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 ±12.6% (30.82–39.67) · ATM IV 53.7% · P/C open interest 1.74
| 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 | |
| 14.00 | 17.55 | 4 | 128.2% | 0.99 | 0.0030 | -0.002 | 20 | 0 | 0.0400 | 1 | 46 | 84.0% | -0.01 | 0.0030 | -0.004 | |
| 11.60 | 15.10 | 8 | 111.5% | 0.98 | 0.0051 | -0.004 | 22.5 | 0 | 0.7500 | 21.8K | 115.5% | -0.02 | 0.0051 | -0.005 | ||
| 9.10 | 12.30 | 288 | 77.0% | 0.97 | 0.0093 | -0.006 | 25 | 0 | 0.6500 | 1 | 370 | 90.3% | -0.03 | 0.0094 | -0.007 | |
| 8.45 | 11.30 | 83.1% | 0.96 | 0.0122 | -0.007 | 26 | 0.0200 | 0.3300 | 26 | 70.8% | -0.04 | 0.0123 | -0.008 | |||
| 7.30 | 10.35 | 71.8% | 0.95 | 0.0163 | -0.009 | 27 | 0 | 0.3600 | 8 | 64.3% | -0.05 | 0.0164 | -0.010 | |||
| 7.05 | 9.00 | 6 | 269 | 0.94 | 0.0189 | -0.010 | 27.5 | 0.1000 | 0.4100 | 18 | 7,287 | 66.3% | -0.06 | 0.0190 | -0.011 | |
| 6.30 | 9.40 | 65.6% | 0.93 | 0.0219 | -0.012 | 28 | 0.0300 | 0.2700 | 12 | 1 | 55.0% | -0.07 | 0.0220 | -0.013 | ||
| 5.40 | 8.50 | 1 | 2 | 63.3% | 0.90 | 0.0289 | -0.016 | 29 | 0.2300 | 0.3900 | 5 | 58.7% | -0.10 | 0.0290 | -0.017 | |
| 4.80 | 8.10 | 59.4% | 0.88 | 0.0327 | -0.018 | 29.5 | 0.2800 | 0.5700 | 62 | 60.7% | -0.12 | 0.0329 | -0.019 | |||
| 4.85 | 7.55 | 20 | 4,494 | 66.0% | 0.86 | 0.0367 | -0.020 | 30 | 0.1900 | 0.6700 | 78 | 9,006 | 57.0% | -0.14 | 0.0369 | -0.021 |
| 3.85 | 6.40 | 32.4% | 0.84 | 0.0406 | -0.022 | 30.5 | 0.2700 | 1.34 | 67.6% | -0.16 | 0.0409 | -0.023 | ||||
| 3.80 | 6.95 | 63.6% | 0.82 | 0.0446 | -0.025 | 31 | 0.3100 | 1.44 | 65.6% | -0.18 | 0.0449 | -0.025 | ||||
| 4.45 | 6.55 | 78.7% | 0.79 | 0.0486 | -0.026 | 31.5 | 0.4900 | 1.17 | 59.6% | -0.21 | 0.0489 | -0.027 | ||||
| 3.05 | 5.95 | 1 | 1 | 58.6% | 0.77 | 0.0525 | -0.028 | 32 | 0.7700 | 1.37 | 143 | 62.6% | -0.24 | 0.0528 | -0.029 | |
| 3.50 | 5.00 | 3 | 4,884 | 61.3% | 0.74 | 0.0562 | -0.030 | 32.5 | 0.9100 | 1.38 | 7 | 681 | 60.0% | -0.26 | 0.0566 | -0.030 |
| 2.34 | 4.95 | 53.3% | 0.71 | 0.0598 | -0.031 | 33 | 0.8600 | 1.96 | 1 | 1 | 62.5% | -0.29 | 0.0602 | -0.032 | ||
| 2.87 | 4.05 | 56.9% | 0.68 | 0.0631 | -0.033 | 33.5 | 0.5500 | 2.15 | 55.7% | -0.33 | 0.0636 | -0.033 | ||||
| 2.65 | 3.70 | 1 | 57.2% | 0.64 | 0.0660 | -0.034 | 34 | 0.5900 | 1.92 | 48.0% | -0.36 | 0.0665 | -0.034 | |||
| 1.72 | 2.90 | 10 | 42.3% | 0.61 | 0.0684 | -0.035 | 34.5 | 1.16 | 2.24 | 9 | 53.9% | -0.39 | 0.0690 | -0.035 | ||
| 2.16 | 2.59 | 36 | 2,177 | 50.7% | 0.57 | 0.0702 | -0.035 | 35 | 1.79 | 2.31 | 37 | 371 | 56.7% | -0.43 | 0.0708 | -0.035 |
| 2.05 | 2.35 | 18 | 52.5% | 0.54 | 0.0713 | -0.035 | 35.5 | 1.87 | 2.65 | 40 | 55.6% | -0.47 | 0.0720 | -0.036 | ||
| 1.82 | 2.49 | 27 | 56.9% | 0.50 | 0.0718 | -0.035 | 36 | 2.17 | 2.54 | 125 | 51.3% | -0.50 | 0.0726 | -0.036 | ||
| 1.53 | 2.27 | 55.8% | 0.47 | 0.0717 | -0.035 | 36.5 | 2.47 | 2.84 | 70 | 51.5% | -0.54 | 0.0725 | -0.036 | |||
| 1.43 | 1.91 | 11 | 1 | 54.9% | 0.43 | 0.0709 | -0.035 | 37 | 2.78 | 3.85 | 20 | 60.2% | -0.57 | 0.0718 | -0.035 | |
| 1.24 | 1.78 | 23 | 6,009 | 55.4% | 0.40 | 0.0696 | -0.034 | 37.5 | 3.25 | 3.45 | 1 | 26 | 53.1% | -0.61 | 0.0706 | -0.035 |
| 1.06 | 1.66 | 22 | 4 | 55.7% | 0.37 | 0.0678 | -0.034 | 38 | 2.92 | 5.10 | 3 | 61.3% | -0.64 | 0.0688 | -0.034 | |
| 0.7500 | 1.77 | 2 | 57.0% | 0.34 | 0.0656 | -0.033 | 38.5 | 3.00 | 5.05 | 52.5% | -0.67 | 0.0667 | -0.033 | |||
| 0.7500 | 1.15 | 6 | 4 | 52.3% | 0.31 | 0.0630 | -0.031 | 39 | 3.00 | 5.75 | 52.0% | -0.70 | 0.0643 | -0.032 | ||
| 0.5800 | 0.8200 | 929 | 4,437 | 51.4% | 0.25 | 0.0573 | -0.029 | 40 | 3.80 | 6.90 | 138 | 57.9% | -0.75 | 0.0586 | -0.029 | |
| 0.3600 | 0.8000 | 7 | 53.3% | 0.21 | 0.0510 | -0.026 | 41 | 5.30 | 7.00 | 57.7% | -0.80 | 0.0525 | -0.026 | |||
| 0.2200 | 0.7300 | 106 | 54.8% | 0.17 | 0.0446 | -0.023 | 42 | 5.15 | 7.85 | -0.84 | 0.0462 | -0.023 | ||||
| 0.2000 | 0.4800 | 9 | 156 | 51.6% | 0.15 | 0.0414 | -0.021 | 42.5 | 5.60 | 8.30 | -0.86 | 0.0431 | -0.021 | |||
| 0.1600 | 1.14 | 9 | 66.3% | 0.14 | 0.0384 | -0.020 | 43 | 7.25 | 8.75 | 63.0% | -0.87 | 0.0401 | -0.020 | |||
| 0.0300 | 0.7000 | 8 | 59.6% | 0.11 | 0.0328 | -0.017 | 44 | 6.95 | 9.70 | -0.90 | 0.0346 | -0.017 | ||||
| 0.0300 | 0.3000 | 45 | 10 | 52.5% | 0.09 | 0.0279 | -0.015 | 45 | 8.70 | 10.60 | 53.7% | -0.92 | 0.0298 | -0.015 | ||
| 0 | 0.1800 | 38 | 54.7% | 0.06 | 0.0188 | -0.011 | 47.5 | 11.55 | 13.05 | 73.3% | -0.96 | 0.0209 | -0.011 | |||
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 — Nov 20, 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.