067 |
| 0.9800 | 1.19 | 11 | 75 | 62.4% | 0.35 | 0.0763 | -0.064 | 42.5 | 3.00 | 3.60 | 34 | 58 | 60.6% | -0.66 | 0.0769 | -0.065 |
| 0.8400 | 1.08 | 2 | 40 | 63.1% | 0.31 | 0.0730 | -0.062 | 43 | 3.30 | 3.85 | 6 | 407 | 57.6% | -0.69 | 0.0736 | -0.062 |
| 0.6800 | 1.00 | 11 | 63.4% | 0.28 | 0.0693 | -0.059 | 43.5 | 3.35 | 4.15 | 32 | 60 | 49.2% | -0.72 | 0.0699 | -0.059 | |
| 0.6000 | 0.8300 | 12 | 197 | 63.1% | 0.25 | 0.0653 | -0.055 | 44 | 4.20 | 4.60 | 24 | 1,683 | 59.7% | -0.75 | 0.0660 | -0.056 |
| 0.5000 | 0.7000 | 5 | 10 | 62.5% | 0.22 | 0.0610 | -0.052 | 44.5 | 4.50 | 5.15 | 2 | 16 | 60.5% | -0.78 | 0.0618 | -0.052 |
| 0.4500 | 0.7100 | 47 | 268 | 65.6% | 0.20 | 0.0566 | -0.048 | 45 | 4.85 | 5.40 | 28 | 265 | 54.6% | -0.81 | 0.0574 | -0.049 |
| 0.3400 | 0.5200 | 4 | 62.3% | 0.17 | 0.0522 | -0.044 | 45.5 | 5.15 | 5.90 | 12 | 39 | 52.2% | -0.83 | 0.0530 | -0.045 | |
| 0.3100 | 0.5000 | 46 | 178 | 64.5% | 0.15 | 0.0478 | -0.040 | 46 | 5.65 | 6.30 | 15 | 138 | 51.8% | -0.85 | 0.0486 | -0.041 |
| 0.2300 | 0.4000 | 1 | 43 | 62.9% | 0.13 | 0.0435 | -0.037 | 46.5 | 6.15 | 7.00 | 8 | 9 | 61.8% | -0.87 | 0.0444 | -0.038 |
| 0.1700 | 0.4200 | 82 | 260 | 64.8% | 0.12 | 0.0396 | -0.034 | 47 | 6.45 | 7.45 | 108 | 55.6% | -0.89 | 0.0404 | -0.035 | |
| 0.0100 | 0.3700 | 2 | 10 | 60.5% | 0.10 | 0.0359 | -0.032 | 47.5 | 6.20 | 8.55 | 3 | 49.8% | -0.90 | 0.0368 | -0.033 | |
| 0.1600 | 0.3300 | 26 | 141 | 67.4% | 0.09 | 0.0327 | -0.030 | 48 | 6.20 | 8.90 | 178 | -0.91 | 0.0335 | -0.030 | ||
| 0.0900 | 0.3000 | 16 | 66.4% | 0.08 | 0.0298 | -0.028 | 48.5 | 7.10 | 9.50 | 4 | 5 | -0.92 | 0.0305 | -0.029 | ||
| 0.0900 | 0.2400 | 1 | 373 | 66.5% | 0.08 | 0.0272 | -0.026 | 49 | 7.55 | 9.95 | 1 | 61 | -0.93 | 0.0279 | -0.027 | |
| 0.0100 | 0.2500 | 8 | 65.7% | 0.07 | 0.0250 | -0.025 | 49.5 | 8.05 | 10.60 | 1 | -0.94 | 0.0256 | -0.026 | |||
| 0.0700 | 0.2400 | 52 | 471 | 70.7% | 0.06 | 0.0230 | -0.024 | 50 | 8.55 | 10.35 | 1 | 82 | -0.94 | 0.0235 | -0.024 | |
| 0.0500 | 0.1500 | 94 | 632 | 69.3% | 0.06 | 0.0196 | -0.022 | 51 | 10.45 | 11.85 | 7 | 10 | 103.9% | -0.95 | 0.0200 | -0.022 |
| 0.0100 | 0.3200 | 35 | 111 | 81.3% | 0.05 | 0.0169 | -0.020 | 52 | 11.75 | 12.75 | 4 | 36 | 105.0% | -0.96 | 0.0173 | -0.021 |
| 0 | 0.5700 | 26 | 210 | 96.9% | 0.04 | 0.0148 | -0.019 | 53 | 12.10 | 13.85 | 1 | 33 | 88.6% | -0.96 | 0.0150 | -0.019 |
| 0 | 0.3200 | 4 | 129 | 89.9% | 0.04 | 0.0131 | -0.018 | 54 | 13.30 | 14.25 | 5 | 59 | -0.97 | 0.0132 | -0.018 | |
| 0.0300 | 0.2000 | 11 | 726 | 88.5% | 0.04 | 0.0117 | -0.017 | 55 | 13.00 | 15.80 | 4 | -0.97 | 0.0117 | -0.017 | ||
| 0 | 0.2800 | 1,090 | 95.9% | 0.03 | 0.0105 | -0.016 | 56 | 14.00 | 16.90 | 2 | -0.97 | 0.0105 | -0.017 | |||
| 0 | 0.5000 | 12 | 76 | 112.0% | 0.03 | 0.0095 | -0.016 | 57 | 15.00 | 17.85 | 3 | -0.98 | 0.0094 | -0.016 | ||
| 0 | 0.5900 | 4 | 75 | 120.4% | 0.03 | 0.0086 | -0.015 | 58 | 16.00 | 18.90 | 1 | 2 | -0.98 | 0.0085 | -0.015 | |
| 0 | 0.9300 | 58 | 138.2% | 0.03 | 0.0079 | -0.015 | 59 | 17.00 | 19.80 | -0.98 | 0.0077 | -0.015 | ||||
| 0 | 0.1300 | 15 | 854 | 98.4% | 0.02 | 0.0072 | -0.014 | 60 | 18.00 | 20.80 | 1 | 2 | -0.98 | 0.0071 | -0.014 | |
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 30, 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