RIO chaîne d'options Rio Tinto Group
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 ±5.2% (97.38–108.12) · ATM IV 29.2% · P/C open interest 1.39
| 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 | |
| 48.60 | 51.80 | 1.00 | 0.0002 | 0.000 | 52.5 | 0 | 2.15 | 247 | 220.6% | -0.00 | 0.0001 | -0.001 | ||||
| 46.10 | 49.40 | 1.00 | 0.0002 | 0.000 | 55 | 0 | 2.15 | 270 | 207.6% | -0.00 | 0.0001 | -0.002 | ||||
| 43.70 | 46.90 | 1 | 113.3% | 1.00 | 0.0002 | 0.000 | 57.5 | 0 | 2.15 | 59 | 195.1% | -0.00 | 0.0002 | -0.002 | ||
| 41.30 | 44.40 | 116.3% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.6500 | 671 | 142.6% | -0.00 | 0.0002 | -0.002 | |||
| 40.20 | 40.50 | 1 | 1 | 107.8% | 1.00 | 0.0003 | 0.000 | 62.5 | 0 | 0.1000 | 410 | 100.7% | -0.00 | 0.0003 | -0.003 | |
| 36.10 | 38.80 | 3 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.1500 | 176 | 98.5% | -0.00 | 0.0004 | -0.003 | |||
| 33.30 | 36.90 | 1.00 | 0.0006 | 0.000 | 67.5 | 0 | 0.1500 | 190 | 91.2% | -0.00 | 0.0005 | -0.004 | ||||
| 32.00 | 34.80 | 1 | 122.1% | 1.00 | 0.0008 | -0.001 | 70 | 0 | 0.1500 | 1,985 | 84.2% | -0.00 | 0.0007 | -0.005 | ||
| 29.60 | 30.80 | 0.99 | 0.0010 | -0.002 | 72.5 | 0 | 0.0500 | 1,470 | 67.3% | -0.00 | 0.0010 | -0.006 | ||||
| 27.10 | 28.40 | 11 | 0.99 | 0.0014 | -0.004 | 75 | 0 | 0.2000 | 225 | 73.7% | -0.01 | 0.0014 | -0.007 | |||
| 24.60 | 25.60 | 5 | 0.99 | 0.0019 | -0.006 | 77.5 | 0 | 0.2000 | 337 | 67.0% | -0.01 | 0.0019 | -0.009 | |||
| 22.10 | 23.10 | 14 | 0.99 | 0.0027 | -0.008 | 80 | 0 | 0.1500 | 7 | 1,280 | 60.4% | -0.01 | 0.0027 | -0.011 | ||
| 19.60 | 20.60 | 0.98 | 0.0039 | -0.011 | 82.5 | 0 | 0.2000 | 1,791 | 54.0% | -0.02 | 0.0039 | -0.013 | ||||
| 17.20 | 18.30 | 143 | 0.97 | 0.0056 | -0.015 | 85 | 0.0500 | 0.1500 | 1,743 | 47.7% | -0.02 | 0.0056 | -0.017 | |||
| 14.70 | 15.70 | 2 | 0.96 | 0.0083 | -0.020 | 87.5 | 0 | 0.2500 | 824 | 46.0% | -0.04 | 0.0083 | -0.022 | |||
| 12.30 | 13.30 | 3 | 948 | 0.95 | 0.0124 | -0.027 | 90 | 0.1500 | 0.3000 | 4,446 | 41.5% | -0.05 | 0.0124 | -0.028 | ||
| 9.90 | 10.80 | 148 | 23.6% | 0.92 | 0.0188 | -0.035 | 92.5 | 0.1500 | 0.3500 | 1 | 1,401 | 35.5% | -0.08 | 0.0188 | -0.037 | |
| 7.70 | 9.00 | 1 | 402 | 35.2% | 0.87 | 0.0282 | -0.046 | 95 | 0.3500 | 0.4500 | 106 | 1,451 | 32.4% | -0.13 | 0.0283 | -0.047 |
| 5.80 | 6.30 | 334 | 30.4% | 0.80 | 0.0412 | -0.059 | 97.5 | 0.6500 | 0.8000 | 11 | 1,203 | 30.5% | -0.20 | 0.0414 | -0.059 | |
| 4.00 | 4.60 | 10 | 1,582 | 31.2% | 0.68 | 0.0557 | -0.070 | 100 | 1.25 | 1.40 | 42 | 1,111 | 29.4% | -0.32 | 0.0560 | -0.071 |
| 1.60 | 1.75 | 38 | 4,136 | 30.1% | 0.38 | 0.0614 | -0.074 | 105 | 3.60 | 3.80 | 9 | 1,311 | 28.4% | -0.62 | 0.0618 | -0.074 |
| 0.5000 | 0.6000 | 68 | 2,283 | 31.3% | 0.16 | 0.0362 | -0.052 | 110 | 7.50 | 8.30 | 241 | 34.6% | -0.84 | 0.0366 | -0.051 | |
| 0.1000 | 0.7500 | 2,746 | 32.3% | 0.07 | 0.0181 | -0.032 | 115 | 11.50 | 13.20 | 43 | 33.1% | -0.93 | 0.0185 | -0.031 | ||
| 0.0500 | 0.1500 | 3 | 420 | 38.9% | 0.04 | 0.0092 | -0.020 | 120 | 16.80 | 18.20 | 49.1% | -0.97 | 0.0100 | -0.021 | ||
| 0 | 0.2500 | 2,467 | 48.9% | 0.02 | 0.0050 | -0.013 | 125 | 21.90 | 23.10 | 58.9% | -0.99 | 0.0061 | -0.014 | |||
| 0 | 0.1000 | 1,374 | 49.8% | 0.01 | 0.0029 | -0.009 | 130 | 25.80 | 29.40 | 71.8% | -1.00 | 0.0030 | -0.007 | |||
| 0 | 0.2000 | 116 | 62.1% | 0.01 | 0.0018 | -0.006 | 135 | 31.40 | 33.80 | 80.7% | -1.00 | 0.0008 | -0.005 | |||
| 0 | 0.1500 | 12 | 66.3% | 0.00 | 0.0011 | -0.004 | 140 | 36.40 | 39.20 | 96.3% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 2.15 | 5 | 116.8% | 0.00 | 0.0007 | -0.003 | 145 | 40.70 | 44.00 | 83.0% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 1.15 | 7 | 109.1% | 0.00 | 0.0005 | -0.002 | 150 | 45.70 | 49.00 | 89.8% | -1.00 | 0.0000 | -0.005 | |||
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 18, 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.