OXY chaîne d'options Occidental Petroleum Corporation
Cboe delayed options data · au 00:36 UTC
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 ±5.4% (57.73–64.33) · ATM IV 32.2% · P/C open interest 0.68
| 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 | |
| 27.50 | 28.75 | 58 | 1.00 | 0.0000 | 0.000 | 32.5 | 0 | 0.2000 | 1,085 | 146.2% | -0.00 | 0.0002 | -0.001 | |||
| 25.00 | 26.25 | 126 | 1.00 | 0.0001 | 0.000 | 35 | 0 | 0.1400 | 3,611 | 123.9% | -0.00 | 0.0004 | -0.001 | |||
| 22.50 | 23.75 | 124 | 1.00 | 0.0001 | 0.000 | 37.5 | 0 | 0.1200 | 2,478 | 107.5% | -0.00 | 0.0005 | -0.002 | |||
| 20.05 | 21.40 | 1,564 | 1.00 | 0.0002 | 0.000 | 40 | 0 | 0.0100 | 11.5K | 71.0% | -0.00 | 0.0008 | -0.002 | |||
| 17.70 | 18.75 | 1 | 2,020 | 1.00 | 0.0004 | 0.000 | 42.5 | 0 | 0.1400 | 8,452 | 84.4% | -0.00 | 0.0013 | -0.002 | ||
| 15.35 | 16.25 | 2 | 1,855 | 1.00 | 0.0008 | 0.000 | 45 | 0 | 0.1400 | 6,241 | 72.6% | -0.01 | 0.0021 | -0.003 | ||
| 13.05 | 13.75 | 2,326 | 1.00 | 0.0016 | 0.000 | 47.5 | 0.0100 | 0.0500 | 3 | 2,693 | 53.9% | -0.01 | 0.0035 | -0.004 | ||
| 10.60 | 11.20 | 10 | 7,193 | 0.99 | 0.0036 | -0.002 | 50 | 0.0200 | 0.0800 | 8 | 5,369 | 47.6% | -0.01 | 0.0066 | -0.006 | |
| 9.10 | 10.20 | 0.99 | 0.0052 | -0.003 | 51 | 0 | 0.1200 | 3 | 44.8% | -0.02 | 0.0088 | -0.007 | ||||
| 8.05 | 9.20 | 11 | 0.99 | 0.0078 | -0.004 | 52 | 0.0200 | 0.0900 | 9 | 40.0% | -0.03 | 0.0120 | -0.009 | |||
| 8.25 | 8.70 | 39 | 5,374 | 0.98 | 0.0096 | -0.005 | 52.5 | 0.0300 | 0.0600 | 40 | 7,088 | 36.7% | -0.03 | 0.0141 | -0.010 | |
| 7.05 | 8.20 | 0.98 | 0.0118 | -0.007 | 53 | 0.0400 | 0.0900 | 6 | 18 | 37.0% | -0.04 | 0.0165 | -0.011 | |||
| 6.10 | 7.20 | 0.97 | 0.0182 | -0.010 | 54 | 0.0800 | 0.1500 | 3 | 25 | 36.8% | -0.05 | 0.0231 | -0.014 | |||
| 6.05 | 6.20 | 28 | 5,768 | 31.8% | 0.95 | 0.0283 | -0.015 | 55 | 0.1300 | 0.1600 | 88 | 4,530 | 34.0% | -0.07 | 0.0323 | -0.019 |
| 4.40 | 5.35 | 5 | 0.92 | 0.0425 | -0.023 | 56 | 0.2100 | 0.2500 | 26 | 143 | 33.2% | -0.11 | 0.0445 | -0.025 | ||
| 3.85 | 4.40 | 5 | 22.8% | 0.87 | 0.0598 | -0.032 | 57 | 0.3300 | 0.4000 | 7 | 138 | 32.6% | -0.16 | 0.0589 | -0.032 | |
| 3.55 | 4.00 | 4 | 5,482 | 28.3% | 0.83 | 0.0688 | -0.036 | 57.5 | 0.4300 | 0.5000 | 12 | 4,475 | 32.7% | -0.19 | 0.0664 | -0.035 |
| 3.25 | 3.60 | 22 | 72 | 30.4% | 0.80 | 0.0773 | -0.041 | 58 | 0.5400 | 0.6100 | 119 | 233 | 32.5% | -0.23 | 0.0737 | -0.039 |
| 2.48 | 2.82 | 7 | 243 | 29.8% | 0.71 | 0.0914 | -0.048 | 59 | 0.8100 | 0.8900 | 40 | 505 | 32.1% | -0.31 | 0.0864 | -0.046 |
| 2.07 | 2.16 | 71 | 12.9K | 32.1% | 0.61 | 0.0999 | -0.053 | 60 | 1.19 | 1.30 | 70 | 6,182 | 32.4% | -0.41 | 0.0951 | -0.050 |
| 1.54 | 1.62 | 104 | 670 | 32.1% | 0.51 | 0.1017 | -0.053 | 61 | 1.66 | 1.78 | 2 | 123 | 32.3% | -0.50 | 0.0982 | -0.051 |
| 1.10 | 1.18 | 78 | 1,765 | 31.9% | 0.41 | 0.0976 | -0.051 | 62 | 2.18 | 2.36 | 15 | 7 | 31.7% | -0.60 | 0.0956 | -0.050 |
| 0.9100 | 1.00 | 50 | 6,792 | 31.8% | 0.36 | 0.0936 | -0.049 | 62.5 | 2.50 | 2.67 | 787 | 31.5% | -0.64 | 0.0922 | -0.048 | |
| 0.7400 | 0.8400 | 7 | 194 | 31.6% | 0.32 | 0.0886 | -0.046 | 63 | 2.85 | 3.05 | 1 | 32.0% | -0.69 | 0.0878 | -0.046 | |
| 0.4700 | 0.5800 | 38 | 66 | 31.3% | 0.24 | 0.0765 | -0.040 | 64 | 3.60 | 3.80 | 1 | 32.0% | -0.77 | 0.0763 | -0.039 | |
| 0.3200 | 0.4000 | 66 | 10.7K | 31.8% | 0.18 | 0.0630 | -0.033 | 65 | 4.40 | 4.90 | 12 | 366 | 35.9% | -0.83 | 0.0630 | -0.033 |
| 0.2100 | 0.3100 | 32 | 49 | 32.9% | 0.13 | 0.0500 | -0.027 | 66 | 5.30 | 6.15 | 43.0% | -0.88 | 0.0499 | -0.026 | ||
| 0.0500 | 0.3200 | 13 | 33.9% | 0.09 | 0.0389 | -0.022 | 67 | 6.25 | 7.40 | 50.7% | -0.91 | 0.0386 | -0.021 | |||
| 0.1200 | 0.1700 | 1 | 11.1K | 33.8% | 0.08 | 0.0342 | -0.020 | 67.5 | 6.65 | 7.50 | 32 | 45.2% | -0.92 | 0.0339 | -0.019 | |
| 0.0100 | 0.2700 | 12 | 35.3% | 0.07 | 0.0302 | -0.018 | 68 | 7.10 | 8.35 | 52.3% | -0.94 | 0.0297 | -0.017 | |||
| 0.0100 | 0.2400 | 1 | 37.9% | 0.05 | 0.0235 | -0.015 | 69 | 7.95 | 9.30 | 53.3% | -0.95 | 0.0230 | -0.013 | |||
| 0.0300 | 0.1400 | 1 | 12.4K | 38.2% | 0.04 | 0.0186 | -0.013 | 70 | 9.10 | 10.20 | 21 | 58.3% | -0.96 | 0.0180 | -0.011 | |
| 0 | 0.2000 | 42.5% | 0.03 | 0.0148 | -0.011 | 71 | 10.10 | 11.65 | 70.0% | -0.97 | 0.0142 | -0.009 | ||||
| 0 | 0.1800 | 44.7% | 0.03 | 0.0120 | -0.009 | 72 | 11.10 | 12.30 | 68.0% | -0.98 | 0.0114 | -0.007 | ||||
| 0 | 0.1600 | 746 | 45.2% | 0.02 | 0.0108 | -0.009 | 72.5 | 11.50 | 12.75 | 67.1% | -0.98 | 0.0102 | -0.007 | |||
| 0.0100 | 0.0300 | 1 | 2,755 | 42.8% | 0.02 | 0.0068 | -0.006 | 75 | 14.00 | 15.20 | 75.0% | -0.99 | 0.0062 | -0.004 | ||
| 0 | 0.1000 | 2,902 | 60.8% | 0.01 | 0.0031 | -0.004 | 80 | 19.05 | 20.20 | 92.5% | -0.99 | 0.0027 | -0.001 | |||
| 0 | 0.1400 | 1,100 | 75.4% | 0.00 | 0.0016 | -0.003 | 85 | 23.85 | 25.20 | 101.9% | -1.00 | 0.0013 | 0.000 | |||
| 0 | 0.0200 | 919 | 68.5% | 0.00 | 0.0010 | -0.002 | 90 | 28.95 | 30.20 | 118.1% | -1.00 | 0.0008 | 0.000 | |||
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.
callsputs