PSX chaîne d'options Phillips 66
Cboe delayed options data · au 09:41 UTC
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 ±10.1% (263.62–322.72) · ATM IV 45.4% · P/C open interest 0.35
| 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 | |
| 141.80 | 145.90 | 1 | 100.0% | 0.99 | 0.0003 | -0.048 | 150 | 0 | 2.15 | 134.6% | -0.01 | 0.0003 | -0.048 | |||
| 137.00 | 140.90 | 103.9% | 0.99 | 0.0004 | -0.049 | 155 | 0 | 2.15 | 128.8% | -0.01 | 0.0004 | -0.049 | ||||
| 132.00 | 136.00 | 102.9% | 0.99 | 0.0004 | -0.050 | 160 | 0 | 2.15 | 123.1% | -0.01 | 0.0004 | -0.051 | ||||
| 127.00 | 131.00 | 95.3% | 0.99 | 0.0004 | -0.052 | 165 | 0 | 2.15 | 117.7% | -0.01 | 0.0004 | -0.052 | ||||
| 122.10 | 126.00 | 92.2% | 0.98 | 0.0005 | -0.053 | 170 | 0 | 2.15 | 112.4% | -0.02 | 0.0005 | -0.053 | ||||
| 116.80 | 121.00 | 79.5% | 0.98 | 0.0006 | -0.054 | 175 | 0 | 2.15 | 107.2% | -0.02 | 0.0006 | -0.054 | ||||
| 112.10 | 116.10 | 82.2% | 0.98 | 0.0006 | -0.056 | 180 | 0 | 2.15 | 102.2% | -0.02 | 0.0006 | -0.056 | ||||
| 107.10 | 111.10 | 79.3% | 0.98 | 0.0007 | -0.058 | 185 | 0 | 2.20 | 97.7% | -0.02 | 0.0007 | -0.058 | ||||
| 101.90 | 106.10 | 72.6% | 0.98 | 0.0008 | -0.059 | 190 | 0 | 2.20 | 92.9% | -0.02 | 0.0008 | -0.060 | ||||
| 97.20 | 101.20 | 74.7% | 0.98 | 0.0009 | -0.061 | 195 | 0 | 2.20 | 88.2% | -0.02 | 0.0009 | -0.062 | ||||
| 92.30 | 96.20 | 70.2% | 0.97 | 0.0010 | -0.064 | 200 | 0 | 2.25 | 2 | 83.9% | -0.03 | 0.0010 | -0.064 | |||
| 87.30 | 91.30 | 68.3% | 0.97 | 0.0011 | -0.066 | 205 | 0 | 2.25 | 79.4% | -0.03 | 0.0011 | -0.066 | ||||
| 82.10 | 86.20 | 60.1% | 0.97 | 0.0013 | -0.069 | 210 | 0 | 2.30 | 75.3% | -0.03 | 0.0013 | -0.069 | ||||
| 77.40 | 81.40 | 60.7% | 0.96 | 0.0014 | -0.072 | 215 | 0 | 2.40 | 71.6% | -0.04 | 0.0015 | -0.072 | ||||
| 72.50 | 76.50 | 7 | 58.5% | 0.96 | 0.0017 | -0.075 | 220 | 0 | 1.45 | 7 | 60.7% | -0.04 | 0.0017 | -0.076 | ||
| 67.70 | 71.60 | 56.7% | 0.95 | 0.0019 | -0.080 | 225 | 0 | 2.55 | 63.8% | -0.04 | 0.0019 | -0.080 | ||||
| 62.90 | 66.80 | 7 | 55.3% | 0.95 | 0.0023 | -0.085 | 230 | 0 | 2.75 | 60.6% | -0.05 | 0.0023 | -0.085 | |||
| 58.00 | 62.00 | 52.9% | 0.94 | 0.0027 | -0.091 | 235 | 0 | 2.95 | 18 | 57.3% | -0.06 | 0.0027 | -0.091 | |||
| 53.40 | 57.30 | 1 | 51.7% | 0.93 | 0.0031 | -0.099 | 240 | 0 | 3.20 | 7 | 54.2% | -0.07 | 0.0032 | -0.099 | ||
| 48.80 | 52.70 | 1 | 50.7% | 0.92 | 0.0037 | -0.109 | 245 | 0.0500 | 3.60 | 13 | 51.7% | -0.08 | 0.0038 | -0.109 | ||
| 43.90 | 48.10 | 7 | 49.8% | 0.90 | 0.0045 | -0.121 | 250 | 0.5000 | 3.30 | 20 | 47.1% | -0.10 | 0.0045 | -0.122 | ||
| 39.60 | 43.70 | 1 | 2 | 50.3% | 0.88 | 0.0053 | -0.138 | 255 | 1.60 | 4.20 | 1 | 14 | 49.0% | -0.12 | 0.0053 | -0.138 |
| 35.50 | 39.50 | 8 | 49.1% | 0.85 | 0.0062 | -0.157 | 260 | 1.70 | 4.10 | 2 | 44.4% | -0.15 | 0.0063 | -0.158 | ||
| 31.40 | 35.40 | 3 | 47.4% | 0.81 | 0.0072 | -0.178 | 265 | 2.65 | 5.80 | 2 | 46.5% | -0.19 | 0.0073 | -0.179 | ||
| 27.70 | 31.60 | 1 | 46.9% | 0.77 | 0.0082 | -0.200 | 270 | 3.70 | 7.20 | 3 | 46.4% | -0.23 | 0.0082 | -0.201 | ||
| 24.00 | 28.30 | 2 | 47.7% | 0.72 | 0.0090 | -0.220 | 275 | 5.20 | 8.60 | 2 | 3 | 46.2% | -0.28 | 0.0091 | -0.222 | |
| 21.40 | 23.80 | 5 | 9 | 45.6% | 0.68 | 0.0097 | -0.237 | 280 | 6.80 | 9.70 | 1 | 3 | 44.9% | -0.33 | 0.0098 | -0.239 |
| 18.40 | 21.30 | 4 | 46.4% | 0.62 | 0.0102 | -0.251 | 285 | 8.90 | 11.00 | 43.6% | -0.38 | 0.0103 | -0.253 | |||
| 15.60 | 18.40 | 6 | 67 | 46.0% | 0.57 | 0.0106 | -0.259 | 290 | 10.40 | 14.20 | 1 | 44.2% | -0.43 | 0.0107 | -0.262 | |
| 13.00 | 16.30 | 2 | 46.3% | 0.52 | 0.0108 | -0.263 | 295 | 13.50 | 16.30 | 44.4% | -0.49 | 0.0109 | -0.266 | |||
| 10.90 | 12.90 | 1 | 6 | 44.6% | 0.46 | 0.0107 | -0.262 | 300 | 15.90 | 20.00 | 45.2% | -0.54 | 0.0109 | -0.266 | ||
| 9.10 | 11.60 | 6 | 3 | 45.8% | 0.41 | 0.0105 | -0.257 | 305 | 19.40 | 22.50 | 45.0% | -0.59 | 0.0107 | -0.261 | ||
| 7.20 | 10.40 | 13 | 46.2% | 0.36 | 0.0101 | -0.248 | 310 | 23.20 | 25.20 | 44.7% | -0.64 | 0.0103 | -0.252 | |||
| 5.70 | 8.80 | 1 | 31 | 46.0% | 0.32 | 0.0096 | -0.236 | 315 | 26.60 | 29.20 | 45.2% | -0.69 | 0.0098 | -0.240 | ||
| 5.20 | 6.60 | 1 | 3 | 45.7% | 0.28 | 0.0090 | -0.221 | 320 | 29.40 | 33.50 | 44.4% | -0.73 | 0.0092 | -0.226 | ||
| 3.20 | 6.40 | 1 | 3 | 45.6% | 0.24 | 0.0083 | -0.205 | 325 | 33.30 | 37.30 | 43.7% | -0.77 | 0.0085 | -0.210 | ||
| 2.35 | 4.90 | 93 | 44.4% | 0.20 | 0.0075 | -0.188 | 330 | 37.50 | 41.60 | 43.9% | -0.80 | 0.0077 | -0.194 | |||
| 1.00 | 5.40 | 2 | 45.9% | 0.17 | 0.0068 | -0.171 | 335 | 41.70 | 45.80 | 43.8% | -0.84 | 0.0070 | -0.177 | |||
| 0.1000 | 4.60 | 2 | 45.3% | 0.15 | 0.0061 | -0.155 | 340 | 46.20 | 50.30 | 43.8% | -0.86 | 0.0063 | -0.161 | |||
| 0.0500 | 4.10 | 46.1% | 0.13 | 0.0054 | -0.140 | 345 | 50.70 | 54.70 | 43.6% | -0.88 | 0.0056 | -0.146 | ||||
| 0 | 3.70 | 48.2% | 0.11 | 0.0048 | -0.126 | 350 | 55.40 | 59.70 | 43.4% | -0.90 | 0.0050 | -0.133 | ||||
| 0 | 3.40 | 49.3% | 0.09 | 0.0042 | -0.114 | 355 | 60.10 | 64.10 | 42.6% | -0.92 | 0.0044 | -0.121 | ||||
| 0 | 3.20 | 51.2% | 0.08 | 0.0037 | -0.103 | 360 | 64.90 | 68.90 | 41.8% | -0.93 | 0.0039 | -0.111 | ||||
| 0 | 2.95 | 52.7% | 0.07 | 0.0033 | -0.095 | 365 | 69.80 | 73.70 | 1 | 39.7% | -0.94 | 0.0035 | -0.102 | |||
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 13, 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.
callsputs