MRK chaîne d'options Merck & Co., Inc.
Cboe delayed options data · au 21:52 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 ±4.2% (145.37–158.01) · ATM IV 24.7% · P/C open interest 0.45
| 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 | |
| 71.15 | 72.55 | 2 | 179 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 3,439 | 199.5% | -0.00 | 0.0000 | -0.001 | ||
| 65.95 | 68.20 | 2,055 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.1500 | 1,228 | 119.4% | -0.00 | 0.0000 | -0.001 | |||
| 61.15 | 62.75 | 1 | 1,083 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 4,086 | 167.7% | -0.00 | 0.0001 | -0.001 | ||
| 55.95 | 57.90 | 708 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.13 | 4,215 | 153.0% | -0.00 | 0.0001 | -0.002 | |||
| 51.00 | 53.15 | 6 | 15.3K | 1.00 | 0.0001 | 0.000 | 100 | 0 | 0.3300 | 5,894 | 98.5% | -0.00 | 0.0002 | -0.002 | ||
| 46.40 | 47.80 | 1,082 | 1.00 | 0.0001 | 0.000 | 105 | 0 | 0.1500 | 3 | 3,521 | 79.1% | -0.00 | 0.0003 | -0.003 | ||
| 40.95 | 42.85 | 3 | 2,072 | 1.00 | 0.0002 | 0.000 | 110 | 0 | 0.0100 | 5,613 | 52.7% | -0.00 | 0.0004 | -0.004 | ||
| 36.50 | 38.10 | 52 | 2,091 | 61.6% | 1.00 | 0.0004 | 0.000 | 115 | 0 | 0.0600 | 4 | 2,119 | 54.8% | -0.00 | 0.0007 | -0.006 |
| 30.95 | 33.15 | 3 | 2,665 | 1.00 | 0.0007 | 0.000 | 120 | 0 | 0.0800 | 3 | 4,482 | 48.8% | -0.01 | 0.0013 | -0.008 | |
| 26.05 | 27.90 | 2,799 | 0.99 | 0.0014 | 0.000 | 125 | 0.0300 | 0.1000 | 15 | 2,030 | 43.8% | -0.01 | 0.0022 | -0.011 | ||
| 21.05 | 23.20 | 53 | 4,122 | 0.99 | 0.0028 | -0.000 | 130 | 0.0100 | 0.1000 | 3 | 1,471 | 35.9% | -0.02 | 0.0042 | -0.017 | |
| 16.60 | 17.95 | 14 | 4,402 | 0.97 | 0.0063 | -0.012 | 135 | 0.0800 | 0.2500 | 5 | 1,204 | 33.1% | -0.04 | 0.0086 | -0.028 | |
| 11.90 | 13.05 | 55 | 12.0K | 28.2% | 0.94 | 0.0148 | -0.033 | 140 | 0.2700 | 0.4900 | 22 | 1,692 | 29.5% | -0.09 | 0.0179 | -0.048 |
| 10.25 | 12.25 | 1 | 0.92 | 0.0175 | -0.039 | 141 | 0.3500 | 1.06 | 266 | 33.0% | -0.11 | 0.0206 | -0.053 | |||
| 9.35 | 11.15 | 4 | 0.91 | 0.0206 | -0.046 | 142 | 0.3800 | 0.7500 | 284 | 28.6% | -0.13 | 0.0236 | -0.059 | |||
| 8.45 | 10.20 | 16.3% | 0.89 | 0.0241 | -0.054 | 143 | 0.1600 | 0.8500 | 4 | 326 | 25.5% | -0.15 | 0.0270 | -0.066 | ||
| 7.50 | 9.25 | 13 | 17.4% | 0.86 | 0.0280 | -0.061 | 144 | 0.5700 | 0.8900 | 1 | 231 | 26.5% | -0.18 | 0.0305 | -0.072 | |
| 7.35 | 8.60 | 25 | 8,841 | 27.1% | 0.83 | 0.0321 | -0.070 | 145 | 0.8000 | 1.19 | 629 | 2,740 | 27.3% | -0.21 | 0.0342 | -0.079 |
| 6.65 | 7.50 | 3 | 25.9% | 0.80 | 0.0364 | -0.078 | 146 | 1.08 | 1.27 | 1 | 839 | 26.6% | -0.24 | 0.0378 | -0.085 | |
| 5.85 | 6.75 | 2 | 4 | 25.9% | 0.76 | 0.0406 | -0.087 | 147 | 1.24 | 1.53 | 2 | 169 | 26.0% | -0.28 | 0.0413 | -0.091 |
| 5.15 | 6.00 | 15 | 64 | 26.0% | 0.72 | 0.0446 | -0.095 | 148 | 1.60 | 1.86 | 27 | 100 | 26.2% | -0.32 | 0.0445 | -0.096 |
| 4.45 | 5.30 | 104 | 25.8% | 0.68 | 0.0479 | -0.101 | 149 | 1.85 | 2.22 | 1 | 12 | 25.7% | -0.37 | 0.0471 | -0.101 | |
| 3.95 | 4.65 | 124 | 5,788 | 26.3% | 0.63 | 0.0506 | -0.107 | 150 | 2.26 | 2.63 | 47 | 1,070 | 25.7% | -0.42 | 0.0490 | -0.104 |
| 2.19 | 3.20 | 32 | 1,573 | 24.2% | 0.50 | 0.0531 | -0.112 | 152.5 | 3.40 | 3.85 | 7 | 123 | 25.2% | -0.54 | 0.0500 | -0.105 |
| 1.59 | 2.02 | 363 | 2,953 | 25.3% | 0.37 | 0.0495 | -0.106 | 155 | 4.70 | 5.85 | 99 | 26.0% | -0.66 | 0.0460 | -0.096 | |
| 1.02 | 1.32 | 24 | 190 | 26.1% | 0.26 | 0.0417 | -0.091 | 157.5 | 6.45 | 8.15 | 13 | 28.1% | -0.76 | 0.0386 | -0.081 | |
| 0.4600 | 0.9700 | 19 | 2,814 | 26.6% | 0.17 | 0.0324 | -0.071 | 160 | 8.60 | 10.45 | 57 | 30.8% | -0.84 | 0.0301 | -0.062 | |
| 0.3000 | 0.5300 | 5 | 133 | 26.9% | 0.11 | 0.0234 | -0.051 | 162.5 | 10.80 | 12.65 | 1 | 32.0% | -0.90 | 0.0218 | -0.042 | |
| 0.1200 | 0.3000 | 325 | 43.6K | 26.5% | 0.07 | 0.0157 | -0.034 | 165 | 13.15 | 15.00 | 18 | 34.2% | -0.94 | 0.0148 | -0.025 | |
| 0 | 0.3200 | 3 | 25 | 28.6% | 0.04 | 0.0100 | -0.022 | 167.5 | 15.45 | 17.40 | 35.6% | -0.96 | 0.0094 | -0.013 | ||
| 0.0300 | 0.1500 | 520 | 29.0% | 0.02 | 0.0061 | -0.013 | 170 | 17.85 | 20.30 | 26 | 42.5% | -0.98 | 0.0057 | -0.003 | ||
| 0 | 0.1900 | 16 | 32.3% | 0.01 | 0.0036 | -0.008 | 172.5 | 19.85 | 22.35 | 32.9% | -0.99 | 0.0034 | 0.000 | |||
| 0 | 0.1000 | 1 | 281 | 32.2% | 0.01 | 0.0022 | -0.005 | 175 | 22.65 | 24.80 | 1 | 41.3% | -0.99 | 0.0020 | 0.000 | |
| 0 | 0.1600 | 2 | 37.2% | 0.00 | 0.0013 | -0.003 | 177.5 | 25.20 | 27.75 | 51.8% | -1.00 | 0.0012 | 0.000 | |||
| 0 | 0.0100 | 20 | 812 | 29.3% | 0.00 | 0.0008 | -0.002 | 180 | 27.90 | 29.80 | 51.9% | -1.00 | 0.0007 | 0.000 | ||
| 0 | 0.1300 | 44.1% | 0.00 | 0.0003 | -0.001 | 185 | 32.60 | 35.20 | 60.0% | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.3000 | 55.2% | 0.00 | 0.0001 | -0.000 | 190 | 37.55 | 39.80 | 58.1% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.1800 | 1 | 56.2% | 0.00 | 0.0001 | -0.000 | 195 | 42.65 | 44.80 | 66.1% | -1.00 | 0.0001 | 0.000 | |||
| 0 | 0.1800 | 152 | 60.9% | 0.00 | 0.0000 | -0.000 | 200 | 47.70 | 49.75 | 71.8% | -1.00 | 0.0000 | 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