PGR chaîne d'options The Progressive Corporation
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 ±15.6% (186.14–254.94) · ATM IV 24.5% · P/C open interest 0.37
| 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 | |
| 105.10 | 108.70 | 1.00 | 0.0003 | 0.000 | 115 | 0 | 2.60 | 3 | 52.8% | -0.04 | 0.0010 | -0.016 | ||||
| 100.20 | 103.80 | 1.00 | 0.0004 | 0.000 | 120 | 0 | 2.75 | 1 | 50.3% | -0.04 | 0.0011 | -0.016 | ||||
| 95.30 | 99.00 | 1.00 | 0.0003 | 0.000 | 125 | 0 | 1.60 | 3 | 42.5% | -0.03 | 0.0010 | -0.011 | ||||
| 90.50 | 94.00 | 1 | 1.00 | 0.0005 | 0.000 | 130 | 0 | 3.10 | 9 | 45.6% | -0.05 | 0.0014 | -0.017 | |||
| 85.70 | 89.60 | 1.00 | 0.0006 | 0.000 | 135 | 0 | 3.30 | 33 | 43.4% | -0.05 | 0.0016 | -0.018 | ||||
| 80.90 | 84.60 | 1.00 | 0.0008 | 0.000 | 140 | 0.2000 | 3.40 | 21 | 41.5% | -0.06 | 0.0019 | -0.019 | ||||
| 76.20 | 79.50 | 0.99 | 0.0009 | 0.000 | 145 | 0.3000 | 3.60 | 15 | 39.5% | -0.07 | 0.0022 | -0.019 | ||||
| 71.40 | 74.70 | 0.99 | 0.0011 | 0.000 | 150 | 0.8000 | 3.50 | 20 | 37.8% | -0.08 | 0.0025 | -0.021 | ||||
| 66.70 | 70.20 | 6 | 0.98 | 0.0016 | 0.000 | 155 | 1.10 | 4.70 | 8 | 38.1% | -0.10 | 0.0030 | -0.025 | |||
| 62.00 | 65.30 | 8 | 0.97 | 0.0019 | 0.000 | 160 | 1.40 | 4.90 | 20 | 36.2% | -0.11 | 0.0034 | -0.026 | |||
| 57.40 | 60.70 | 0.97 | 0.0022 | -0.001 | 165 | 1.85 | 5.00 | 10 | 34.4% | -0.12 | 0.0039 | -0.026 | ||||
| 52.80 | 56.40 | 6 | 0.98 | 0.0020 | 0.000 | 170 | 2.25 | 5.60 | 9 | 33.1% | -0.14 | 0.0045 | -0.028 | |||
| 48.30 | 51.70 | 3 | 0.97 | 0.0027 | -0.000 | 175 | 2.80 | 6.50 | 54 | 32.2% | -0.16 | 0.0051 | -0.030 | |||
| 43.80 | 46.20 | 12 | 1.00 | 0.0013 | 0.000 | 180 | 3.50 | 7.20 | 24 | 31.1% | -0.19 | 0.0059 | -0.032 | |||
| 39.40 | 42.50 | 24 | 0.93 | 0.0046 | -0.009 | 185 | 4.10 | 7.90 | 23 | 29.6% | -0.22 | 0.0067 | -0.033 | |||
| 35.10 | 38.30 | 5 | 18.8% | 0.90 | 0.0058 | -0.016 | 190 | 5.70 | 9.00 | 61 | 29.3% | -0.25 | 0.0075 | -0.035 | ||
| 31.00 | 34.20 | 27 | 21.0% | 0.86 | 0.0069 | -0.021 | 195 | 6.50 | 10.20 | 58 | 28.0% | -0.28 | 0.0086 | -0.035 | ||
| 27.10 | 30.30 | 53 | 22.0% | 0.82 | 0.0081 | -0.027 | 200 | 8.50 | 11.50 | 90 | 27.6% | -0.33 | 0.0093 | -0.037 | ||
| 20.20 | 23.70 | 48 | 23.5% | 0.73 | 0.0106 | -0.034 | 210 | 11.30 | 15.20 | 24 | 25.7% | -0.43 | 0.0110 | -0.037 | ||
| 14.50 | 18.10 | 573 | 24.1% | 0.61 | 0.0121 | -0.039 | 220 | 16.20 | 20.00 | 64 | 24.8% | -0.54 | 0.0114 | -0.037 | ||
| 10.10 | 13.50 | 78 | 24.5% | 0.49 | 0.0124 | -0.041 | 230 | 22.50 | 25.70 | 3 | 24.2% | -0.64 | 0.0110 | -0.033 | ||
| 6.90 | 8.50 | 6 | 76 | 23.5% | 0.37 | 0.0120 | -0.037 | 240 | 28.60 | 32.30 | 22.3% | -0.74 | 0.0100 | -0.026 | ||
| 4.10 | 7.30 | 15 | 24.6% | 0.28 | 0.0101 | -0.034 | 250 | 36.30 | 39.80 | 20.8% | -0.81 | 0.0083 | -0.020 | |||
| 1.95 | 5.70 | 589 | 24.6% | 0.21 | 0.0083 | -0.028 | 260 | 44.50 | 48.00 | 17.0% | -0.87 | 0.0066 | -0.012 | |||
| 0.9500 | 4.40 | 4 | 25.0% | 0.15 | 0.0066 | -0.024 | 270 | 52.80 | 56.80 | 2 | -0.93 | 0.0048 | -0.003 | |||
| 0.4500 | 3.60 | 6 | 25.9% | 0.12 | 0.0052 | -0.020 | 280 | 62.70 | 66.00 | -0.97 | 0.0031 | 0.000 | ||||
| 0 | 3.30 | 1 | 27.1% | 0.10 | 0.0042 | -0.018 | 290 | 72.00 | 75.40 | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 2.85 | 28.5% | 0.08 | 0.0035 | -0.016 | 300 | 81.30 | 84.90 | -0.96 | 0.0027 | 0.000 | |||||
| 0 | 2.60 | 30.1% | 0.07 | 0.0030 | -0.016 | 310 | 91.00 | 94.50 | -0.97 | 0.0023 | 0.000 | |||||
| 0 | 2.45 | 31.8% | 0.07 | 0.0027 | -0.015 | 320 | 100.40 | 104.20 | -0.97 | 0.0021 | 0.000 | |||||
| 0 | 2.35 | 33.4% | 0.06 | 0.0024 | -0.015 | 330 | 110.30 | 114.00 | 1 | -0.97 | 0.0018 | 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 — Mar 19, 2027
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.