SO chaîne d'options The Southern Company
Cboe delayed options data · au 12:38 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 ±2.8% (85.55–90.45) · ATM IV 16.3% · P/C open interest 0.70
| 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 | |
| 41.50 | 44.40 | 5 | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.2000 | 148.4% | -0.00 | 0.0001 | -0.001 | ||||
| 39.00 | 41.90 | 5 | 1.00 | 0.0001 | 0.000 | 47.5 | 0 | 0.3000 | 10 | 146.0% | -0.00 | 0.0001 | -0.001 | |||
| 36.50 | 39.40 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 0.0500 | 4 | 107.1% | -0.00 | 0.0001 | -0.001 | ||||
| 31.50 | 33.60 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 0.0500 | 90.5% | -0.00 | 0.0003 | -0.002 | |||||
| 26.50 | 28.80 | 1.00 | 0.0006 | 0.000 | 60 | 0 | 0.0500 | 2 | 75.3% | -0.00 | 0.0006 | -0.002 | ||||
| 22.20 | 24.40 | 1.00 | 0.0011 | -0.001 | 65 | 0 | 0.1000 | 32 | 66.8% | -0.00 | 0.0011 | -0.003 | ||||
| 17.60 | 18.80 | 6 | 0.99 | 0.0025 | -0.003 | 70 | 0 | 0.1000 | 1,626 | 52.4% | -0.01 | 0.0025 | -0.005 | |||
| 12.70 | 13.80 | 1 | 0.98 | 0.0062 | -0.008 | 75 | 0 | 0.2000 | 1 | 2,267 | 43.4% | -0.02 | 0.0063 | -0.009 | ||
| 9.70 | 12.00 | 0.97 | 0.0104 | -0.011 | 77.5 | 0 | 1.50 | 10 | 59.2% | -0.03 | 0.0105 | -0.012 | ||||
| 9.20 | 10.90 | 0.97 | 0.0116 | -0.012 | 78 | 0 | 1.65 | 59.1% | -0.03 | 0.0117 | -0.013 | |||||
| 8.20 | 10.50 | 0.96 | 0.0146 | -0.013 | 79 | 0 | 1.80 | 56.7% | -0.04 | 0.0146 | -0.015 | |||||
| 7.80 | 9.40 | 1 | 30.8% | 0.95 | 0.0184 | -0.015 | 80 | 0 | 0.2000 | 2,331 | 28.8% | -0.05 | 0.0185 | -0.016 | ||
| 6.30 | 8.00 | 0.94 | 0.0234 | -0.018 | 81 | 0 | 1.75 | 47.7% | -0.06 | 0.0235 | -0.018 | |||||
| 5.30 | 7.40 | 0.92 | 0.0300 | -0.020 | 82 | 0.1000 | 0.2500 | 2 | 26.1% | -0.08 | 0.0303 | -0.021 | ||||
| 4.90 | 6.40 | 0.91 | 0.0342 | -0.022 | 82.5 | 0.1000 | 0.3000 | 4 | 168 | 25.4% | -0.09 | 0.0345 | -0.022 | |||
| 4.40 | 6.10 | 1 | 2 | 0.90 | 0.0390 | -0.023 | 83 | 0.1000 | 0.2500 | 6 | 3 | 22.9% | -0.10 | 0.0393 | -0.024 | |
| 3.40 | 5.30 | 0.87 | 0.0509 | -0.026 | 84 | 0.1500 | 0.3500 | 1 | 21.8% | -0.13 | 0.0514 | -0.027 | ||||
| 3.30 | 4.10 | 2 | 17.7% | 0.83 | 0.0665 | -0.030 | 85 | 0.2500 | 0.4000 | 2 | 1,925 | 19.9% | -0.17 | 0.0673 | -0.031 | |
| 2.60 | 3.20 | 17.9% | 0.77 | 0.0862 | -0.034 | 86 | 0.4000 | 0.6500 | 1 | 13 | 19.7% | -0.24 | 0.0874 | -0.034 | ||
| 1.90 | 3.40 | 1 | 24.8% | 0.68 | 0.1082 | -0.037 | 87 | 0.6000 | 1.35 | 2 | 3 | 21.8% | -0.32 | 0.1099 | -0.038 | |
| 1.40 | 2.10 | 58 | 16.3% | 0.63 | 0.1182 | -0.038 | 87.5 | 0.8000 | 1.20 | 5 | 2,139 | 19.4% | -0.38 | 0.1204 | -0.039 | |
| 1.10 | 1.65 | 1 | 13 | 15.2% | 0.57 | 0.1261 | -0.038 | 88 | 0.8500 | 1.30 | 1 | 227 | 17.5% | -0.44 | 0.1287 | -0.039 |
| 0.8000 | 1.10 | 1 | 25 | 16.1% | 0.44 | 0.1300 | -0.038 | 89 | 1.40 | 1.80 | 4 | 22 | 17.6% | -0.57 | 0.1333 | -0.038 |
| 0.5000 | 0.7500 | 182 | 1,496 | 16.6% | 0.32 | 0.1165 | -0.034 | 90 | 1.90 | 2.65 | 5 | 1,664 | 18.2% | -0.69 | 0.1200 | -0.035 |
| 0.2500 | 0.9500 | 46 | 20.6% | 0.22 | 0.0938 | -0.030 | 91 | 1.90 | 4.30 | 5 | 19.7% | -0.79 | 0.0971 | -0.030 | ||
| 0 | 0.6500 | 1,432 | 19.3% | 0.16 | 0.0717 | -0.025 | 92 | 3.50 | 4.40 | 20.6% | -0.86 | 0.0759 | -0.026 | |||
| 0.0500 | 0.3000 | 24 | 559 | 17.3% | 0.13 | 0.0621 | -0.023 | 92.5 | 4.10 | 4.70 | 1 | 1,301 | 21.2% | -0.88 | 0.0671 | -0.024 |
| 0.0500 | 0.8000 | 28 | 24.8% | 0.11 | 0.0538 | -0.021 | 93 | 4.40 | 5.90 | 28.2% | -0.90 | 0.0591 | -0.022 | |||
| 0 | 2.15 | 69 | 40.4% | 0.08 | 0.0404 | -0.018 | 94 | 4.70 | 7.30 | 3 | 28.4% | -0.94 | 0.0476 | -0.021 | ||
| 0 | 0.2000 | 44 | 3,331 | 21.5% | 0.06 | 0.0307 | -0.015 | 95 | 5.70 | 7.10 | 132 | -0.96 | 0.0377 | -0.018 | ||
| 0 | 2.15 | 29 | 47.7% | 0.05 | 0.0236 | -0.013 | 96 | 7.20 | 8.80 | 1 | 34.6% | -0.98 | 0.0288 | -0.015 | ||
| 0 | 1.60 | 45.8% | 0.04 | 0.0183 | -0.011 | 97 | 7.70 | 10.00 | 1 | 33.1% | -0.99 | 0.0206 | -0.012 | |||
| 0 | 0.2000 | 1,517 | 27.5% | 0.03 | 0.0162 | -0.010 | 97.5 | 8.20 | 10.50 | 2 | 34.4% | -0.99 | 0.0157 | -0.012 | ||
| 0 | 2.15 | 54.5% | 0.03 | 0.0144 | -0.009 | 98 | 8.70 | 11.00 | 35.8% | -0.99 | 0.0121 | -0.011 | ||||
| 0 | 2.15 | 57.8% | 0.02 | 0.0115 | -0.008 | 99 | 9.70 | 12.00 | 38.4% | -1.00 | 0.0067 | -0.009 | ||||
| 0 | 0.5000 | 6,408 | 40.0% | 0.02 | 0.0093 | -0.007 | 100 | 10.70 | 13.00 | 40.9% | -1.00 | 0.0032 | -0.009 | |||
| 0 | 2.15 | 63.9% | 0.02 | 0.0076 | -0.006 | 101 | 11.70 | 14.00 | 43.4% | -1.00 | 0.0013 | -0.009 | ||||
| 0 | 2.00 | 1 | 65.3% | 0.01 | 0.0062 | -0.006 | 102 | 12.70 | 15.00 | 45.8% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 2.15 | 69.8% | 0.01 | 0.0052 | -0.005 | 103 | 13.70 | 16.00 | 48.1% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 0.2000 | 1,684 | 43.4% | 0.01 | 0.0037 | -0.004 | 105 | 15.70 | 18.40 | 60.3% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.1000 | 2,890 | 47.7% | 0.00 | 0.0017 | -0.002 | 110 | 20.70 | 23.60 | 75.5% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 1.00 | 142 | 83.0% | 0.00 | 0.0009 | -0.002 | 115 | 25.70 | 28.60 | 86.6% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 0.2500 | 67 | 72.2% | 0.00 | 0.0005 | -0.001 | 120 | 30.70 | 33.00 | 83.0% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 2.15 | 121.8% | 0.00 | 0.0003 | -0.001 | 125 | 35.70 | 38.00 | 91.8% | -1.00 | 0.0000 | -0.009 | ||||
| 0 | 2.15 | 4 | 131.4% | 0.00 | 0.0002 | -0.001 | 130 | 40.70 | 43.60 | 115.6% | -1.00 | 0.0000 | -0.009 | |||
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.
callsputs