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 ±12.5% (103.72–133.28) · ATM IV 38.5% · 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 | |
| 57.20 | 59.05 | 3,385 | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.2500 | 1,509 | 76.8% | -0.00 | 0.0003 | -0.003 | |||
| 54.75 | 56.95 | 269 | 1.00 | 0.0004 | 0.000 | 62.5 | 0 | 0.2800 | 220 | 73.8% | -0.00 | 0.0004 | -0.003 | |||
| 52.60 | 55.00 | 1,555 | 63.0% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.2800 | 624 | 69.7% | -0.00 | 0.0005 | -0.003 | ||
| 50.10 | 52.55 | 129 | 60.9% | 0.99 | 0.0006 | 0.000 | 67.5 | 0.0100 | 0.1300 | 2 | 583 | 59.9% | -0.01 | 0.0006 | -0.004 | |
| 47.65 | 50.00 | 2,703 | 55.9% | 0.99 | 0.0007 | 0.000 | 70 | 0 | 0.2900 | 523 | 62.3% | -0.01 | 0.0007 | -0.004 | ||
| 45.10 | 47.20 | 221 | 0.99 | 0.0008 | 0.000 | 72.5 | 0 | 0.1400 | 976 | 53.0% | -0.01 | 0.0008 | -0.004 | |||
| 42.80 | 44.85 | 866 | 46.2% | 0.99 | 0.0010 | 0.000 | 75 | 0.0200 | 0.1600 | 2,163 | 51.4% | -0.01 | 0.0010 | -0.005 | ||
| 39.80 | 42.70 | 774 | 0.99 | 0.0013 | -0.000 | 77.5 | 0 | 0.3300 | 268 | 52.6% | -0.01 | 0.0013 | -0.006 | |||
| 37.30 | 40.05 | 635 | 0.99 | 0.0016 | -0.002 | 80 | 0.0400 | 0.1500 | 2,536 | 45.3% | -0.01 | 0.0016 | -0.007 | |||
| 35.00 | 37.60 | 233 | 0.98 | 0.0021 | -0.003 | 82.5 | 0.0700 | 0.2400 | 1,226 | 45.4% | -0.02 | 0.0021 | -0.008 | |||
| 32.90 | 34.90 | 1,576 | 35.7% | 0.98 | 0.0027 | -0.005 | 85 | 0.1400 | 0.2600 | 1,388 | 43.9% | -0.02 | 0.0027 | -0.010 | ||
| 30.50 | 32.70 | 97 | 41.7% | 0.97 | 0.0034 | -0.008 | 87.5 | 0.1300 | 0.3900 | 1,226 | 42.6% | -0.03 | 0.0035 | -0.012 | ||
| 28.15 | 30.15 | 258 | 39.3% | 0.96 | 0.0044 | -0.011 | 90 | 0.2800 | 0.4700 | 2,925 | 42.2% | -0.04 | 0.0045 | -0.015 | ||
| 25.80 | 28.05 | 85 | 41.6% | 0.94 | 0.0057 | -0.015 | 92.5 | 0.3800 | 0.6800 | 875 | 41.8% | -0.06 | 0.0057 | -0.018 | ||
| 23.30 | 25.10 | 3 | 1,023 | 33.1% | 0.93 | 0.0072 | -0.019 | 95 | 0.5700 | 0.9100 | 4,552 | 41.5% | -0.07 | 0.0072 | -0.022 | |
| 21.75 | 22.75 | 166 | 38.6% | 0.90 | 0.0088 | -0.024 | 97.5 | 0.8300 | 1.13 | 811 | 40.8% | -0.10 | 0.0089 | -0.027 | ||
| 19.25 | 20.65 | 483 | 37.0% | 0.88 | 0.0106 | -0.030 | 100 | 1.15 | 1.50 | 4,392 | 40.6% | -0.13 | 0.0107 | -0.033 | ||
| 15.30 | 16.65 | 501 | 37.8% | 0.81 | 0.0145 | -0.041 | 105 | 2.15 | 2.24 | 542 | 2,130 | 39.5% | -0.20 | 0.0146 | -0.043 | |
| 12.10 | 12.85 | 1,845 | 38.3% | 0.72 | 0.0179 | -0.051 | 110 | 3.50 | 3.70 | 4 | 2,940 | 39.2% | -0.28 | 0.0182 | -0.053 | |
| 8.95 | 9.80 | 7 | 1,479 | 37.7% | 0.62 | 0.0203 | -0.058 | 115 | 5.35 | 5.65 | 1 | 4,691 | 38.9% | -0.39 | 0.0206 | -0.059 |
| 6.50 | 7.20 | 5 | 2,273 | 37.9% | 0.51 | 0.0213 | -0.061 | 120 | 7.75 | 8.10 | 1,273 | 39.2% | -0.49 | 0.0216 | -0.062 | |
| 4.95 | 5.20 | 43 | 3,603 | 39.0% | 0.41 | 0.0207 | -0.060 | 125 | 10.65 | 11.85 | 1,561 | 40.8% | -0.59 | 0.0210 | -0.060 | |
| 3.25 | 3.75 | 16 | 2,154 | 38.5% | 0.32 | 0.0189 | -0.056 | 130 | 14.10 | 15.30 | 1,414 | 40.1% | -0.69 | 0.0193 | -0.055 | |
| 2.40 | 2.61 | 15 | 3,333 | 39.4% | 0.24 | 0.0165 | -0.049 | 135 | 18.05 | 19.30 | 272 | 41.9% | -0.77 | 0.0169 | -0.048 | |
| 1.62 | 1.82 | 9 | 5,418 | 39.7% | 0.18 | 0.0137 | -0.041 | 140 | 22.05 | 24.15 | 312 | 43.0% | -0.83 | 0.0144 | -0.041 | |
| 1.07 | 1.43 | 531 | 40.9% | 0.13 | 0.0111 | -0.034 | 145 | 26.65 | 28.00 | 14 | 43.6% | -0.88 | 0.0121 | -0.034 | ||
| 0.7500 | 0.9100 | 3 | 1,171 | 40.9% | 0.10 | 0.0087 | -0.027 | 150 | 31.00 | 33.15 | 318 | 43.6% | -0.92 | 0.0102 | -0.028 | |
| 0.4900 | 0.7200 | 1 | 470 | 42.0% | 0.07 | 0.0068 | -0.022 | 155 | 35.70 | 37.95 | 25 | 44.4% | -0.95 | 0.0086 | -0.024 | |
| 0.3400 | 0.4900 | 1,289 | 42.4% | 0.05 | 0.0053 | -0.018 | 160 | 40.95 | 42.85 | 49.7% | -0.98 | 0.0068 | -0.019 | |||
| 0.2400 | 0.5400 | 3,325 | 45.3% | 0.04 | 0.0042 | -0.015 | 165 | 45.30 | 47.90 | 46.2% | -0.99 | 0.0039 | -0.018 | |||
| 0.1900 | 0.2900 | 1 | 171 | 44.8% | 0.03 | 0.0033 | -0.013 | 170 | 50.30 | 53.00 | 51.7% | -1.00 | 0.0017 | -0.015 | ||
| 0.1100 | 0.2400 | 58 | 45.5% | 0.03 | 0.0027 | -0.011 | 175 | 54.90 | 58.60 | 58.4% | -1.00 | 0.0002 | -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 — 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.