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 ±8.9% (113.01–135.01) · ATM IV 22.3% · P/C open interest 0.82
| 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 | |
| 57.90 | 61.70 | 1 | 66.3% | 1.00 | 0.0001 | 0.000 | 65 | 0 | 0.7500 | 1,766 | 71.2% | -0.00 | 0.0003 | -0.001 | ||
| 52.70 | 56.80 | 22 | 52.8% | 1.00 | 0.0003 | 0.000 | 70 | 0 | 0.7500 | 35 | 64.0% | -0.00 | 0.0005 | -0.002 | ||
| 48.20 | 51.60 | 3 | 54.4% | 1.00 | 0.0005 | 0.000 | 75 | 0 | 0.8500 | 269 | 58.6% | -0.01 | 0.0007 | -0.003 | ||
| 43.00 | 46.70 | 10 | 43.9% | 0.99 | 0.0008 | 0.000 | 80 | 0 | 0.7500 | 55 | 50.9% | -0.01 | 0.0012 | -0.004 | ||
| 38.50 | 41.80 | 14 | 47.7% | 0.99 | 0.0014 | 0.000 | 85 | 0.0500 | 0.5000 | 302 | 42.4% | -0.02 | 0.0019 | -0.006 | ||
| 32.80 | 36.90 | 58 | 26.6% | 0.98 | 0.0024 | -0.000 | 90 | 0.0500 | 0.7500 | 253 | 39.6% | -0.03 | 0.0030 | -0.008 | ||
| 29.20 | 31.30 | 51 | 36.4% | 0.97 | 0.0040 | -0.004 | 95 | 0.0500 | 0.8000 | 425 | 34.5% | -0.05 | 0.0046 | -0.011 | ||
| 24.40 | 26.80 | 2,076 | 35.2% | 0.94 | 0.0064 | -0.009 | 100 | 0.3500 | 0.9000 | 1 | 276 | 31.8% | -0.07 | 0.0070 | -0.015 | |
| 19.50 | 21.90 | 23 | 29.8% | 0.91 | 0.0099 | -0.015 | 105 | 0.6500 | 1.00 | 3 | 274 | 28.2% | -0.11 | 0.0105 | -0.019 | |
| 15.30 | 17.30 | 65 | 28.2% | 0.85 | 0.0147 | -0.021 | 110 | 1.25 | 1.60 | 13 | 468 | 26.8% | -0.17 | 0.0150 | -0.024 | |
| 11.30 | 13.30 | 189 | 27.1% | 0.77 | 0.0202 | -0.027 | 115 | 2.05 | 2.55 | 12 | 990 | 25.1% | -0.25 | 0.0204 | -0.029 | |
| 7.70 | 9.00 | 1,957 | 23.9% | 0.66 | 0.0256 | -0.031 | 120 | 3.60 | 4.30 | 10 | 807 | 24.8% | -0.36 | 0.0258 | -0.032 | |
| 4.30 | 5.70 | 7 | 296 | 21.2% | 0.52 | 0.0290 | -0.032 | 125 | 5.70 | 6.30 | 6 | 981 | 23.5% | -0.50 | 0.0291 | -0.032 |
| 3.00 | 3.60 | 24 | 468 | 22.4% | 0.38 | 0.0284 | -0.029 | 130 | 7.60 | 9.70 | 1,386 | 21.7% | -0.65 | 0.0285 | -0.028 | |
| 1.65 | 2.20 | 19 | 201 | 22.4% | 0.25 | 0.0241 | -0.024 | 135 | 11.70 | 13.40 | 461 | 22.6% | -0.78 | 0.0239 | -0.021 | |
| 0.8500 | 1.10 | 6 | 1,117 | 21.7% | 0.15 | 0.0179 | -0.017 | 140 | 15.20 | 17.60 | 225 | 19.9% | -0.87 | 0.0172 | -0.014 | |
| 0.2500 | 1.20 | 7 | 414 | 23.9% | 0.09 | 0.0122 | -0.012 | 145 | 19.20 | 22.20 | 97 | -0.93 | 0.0112 | -0.007 | ||
| 0.1000 | 1.10 | 21 | 747 | 26.4% | 0.05 | 0.0078 | -0.008 | 150 | 24.40 | 26.90 | 320 | -0.97 | 0.0126 | -0.005 | ||
| 0 | 1.00 | 323 | 28.6% | 0.03 | 0.0049 | -0.005 | 155 | 29.40 | 32.70 | 27.7% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.2500 | 1,176 | 24.9% | 0.02 | 0.0030 | -0.003 | 160 | 33.90 | 37.90 | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.6500 | 1,694 | 32.0% | 0.01 | 0.0019 | -0.002 | 165 | 39.00 | 42.90 | 32.5% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.7500 | 515 | 35.6% | 0.01 | 0.0012 | -0.002 | 170 | 43.80 | 47.70 | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.7500 | 139 | 38.2% | 0.00 | 0.0008 | -0.001 | 175 | 49.00 | 52.90 | 38.7% | -1.00 | 0.0000 | -0.025 | |||
| 0 | 0.7500 | 30 | 40.7% | 0.00 | 0.0005 | -0.001 | 180 | 53.80 | 57.50 | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 0.7000 | 20 | 42.6% | 0.00 | 0.0004 | -0.001 | 185 | 58.80 | 62.40 | -1.00 | 0.0000 | -0.025 | ||||
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 — Jan 15, 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.