NEE chaîne d'options NextEra Energy, Inc.
Cboe delayed options data · au 18:41 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 ±6.3% (73.34–83.27) · ATM IV 25.4% · P/C open interest 1.74
| 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 | |
| 33.25 | 35.15 | 4 | 123.6% | 1.00 | 0.0005 | 0.000 | 45 | 0 | 0.0400 | 15 | 72.7% | -0.00 | 0.0006 | -0.003 | ||
| 28.10 | 30.65 | 26 | 109.9% | 1.00 | 0.0008 | 0.000 | 50 | 0 | 0.0600 | 309 | 62.7% | -0.01 | 0.0011 | -0.003 | ||
| 23.20 | 24.95 | 5 | 78.8% | 1.00 | 0.0015 | -0.000 | 55 | 0 | 0.0700 | 21 | 51.5% | -0.01 | 0.0019 | -0.004 | ||
| 17.60 | 20.70 | 2 | 64.9% | 0.99 | 0.0031 | -0.002 | 60 | 0.0100 | 0.0700 | 5 | 11.2K | 40.7% | -0.01 | 0.0038 | -0.005 | |
| 13.50 | 14.65 | 1 | 46.5% | 0.98 | 0.0077 | -0.006 | 65 | 0.0800 | 0.1400 | 5 | 354 | 35.0% | -0.03 | 0.0093 | -0.009 | |
| 11.05 | 12.45 | 43.7% | 0.96 | 0.0130 | -0.009 | 67.5 | 0.0600 | 0.2600 | 265 | 31.3% | -0.06 | 0.0153 | -0.013 | |||
| 10.60 | 12.00 | 43.3% | 0.95 | 0.0144 | -0.010 | 68 | 0.0600 | 0.3000 | 30.8% | -0.06 | 0.0170 | -0.014 | ||||
| 9.65 | 11.00 | 40.7% | 0.94 | 0.0178 | -0.012 | 69 | 0.0900 | 0.3600 | 29.7% | -0.08 | 0.0207 | -0.016 | ||||
| 8.75 | 9.80 | 1 | 61 | 36.4% | 0.92 | 0.0220 | -0.015 | 70 | 0.2900 | 0.3700 | 85 | 2,518 | 29.9% | -0.10 | 0.0252 | -0.018 |
| 7.80 | 9.15 | 37.1% | 0.90 | 0.0269 | -0.017 | 71 | 0.1800 | 0.5100 | 27.4% | -0.12 | 0.0303 | -0.021 | ||||
| 6.95 | 8.25 | 35.7% | 0.87 | 0.0326 | -0.020 | 72 | 0.4500 | 0.6300 | 1 | 28.4% | -0.15 | 0.0362 | -0.024 | |||
| 6.55 | 7.80 | 52 | 35.2% | 0.86 | 0.0357 | -0.022 | 72.5 | 0.5100 | 0.6200 | 3 | 784 | 27.2% | -0.17 | 0.0394 | -0.025 | |
| 6.10 | 6.60 | 28.1% | 0.84 | 0.0390 | -0.023 | 73 | 0.4100 | 0.7700 | 26.0% | -0.19 | 0.0426 | -0.026 | ||||
| 5.25 | 5.75 | 27.1% | 0.80 | 0.0459 | -0.026 | 74 | 0.8200 | 0.8900 | 15 | 26.7% | -0.23 | 0.0494 | -0.029 | |||
| 4.50 | 4.95 | 101 | 489 | 26.7% | 0.75 | 0.0530 | -0.029 | 75 | 1.04 | 1.14 | 397 | 10.8K | 26.1% | -0.28 | 0.0561 | -0.032 |
| 3.80 | 4.20 | 26.2% | 0.70 | 0.0597 | -0.032 | 76 | 1.28 | 1.50 | 4 | 25.6% | -0.34 | 0.0621 | -0.034 | |||
| 3.15 | 3.55 | 5 | 26.0% | 0.64 | 0.0653 | -0.034 | 77 | 1.66 | 1.78 | 5 | 24.9% | -0.40 | 0.0668 | -0.035 | ||
| 2.87 | 2.98 | 24 | 2,614 | 24.6% | 0.60 | 0.0677 | -0.035 | 77.5 | 1.88 | 1.99 | 92 | 4,385 | 24.8% | -0.44 | 0.0684 | -0.035 |
| 2.58 | 2.94 | 15 | 25.8% | 0.57 | 0.0693 | -0.035 | 78 | 2.05 | 2.35 | 28 | 25.1% | -0.47 | 0.0695 | -0.035 | ||
| 2.06 | 2.38 | 4 | 25.4% | 0.50 | 0.0710 | -0.036 | 79 | 2.54 | 2.74 | 78 | 24.0% | -0.54 | 0.0700 | -0.035 | ||
| 1.65 | 1.73 | 387 | 3,049 | 24.3% | 0.43 | 0.0703 | -0.035 | 80 | 3.15 | 3.30 | 37 | 4,049 | 23.9% | -0.61 | 0.0682 | -0.034 |
| 1.28 | 1.50 | 5 | 25.1% | 0.36 | 0.0673 | -0.033 | 81 | 2.99 | 4.05 | 19.2% | -0.67 | 0.0642 | -0.031 | |||
| 0.9900 | 1.08 | 18 | 24.6% | 0.30 | 0.0624 | -0.031 | 82 | 3.60 | 4.75 | 17.5% | -0.73 | 0.0588 | -0.028 | |||
| 0.8200 | 0.9200 | 237 | 1,648 | 24.1% | 0.27 | 0.0595 | -0.029 | 82.5 | 3.95 | 5.15 | 2,456 | 16.7% | -0.76 | 0.0556 | -0.027 | |
| 0.7500 | 0.9000 | 64 | 25.1% | 0.25 | 0.0563 | -0.028 | 83 | 4.30 | 5.55 | 15.3% | -0.78 | 0.0523 | -0.025 | |||
| 0.5600 | 0.6400 | 120 | 24.8% | 0.20 | 0.0494 | -0.025 | 84 | 5.05 | 6.35 | -0.83 | 0.0454 | -0.022 | ||||
| 0.4100 | 0.4800 | 99 | 2,353 | 24.8% | 0.16 | 0.0424 | -0.021 | 85 | 5.90 | 7.20 | 301 | -0.86 | 0.0386 | -0.019 | ||
| 0.3000 | 0.3900 | 17 | 25.2% | 0.12 | 0.0357 | -0.018 | 86 | 6.80 | 8.15 | -0.89 | 0.0323 | -0.016 | ||||
| 0.2200 | 0.2700 | 2 | 25.1% | 0.10 | 0.0297 | -0.016 | 87 | 7.65 | 9.20 | -0.92 | 0.0267 | -0.013 | ||||
| 0.1800 | 0.3900 | 1 | 1,008 | 27.2% | 0.09 | 0.0271 | -0.015 | 87.5 | 8.15 | 9.60 | 18 | -0.93 | 0.0243 | -0.012 | ||
| 0.1500 | 0.3000 | 2 | 26.7% | 0.08 | 0.0247 | -0.013 | 88 | 8.60 | 9.95 | -0.93 | 0.0221 | -0.011 | ||||
| 0.0900 | 0.3600 | 2 | 28.7% | 0.06 | 0.0204 | -0.012 | 89 | 9.55 | 11.00 | -0.95 | 0.0183 | -0.009 | ||||
| 0.0700 | 0.1600 | 24 | 510 | 26.7% | 0.05 | 0.0170 | -0.010 | 90 | 10.35 | 12.50 | 1 | -0.96 | 0.0152 | -0.008 | ||
| 0.0300 | 0.2300 | 2 | 29.0% | 0.04 | 0.0142 | -0.009 | 91 | 11.20 | 13.80 | -0.96 | 0.0128 | -0.006 | ||||
| 0.0100 | 0.2000 | 2 | 29.6% | 0.04 | 0.0121 | -0.008 | 92 | 12.15 | 14.40 | -0.97 | 0.0108 | -0.005 | ||||
| 0.0400 | 0.1800 | 158 | 30.7% | 0.03 | 0.0111 | -0.008 | 92.5 | 12.80 | 15.00 | -0.97 | 0.0100 | -0.005 | ||||
| 0.0100 | 0.1300 | 5 | 265 | 32.2% | 0.02 | 0.0076 | -0.006 | 95 | 15.30 | 17.35 | -0.98 | 0.0069 | -0.003 | |||
| 0 | 0.0500 | 9,101 | 34.2% | 0.01 | 0.0039 | -0.004 | 100 | 20.50 | 22.25 | -0.99 | 0.0036 | -0.001 | ||||
| 0 | 0.1000 | 6 | 43.8% | 0.01 | 0.0022 | -0.003 | 105 | 25.15 | 28.15 | -1.00 | 0.0014 | -0.008 | ||||
| 0 | 0.1000 | 5 | 49.7% | 0.00 | 0.0013 | -0.002 | 110 | 29.95 | 32.95 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.0900 | 134 | 54.6% | 0.00 | 0.0008 | -0.001 | 115 | 35.15 | 38.15 | -1.00 | 0.0000 | -0.015 | ||||
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 — Nov 20, 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