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 ±5.6% (117.06–130.96) · ATM IV 23.4% · P/C open interest 0.89
| 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 | |
| 47.70 | 50.60 | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.5000 | 1 | 88.6% | -0.00 | 0.0001 | -0.001 | ||||
| 43.00 | 45.90 | 54.3% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 0.7000 | 2 | 83.4% | -0.00 | 0.0002 | -0.001 | |||
| 37.80 | 40.70 | 1.00 | 0.0005 | 0.000 | 85 | 0 | 0.7500 | 74.4% | -0.00 | 0.0005 | -0.002 | |||||
| 33.00 | 35.70 | 0.99 | 0.0009 | 0.000 | 90 | 0 | 0.7500 | 6 | 64.9% | -0.01 | 0.0009 | -0.004 | ||||
| 27.80 | 31.00 | 0.99 | 0.0018 | -0.002 | 95 | 0 | 0.8000 | 1 | 56.6% | -0.01 | 0.0018 | -0.006 | ||||
| 23.60 | 25.80 | 1 | 40.7% | 0.98 | 0.0035 | -0.007 | 100 | 0 | 0.6500 | 45.6% | -0.02 | 0.0035 | -0.010 | |||
| 19.00 | 20.90 | 39.1% | 0.96 | 0.0068 | -0.013 | 105 | 0.1000 | 0.2500 | 43 | 10 | 32.9% | -0.04 | 0.0068 | -0.016 | ||
| 14.20 | 16.00 | 32.8% | 0.92 | 0.0129 | -0.023 | 110 | 0.2000 | 0.4500 | 59 | 824 | 29.0% | -0.08 | 0.0130 | -0.025 | ||
| 10.10 | 10.90 | 6 | 6 | 28.4% | 0.85 | 0.0233 | -0.036 | 115 | 0.7000 | 0.8500 | 329 | 156 | 26.8% | -0.15 | 0.0236 | -0.037 |
| 6.00 | 7.10 | 1 | 3 | 26.5% | 0.71 | 0.0374 | -0.049 | 120 | 1.55 | 1.90 | 66 | 544 | 24.6% | -0.30 | 0.0381 | -0.050 |
| 2.90 | 3.60 | 92 | 150 | 23.4% | 0.50 | 0.0469 | -0.053 | 125 | 3.40 | 4.00 | 14 | 2,585 | 23.5% | -0.51 | 0.0484 | -0.054 |
| 1.20 | 1.60 | 76 | 115 | 22.9% | 0.27 | 0.0405 | -0.043 | 130 | 6.50 | 7.60 | 57 | 3,630 | 24.3% | -0.75 | 0.0432 | -0.045 |
| 0.2500 | 0.5500 | 110 | 1,394 | 21.3% | 0.12 | 0.0246 | -0.026 | 135 | 10.60 | 11.70 | 13 | 245 | 23.6% | -0.91 | 0.0284 | -0.029 |
| 0 | 0.2000 | 28 | 690 | 23.4% | 0.05 | 0.0124 | -0.014 | 140 | 15.00 | 16.70 | 3 | 159 | -0.99 | 0.0102 | -0.016 | |
| 0 | 0.1500 | 483 | 25.0% | 0.02 | 0.0059 | -0.007 | 145 | 20.00 | 21.70 | 2 | 5 | -1.00 | 0.0000 | -0.016 | ||
| 0 | 0.1000 | 4 | 2,444 | 28.0% | 0.01 | 0.0029 | -0.004 | 150 | 24.70 | 27.40 | 40.3% | -1.00 | 0.0000 | -0.016 | ||
| 0 | 0.1500 | 3 | 866 | 34.0% | 0.01 | 0.0015 | -0.002 | 155 | 29.70 | 32.40 | 45.7% | -1.00 | 0.0000 | -0.016 | ||
| 0 | 0.0500 | 2,772 | 33.4% | 0.00 | 0.0008 | -0.001 | 160 | 34.70 | 37.40 | 50.8% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 197 | 53.6% | 0.00 | 0.0004 | -0.001 | 165 | 39.00 | 42.80 | -1.00 | 0.0000 | -0.016 | ||||
| 0 | 0.4500 | 33 | 53.9% | 0.00 | 0.0002 | -0.001 | 170 | 44.70 | 47.60 | 63.7% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 5 | 62.4% | 0.00 | 0.0001 | -0.000 | 175 | 49.70 | 52.40 | 64.8% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 16 | 66.5% | 0.00 | 0.0001 | -0.000 | 180 | 54.50 | 57.60 | 69.1% | -1.00 | 0.0000 | -0.016 | |||
| 0 | 0.7000 | 70.4% | 0.00 | 0.0001 | -0.000 | 185 | 59.50 | 62.60 | 73.2% | -1.00 | 0.0000 | -0.016 | ||||
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.