RTX chaîne d'options RTX Corporation
Cboe delayed options data · au 12:40 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 ±8.3% (175.93–207.83) · ATM IV 32.3% · P/C open interest 1.07
| 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 | |
| 93.00 | 95.90 | 93.7% | 1.00 | 0.0000 | -0.000 | 100 | 0 | 0.1300 | 4 | 29 | 84.7% | -0.00 | 0.0000 | -0.000 | ||
| 88.00 | 90.90 | 85.6% | 1.00 | 0.0000 | -0.000 | 105 | 0 | 2.13 | 6 | 120.0% | -0.00 | 0.0000 | -0.000 | |||
| 82.75 | 86.15 | 7 | 77.8% | 1.00 | 0.0000 | -0.000 | 110 | 0 | 2.13 | 36 | 112.1% | -0.00 | 0.0000 | -0.001 | ||
| 77.85 | 81.15 | 9 | 74.8% | 1.00 | 0.0001 | -0.001 | 115 | 0 | 2.13 | 14 | 104.6% | -0.00 | 0.0001 | -0.001 | ||
| 72.70 | 76.00 | 12 | 1.00 | 0.0001 | -0.001 | 120 | 0 | 2.13 | 45 | 97.3% | -0.00 | 0.0001 | -0.002 | |||
| 68.10 | 71.05 | 35 | 66.1% | 1.00 | 0.0002 | -0.002 | 125 | 0.0100 | 0.0900 | 2 | 32 | 56.4% | -0.00 | 0.0002 | -0.003 | |
| 62.65 | 66.00 | 11 | 1.00 | 0.0003 | -0.003 | 130 | 0.0100 | 0.0700 | 12 | 280 | 50.5% | -0.00 | 0.0003 | -0.004 | ||
| 58.15 | 61.10 | 10 | 56.3% | 0.99 | 0.0005 | -0.005 | 135 | 0.0300 | 0.0800 | 3 | 165 | 47.9% | -0.01 | 0.0005 | -0.006 | |
| 52.80 | 56.10 | 13 | 0.99 | 0.0007 | -0.007 | 140 | 0.0300 | 0.1200 | 2 | 179 | 45.2% | -0.01 | 0.0008 | -0.008 | ||
| 47.70 | 50.45 | 12 | 0.99 | 0.0010 | -0.009 | 145 | 0.0300 | 0.3500 | 340 | 46.5% | -0.01 | 0.0012 | -0.010 | |||
| 43.30 | 45.60 | 28 | 0.98 | 0.0016 | -0.012 | 150 | 0.0500 | 0.1500 | 886 | 38.0% | -0.02 | 0.0017 | -0.014 | |||
| 38.40 | 41.30 | 12 | 41.3% | 0.98 | 0.0024 | -0.017 | 155 | 0.0300 | 0.3200 | 21 | 444 | 36.7% | -0.03 | 0.0026 | -0.019 | |
| 33.15 | 35.85 | 1 | 33 | 0.96 | 0.0036 | -0.024 | 160 | 0.1000 | 0.4200 | 14 | 1,132 | 34.4% | -0.04 | 0.0039 | -0.026 | |
| 28.15 | 30.95 | 23 | 0.94 | 0.0054 | -0.033 | 165 | 0.5000 | 0.8100 | 36 | 5,611 | 36.1% | -0.06 | 0.0058 | -0.036 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 167.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 23.80 | 26.15 | 8 | 72 | 28.0% | 0.91 | 0.0079 | -0.046 | 170 | 0.8900 | 1.03 | 29 | 516 | 34.1% | -0.10 | 0.0083 | -0.049 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 172.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 19.40 | 21.90 | 1 | 63 | 30.0% | 0.86 | 0.0111 | -0.061 | 175 | 1.35 | 1.64 | 34 | 1,006 | 32.7% | -0.15 | 0.0115 | -0.064 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 177.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.80 | 17.75 | 4 | 146 | 31.6% | 0.80 | 0.0146 | -0.078 | 180 | 2.28 | 2.69 | 605 | 1,496 | 32.6% | -0.21 | 0.0150 | -0.080 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 182.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 12.50 | 13.55 | 42 | 176 | 31.0% | 0.72 | 0.0178 | -0.093 | 185 | 3.65 | 4.10 | 40 | 1,735 | 32.3% | -0.30 | 0.0181 | -0.094 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 187.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 9.40 | 10.30 | 83 | 1,089 | 31.0% | 0.62 | 0.0203 | -0.103 | 190 | 5.25 | 6.95 | 30 | 844 | 33.6% | -0.40 | 0.0204 | -0.104 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 192.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 6.75 | 7.50 | 114 | 713 | 30.6% | 0.51 | 0.0214 | -0.107 | 195 | 7.55 | 8.65 | 31 | 819 | 31.8% | -0.50 | 0.0213 | -0.107 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 197.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 4.75 | 5.40 | 428 | 2,143 | 30.8% | 0.41 | 0.0209 | -0.104 | 200 | 10.40 | 11.45 | 6 | 692 | 31.3% | -0.60 | 0.0206 | -0.102 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 202.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 205 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 207.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.13 | 2.37 | 169 | 1,618 | 30.6% | 0.23 | 0.0163 | -0.081 | 210 | 17.15 | 19.50 | 617 | 32.1% | -0.78 | 0.0159 | -0.079 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 212.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 215 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9100 | 1.04 | 231 | 3,202 | 31.4% | 0.11 | 0.0102 | -0.051 | 220 | 25.85 | 28.65 | 101 | 35.3% | -0.89 | 0.0100 | -0.050 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 225 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3500 | 0.4900 | 113 | 1,981 | 32.5% | 0.05 | 0.0056 | -0.030 | 230 | 34.60 | 37.65 | 30.5% | -0.95 | 0.0062 | -0.034 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 235 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 0.3500 | 47 | 1,720 | 35.0% | 0.03 | 0.0031 | -0.018 | 240 | 44.60 | 47.40 | 30.2% | -0.98 | 0.0033 | -0.020 | ||
| 0.0100 | 0.1700 | 1,085 | 35.6% | 0.01 | 0.0017 | -0.011 | 250 | 54.40 | 58.15 | 46.7% | -1.00 | 0.0012 | -0.006 | |||
| 0 | 0.4600 | 352 | 45.8% | 0.01 | 0.0010 | -0.008 | 260 | 64.30 | 68.15 | 51.6% | -1.00 | 0.0003 | -0.001 | |||
| 0 | 0.1000 | 407 | 41.8% | 0.01 | 0.0007 | -0.005 | 270 | 74.30 | 78.20 | 57.9% | -1.00 | 0.0001 | -0.000 | |||
| 0 | 2.14 | 398 | 71.8% | 0.00 | 0.0004 | -0.004 | 280 | 84.30 | 88.20 | 63.3% | -1.00 | 0.0000 | 0.000 | |||
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.
callsputs