OXY chaîne d'options Occidental Petroleum 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 ±12.6% (54.84–70.59) · ATM IV 32.1% · P/C open interest 0.33
| 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 | |
| 29.40 | 31.50 | 333 | 62.2% | 0.99 | 0.0009 | 0.000 | 32.5 | 0.0100 | 0.0500 | 9 | 3,375 | 55.7% | -0.01 | 0.0010 | -0.002 | |
| 27.10 | 29.00 | 1,630 | 64.0% | 0.99 | 0.0012 | 0.000 | 35 | 0.0100 | 0.0900 | 7,027 | 53.3% | -0.01 | 0.0014 | -0.002 | ||
| 24.65 | 26.55 | 1,674 | 59.3% | 0.99 | 0.0018 | 0.000 | 37.5 | 0 | 0.1800 | 3,401 | 51.8% | -0.01 | 0.0020 | -0.003 | ||
| 22.10 | 25.00 | 4,611 | 68.2% | 0.99 | 0.0026 | 0.000 | 40 | 0.0500 | 0.1000 | 1 | 6,729 | 44.8% | -0.02 | 0.0028 | -0.003 | |
| 19.05 | 21.65 | 1,464 | 0.98 | 0.0038 | 0.000 | 42.5 | 0 | 0.1200 | 10 | 3,484 | 38.2% | -0.02 | 0.0040 | -0.004 | ||
| 17.70 | 18.55 | 1 | 5,202 | 39.6% | 0.97 | 0.0058 | -0.001 | 45 | 0.1000 | 0.1800 | 7 | 7,874 | 38.2% | -0.03 | 0.0060 | -0.005 |
| 15.15 | 16.30 | 1,316 | 37.2% | 0.95 | 0.0088 | -0.004 | 47.5 | 0.2000 | 0.2800 | 1 | 4,390 | 36.7% | -0.05 | 0.0090 | -0.006 | |
| 13.30 | 13.70 | 8 | 5,654 | 37.8% | 0.93 | 0.0133 | -0.006 | 50 | 0.2000 | 0.6200 | 104 | 5,972 | 35.5% | -0.08 | 0.0134 | -0.009 |
| 10.95 | 11.60 | 1,928 | 36.0% | 0.88 | 0.0190 | -0.010 | 52.5 | 0.5800 | 0.7400 | 575 | 4,288 | 34.1% | -0.12 | 0.0192 | -0.012 | |
| 8.90 | 9.20 | 57 | 6,909 | 32.8% | 0.82 | 0.0256 | -0.013 | 55 | 1.00 | 1.08 | 2,432 | 6,199 | 32.9% | -0.18 | 0.0259 | -0.015 |
| 7.10 | 7.70 | 6 | 2,691 | 34.5% | 0.74 | 0.0320 | -0.017 | 57.5 | 1.59 | 1.72 | 50 | 2,756 | 32.4% | -0.26 | 0.0326 | -0.018 |
| 5.55 | 5.80 | 132 | 33.6K | 33.1% | 0.65 | 0.0371 | -0.020 | 60 | 2.37 | 2.57 | 114 | 13.1K | 31.7% | -0.35 | 0.0379 | -0.021 |
| 4.15 | 4.40 | 29 | 42.0K | 32.6% | 0.56 | 0.0400 | -0.021 | 62.5 | 3.50 | 3.70 | 2 | 790 | 31.6% | -0.45 | 0.0409 | -0.022 |
| 3.00 | 3.25 | 139 | 68.0K | 32.1% | 0.46 | 0.0402 | -0.022 | 65 | 4.80 | 5.15 | 6 | 289 | 31.4% | -0.55 | 0.0411 | -0.022 |
| 2.21 | 2.37 | 23 | 11.1K | 32.4% | 0.37 | 0.0380 | -0.021 | 67.5 | 6.50 | 8.00 | 93 | 36.9% | -0.65 | 0.0388 | -0.020 | |
| 1.56 | 1.69 | 223 | 10.4K | 32.4% | 0.28 | 0.0341 | -0.019 | 70 | 8.30 | 9.70 | 334 | 36.6% | -0.73 | 0.0346 | -0.018 | |
| 1.08 | 1.22 | 2,209 | 32.7% | 0.22 | 0.0293 | -0.016 | 72.5 | 9.25 | 12.40 | 92 | 35.2% | -0.80 | 0.0297 | -0.015 | ||
| 0.7200 | 0.8900 | 7 | 3,077 | 33.3% | 0.17 | 0.0243 | -0.014 | 75 | 12.40 | 13.55 | 35.8% | -0.85 | 0.0252 | -0.012 | ||
| 0.3800 | 0.5100 | 31 | 16.1K | 34.9% | 0.10 | 0.0160 | -0.010 | 80 | 16.80 | 18.20 | 1 | 36.3% | -0.93 | 0.0192 | -0.009 | |
| 0.0100 | 0.3200 | 877 | 33.5% | 0.06 | 0.0104 | -0.007 | 85 | 20.95 | 23.50 | 1 | -0.98 | 0.0164 | -0.006 | |||
| 0.0800 | 0.2200 | 372 | 38.0% | 0.04 | 0.0069 | -0.005 | 90 | 25.95 | 28.45 | -1.00 | 0.0019 | -0.010 | ||||
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.