OXY chaîne d'options Occidental Petroleum Corporation
Cboe delayed options data · au 18:42 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 ±8.6% (57.41–68.19) · ATM IV 36.7% · P/C open interest 0.56
| 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 | |
| 28.60 | 31.45 | 1 | 0.99 | 0.0008 | 0.000 | 32.5 | 0 | 0.3300 | 24 | 118.7% | -0.00 | 0.0008 | -0.003 | |||
| 26.05 | 28.95 | 1 | 0.99 | 0.0010 | -0.000 | 35 | 0 | 0.3300 | 123 | 106.9% | -0.01 | 0.0010 | -0.004 | |||
| 23.65 | 26.45 | 1 | 0.99 | 0.0014 | -0.001 | 37.5 | 0 | 0.2700 | 51 | 92.6% | -0.01 | 0.0014 | -0.004 | |||
| 21.50 | 23.75 | 61 | 0.99 | 0.0019 | -0.002 | 40 | 0 | 0.0600 | 310 | 66.3% | -0.01 | 0.0019 | -0.005 | |||
| 18.70 | 21.30 | 127 | 0.99 | 0.0026 | -0.003 | 42.5 | 0 | 0.2000 | 243 | 69.2% | -0.01 | 0.0027 | -0.005 | |||
| 16.05 | 18.80 | 225 | 0.98 | 0.0038 | -0.004 | 45 | 0 | 0.1000 | 3,402 | 54.3% | -0.02 | 0.0038 | -0.006 | |||
| 13.90 | 16.35 | 277 | 0.98 | 0.0055 | -0.005 | 47.5 | 0 | 0.2400 | 2 | 3,480 | 53.7% | -0.02 | 0.0056 | -0.007 | ||
| 12.35 | 14.90 | 0.97 | 0.0071 | -0.006 | 49 | 0 | 0.3200 | 51.4% | -0.03 | 0.0072 | -0.008 | |||||
| 12.60 | 13.40 | 1 | 402 | 35.8% | 0.97 | 0.0086 | -0.007 | 50 | 0.0700 | 0.1200 | 40 | 3,104 | 43.5% | -0.03 | 0.0087 | -0.009 |
| 10.60 | 12.40 | 0.96 | 0.0105 | -0.008 | 51 | 0 | 0.3700 | 2 | 46.0% | -0.04 | 0.0106 | -0.010 | ||||
| 9.70 | 12.00 | 0.95 | 0.0130 | -0.010 | 52 | 0.0300 | 0.3600 | 1 | 43.0% | -0.05 | 0.0131 | -0.011 | ||||
| 9.15 | 11.55 | 313 | 0.95 | 0.0145 | -0.011 | 52.5 | 0.1200 | 0.2100 | 22 | 3,135 | 39.8% | -0.05 | 0.0146 | -0.012 | ||
| 8.75 | 11.05 | 0.94 | 0.0162 | -0.012 | 53 | 0.1600 | 0.2200 | 1 | 3 | 39.3% | -0.06 | 0.0163 | -0.013 | |||
| 8.40 | 10.05 | 37.8% | 0.92 | 0.0202 | -0.015 | 54 | 0.1900 | 0.3900 | 2 | 1 | 39.9% | -0.08 | 0.0204 | -0.016 | ||
| 8.00 | 8.45 | 2 | 2,125 | 34.2% | 0.90 | 0.0250 | -0.018 | 55 | 0.2800 | 0.3700 | 196 | 5,087 | 37.4% | -0.10 | 0.0252 | -0.019 |
| 6.15 | 8.45 | 33.0% | 0.87 | 0.0304 | -0.021 | 56 | 0.4100 | 0.6600 | 73 | 39.3% | -0.13 | 0.0307 | -0.022 | |||
| 5.30 | 7.00 | 24.2% | 0.84 | 0.0363 | -0.025 | 57 | 0.5500 | 0.6400 | 6 | 36.5% | -0.16 | 0.0366 | -0.026 | |||
| 5.50 | 6.35 | 3 | 2,380 | 30.5% | 0.82 | 0.0392 | -0.027 | 57.5 | 0.6600 | 0.7300 | 97 | 2,470 | 36.6% | -0.18 | 0.0395 | -0.028 |
| 5.00 | 6.10 | 1 | 31.3% | 0.80 | 0.0422 | -0.029 | 58 | 0.7400 | 0.8400 | 5 | 45 | 36.2% | -0.20 | 0.0425 | -0.030 | |
| 4.60 | 5.20 | 33.6% | 0.75 | 0.0477 | -0.033 | 59 | 1.00 | 1.08 | 6 | 1 | 36.1% | -0.25 | 0.0482 | -0.034 | ||
| 4.25 | 4.50 | 27 | 11.5K | 36.4% | 0.70 | 0.0526 | -0.036 | 60 | 1.31 | 1.38 | 43 | 2,190 | 36.0% | -0.30 | 0.0531 | -0.037 |
| 3.65 | 3.90 | 6 | 36.8% | 0.64 | 0.0565 | -0.039 | 61 | 1.62 | 1.83 | 1 | 4 | 36.1% | -0.36 | 0.0571 | -0.040 | |
| 3.05 | 3.30 | 5 | 26 | 36.3% | 0.58 | 0.0592 | -0.041 | 62 | 2.06 | 2.18 | 4 | 2 | 35.6% | -0.42 | 0.0599 | -0.042 |
| 2.82 | 2.97 | 101 | 6,653 | 36.0% | 0.55 | 0.0601 | -0.042 | 62.5 | 2.28 | 2.42 | 72 | 1,187 | 35.5% | -0.45 | 0.0608 | -0.042 |
| 2.57 | 2.72 | 3 | 24 | 36.0% | 0.52 | 0.0606 | -0.042 | 63 | 2.54 | 2.94 | 3 | 4 | 37.4% | -0.48 | 0.0614 | -0.042 |
| 2.10 | 2.22 | 3 | 53 | 35.5% | 0.46 | 0.0606 | -0.042 | 64 | 3.05 | 3.65 | 6 | 1 | 38.2% | -0.54 | 0.0615 | -0.042 |
| 1.73 | 1.80 | 519 | 8,797 | 35.4% | 0.40 | 0.0592 | -0.041 | 65 | 3.65 | 4.35 | 4 | 373 | 38.8% | -0.60 | 0.0603 | -0.041 |
| 1.36 | 1.46 | 36 | 4 | 35.1% | 0.35 | 0.0567 | -0.038 | 66 | 4.25 | 5.40 | 41.3% | -0.66 | 0.0579 | -0.039 | ||
| 1.08 | 1.19 | 3 | 8 | 35.2% | 0.30 | 0.0531 | -0.036 | 67 | 5.00 | 6.35 | 43.6% | -0.71 | 0.0545 | -0.036 | ||
| 0.9500 | 1.08 | 170 | 2,909 | 35.3% | 0.27 | 0.0510 | -0.034 | 67.5 | 5.25 | 6.15 | 7 | 117 | 38.3% | -0.74 | 0.0525 | -0.035 |
| 0.8400 | 0.9600 | 6 | 99 | 35.3% | 0.25 | 0.0487 | -0.033 | 68 | 5.40 | 7.15 | 41.5% | -0.76 | 0.0503 | -0.033 | ||
| 0.6700 | 0.7700 | 31 | 35.5% | 0.21 | 0.0438 | -0.029 | 69 | 6.25 | 8.15 | 44.1% | -0.81 | 0.0455 | -0.030 | |||
| 0.5200 | 0.5800 | 38 | 3,666 | 35.3% | 0.17 | 0.0387 | -0.026 | 70 | 7.35 | 8.70 | 14 | 44.6% | -0.84 | 0.0405 | -0.027 | |
| 0.3900 | 0.8600 | 40.0% | 0.14 | 0.0337 | -0.023 | 71 | 8.10 | 10.15 | 49.8% | -0.87 | 0.0356 | -0.024 | ||||
| 0.2200 | 0.3800 | 3 | 11 | 34.7% | 0.12 | 0.0292 | -0.021 | 72 | 9.00 | 11.05 | 51.2% | -0.90 | 0.0313 | -0.021 | ||
| 0.1900 | 0.6900 | 1 | 1,784 | 40.0% | 0.11 | 0.0271 | -0.019 | 72.5 | 9.60 | 11.55 | 53.8% | -0.91 | 0.0291 | -0.019 | ||
| 0.1700 | 0.6400 | 40.4% | 0.10 | 0.0251 | -0.018 | 73 | 10.00 | 11.90 | 52.8% | -0.92 | 0.0272 | -0.018 | ||||
| 0.1100 | 0.2500 | 6 | 1,005 | 37.6% | 0.07 | 0.0187 | -0.015 | 75 | 11.95 | 13.90 | 58.2% | -0.95 | 0.0209 | -0.015 | ||
| 0.0300 | 0.1500 | 712 | 42.5% | 0.04 | 0.0097 | -0.010 | 80 | 16.90 | 19.10 | 73.4% | -0.99 | 0.0111 | -0.009 | |||
| 0 | 0.1500 | 1,364 | 49.8% | 0.02 | 0.0057 | -0.007 | 85 | 21.50 | 24.30 | 82.8% | -1.00 | 0.0034 | -0.007 | |||
| 0 | 0.0900 | 375 | 53.6% | 0.01 | 0.0036 | -0.005 | 90 | 26.70 | 29.10 | 93.6% | -1.00 | 0.0000 | -0.007 | |||
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.
callsputs