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 ±36.4% (75.06–160.96) · ATM IV 41.3% · P/C open interest 0.46
| 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 | |
| 61.00 | 63.20 | 212 | 46.8% | 0.96 | 0.0015 | 0.000 | 60 | 0.5700 | 1.35 | 202 | 41.7% | -0.04 | 0.0015 | -0.005 | ||
| 57.25 | 59.00 | 1 | 85 | 46.9% | 0.95 | 0.0020 | 0.000 | 65 | 1.22 | 1.73 | 22 | 41.7% | -0.05 | 0.0020 | -0.006 | |
| 52.70 | 54.70 | 603 | 44.0% | 0.93 | 0.0025 | -0.002 | 70 | 1.80 | 2.51 | 1,274 | 41.7% | -0.07 | 0.0026 | -0.008 | ||
| 50.65 | 52.90 | 104 | 43.9% | 0.92 | 0.0028 | -0.003 | 72.5 | 2.40 | 2.79 | 14 | 41.9% | -0.08 | 0.0029 | -0.009 | ||
| 48.70 | 51.00 | 286 | 43.6% | 0.91 | 0.0031 | -0.004 | 75 | 2.40 | 3.60 | 1,171 | 41.7% | -0.10 | 0.0032 | -0.010 | ||
| 46.80 | 49.10 | 71 | 43.2% | 0.90 | 0.0034 | -0.005 | 77.5 | 3.00 | 4.25 | 304 | 42.2% | -0.11 | 0.0035 | -0.011 | ||
| 44.95 | 47.25 | 604 | 43.0% | 0.88 | 0.0036 | -0.006 | 80 | 3.30 | 4.90 | 224 | 41.9% | -0.12 | 0.0038 | -0.012 | ||
| 43.60 | 45.05 | 1 | 95 | 42.9% | 0.87 | 0.0039 | -0.007 | 82.5 | 3.60 | 5.45 | 172 | 41.2% | -0.14 | 0.0041 | -0.013 | |
| 41.75 | 43.35 | 1 | 471 | 42.5% | 0.86 | 0.0042 | -0.009 | 85 | 3.90 | 5.80 | 705 | 40.2% | -0.15 | 0.0044 | -0.013 | |
| 39.85 | 41.90 | 293 | 42.4% | 0.84 | 0.0045 | -0.010 | 87.5 | 4.45 | 6.40 | 112 | 39.9% | -0.17 | 0.0047 | -0.014 | ||
| 38.10 | 40.40 | 3,606 | 42.4% | 0.83 | 0.0048 | -0.011 | 90 | 5.15 | 6.90 | 1,923 | 39.5% | -0.18 | 0.0050 | -0.015 | ||
| 36.55 | 38.80 | 276 | 42.3% | 0.81 | 0.0050 | -0.012 | 92.5 | 5.95 | 8.65 | 369 | 40.9% | -0.20 | 0.0053 | -0.016 | ||
| 34.70 | 37.25 | 328 | 41.8% | 0.79 | 0.0053 | -0.013 | 95 | 5.75 | 9.45 | 173 | 39.5% | -0.22 | 0.0056 | -0.017 | ||
| 33.25 | 35.70 | 150 | 41.7% | 0.78 | 0.0055 | -0.013 | 97.5 | 7.70 | 9.55 | 139 | 39.8% | -0.23 | 0.0059 | -0.018 | ||
| 32.30 | 34.25 | 640 | 42.2% | 0.76 | 0.0058 | -0.014 | 100 | 8.65 | 11.10 | 100 | 1,279 | 40.6% | -0.25 | 0.0062 | -0.018 | |
| 29.20 | 31.55 | 436 | 41.7% | 0.73 | 0.0062 | -0.016 | 105 | 10.55 | 13.80 | 169 | 41.1% | -0.29 | 0.0066 | -0.020 | ||
| 26.15 | 28.55 | 640 | 40.5% | 0.69 | 0.0065 | -0.018 | 110 | 13.00 | 15.60 | 448 | 40.8% | -0.32 | 0.0071 | -0.021 | ||
| 24.75 | 26.20 | 4 | 456 | 41.5% | 0.66 | 0.0068 | -0.019 | 115 | 15.35 | 17.45 | 146 | 40.0% | -0.36 | 0.0074 | -0.022 | |
| 22.65 | 24.55 | 871 | 42.0% | 0.62 | 0.0070 | -0.020 | 120 | 17.85 | 20.85 | 1,402 | 40.6% | -0.40 | 0.0078 | -0.022 | ||
| 19.70 | 22.55 | 1 | 356 | 41.1% | 0.59 | 0.0072 | -0.021 | 125 | 20.65 | 23.70 | 228 | 40.5% | -0.44 | 0.0080 | -0.023 | |
| 18.95 | 20.30 | 2 | 1,917 | 41.7% | 0.56 | 0.0073 | -0.021 | 130 | 23.30 | 25.90 | 3 | 85 | 39.3% | -0.47 | 0.0082 | -0.023 |
| 17.20 | 19.80 | 2 | 1,365 | 42.8% | 0.53 | 0.0074 | -0.021 | 135 | 27.45 | 30.00 | 40 | 41.1% | -0.51 | 0.0084 | -0.024 | |
| 15.25 | 16.75 | 6 | 7,934 | 40.9% | 0.49 | 0.0074 | -0.022 | 140 | 30.35 | 32.40 | 3 | 229 | 39.6% | -0.55 | 0.0086 | -0.024 |
| 14.45 | 15.45 | 2 | 446 | 41.6% | 0.46 | 0.0073 | -0.022 | 145 | 33.90 | 36.50 | 73 | 40.2% | -0.58 | 0.0087 | -0.024 | |
| 12.55 | 14.05 | 1 | 698 | 40.9% | 0.44 | 0.0073 | -0.022 | 150 | 38.00 | 40.20 | 30 | 40.7% | -0.62 | 0.0087 | -0.023 | |
| 11.95 | 13.45 | 2 | 301 | 42.1% | 0.41 | 0.0072 | -0.021 | 155 | 42.20 | 44.10 | 3 | 41.2% | -0.65 | 0.0088 | -0.023 | |
| 10.80 | 12.80 | 361 | 42.4% | 0.38 | 0.0070 | -0.021 | 160 | 45.90 | 47.80 | 3 | 40.6% | -0.68 | 0.0087 | -0.023 | ||
| 8.35 | 10.70 | 252 | 39.8% | 0.36 | 0.0068 | -0.021 | 165 | 49.20 | 52.25 | 10 | 40.1% | -0.71 | 0.0087 | -0.022 | ||
| 8.40 | 9.85 | 222 | 40.8% | 0.34 | 0.0067 | -0.021 | 170 | 54.05 | 56.40 | 65 | 40.9% | -0.74 | 0.0086 | -0.021 | ||
| 7.60 | 10.00 | 204 | 41.9% | 0.31 | 0.0065 | -0.020 | 175 | 57.55 | 60.75 | 10 | 39.9% | -0.77 | 0.0085 | -0.021 | ||
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 — Jan 21, 2028
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.