PSX chaîne d'options Phillips 66
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 ±30.9% (176.84–335.34) · ATM IV 39.0% · P/C open interest 0.54
| 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 | |
| 128.00 | 131.50 | 47.5% | 0.96 | 0.0007 | 0.000 | 130 | 0.1500 | 2.85 | 41.6% | -0.04 | 0.0008 | -0.013 | ||||
| 123.50 | 127.00 | 46.6% | 0.95 | 0.0008 | 0.000 | 135 | 1.15 | 3.30 | 43.1% | -0.05 | 0.0009 | -0.015 | ||||
| 119.10 | 123.00 | 46.7% | 0.95 | 0.0009 | -0.002 | 140 | 1.50 | 3.80 | 42.8% | -0.05 | 0.0010 | -0.016 | ||||
| 114.50 | 118.40 | 45.2% | 0.94 | 0.0011 | -0.004 | 145 | 2.80 | 4.30 | 43.9% | -0.06 | 0.0011 | -0.017 | ||||
| 110.50 | 114.50 | 45.5% | 0.93 | 0.0012 | -0.006 | 150 | 3.60 | 4.80 | 1 | 43.8% | -0.07 | 0.0012 | -0.019 | |||
| 106.00 | 110.00 | 44.2% | 0.92 | 0.0013 | -0.008 | 155 | 3.30 | 5.40 | 1 | 42.1% | -0.08 | 0.0013 | -0.021 | |||
| 101.50 | 106.00 | 43.4% | 0.91 | 0.0014 | -0.010 | 160 | 4.10 | 6.20 | 42.1% | -0.09 | 0.0015 | -0.022 | ||||
| 97.50 | 102.00 | 43.1% | 0.90 | 0.0016 | -0.013 | 165 | 4.60 | 7.00 | 41.6% | -0.10 | 0.0016 | -0.024 | ||||
| 94.00 | 97.80 | 43.0% | 0.89 | 0.0017 | -0.015 | 170 | 5.50 | 7.90 | 41.4% | -0.11 | 0.0018 | -0.026 | ||||
| 90.00 | 94.00 | 42.6% | 0.88 | 0.0019 | -0.017 | 175 | 6.50 | 8.90 | 41.3% | -0.12 | 0.0019 | -0.028 | ||||
| 86.00 | 90.00 | 41.9% | 0.87 | 0.0020 | -0.020 | 180 | 6.80 | 10.00 | 40.5% | -0.14 | 0.0021 | -0.029 | ||||
| 82.00 | 86.50 | 41.6% | 0.85 | 0.0022 | -0.022 | 185 | 8.60 | 10.70 | 2 | 40.6% | -0.15 | 0.0022 | -0.031 | |||
| 79.00 | 82.50 | 41.5% | 0.84 | 0.0023 | -0.024 | 190 | 9.50 | 12.50 | 40.7% | -0.16 | 0.0024 | -0.033 | ||||
| 75.50 | 79.00 | 41.3% | 0.82 | 0.0025 | -0.026 | 195 | 10.50 | 13.90 | 1 | 1 | 40.3% | -0.18 | 0.0025 | -0.035 | ||
| 72.00 | 75.50 | 40.9% | 0.81 | 0.0026 | -0.028 | 200 | 12.20 | 14.60 | 39.9% | -0.20 | 0.0027 | -0.036 | ||||
| 66.00 | 69.00 | 40.9% | 0.77 | 0.0029 | -0.033 | 210 | 14.50 | 17.70 | 39.1% | -0.23 | 0.0030 | -0.039 | ||||
| 59.00 | 63.00 | 1 | 40.1% | 0.74 | 0.0032 | -0.036 | 220 | 19.10 | 21.20 | 2 | 39.5% | -0.27 | 0.0033 | -0.042 | ||
| 53.50 | 57.00 | 3 | 39.7% | 0.70 | 0.0034 | -0.039 | 230 | 21.50 | 25.00 | 38.3% | -0.30 | 0.0035 | -0.044 | |||
| 49.00 | 52.00 | 40.1% | 0.66 | 0.0036 | -0.042 | 240 | 26.00 | 29.50 | 38.2% | -0.34 | 0.0037 | -0.046 | ||||
| 44.30 | 47.00 | 1 | 2 | 39.8% | 0.63 | 0.0038 | -0.044 | 250 | 31.80 | 34.00 | 38.5% | -0.38 | 0.0039 | -0.048 | ||
| 39.50 | 42.50 | 39.5% | 0.59 | 0.0039 | -0.046 | 260 | 36.00 | 40.50 | 38.4% | -0.42 | 0.0041 | -0.049 | ||||
| 34.50 | 38.50 | 38.9% | 0.55 | 0.0040 | -0.047 | 270 | 42.40 | 46.00 | 38.6% | -0.46 | 0.0042 | -0.049 | ||||
| 30.50 | 34.50 | 4 | 38.5% | 0.51 | 0.0040 | -0.048 | 280 | 48.40 | 52.00 | 38.5% | -0.50 | 0.0042 | -0.049 | |||
| 28.00 | 31.00 | 38.8% | 0.48 | 0.0040 | -0.048 | 290 | 54.00 | 58.00 | 37.8% | -0.54 | 0.0043 | -0.049 | ||||
| 25.00 | 28.00 | 14 | 38.8% | 0.44 | 0.0040 | -0.048 | 300 | 61.20 | 65.00 | 38.1% | -0.58 | 0.0043 | -0.048 | |||
| 22.00 | 25.20 | 38.6% | 0.41 | 0.0039 | -0.047 | 310 | 68.00 | 72.00 | 37.9% | -0.61 | 0.0043 | -0.047 | ||||
| 19.60 | 23.00 | 1 | 38.7% | 0.38 | 0.0039 | -0.046 | 320 | 75.70 | 79.00 | 37.8% | -0.65 | 0.0043 | -0.045 | |||
| 17.00 | 20.30 | 38.2% | 0.35 | 0.0038 | -0.045 | 330 | 83.40 | 87.00 | 37.9% | -0.68 | 0.0042 | -0.043 | ||||
| 15.00 | 18.50 | 38.3% | 0.32 | 0.0036 | -0.044 | 340 | 91.00 | 95.00 | 37.7% | -0.71 | 0.0041 | -0.041 | ||||
| 13.50 | 16.40 | 38.2% | 0.29 | 0.0035 | -0.042 | 350 | 99.50 | 103.50 | 38.0% | -0.74 | 0.0040 | -0.039 | ||||
| 11.90 | 14.80 | 38.2% | 0.27 | 0.0034 | -0.041 | 360 | 108.00 | 111.50 | 37.8% | -0.77 | 0.0040 | -0.037 | ||||
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 — Sep 17, 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.