PG chaîne d'options The Procter & Gamble Company
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 ±6.2% (137.64–155.84) · ATM IV 20.0% · P/C open interest —
| 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 | |
| 13.60 | 16.55 | 28.2% | 0.86 | 0.0159 | -0.022 | 134 | 0 | 2.84 | 27.4% | -0.16 | 0.0174 | -0.032 | ||||
| 12.70 | 15.65 | 27.5% | 0.85 | 0.0173 | -0.024 | 135 | 0 | 2.92 | 1 | 26.3% | -0.17 | 0.0188 | -0.034 | |||
| 11.85 | 14.80 | 27.2% | 0.83 | 0.0188 | -0.026 | 136 | 0 | 3.10 | 25.4% | -0.19 | 0.0203 | -0.035 | ||||
| 11.15 | 13.95 | 27.1% | 0.82 | 0.0204 | -0.028 | 137 | 0 | 3.25 | 24.4% | -0.21 | 0.0218 | -0.037 | ||||
| 9.90 | 13.15 | 25.3% | 0.80 | 0.0220 | -0.030 | 138 | 0 | 3.40 | 23.4% | -0.23 | 0.0234 | -0.038 | ||||
| 9.10 | 12.35 | 25.0% | 0.78 | 0.0237 | -0.032 | 139 | 0 | 3.55 | 22.3% | -0.25 | 0.0251 | -0.039 | ||||
| 8.55 | 11.60 | 25.4% | 0.75 | 0.0254 | -0.034 | 140 | 0.2600 | 3.55 | 1 | 21.4% | -0.28 | 0.0267 | -0.040 | |||
| 7.55 | 10.85 | 24.3% | 0.73 | 0.0270 | -0.036 | 141 | 1.20 | 2.95 | 20.7% | -0.30 | 0.0283 | -0.041 | ||||
| 6.80 | 10.15 | 24.1% | 0.70 | 0.0287 | -0.037 | 142 | 0.5000 | 4.25 | 20.6% | -0.33 | 0.0298 | -0.042 | ||||
| 6.05 | 9.45 | 23.6% | 0.67 | 0.0303 | -0.039 | 143 | 1.24 | 4.25 | 20.6% | -0.36 | 0.0312 | -0.043 | ||||
| 5.40 | 8.85 | 23.6% | 0.64 | 0.0317 | -0.040 | 144 | 2.04 | 4.10 | 20.3% | -0.39 | 0.0325 | -0.043 | ||||
| 5.60 | 8.25 | 25.4% | 0.61 | 0.0330 | -0.041 | 145 | 2.01 | 4.75 | 19.7% | -0.42 | 0.0335 | -0.043 | ||||
| 4.20 | 7.65 | 23.3% | 0.58 | 0.0341 | -0.042 | 146 | 2.00 | 5.75 | 19.9% | -0.46 | 0.0343 | -0.043 | ||||
| 3.05 | 6.65 | 20.7% | 0.55 | 0.0349 | -0.043 | 147 | 2.50 | 6.00 | 19.3% | -0.49 | 0.0349 | -0.043 | ||||
| 3.50 | 4.80 | 2 | 19.7% | 0.51 | 0.0354 | -0.043 | 148 | 3.00 | 6.40 | 18.9% | -0.53 | 0.0351 | -0.042 | |||
| 2.59 | 6.15 | 22.9% | 0.48 | 0.0356 | -0.043 | 149 | 4.20 | 6.50 | 20 | 19.2% | -0.56 | 0.0350 | -0.041 | |||
| 3.20 | 4.05 | 10 | 21.4% | 0.44 | 0.0354 | -0.042 | 150 | 5.55 | 7.40 | 19 | 21.7% | -0.59 | 0.0346 | -0.040 | ||
| 0.9400 | 4.50 | 21.5% | 0.36 | 0.0336 | -0.040 | 152.5 | 5.55 | 8.80 | 1 | 16.8% | -0.68 | 0.0322 | -0.035 | |||
| 0.6100 | 3.80 | 2 | 22.7% | 0.28 | 0.0300 | -0.037 | 155 | 7.50 | 10.55 | 16.2% | -0.74 | 0.0284 | -0.030 | |||
| 0 | 3.45 | 23.4% | 0.22 | 0.0258 | -0.034 | 157.5 | 9.50 | 12.40 | 14.2% | -0.80 | 0.0241 | -0.025 | ||||
| 0.2500 | 3.00 | 25.8% | 0.18 | 0.0217 | -0.031 | 160 | 12.00 | 14.50 | 13.9% | -0.84 | 0.0202 | -0.021 | ||||
| 0.3000 | 2.73 | 28.0% | 0.15 | 0.0182 | -0.029 | 162.5 | 14.00 | 16.75 | -0.87 | 0.0168 | -0.017 | |||||
| 0 | 2.54 | 28.9% | 0.12 | 0.0153 | -0.027 | 165 | 16.30 | 19.15 | -0.89 | 0.0142 | -0.014 | |||||
| 0 | 2.41 | 31.0% | 0.11 | 0.0130 | -0.025 | 167.5 | 19.00 | 21.65 | -0.90 | 0.0120 | -0.011 | |||||
| 0 | 2.32 | 33.0% | 0.09 | 0.0112 | -0.024 | 170 | 21.35 | 24.35 | -0.92 | 0.0104 | -0.009 | |||||
| 0 | 2.26 | 35.0% | 0.08 | 0.0096 | -0.023 | 172.5 | 23.85 | 26.85 | -0.93 | 0.0090 | -0.006 | |||||
| 0 | 2.22 | 37.1% | 0.07 | 0.0084 | -0.022 | 175 | 26.25 | 29.35 | -0.93 | 0.0079 | -0.004 | |||||
| 0 | 2.19 | 39.1% | 0.07 | 0.0074 | -0.021 | 177.5 | 28.55 | 32.50 | -0.94 | 0.0071 | -0.002 | |||||
| 0 | 2.17 | 41.1% | 0.06 | 0.0066 | -0.020 | 180 | 31.00 | 34.95 | -0.95 | 0.0064 | 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 — Oct 23, 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.