NEM chaîne d'options Newmont Corporation
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 ±19.1% (101.71–149.61) · ATM IV 44.3% · P/C open interest 1.12
| 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 | |
| 60.45 | 63.05 | 1,576 | 73.7% | 0.99 | 0.0007 | 0.000 | 65 | 0 | 0.5100 | 625 | 61.9% | -0.01 | 0.0007 | -0.005 | ||
| 58.20 | 60.70 | 254 | 73.4% | 0.99 | 0.0008 | 0.000 | 67.5 | 0.0100 | 0.2200 | 583 | 52.3% | -0.01 | 0.0008 | -0.005 | ||
| 55.45 | 57.75 | 2,615 | 62.0% | 0.99 | 0.0010 | 0.000 | 70 | 0.0100 | 0.4100 | 545 | 54.1% | -0.01 | 0.0010 | -0.006 | ||
| 52.95 | 55.85 | 221 | 64.3% | 0.98 | 0.0012 | 0.000 | 72.5 | 0.0600 | 0.2500 | 977 | 48.9% | -0.02 | 0.0012 | -0.006 | ||
| 50.50 | 53.30 | 866 | 60.5% | 0.98 | 0.0014 | 0.000 | 75 | 0.1100 | 0.3400 | 2,198 | 49.0% | -0.02 | 0.0014 | -0.007 | ||
| 48.25 | 50.90 | 778 | 59.6% | 0.98 | 0.0017 | 0.000 | 77.5 | 0.0300 | 0.3800 | 260 | 45.6% | -0.02 | 0.0017 | -0.008 | ||
| 46.10 | 47.80 | 635 | 53.9% | 0.97 | 0.0020 | 0.000 | 80 | 0.0600 | 0.3900 | 2,638 | 43.6% | -0.03 | 0.0020 | -0.010 | ||
| 43.35 | 45.45 | 234 | 49.5% | 0.97 | 0.0024 | 0.000 | 82.5 | 0.2800 | 1.01 | 1,219 | 49.9% | -0.04 | 0.0024 | -0.011 | ||
| 40.85 | 43.50 | 1,539 | 50.1% | 0.96 | 0.0029 | 0.000 | 85 | 0.0300 | 0.7900 | 1,386 | 42.9% | -0.04 | 0.0029 | -0.013 | ||
| 38.55 | 41.35 | 98 | 50.1% | 0.95 | 0.0035 | -0.002 | 87.5 | 0.5600 | 0.9100 | 1,215 | 45.5% | -0.05 | 0.0035 | -0.015 | ||
| 36.70 | 38.90 | 1 | 235 | 50.3% | 0.94 | 0.0041 | -0.005 | 90 | 0.7800 | 1.39 | 2 | 3,136 | 46.9% | -0.07 | 0.0041 | -0.018 |
| 34.60 | 36.90 | 88 | 50.9% | 0.92 | 0.0048 | -0.009 | 92.5 | 0.9500 | 1.40 | 873 | 44.8% | -0.08 | 0.0048 | -0.020 | ||
| 31.95 | 34.65 | 1,025 | 47.8% | 0.91 | 0.0056 | -0.012 | 95 | 1.40 | 1.55 | 1 | 4,287 | 44.6% | -0.10 | 0.0056 | -0.023 | |
| 30.35 | 32.15 | 54 | 203 | 47.7% | 0.89 | 0.0064 | -0.016 | 97.5 | 1.61 | 2.18 | 801 | 44.8% | -0.11 | 0.0064 | -0.027 | |
| 28.00 | 30.30 | 492 | 46.8% | 0.87 | 0.0072 | -0.020 | 100 | 2.01 | 2.61 | 2,142 | 44.6% | -0.14 | 0.0072 | -0.030 | ||
| 24.05 | 26.50 | 515 | 46.2% | 0.82 | 0.0088 | -0.028 | 105 | 3.35 | 3.50 | 1 | 1,783 | 44.6% | -0.18 | 0.0089 | -0.036 | |
| 21.00 | 22.85 | 1,915 | 46.8% | 0.76 | 0.0103 | -0.036 | 110 | 4.70 | 4.90 | 9 | 1,565 | 44.4% | -0.24 | 0.0104 | -0.042 | |
| 17.85 | 19.20 | 676 | 45.7% | 0.70 | 0.0115 | -0.042 | 115 | 6.45 | 6.70 | 2 | 3,713 | 44.4% | -0.30 | 0.0117 | -0.047 | |
| 15.10 | 16.25 | 10 | 1,945 | 45.5% | 0.64 | 0.0124 | -0.047 | 120 | 8.45 | 8.75 | 2 | 933 | 44.1% | -0.37 | 0.0126 | -0.051 |
| 12.70 | 13.25 | 2 | 829 | 44.8% | 0.57 | 0.0130 | -0.051 | 125 | 10.75 | 11.20 | 2 | 1,544 | 43.9% | -0.43 | 0.0132 | -0.052 |
| 10.55 | 10.95 | 13 | 2,018 | 44.7% | 0.51 | 0.0132 | -0.053 | 130 | 13.50 | 14.05 | 428 | 44.0% | -0.50 | 0.0135 | -0.053 | |
| 8.75 | 9.65 | 1,880 | 46.0% | 0.45 | 0.0130 | -0.053 | 135 | 16.55 | 17.25 | 2 | 165 | 44.1% | -0.56 | 0.0134 | -0.052 | |
| 7.25 | 7.60 | 3 | 5,236 | 45.4% | 0.39 | 0.0126 | -0.052 | 140 | 19.85 | 21.10 | 110 | 126 | 44.9% | -0.62 | 0.0131 | -0.050 |
| 5.90 | 6.10 | 54 | 445 | 45.1% | 0.34 | 0.0119 | -0.050 | 145 | 23.05 | 25.15 | 6 | 44.7% | -0.68 | 0.0125 | -0.046 | |
| 4.80 | 5.05 | 1,018 | 45.3% | 0.29 | 0.0111 | -0.047 | 150 | 26.60 | 29.15 | 308 | 44.3% | -0.73 | 0.0118 | -0.043 | ||
| 3.90 | 4.10 | 437 | 45.5% | 0.25 | 0.0102 | -0.044 | 155 | 30.95 | 33.25 | 40 | 44.9% | -0.77 | 0.0110 | -0.038 | ||
| 3.25 | 3.40 | 1 | 1,315 | 46.0% | 0.21 | 0.0093 | -0.041 | 160 | 34.95 | 37.45 | 43.9% | -0.81 | 0.0102 | -0.034 | ||
| 2.66 | 2.82 | 2 | 3,293 | 46.5% | 0.18 | 0.0083 | -0.037 | 165 | 39.40 | 41.90 | 1 | 43.9% | -0.85 | 0.0094 | -0.029 | |
| 2.17 | 2.35 | 162 | 46.8% | 0.15 | 0.0074 | -0.034 | 170 | 43.70 | 46.20 | 41.0% | -0.88 | 0.0086 | -0.024 | |||
| 1.57 | 2.34 | 29 | 47.9% | 0.13 | 0.0066 | -0.031 | 175 | 48.50 | 50.90 | 40.2% | -0.90 | 0.0077 | -0.019 | |||
| 1.28 | 1.87 | 57 | 47.9% | 0.11 | 0.0059 | -0.028 | 180 | 53.70 | 55.80 | 43.8% | -0.92 | 0.0068 | -0.015 | |||
| 1.05 | 1.70 | 364 | 48.8% | 0.10 | 0.0052 | -0.025 | 185 | 58.60 | 60.60 | -0.94 | 0.0066 | -0.009 | ||||
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 — Dec 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.