RTX chaîne d'options RTX Corporation
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 ±13.3% (167.41–218.91) · ATM IV 28.6% · P/C open interest 0.32
| 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 | |
| 76.65 | 80.45 | 5 | 47.4% | 0.99 | 0.0005 | 0.000 | 115 | 0 | 0.6800 | 67 | 45.4% | -0.01 | 0.0006 | -0.004 | ||
| 71.90 | 74.75 | 2 | 36.4% | 0.99 | 0.0007 | 0.000 | 120 | 0 | 0.3500 | 26 | 38.1% | -0.01 | 0.0008 | -0.006 | ||
| 67.70 | 70.10 | 6 | 6,708 | 43.6% | 0.98 | 0.0010 | 0.000 | 125 | 0 | 0.6300 | 3 | 38.5% | -0.02 | 0.0010 | -0.007 | |
| 62.10 | 65.70 | 39.3% | 0.98 | 0.0013 | -0.001 | 130 | 0.0100 | 0.5400 | 186 | 34.7% | -0.02 | 0.0014 | -0.009 | |||
| 58.00 | 61.00 | 51 | 41.5% | 0.97 | 0.0017 | -0.003 | 135 | 0.2000 | 0.8800 | 43 | 35.7% | -0.03 | 0.0018 | -0.011 | ||
| 52.60 | 56.10 | 10 | 36.1% | 0.96 | 0.0023 | -0.006 | 140 | 0.5000 | 1.48 | 34 | 34.9% | -0.04 | 0.0024 | -0.014 | ||
| 47.85 | 51.45 | 34.8% | 0.95 | 0.0029 | -0.010 | 145 | 0.5800 | 1.36 | 24 | 33.6% | -0.06 | 0.0031 | -0.017 | |||
| 43.35 | 46.90 | 105 | 34.2% | 0.93 | 0.0038 | -0.014 | 150 | 0.6200 | 1.85 | 2 | 28 | 32.3% | -0.07 | 0.0039 | -0.020 | |
| 38.85 | 41.65 | 5 | 31.0% | 0.91 | 0.0047 | -0.019 | 155 | 1.31 | 1.97 | 148 | 31.3% | -0.10 | 0.0049 | -0.024 | ||
| 34.50 | 38.05 | 4 | 32.2% | 0.88 | 0.0058 | -0.024 | 160 | 1.88 | 2.66 | 3 | 89 | 30.9% | -0.13 | 0.0060 | -0.029 | |
| 30.25 | 33.90 | 25 | 31.4% | 0.84 | 0.0070 | -0.029 | 165 | 2.65 | 4.45 | 176 | 32.2% | -0.16 | 0.0072 | -0.034 | ||
| 26.35 | 30.00 | 4 | 31.0% | 0.80 | 0.0083 | -0.034 | 170 | 2.99 | 4.45 | 1 | 144 | 28.8% | -0.20 | 0.0085 | -0.038 | |
| 23.35 | 26.15 | 1 | 34 | 31.3% | 0.76 | 0.0095 | -0.039 | 175 | 5.05 | 6.15 | 1 | 339 | 30.4% | -0.25 | 0.0097 | -0.043 |
| 19.45 | 22.00 | 3 | 32 | 29.2% | 0.70 | 0.0106 | -0.043 | 180 | 5.60 | 7.20 | 12 | 387 | 28.1% | -0.31 | 0.0108 | -0.046 |
| 16.00 | 19.80 | 32 | 29.7% | 0.65 | 0.0114 | -0.047 | 185 | 7.25 | 9.15 | 2 | 422 | 27.8% | -0.36 | 0.0118 | -0.049 | |
| 13.60 | 16.10 | 5 | 263 | 28.9% | 0.59 | 0.0121 | -0.049 | 190 | 10.55 | 11.35 | 9 | 524 | 28.9% | -0.43 | 0.0125 | -0.051 |
| 10.80 | 13.25 | 1 | 80 | 28.0% | 0.53 | 0.0124 | -0.051 | 195 | 12.20 | 15.25 | 424 | 29.3% | -0.49 | 0.0129 | -0.052 | |
| 9.95 | 11.15 | 5 | 513 | 29.4% | 0.47 | 0.0124 | -0.051 | 200 | 14.30 | 17.75 | 1 | 186 | 28.0% | -0.55 | 0.0130 | -0.052 |
| 5.10 | 7.65 | 2 | 270 | 27.5% | 0.35 | 0.0116 | -0.047 | 210 | 21.05 | 24.70 | 11 | 183 | 28.3% | -0.67 | 0.0124 | -0.048 |
| 4.00 | 5.05 | 10 | 798 | 28.9% | 0.25 | 0.0101 | -0.041 | 220 | 28.75 | 32.45 | 102 | 28.3% | -0.78 | 0.0108 | -0.041 | |
| 2.52 | 3.75 | 1 | 1,246 | 29.9% | 0.18 | 0.0081 | -0.033 | 230 | 37.95 | 40.95 | 3 | 29.5% | -0.86 | 0.0085 | -0.030 | |
| 0.8400 | 2.05 | 23 | 183 | 27.5% | 0.12 | 0.0063 | -0.026 | 240 | 47.05 | 50.10 | 29.9% | -0.92 | 0.0066 | -0.020 | ||
| 0.6600 | 1.42 | 1 | 211 | 28.9% | 0.08 | 0.0047 | -0.020 | 250 | 56.20 | 59.80 | 29.5% | -0.96 | 0.0067 | -0.021 | ||
| 0.2200 | 1.04 | 181 | 29.1% | 0.06 | 0.0035 | -0.016 | 260 | 66.05 | 69.60 | -0.99 | 0.0025 | -0.025 | ||||
| 0 | 1.07 | 133 | 31.1% | 0.04 | 0.0026 | -0.013 | 270 | 75.80 | 79.50 | -1.00 | 0.0000 | -0.025 | ||||
| 0 | 1.29 | 36 | 35.0% | 0.03 | 0.0020 | -0.011 | 280 | 85.50 | 89.70 | -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 — Feb 19, 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.