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 ±4.9% (149.70–165.25) · ATM IV 20.7% · 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 | |
| 76.75 | 79.25 | 144.6% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.7400 | 7 | 116.6% | -0.00 | 0.0001 | -0.002 | |||
| 71.25 | 74.35 | 125.9% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.3400 | 95.3% | -0.00 | 0.0001 | -0.002 | ||||
| 66.25 | 69.35 | 115.3% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.3400 | 87.2% | -0.00 | 0.0001 | -0.002 | ||||
| 61.65 | 64.35 | 1 | 111.6% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.3400 | 79.6% | -0.00 | 0.0002 | -0.002 | |||
| 56.25 | 59.35 | 2 | 95.8% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.1500 | 28 | 64.8% | -0.00 | 0.0003 | -0.003 | ||
| 51.60 | 54.35 | 91.6% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1500 | 83 | 58.4% | -0.00 | 0.0004 | -0.003 | |||
| 46.55 | 49.35 | 3 | 82.1% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.3500 | 277 | 58.9% | -0.00 | 0.0005 | -0.004 | ||
| 41.25 | 44.35 | 1 | 69.8% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.0800 | 1,292 | 43.0% | -0.01 | 0.0008 | -0.004 | ||
| 36.95 | 39.30 | 106 | 68.2% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.0800 | 1,140 | 37.6% | -0.01 | 0.0011 | -0.005 | ||
| 31.85 | 34.30 | 11 | 59.1% | 1.00 | 0.0000 | 0.000 | 125 | 0.0100 | 0.1800 | 3 | 1,510 | 36.4% | -0.01 | 0.0017 | -0.006 | |
| 26.95 | 27.85 | 9 | 1.00 | 0.0002 | 0.000 | 130 | 0.0600 | 0.0800 | 2 | 3,809 | 29.6% | -0.02 | 0.0028 | -0.008 | ||
| 22.15 | 24.05 | 163 | 43.5% | 1.00 | 0.0013 | 0.000 | 135 | 0.1300 | 0.1700 | 13 | 1,863 | 27.5% | -0.03 | 0.0053 | -0.013 | |
| 17.10 | 18.60 | 181 | 32.4% | 0.98 | 0.0080 | -0.013 | 140 | 0.3000 | 0.3200 | 15 | 2,062 | 25.3% | -0.06 | 0.0102 | -0.021 | |
| 12.60 | 13.40 | 984 | 26.6% | 0.91 | 0.0236 | -0.044 | 145 | 0.6200 | 0.6700 | 35 | 2,458 | 23.2% | -0.12 | 0.0186 | -0.034 | |
| 11.45 | 13.05 | 27.4% | 0.89 | 0.0268 | -0.049 | 146 | 0.7200 | 0.9100 | 23.5% | -0.14 | 0.0207 | -0.037 | ||||
| 10.55 | 12.30 | 27.2% | 0.87 | 0.0290 | -0.051 | 147 | 0.7900 | 0.9300 | 22.4% | -0.16 | 0.0230 | -0.040 | ||||
| 9.70 | 11.40 | 26.4% | 0.84 | 0.0310 | -0.053 | 148 | 0.9100 | 1.09 | 22.0% | -0.18 | 0.0254 | -0.043 | ||||
| 8.85 | 10.35 | 25.0% | 0.81 | 0.0325 | -0.053 | 149 | 1.19 | 1.58 | 23.3% | -0.21 | 0.0279 | -0.046 | ||||
| 8.35 | 8.70 | 63 | 2,664 | 22.6% | 0.77 | 0.0336 | -0.053 | 150 | 1.40 | 1.52 | 27 | 981 | 22.1% | -0.24 | 0.0303 | -0.049 |
| 6.35 | 6.85 | 1 | 21.6% | 0.69 | 0.0367 | -0.055 | 152.5 | 2.06 | 2.33 | 22.0% | -0.32 | 0.0362 | -0.056 | |||
| 4.90 | 5.05 | 10 | 7,478 | 21.1% | 0.59 | 0.0397 | -0.059 | 155 | 3.00 | 3.15 | 23 | 313 | 21.5% | -0.41 | 0.0406 | -0.060 |
| 3.40 | 3.65 | 9 | 20.2% | 0.49 | 0.0412 | -0.060 | 157.5 | 4.10 | 4.40 | 5 | 21.2% | -0.52 | 0.0426 | -0.062 | ||
| 2.48 | 2.64 | 43 | 7,446 | 20.6% | 0.39 | 0.0399 | -0.057 | 160 | 5.60 | 5.80 | 35 | 124 | 21.1% | -0.62 | 0.0417 | -0.059 |
| 1.67 | 2.00 | 8 | 21.1% | 0.30 | 0.0362 | -0.051 | 162.5 | 7.30 | 7.75 | 1 | 21.8% | -0.72 | 0.0383 | -0.054 | ||
| 1.09 | 1.21 | 24 | 1,497 | 20.5% | 0.22 | 0.0308 | -0.043 | 165 | 8.45 | 9.65 | 2 | 18.5% | -0.81 | 0.0329 | -0.046 | |
| 0.6600 | 1.00 | 21.4% | 0.15 | 0.0247 | -0.035 | 167.5 | 10.40 | 12.05 | 18.1% | -0.87 | 0.0262 | -0.036 | ||||
| 0.4200 | 0.5400 | 178 | 2,400 | 20.9% | 0.11 | 0.0189 | -0.027 | 170 | 12.95 | 14.30 | 9 | 19.0% | -0.92 | 0.0191 | -0.026 | |
| 0.2600 | 0.3500 | 28 | 21.2% | 0.07 | 0.0140 | -0.021 | 172.5 | 15.25 | 16.75 | 15.5% | -0.96 | 0.0130 | -0.017 | |||
| 0.1700 | 0.2200 | 8 | 190 | 21.5% | 0.05 | 0.0104 | -0.016 | 175 | 17.50 | 19.00 | 2 | -0.97 | 0.0085 | -0.011 | ||
| 0.0100 | 0.1800 | 1 | 21.0% | 0.04 | 0.0077 | -0.013 | 177.5 | 19.95 | 22.50 | 28.6% | -0.98 | 0.0055 | -0.006 | |||
| 0 | 0.2400 | 86 | 23.8% | 0.03 | 0.0059 | -0.011 | 180 | 22.40 | 24.25 | 1 | -0.99 | 0.0036 | -0.003 | |||
| 0 | 0.2100 | 25.2% | 0.02 | 0.0045 | -0.009 | 182.5 | 24.90 | 27.10 | 24.4% | -0.99 | 0.0024 | -0.001 | ||||
| 0 | 0.1900 | 66 | 26.7% | 0.02 | 0.0035 | -0.007 | 185 | 27.40 | 29.45 | -1.00 | 0.0016 | 0.000 | ||||
| 0 | 0.1700 | 57 | 29.9% | 0.01 | 0.0022 | -0.005 | 190 | 32.35 | 34.45 | -1.00 | 0.0008 | 0.000 | ||||
| 0 | 0.1600 | 25 | 33.0% | 0.01 | 0.0015 | -0.004 | 195 | 37.35 | 39.45 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.1500 | 26 | 36.0% | 0.01 | 0.0010 | -0.003 | 200 | 42.35 | 44.45 | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 0.1500 | 39.1% | 0.00 | 0.0008 | -0.003 | 205 | 47.35 | 49.55 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 0.0200 | 3 | 34.0% | 0.00 | 0.0006 | -0.002 | 210 | 52.35 | 54.30 | -1.00 | 0.0001 | 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 — 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.