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 ±7.3% (82.48–95.53) · ATM IV 30.6% · 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 | |
| 42.10 | 46.30 | 10 | 98.4% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 1.15 | 34 | 142.2% | -0.00 | 0.0002 | -0.001 | ||
| 37.20 | 41.30 | 15 | 89.0% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.7500 | 3 | 113.0% | -0.00 | 0.0004 | -0.002 | ||
| 32.20 | 36.30 | 72.8% | 0.99 | 0.0008 | 0.000 | 55 | 0 | 0.8000 | 2 | 98.0% | -0.00 | 0.0008 | -0.003 | |||
| 27.20 | 31.20 | 0.99 | 0.0015 | -0.002 | 60 | 0 | 0.7500 | 9 | 81.9% | -0.01 | 0.0015 | -0.005 | ||||
| 22.30 | 26.20 | 1 | 2 | 43.3% | 0.98 | 0.0030 | -0.006 | 65 | 0 | 1.75 | 507 | 83.2% | -0.02 | 0.0031 | -0.009 | |
| 18.20 | 20.60 | 57 | 45.5% | 0.97 | 0.0061 | -0.012 | 70 | 0 | 0.4000 | 105 | 48.0% | -0.03 | 0.0062 | -0.014 | ||
| 13.60 | 15.50 | 31 | 39.2% | 0.93 | 0.0122 | -0.021 | 75 | 0.2000 | 0.4000 | 2 | 337 | 39.9% | -0.07 | 0.0123 | -0.023 | |
| 11.00 | 13.40 | 36.9% | 0.90 | 0.0170 | -0.027 | 77.5 | 0.3000 | 0.7500 | 39.3% | -0.10 | 0.0171 | -0.028 | ||||
| 9.30 | 10.80 | 30 | 36.9% | 0.85 | 0.0233 | -0.033 | 80 | 0.5000 | 0.7500 | 5 | 1,148 | 34.6% | -0.15 | 0.0234 | -0.034 | |
| 7.20 | 8.70 | 35.1% | 0.79 | 0.0309 | -0.040 | 82.5 | 0.9500 | 1.10 | 5 | 66 | 33.4% | -0.21 | 0.0312 | -0.041 | ||
| 5.80 | 6.20 | 310 | 33.2% | 0.71 | 0.0391 | -0.046 | 85 | 1.40 | 1.75 | 1 | 1,738 | 31.9% | -0.29 | 0.0396 | -0.047 | |
| 4.00 | 4.50 | 33 | 31.2% | 0.61 | 0.0461 | -0.049 | 87.5 | 2.35 | 2.65 | 2 | 32 | 31.7% | -0.40 | 0.0468 | -0.050 | |
| 2.85 | 3.10 | 3 | 1,282 | 31.1% | 0.49 | 0.0494 | -0.050 | 90 | 3.30 | 3.80 | 287 | 30.0% | -0.52 | 0.0504 | -0.050 | |
| 1.75 | 2.10 | 1 | 23 | 30.4% | 0.36 | 0.0475 | -0.046 | 92.5 | 4.90 | 5.30 | 30.1% | -0.64 | 0.0488 | -0.047 | ||
| 1.10 | 1.30 | 159 | 3,054 | 30.1% | 0.26 | 0.0410 | -0.039 | 95 | 6.70 | 7.20 | 86 | 30.5% | -0.75 | 0.0426 | -0.040 | |
| 0.3500 | 0.5000 | 10 | 3,215 | 30.2% | 0.12 | 0.0243 | -0.025 | 100 | 10.00 | 12.40 | 23 | 30.2% | -0.90 | 0.0265 | -0.025 | |
| 0 | 0.7500 | 1,208 | 38.0% | 0.05 | 0.0126 | -0.014 | 105 | 14.40 | 17.40 | -0.97 | 0.0145 | -0.015 | ||||
| 0.0500 | 0.1000 | 2 | 376 | 34.3% | 0.03 | 0.0064 | -0.008 | 110 | 19.10 | 23.00 | 41.3% | -1.00 | 0.0029 | -0.009 | ||
| 0 | 0.7500 | 46 | 53.3% | 0.01 | 0.0034 | -0.005 | 115 | 24.10 | 28.00 | 48.2% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.7500 | 33 | 60.1% | 0.01 | 0.0019 | -0.003 | 120 | 28.90 | 33.00 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.7500 | 6 | 66.4% | 0.00 | 0.0011 | -0.002 | 125 | 33.90 | 38.00 | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.7500 | 5 | 72.4% | 0.00 | 0.0007 | -0.001 | 130 | 38.90 | 43.00 | -1.00 | 0.0000 | -0.009 | ||||
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.