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 ±9.4% (133.47–161.02) · ATM IV 21.4% · P/C open interest 0.81
| 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 | |
| 66.25 | 70.25 | 1 | 59.3% | 1.00 | 0.0003 | 0.000 | 80 | 0 | 0.2500 | 13 | 50.9% | -0.01 | 0.0004 | -0.003 | ||
| 61.30 | 65.30 | 54.7% | 1.00 | 0.0004 | 0.000 | 85 | 0 | 0.7800 | 4 | 55.1% | -0.01 | 0.0006 | -0.003 | |||
| 56.35 | 60.45 | 9 | 50.8% | 0.99 | 0.0006 | 0.000 | 90 | 0 | 0.4000 | 10 | 44.9% | -0.01 | 0.0008 | -0.004 | ||
| 51.40 | 55.45 | 5 | 49.5% | 0.99 | 0.0008 | 0.000 | 95 | 0.0500 | 0.3600 | 53 | 40.8% | -0.01 | 0.0010 | -0.004 | ||
| 47.30 | 49.70 | 47 | 42.6% | 0.99 | 0.0012 | 0.000 | 100 | 0.1000 | 0.2400 | 58 | 35.6% | -0.02 | 0.0014 | -0.005 | ||
| 41.55 | 45.60 | 1 | 39.6% | 0.98 | 0.0017 | 0.000 | 105 | 0.0500 | 0.5400 | 2 | 107 | 34.7% | -0.02 | 0.0020 | -0.006 | |
| 37.55 | 39.75 | 13 | 33.3% | 0.98 | 0.0026 | 0.000 | 110 | 0.0100 | 0.3800 | 520 | 28.6% | -0.03 | 0.0028 | -0.008 | ||
| 32.70 | 34.70 | 6 | 30.8% | 0.96 | 0.0039 | 0.000 | 115 | 0.2400 | 0.5500 | 437 | 28.3% | -0.04 | 0.0041 | -0.009 | ||
| 27.85 | 29.75 | 124 | 27.3% | 0.94 | 0.0057 | -0.002 | 120 | 0.4900 | 0.6500 | 1 | 1,242 | 26.4% | -0.06 | 0.0059 | -0.012 | |
| 23.15 | 25.00 | 137 | 25.1% | 0.91 | 0.0084 | -0.007 | 125 | 0.8200 | 1.00 | 16 | 2,108 | 25.1% | -0.09 | 0.0084 | -0.015 | |
| 18.65 | 20.50 | 71 | 23.6% | 0.87 | 0.0119 | -0.013 | 130 | 1.22 | 1.56 | 4 | 2,362 | 23.6% | -0.14 | 0.0120 | -0.019 | |
| 14.45 | 16.30 | 102 | 22.5% | 0.80 | 0.0160 | -0.018 | 135 | 1.97 | 2.30 | 26 | 3,339 | 22.4% | -0.21 | 0.0162 | -0.023 | |
| 9.80 | 13.20 | 5 | 269 | 21.2% | 0.71 | 0.0200 | -0.024 | 140 | 3.20 | 3.45 | 11 | 1,162 | 21.4% | -0.30 | 0.0206 | -0.027 |
| 7.70 | 9.50 | 5 | 654 | 21.7% | 0.60 | 0.0231 | -0.027 | 145 | 4.90 | 5.45 | 19 | 1,546 | 21.1% | -0.41 | 0.0241 | -0.030 |
| 5.70 | 6.15 | 21 | 999 | 21.0% | 0.48 | 0.0243 | -0.029 | 150 | 7.00 | 7.65 | 716 | 19.8% | -0.53 | 0.0255 | -0.029 | |
| 3.80 | 4.00 | 1 | 2,268 | 20.6% | 0.37 | 0.0233 | -0.027 | 155 | 10.00 | 10.70 | 167 | 19.2% | -0.66 | 0.0243 | -0.026 | |
| 2.30 | 2.56 | 40 | 7,513 | 20.2% | 0.26 | 0.0204 | -0.023 | 160 | 13.45 | 14.45 | 140 | 18.5% | -0.77 | 0.0209 | -0.020 | |
| 1.39 | 1.75 | 57 | 1,270 | 20.6% | 0.18 | 0.0164 | -0.019 | 165 | 17.65 | 19.00 | 36 | 19.2% | -0.85 | 0.0162 | -0.013 | |
| 0.5400 | 1.15 | 4 | 633 | 20.0% | 0.12 | 0.0123 | -0.014 | 170 | 22.00 | 24.05 | 201 | 20.6% | -0.91 | 0.0115 | -0.005 | |
| 0.5000 | 0.6700 | 2,028 | 20.9% | 0.08 | 0.0089 | -0.011 | 175 | 26.55 | 28.75 | 20.1% | -0.94 | 0.0078 | 0.000 | |||
| 0.1700 | 0.4800 | 1 | 415 | 20.9% | 0.05 | 0.0065 | -0.008 | 180 | 31.55 | 33.60 | 21.9% | -0.96 | 0.0053 | 0.000 | ||
| 0.0800 | 0.3500 | 80 | 21.6% | 0.04 | 0.0048 | -0.007 | 185 | 35.30 | 39.30 | -0.98 | 0.0037 | 0.000 | ||||
| 0 | 0.6400 | 7 | 171 | 25.3% | 0.03 | 0.0036 | -0.006 | 190 | 40.25 | 44.30 | -0.99 | 0.0054 | 0.000 | |||
| 0 | 0.2600 | 235 | 23.8% | 0.02 | 0.0028 | -0.005 | 195 | 45.60 | 48.60 | -1.00 | 0.0001 | -0.025 | ||||
| 0 | 0.2400 | 82 | 25.3% | 0.02 | 0.0022 | -0.004 | 200 | 50.25 | 54.25 | -1.00 | 0.0000 | -0.043 | ||||
| 0 | 0.6100 | 85 | 33.0% | 0.01 | 0.0014 | -0.003 | 210 | 60.25 | 64.25 | -1.00 | 0.0000 | -0.050 | ||||
| 0 | 0.9900 | 266 | 39.6% | 0.01 | 0.0010 | -0.002 | 220 | 70.25 | 74.25 | -1.00 | 0.0000 | -0.050 | ||||
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 — Dec 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.