ORLY chaîne d'options O'Reilly Automotive, Inc.
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 ±10.6% (79.62–98.52) · ATM IV 26.8% · P/C open interest 0.47
| 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 | |
| 43.10 | 46.70 | 25 | 79.8% | 1.00 | 0.0004 | 0.000 | 45 | 0 | 1.15 | 86.9% | -0.00 | 0.0004 | -0.001 | |||
| 38.20 | 41.80 | 1 | 70.5% | 0.99 | 0.0008 | 0.000 | 50 | 0 | 0.2000 | 79 | 55.7% | -0.01 | 0.0008 | -0.002 | ||
| 32.60 | 36.90 | 1 | 48.0% | 0.99 | 0.0014 | 0.000 | 55 | 0 | 2.20 | 94 | 75.7% | -0.01 | 0.0014 | -0.003 | ||
| 28.00 | 31.70 | 6 | 42.6% | 0.98 | 0.0025 | 0.000 | 60 | 0 | 2.25 | 91 | 65.2% | -0.02 | 0.0026 | -0.005 | ||
| 22.90 | 27.20 | 25 | 39.8% | 0.97 | 0.0045 | -0.003 | 65 | 0 | 2.40 | 101 | 56.0% | -0.03 | 0.0046 | -0.007 | ||
| 18.60 | 21.80 | 5 | 34.2% | 0.94 | 0.0079 | -0.007 | 70 | 0 | 2.60 | 335 | 47.4% | -0.06 | 0.0080 | -0.011 | ||
| 13.90 | 17.50 | 146 | 32.7% | 0.89 | 0.0132 | -0.012 | 75 | 0.6000 | 1.05 | 2 | 391 | 32.6% | -0.11 | 0.0134 | -0.015 | |
| 12.00 | 14.80 | 30.2% | 0.86 | 0.0168 | -0.015 | 77.5 | 0.5000 | 1.50 | 1 | 30.1% | -0.15 | 0.0170 | -0.017 | |||
| 9.90 | 12.70 | 227 | 29.1% | 0.81 | 0.0208 | -0.018 | 80 | 0.9000 | 1.95 | 1 | 271 | 29.4% | -0.19 | 0.0212 | -0.020 | |
| 8.00 | 10.60 | 27.8% | 0.75 | 0.0250 | -0.021 | 82.5 | 1.30 | 2.50 | 1 | 28.1% | -0.25 | 0.0257 | -0.023 | |||
| 7.10 | 8.90 | 1 | 158 | 30.2% | 0.69 | 0.0291 | -0.023 | 85 | 2.45 | 3.10 | 78 | 1,451 | 28.4% | -0.32 | 0.0300 | -0.025 |
| 4.80 | 7.10 | 1 | 26.7% | 0.61 | 0.0323 | -0.025 | 87.5 | 2.80 | 4.40 | 1 | 20 | 27.2% | -0.40 | 0.0336 | -0.026 | |
| 3.90 | 5.40 | 729 | 26.5% | 0.53 | 0.0342 | -0.025 | 90 | 3.80 | 5.80 | 31 | 258 | 27.1% | -0.49 | 0.0358 | -0.027 | |
| 2.65 | 4.40 | 1 | 1 | 26.2% | 0.44 | 0.0343 | -0.025 | 92.5 | 5.20 | 7.20 | 1 | 26.8% | -0.58 | 0.0364 | -0.026 | |
| 1.90 | 3.30 | 1 | 658 | 25.9% | 0.36 | 0.0327 | -0.024 | 95 | 6.70 | 9.20 | 494 | 27.5% | -0.66 | 0.0353 | -0.025 | |
| 0.7000 | 1.95 | 30 | 1,675 | 25.5% | 0.23 | 0.0262 | -0.020 | 100 | 10.40 | 13.10 | 122 | 27.4% | -0.81 | 0.0298 | -0.021 | |
| 0.6000 | 1.00 | 1 | 934 | 27.2% | 0.14 | 0.0188 | -0.015 | 105 | 14.60 | 17.80 | 191 | 28.2% | -0.91 | 0.0231 | -0.016 | |
| 0.1500 | 0.8500 | 1 | 2,016 | 28.9% | 0.09 | 0.0128 | -0.011 | 110 | 18.80 | 23.10 | 101 | -0.98 | 0.0168 | -0.011 | ||
| 0 | 1.90 | 1,020 | 39.4% | 0.06 | 0.0086 | -0.008 | 115 | 23.80 | 27.30 | -1.00 | 0.0000 | -0.016 | ||||
| 0.1500 | 0.4000 | 387 | 33.5% | 0.04 | 0.0058 | -0.006 | 120 | 28.80 | 32.30 | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 2.25 | 55 | 50.5% | 0.02 | 0.0040 | -0.004 | 125 | 33.80 | 37.30 | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 2.20 | 15 | 54.4% | 0.02 | 0.0028 | -0.003 | 130 | 38.80 | 42.30 | -1.00 | 0.0000 | -0.016 | ||||
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 15, 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.