ONON chaîne d'options On Holding AG
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 ±5.6% (26.43–29.55) · ATM IV 33.3% · P/C open interest 0.45
| 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 | |
| 9.50 | 11.45 | 261 | 134.2% | 1.00 | 0.0026 | -0.001 | 17.5 | 0 | 0.0500 | 14 | 102.6% | -0.00 | 0.0026 | -0.002 | ||
| 7.20 | 8.35 | 5 | 0.99 | 0.0059 | -0.002 | 20 | 0 | 0.2800 | 16 | 103.8% | -0.01 | 0.0059 | -0.003 | |||
| 6.25 | 8.00 | 107.3% | 0.99 | 0.0086 | -0.002 | 21 | 0 | 0.2900 | 91.9% | -0.01 | 0.0086 | -0.003 | ||||
| 5.25 | 6.30 | 9 | 0.98 | 0.0131 | -0.003 | 22 | 0 | 0.0900 | 1 | 62.5% | -0.02 | 0.0131 | -0.004 | |||
| 5.15 | 5.70 | 13 | 61.5% | 0.98 | 0.0165 | -0.004 | 22.5 | 0 | 0.2300 | 1 | 52 | 69.7% | -0.02 | 0.0166 | -0.004 | |
| 4.25 | 5.25 | 0.98 | 0.0212 | -0.004 | 23 | 0 | 0.1000 | 1 | 53.6% | -0.03 | 0.0213 | -0.005 | ||||
| 3.35 | 4.25 | 0.96 | 0.0368 | -0.006 | 24 | 0.0300 | 0.2500 | 3 | 4 | 55.4% | -0.04 | 0.0370 | -0.007 | |||
| 2.65 | 3.50 | 1,108 | 49.6% | 0.92 | 0.0681 | -0.010 | 25 | 0 | 0.1400 | 28 | 848 | 36.4% | -0.08 | 0.0687 | -0.011 | |
| 1.70 | 2.63 | 1 | 42.4% | 0.83 | 0.1199 | -0.017 | 26 | 0.1900 | 0.2400 | 213 | 378 | 37.2% | -0.17 | 0.1211 | -0.017 | |
| 1.02 | 1.61 | 7 | 12 | 35.2% | 0.68 | 0.1740 | -0.023 | 27 | 0.4200 | 0.5000 | 139 | 188 | 35.8% | -0.32 | 0.1760 | -0.023 |
| 0.8400 | 1.25 | 16 | 34 | 36.6% | 0.59 | 0.1915 | -0.025 | 27.5 | 0.5800 | 0.7000 | 50 | 3,170 | 34.9% | -0.42 | 0.1940 | -0.025 |
| 0.7000 | 0.8000 | 36 | 207 | 34.8% | 0.49 | 0.1969 | -0.025 | 28 | 0.6600 | 0.9700 | 54 | 1,114 | 31.8% | -0.52 | 0.1999 | -0.026 |
| 0.4800 | 0.7700 | 17 | 88 | 38.4% | 0.40 | 0.1895 | -0.025 | 28.5 | 0.9400 | 1.27 | 23 | 95 | 31.4% | -0.61 | 0.1928 | -0.025 |
| 0.3500 | 0.4200 | 3 | 69 | 34.9% | 0.31 | 0.1719 | -0.023 | 29 | 1.37 | 1.72 | 1 | 1,482 | 35.9% | -0.70 | 0.1754 | -0.023 |
| 0.2400 | 0.2800 | 57 | 116 | 34.8% | 0.24 | 0.1484 | -0.020 | 29.5 | 1.72 | 2.13 | 398 | 36.0% | -0.78 | 0.1517 | -0.020 | |
| 0.0100 | 0.2300 | 4 | 2,424 | 31.0% | 0.18 | 0.1229 | -0.017 | 30 | 2.14 | 2.38 | 11 | 7,408 | 29.8% | -0.84 | 0.1265 | -0.017 |
| 0 | 0.3500 | 7 | 40.0% | 0.13 | 0.0983 | -0.014 | 30.5 | 2.44 | 3.90 | 61.2% | -0.89 | 0.1034 | -0.014 | |||
| 0.0100 | 0.2000 | 28 | 38.7% | 0.09 | 0.0769 | -0.011 | 31 | 2.52 | 4.50 | 20 | 142 | 57.6% | -0.92 | 0.0837 | -0.012 | |
| 0 | 0.2700 | 33 | 45.7% | 0.07 | 0.0596 | -0.009 | 31.5 | 3.35 | 4.35 | 51.3% | -0.95 | 0.0695 | -0.010 | |||
| 0 | 0.3400 | 1 | 65 | 53.1% | 0.05 | 0.0467 | -0.007 | 32 | 4.10 | 4.80 | 6 | 20 | 63.5% | -0.97 | 0.0569 | -0.009 |
| 0.0100 | 0.1500 | 3,717 | 5,149 | 47.7% | 0.04 | 0.0374 | -0.006 | 32.5 | 4.35 | 5.10 | 32 | 2,564 | 45.1% | -0.98 | 0.0450 | -0.007 |
| 0 | 0.1100 | 122 | 47.5% | 0.04 | 0.0306 | -0.006 | 33 | 4.85 | 5.40 | 1 | -0.99 | 0.0358 | -0.006 | |||
| 0 | 0.1100 | 50.8% | 0.03 | 0.0256 | -0.005 | 33.5 | 5.05 | 6.30 | 15 | -0.99 | 0.0259 | -0.006 | ||||
| 0 | 0.1100 | 54.0% | 0.03 | 0.0219 | -0.005 | 34 | 5.85 | 7.05 | 80.8% | -0.99 | 0.0191 | -0.005 | ||||
| 0 | 0.1000 | 56.2% | 0.02 | 0.0189 | -0.005 | 34.5 | 6.35 | 7.30 | 73.2% | -1.00 | 0.0142 | -0.005 | ||||
| 0.0100 | 0.0500 | 15 | 2,598 | 54.4% | 0.02 | 0.0164 | -0.004 | 35 | 7.15 | 7.40 | 768 | 70.5% | -1.00 | 0.0105 | -0.004 | |
| 0 | 0.1000 | 62.2% | 0.02 | 0.0144 | -0.004 | 35.5 | 7.35 | 8.30 | 80.2% | -1.00 | 0.0076 | -0.004 | ||||
| 0 | 0.0900 | 63.9% | 0.02 | 0.0128 | -0.004 | 36 | 6.95 | 9.45 | -1.00 | 0.0054 | -0.004 | |||||
| 0 | 0.0900 | 69.5% | 0.01 | 0.0102 | -0.004 | 37 | 8.80 | 9.80 | 87.0% | -1.00 | 0.0028 | -0.004 | ||||
| 0 | 0.1000 | 1,647 | 73.4% | 0.01 | 0.0091 | -0.003 | 37.5 | 9.30 | 10.40 | 65 | 96.5% | -1.00 | 0.0019 | -0.004 | ||
| 0 | 0.0900 | 74.8% | 0.01 | 0.0082 | -0.003 | 38 | 9.60 | 11.00 | 93.2% | -1.00 | 0.0011 | -0.004 | ||||
| 0 | 0.0800 | 78.4% | 0.01 | 0.0067 | -0.003 | 39 | 9.95 | 11.80 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.0100 | 7,762 | 64.5% | 0.01 | 0.0056 | -0.003 | 40 | 11.80 | 12.60 | 3 | -1.00 | 0.0000 | -0.004 | |||
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 — Sep 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.