PLD chaîne d'options Prologis, Inc.
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 ±6.7% (128.07–146.47) · ATM IV 23.6% · P/C open interest 0.65
| 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 | |
| 55.40 | 59.40 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 0.7500 | 84.0% | -0.00 | 0.0002 | -0.002 | |||||
| 50.40 | 54.40 | 1.00 | 0.0001 | 0.000 | 85 | 0 | 0.7500 | 75.7% | -0.00 | 0.0004 | -0.003 | |||||
| 45.50 | 49.40 | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.7500 | 67.9% | -0.01 | 0.0006 | -0.004 | |||||
| 40.40 | 44.50 | 1.00 | 0.0005 | 0.000 | 95 | 0 | 0.8500 | 2 | 61.8% | -0.01 | 0.0010 | -0.005 | ||||
| 35.50 | 39.50 | 1.00 | 0.0010 | 0.000 | 100 | 0 | 0.7500 | 53.2% | -0.01 | 0.0016 | -0.007 | |||||
| 30.60 | 34.50 | 0.99 | 0.0020 | -0.002 | 105 | 0 | 0.7500 | 4 | 46.3% | -0.02 | 0.0026 | -0.010 | ||||
| 25.50 | 29.50 | 7 | 0.98 | 0.0039 | -0.008 | 110 | 0.0500 | 0.7500 | 4 | 40.1% | -0.03 | 0.0043 | -0.014 | |||
| 20.90 | 24.60 | 31.8% | 0.96 | 0.0070 | -0.015 | 115 | 0.0500 | 0.8000 | 6 | 33.9% | -0.05 | 0.0070 | -0.019 | |||
| 17.00 | 19.00 | 3 | 29.7% | 0.92 | 0.0117 | -0.023 | 120 | 0.4000 | 0.8500 | 38 | 30.2% | -0.09 | 0.0115 | -0.026 | ||
| 12.50 | 15.10 | 4 | 30.4% | 0.86 | 0.0184 | -0.032 | 125 | 0.9500 | 1.00 | 10 | 250 | 26.7% | -0.15 | 0.0183 | -0.034 | |
| 8.50 | 9.70 | 6 | 23.9% | 0.76 | 0.0271 | -0.040 | 130 | 1.80 | 1.90 | 113 | 370 | 24.9% | -0.25 | 0.0279 | -0.043 | |
| 5.10 | 6.40 | 1 | 72 | 23.4% | 0.61 | 0.0358 | -0.046 | 135 | 3.30 | 3.60 | 5 | 1,327 | 23.8% | -0.41 | 0.0377 | -0.049 |
| 2.80 | 3.10 | 17 | 46 | 21.3% | 0.42 | 0.0382 | -0.045 | 140 | 5.40 | 6.60 | 202 | 23.2% | -0.61 | 0.0411 | -0.048 | |
| 1.35 | 1.85 | 3 | 155 | 22.4% | 0.25 | 0.0313 | -0.036 | 145 | 8.60 | 10.00 | 132 | 21.2% | -0.79 | 0.0331 | -0.037 | |
| 0.6500 | 0.8000 | 7 | 1,165 | 22.3% | 0.14 | 0.0211 | -0.026 | 150 | 12.80 | 14.40 | 62 | 20.0% | -0.91 | 0.0203 | -0.023 | |
| 0.2000 | 0.5000 | 1,231 | 23.2% | 0.08 | 0.0131 | -0.018 | 155 | 16.70 | 19.10 | 2 | -0.96 | 0.0106 | -0.011 | |||
| 0 | 0.4500 | 270 | 25.4% | 0.05 | 0.0080 | -0.012 | 160 | 21.50 | 25.00 | 370 | -0.98 | 0.0052 | -0.004 | |||
| 0 | 0.7000 | 61 | 32.0% | 0.03 | 0.0050 | -0.009 | 165 | 26.50 | 30.50 | 31.6% | -0.99 | 0.0026 | 0.000 | |||
| 0 | 0.7500 | 1,248 | 36.5% | 0.02 | 0.0032 | -0.006 | 170 | 31.40 | 35.50 | 33.6% | -1.00 | 0.0013 | 0.000 | |||
| 0 | 0.5000 | 1 | 37.5% | 0.01 | 0.0021 | -0.005 | 175 | 36.40 | 40.30 | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 0.7500 | 44.0% | 0.01 | 0.0014 | -0.003 | 180 | 41.40 | 45.50 | 41.3% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.7500 | 20 | 47.6% | 0.01 | 0.0010 | -0.003 | 185 | 46.40 | 50.50 | 45.0% | -1.00 | 0.0002 | 0.000 | |||
| 0 | 0.7500 | 50.9% | 0.00 | 0.0007 | -0.002 | 190 | 51.40 | 55.50 | 48.5% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.7500 | 54.2% | 0.00 | 0.0005 | -0.002 | 195 | 56.40 | 60.40 | 48.9% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.7500 | 57.3% | 0.00 | 0.0004 | -0.001 | 200 | 61.40 | 65.50 | 55.4% | -1.00 | 0.0000 | 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 16, 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.