SCCO chaîne d'options Southern Copper 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 ±38.6% (123.93–279.63) · ATM IV 47.4% · P/C open interest 2.22
| 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 | |
| 94.50 | 99.50 | 1 | 45.8% | 0.96 | 0.0018 | -0.014 | 105 | 2.00 | 7.00 | 10 | 51.3% | -0.07 | 0.0013 | -0.016 | ||
| 90.00 | 95.00 | 46.9% | 0.94 | 0.0020 | -0.015 | 110 | 3.00 | 7.50 | 10 | 50.7% | -0.08 | 0.0014 | -0.018 | |||
| 86.00 | 90.50 | 3 | 47.4% | 0.92 | 0.0021 | -0.015 | 115 | 3.50 | 8.50 | 2 | 49.9% | -0.10 | 0.0016 | -0.020 | ||
| 81.50 | 86.50 | 46.9% | 0.90 | 0.0021 | -0.014 | 120 | 4.50 | 9.50 | 4 | 49.5% | -0.11 | 0.0018 | -0.022 | |||
| 78.00 | 82.50 | 1 | 47.4% | 0.88 | 0.0022 | -0.017 | 125 | 6.00 | 10.50 | 204 | 49.5% | -0.12 | 0.0020 | -0.024 | ||
| 74.00 | 79.00 | 10 | 47.5% | 0.86 | 0.0023 | -0.019 | 130 | 7.00 | 12.00 | 1 | 49.3% | -0.14 | 0.0021 | -0.025 | ||
| 70.50 | 75.50 | 4 | 47.7% | 0.85 | 0.0025 | -0.022 | 135 | 8.50 | 13.50 | 30 | 49.4% | -0.15 | 0.0023 | -0.027 | ||
| 68.00 | 72.00 | 48.6% | 0.83 | 0.0027 | -0.024 | 140 | 10.00 | 14.50 | 3 | 48.7% | -0.17 | 0.0024 | -0.029 | |||
| 64.50 | 68.50 | 2 | 2 | 48.1% | 0.81 | 0.0028 | -0.026 | 145 | 11.50 | 16.00 | 4 | 48.4% | -0.19 | 0.0026 | -0.030 | |
| 61.60 | 65.50 | 1 | 28 | 48.5% | 0.79 | 0.0030 | -0.028 | 150 | 13.50 | 17.40 | 214 | 48.3% | -0.20 | 0.0028 | -0.032 | |
| 58.50 | 62.50 | 1 | 48.4% | 0.77 | 0.0031 | -0.030 | 155 | 15.00 | 20.00 | 14 | 48.5% | -0.22 | 0.0029 | -0.033 | ||
| 55.00 | 59.50 | 12 | 47.7% | 0.75 | 0.0032 | -0.032 | 160 | 17.00 | 21.50 | 17 | 48.1% | -0.24 | 0.0030 | -0.034 | ||
| 52.50 | 57.00 | 4 | 48.1% | 0.73 | 0.0033 | -0.034 | 165 | 19.00 | 24.00 | 14 | 48.3% | -0.26 | 0.0032 | -0.035 | ||
| 49.50 | 54.50 | 3 | 47.9% | 0.71 | 0.0034 | -0.035 | 170 | 21.50 | 26.00 | 28 | 48.3% | -0.28 | 0.0033 | -0.036 | ||
| 47.30 | 52.00 | 23 | 48.1% | 0.69 | 0.0035 | -0.036 | 175 | 23.50 | 28.50 | 16 | 48.1% | -0.30 | 0.0034 | -0.037 | ||
| 45.00 | 49.50 | 15 | 48.2% | 0.67 | 0.0036 | -0.037 | 180 | 26.00 | 31.00 | 7 | 48.2% | -0.31 | 0.0035 | -0.038 | ||
| 42.50 | 47.00 | 5 | 47.8% | 0.65 | 0.0037 | -0.038 | 185 | 28.50 | 33.50 | 32 | 48.1% | -0.33 | 0.0036 | -0.039 | ||
| 40.50 | 45.00 | 7 | 48.0% | 0.63 | 0.0038 | -0.039 | 190 | 31.00 | 36.00 | 116 | 47.9% | -0.35 | 0.0036 | -0.039 | ||
| 38.50 | 43.00 | 4 | 48.1% | 0.61 | 0.0038 | -0.040 | 195 | 34.00 | 38.50 | 16 | 48.0% | -0.37 | 0.0037 | -0.040 | ||
| 36.50 | 41.00 | 4 | 26 | 48.1% | 0.59 | 0.0038 | -0.041 | 200 | 36.70 | 41.50 | 4 | 31 | 46.8% | -0.39 | 0.0038 | -0.040 |
| 33.00 | 37.50 | 4 | 19 | 48.3% | 0.55 | 0.0039 | -0.042 | 210 | 42.70 | 47.50 | 2 | 48.1% | -0.43 | 0.0038 | -0.040 | |
| 29.50 | 34.00 | 43 | 48.1% | 0.52 | 0.0039 | -0.043 | 220 | 48.60 | 53.50 | 1 | 46.4% | -0.46 | 0.0039 | -0.040 | ||
| 26.50 | 31.00 | 4 | 24 | 48.1% | 0.48 | 0.0039 | -0.043 | 230 | 55.50 | 60.00 | 47.8% | -0.50 | 0.0039 | -0.039 | ||
| 23.50 | 28.00 | 20 | 47.7% | 0.45 | 0.0039 | -0.043 | 240 | 62.00 | 66.50 | 47.3% | -0.53 | 0.0039 | -0.038 | |||
| 21.00 | 25.50 | 21 | 47.6% | 0.42 | 0.0039 | -0.043 | 250 | 69.00 | 74.00 | 5 | 47.4% | -0.56 | 0.0039 | -0.037 | ||
| 18.50 | 23.50 | 8 | 47.6% | 0.39 | 0.0038 | -0.042 | 260 | 76.50 | 81.50 | 47.5% | -0.59 | 0.0039 | -0.036 | |||
| 16.50 | 21.00 | 13 | 47.2% | 0.36 | 0.0037 | -0.041 | 270 | 84.00 | 89.00 | 47.4% | -0.62 | 0.0038 | -0.034 | |||
| 14.50 | 19.50 | 37 | 47.3% | 0.34 | 0.0036 | -0.040 | 280 | 92.00 | 97.00 | 47.6% | -0.65 | 0.0038 | -0.033 | |||
| 13.00 | 17.50 | 41 | 47.2% | 0.31 | 0.0035 | -0.039 | 290 | 100.00 | 105.00 | 47.5% | -0.68 | 0.0037 | -0.031 | |||
| 11.50 | 16.00 | 47.1% | 0.29 | 0.0034 | -0.038 | 300 | 108.00 | 113.00 | 47.2% | -0.70 | 0.0037 | -0.029 | ||||
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 — Dec 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.