NOC chaîne d'options Northrop Grumman 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 ±13.8% (440.35–580.95) · ATM IV 29.7% · P/C open interest 1.50
| 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 | |
| 219.00 | 229.00 | 51.1% | 1.00 | 0.0001 | 0.000 | 290 | 0 | 3.90 | 3 | 56.5% | -0.01 | 0.0001 | -0.007 | |||
| 209.00 | 219.00 | 47.2% | 0.99 | 0.0002 | 0.000 | 300 | 0 | 10.00 | 65.5% | -0.01 | 0.0002 | -0.009 | ||||
| 199.00 | 209.00 | 43.4% | 0.99 | 0.0002 | 0.000 | 310 | 0 | 10.00 | 62.2% | -0.01 | 0.0002 | -0.011 | ||||
| 189.00 | 199.00 | 39.6% | 0.99 | 0.0003 | 0.000 | 320 | 0 | 4.90 | 50.3% | -0.01 | 0.0003 | -0.013 | ||||
| 180.00 | 190.00 | 43.0% | 0.99 | 0.0003 | 0.000 | 330 | 0 | 4.90 | 6 | 47.5% | -0.02 | 0.0004 | -0.017 | |||
| 170.00 | 180.00 | 39.7% | 0.98 | 0.0004 | 0.000 | 340 | 0 | 5.10 | 9 | 44.8% | -0.02 | 0.0004 | -0.020 | |||
| 160.00 | 170.00 | 36.4% | 0.98 | 0.0005 | -0.004 | 350 | 0 | 4.90 | 21 | 42.2% | -0.03 | 0.0006 | -0.025 | |||
| 151.00 | 161.00 | 38.0% | 0.97 | 0.0007 | -0.010 | 360 | 0.0500 | 10.00 | 26 | 47.0% | -0.03 | 0.0007 | -0.030 | |||
| 141.00 | 151.00 | 6 | 34.9% | 0.96 | 0.0008 | -0.017 | 370 | 0.1000 | 10.00 | 9 | 44.2% | -0.04 | 0.0008 | -0.035 | ||
| 132.00 | 142.00 | 1 | 35.4% | 0.95 | 0.0010 | -0.025 | 380 | 0.0500 | 10.00 | 117 | 41.4% | -0.05 | 0.0010 | -0.042 | ||
| 122.00 | 132.00 | 32.5% | 0.94 | 0.0012 | -0.033 | 390 | 1.65 | 4.20 | 22 | 33.7% | -0.06 | 0.0013 | -0.049 | |||
| 113.00 | 123.00 | 32.3% | 0.92 | 0.0015 | -0.042 | 400 | 0 | 10.00 | 3 | 36.0% | -0.08 | 0.0015 | -0.057 | |||
| 104.00 | 114.00 | 31.7% | 0.91 | 0.0018 | -0.051 | 410 | 0 | 9.30 | 73 | 32.6% | -0.10 | 0.0018 | -0.066 | |||
| 95.00 | 105.00 | 30.8% | 0.89 | 0.0020 | -0.062 | 420 | 0.1000 | 10.00 | 206 | 30.8% | -0.12 | 0.0021 | -0.075 | |||
| 87.00 | 97.00 | 11 | 31.2% | 0.86 | 0.0024 | -0.072 | 430 | 2.30 | 9.20 | 3 | 29.3% | -0.14 | 0.0024 | -0.085 | ||
| 79.80 | 86.70 | 30.1% | 0.83 | 0.0027 | -0.082 | 440 | 3.80 | 11.00 | 9 | 29.1% | -0.17 | 0.0028 | -0.094 | |||
| 72.00 | 79.70 | 30.4% | 0.80 | 0.0030 | -0.093 | 450 | 5.90 | 13.60 | 1 | 30 | 29.4% | -0.20 | 0.0031 | -0.104 | ||
| 68.20 | 74.70 | 29.5% | 0.79 | 0.0032 | -0.098 | 455 | 7.20 | 13.20 | 3 | 28.5% | -0.22 | 0.0033 | -0.108 | |||
| 64.90 | 71.60 | 30.0% | 0.77 | 0.0034 | -0.102 | 460 | 9.10 | 16.90 | 1 | 16 | 30.1% | -0.23 | 0.0035 | -0.113 | ||
| 61.00 | 68.10 | 1 | 29.8% | 0.75 | 0.0035 | -0.107 | 465 | 10.00 | 17.30 | 1 | 10 | 29.3% | -0.25 | 0.0036 | -0.117 | |
| 59.70 | 64.40 | 1 | 30.7% | 0.73 | 0.0037 | -0.111 | 470 | 11.10 | 18.50 | 21 | 28.8% | -0.27 | 0.0038 | -0.121 | ||
| 53.00 | 63.00 | 8 | 29.9% | 0.71 | 0.0038 | -0.115 | 475 | 13.00 | 22.90 | 29 | 30.3% | -0.29 | 0.0040 | -0.125 | ||
| 50.00 | 59.80 | 8 | 29.9% | 0.69 | 0.0040 | -0.119 | 480 | 14.40 | 23.20 | 31 | 29.4% | -0.31 | 0.0041 | -0.128 | ||
| 47.00 | 56.30 | 29.7% | 0.67 | 0.0041 | -0.123 | 485 | 16.10 | 26.00 | 8 | 29.7% | -0.34 | 0.0043 | -0.132 | |||
| 44.00 | 53.90 | 29.9% | 0.65 | 0.0042 | -0.126 | 490 | 18.10 | 28.00 | 8 | 29.7% | -0.36 | 0.0044 | -0.135 | |||
| 41.00 | 50.90 | 29.8% | 0.63 | 0.0043 | -0.128 | 495 | 20.10 | 30.00 | 12 | 29.6% | -0.38 | 0.0045 | -0.137 | |||
| 39.20 | 46.20 | 18 | 29.3% | 0.61 | 0.0044 | -0.131 | 500 | 22.00 | 31.00 | 58 | 28.8% | -0.40 | 0.0046 | -0.139 | ||
| 35.10 | 45.00 | 8 | 29.3% | 0.59 | 0.0045 | -0.132 | 505 | 24.10 | 34.00 | 7 | 29.0% | -0.43 | 0.0047 | -0.141 | ||
| 34.10 | 41.50 | 14 | 29.5% | 0.56 | 0.0046 | -0.134 | 510 | 29.20 | 35.80 | 10 | 29.8% | -0.45 | 0.0048 | -0.142 | ||
| 30.10 | 40.00 | 10 | 29.2% | 0.54 | 0.0046 | -0.135 | 515 | 29.10 | 39.00 | 10 | 28.9% | -0.47 | 0.0048 | -0.142 | ||
| 28.10 | 38.00 | 8 | 29.4% | 0.52 | 0.0046 | -0.135 | 520 | 32.10 | 42.00 | 22 | 29.1% | -0.50 | 0.0049 | -0.143 | ||
| 26.10 | 36.00 | 4 | 29.6% | 0.50 | 0.0046 | -0.135 | 525 | 35.10 | 45.00 | 2 | 29.2% | -0.52 | 0.0049 | -0.142 | ||
| 24.00 | 33.00 | 2 | 29.1% | 0.47 | 0.0046 | -0.135 | 530 | 38.10 | 48.00 | 4 | 29.3% | -0.55 | 0.0049 | -0.142 | ||
| 22.00 | 31.00 | 16 | 29.1% | 0.45 | 0.0046 | -0.134 | 535 | 41.10 | 51.00 | 29.2% | -0.57 | 0.0049 | -0.140 | |||
| 20.10 | 30.00 | 17 | 29.4% | 0.43 | 0.0046 | -0.133 | 540 | 44.10 | 54.00 | 4 | 29.0% | -0.59 | 0.0049 | -0.139 | ||
| 18.10 | 28.00 | 6 | 29.2% | 0.41 | 0.0046 | -0.131 | 545 | 47.10 | 57.00 | 35 | 28.8% | -0.62 | 0.0048 | -0.137 | ||
| 19.70 | 26.00 | 11 | 30.5% | 0.39 | 0.0045 | -0.129 | 550 | 51.00 | 60.90 | 4 | 29.2% | -0.64 | 0.0048 | -0.134 | ||
| 15.00 | 24.00 | 2 | 28.9% | 0.37 | 0.0044 | -0.127 | 555 | 54.10 | 64.00 | 28.8% | -0.66 | 0.0047 | -0.131 | |||
| 13.10 | 23.00 | 6 | 28.9% | 0.35 | 0.0043 | -0.125 | 560 | 58.00 | 67.90 | 29.1% | -0.68 | 0.0046 | -0.128 | |||
| 12.40 | 21.00 | 2 | 28.9% | 0.33 | 0.0042 | -0.122 | 565 | 62.80 | 70.50 | 29.1% | -0.70 | 0.0045 | -0.124 | |||
| 11.80 | 19.60 | 2 | 1 | 29.2% | 0.31 | 0.0041 | -0.119 | 570 | 66.50 | 74.00 | 28.9% | -0.72 | 0.0044 | -0.120 | ||
| 10.00 | 19.00 | 7 | 29.2% | 0.29 | 0.0040 | -0.115 | 575 | 70.30 | 78.00 | 3 | 29.0% | -0.74 | 0.0043 | -0.115 | ||
| 9.10 | 17.40 | 12 | 29.0% | 0.27 | 0.0039 | -0.112 | 580 | 73.00 | 83.00 | 3 | 28.8% | -0.76 | 0.0041 | -0.111 | ||
| 7.00 | 16.70 | 1 | 28.7% | 0.25 | 0.0038 | -0.108 | 585 | 77.00 | 87.00 | 28.8% | -0.78 | 0.0040 | -0.106 | |||
| 6.00 | 15.30 | 8 | 28.5% | 0.24 | 0.0036 | -0.104 | 590 | 81.00 | 91.00 | 2 | 28.6% | -0.80 | 0.0038 | -0.101 | ||
| 6.10 | 13.90 | 8 | 28.7% | 0.22 | 0.0035 | -0.101 | 595 | 85.00 | 95.00 | 28.4% | -0.81 | 0.0037 | -0.095 | |||
| 4.00 | 13.90 | 5 | 28.4% | 0.21 | 0.0034 | -0.097 | 600 | 89.10 | 99.00 | 28.0% | -0.83 | 0.0035 | -0.090 | |||
| 3.10 | 13.00 | 11 | 28.3% | 0.19 | 0.0032 | -0.093 | 605 | 94.00 | 104.00 | 28.9% | -0.84 | 0.0033 | -0.084 | |||
| 2.10 | 12.00 | 15 | 27.9% | 0.18 | 0.0031 | -0.089 | 610 | 98.00 | 108.00 | 28.3% | -0.86 | 0.0032 | -0.079 | |||
| 2.00 | 11.70 | 1 | 28.5% | 0.17 | 0.0030 | -0.085 | 615 | 103.00 | 113.00 | 29.2% | -0.87 | 0.0030 | -0.073 | |||
| 1.10 | 11.00 | 3 | 28.2% | 0.16 | 0.0028 | -0.081 | 620 | 107.00 | 117.00 | 28.4% | -0.88 | 0.0028 | -0.068 | |||
| 1.00 | 10.70 | 2 | 28.7% | 0.15 | 0.0027 | -0.078 | 625 | 112.00 | 122.00 | 29.2% | -0.89 | 0.0027 | -0.063 | |||
| 0.1000 | 10.00 | 38 | 28.3% | 0.14 | 0.0026 | -0.074 | 630 | 116.00 | 126.00 | 28.1% | -0.90 | 0.0026 | -0.059 | |||
| 0.0500 | 9.40 | 11 | 28.5% | 0.13 | 0.0024 | -0.070 | 635 | 121.00 | 131.00 | 28.9% | -0.91 | 0.0025 | -0.055 | |||
| 0.0500 | 9.20 | 6 | 29.1% | 0.12 | 0.0023 | -0.067 | 640 | 126.00 | 136.00 | 29.7% | -0.92 | 0.0025 | -0.051 | |||
| 1.55 | 7.00 | 2 | 29.2% | 0.11 | 0.0022 | -0.063 | 645 | 131.00 | 141.00 | 30.4% | -0.93 | 0.0024 | -0.050 | |||
| 0.8500 | 6.10 | 1 | 10 | 28.4% | 0.10 | 0.0021 | -0.060 | 650 | 135.00 | 145.00 | 28.5% | -0.94 | 0.0025 | -0.052 | ||
| 0.1000 | 7.20 | 8 | 29.4% | 0.09 | 0.0019 | -0.057 | 655 | 140.00 | 150.00 | 29.2% | -0.95 | 0.0025 | -0.052 | |||
| 0.0500 | 10.00 | 3 | 32.7% | 0.09 | 0.0018 | -0.053 | 660 | 145.00 | 155.00 | 30.0% | -0.96 | 0.0026 | -0.059 | |||
| 0.0500 | 8.50 | 1 | 34.0% | 0.06 | 0.0014 | -0.042 | 680 | 165.00 | 175.00 | 32.8% | -0.99 | 0.0012 | -0.068 | |||
| 0.0500 | 7.80 | 210 | 35.9% | 0.05 | 0.0011 | -0.033 | 700 | 185.00 | 194.90 | -1.00 | 0.0000 | -0.068 | ||||
| 0.0500 | 8.30 | 5 | 38.8% | 0.03 | 0.0008 | -0.026 | 720 | 204.10 | 214.00 | -1.00 | 0.0000 | -0.068 | ||||
| 0 | 4.90 | 2 | 36.8% | 0.02 | 0.0006 | -0.020 | 740 | 224.10 | 234.00 | -1.00 | 0.0000 | -0.068 | ||||
| 0 | 4.90 | 38.9% | 0.02 | 0.0005 | -0.015 | 760 | 244.10 | 254.00 | -1.00 | 0.0000 | -0.068 | |||||
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 — Feb 19, 2027
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.