SPG chaîne d'options Simon Property Group, Inc.
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 ±3.6% (202.62–217.78) · ATM IV 20.5% · P/C open interest 0.99
| 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 | |
| 98.90 | 101.60 | 122.0% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 5 | 181.3% | 0.00 | 0.0000 | 0.000 | |||
| 93.90 | 96.80 | 145.8% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.15 | 1 | 170.3% | 0.00 | 0.0000 | 0.000 | |||
| 88.70 | 90.70 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 2.15 | 6 | 159.7% | 0.00 | 0.0000 | 0.000 | ||||
| 83.90 | 86.30 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 2.15 | 22 | 149.5% | 0.00 | 0.0000 | 0.000 | ||||
| 78.90 | 81.60 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 2.15 | 52 | 139.7% | 0.00 | 0.0000 | -0.000 | ||||
| 73.90 | 76.60 | 1.00 | 0.0000 | 0.000 | 135 | 0 | 2.15 | 22 | 130.3% | 0.00 | 0.0000 | -0.000 | ||||
| 68.90 | 71.70 | 92.8% | 1.00 | 0.0000 | 0.000 | 140 | 0 | 2.15 | 31 | 121.1% | -0.00 | 0.0000 | -0.000 | |||
| 63.90 | 66.60 | 1.00 | 0.0000 | 0.000 | 145 | 0 | 1.95 | 91 | 109.8% | -0.00 | 0.0000 | -0.000 | ||||
| 58.90 | 61.50 | 2 | 1.00 | 0.0000 | 0.000 | 150 | 0 | 1.25 | 85 | 92.4% | -0.00 | 0.0000 | -0.000 | |||
| 53.90 | 56.60 | 4 | 1.00 | 0.0000 | 0.000 | 155 | 0 | 2.15 | 167 | 95.0% | -0.00 | 0.0001 | -0.001 | |||
| 48.90 | 51.70 | 6 | 62.3% | 1.00 | 0.0000 | 0.000 | 160 | 0 | 0.3500 | 132 | 61.6% | -0.00 | 0.0001 | -0.001 | ||
| 43.90 | 46.80 | 14 | 63.2% | 1.00 | 0.0000 | 0.000 | 165 | 0 | 0.7500 | 128 | 43.1% | -0.00 | 0.0002 | -0.001 | ||
| 39.10 | 41.40 | 89 | 1.00 | 0.0000 | 0.000 | 170 | 0 | 0.6500 | 71 | 43.5% | -0.00 | 0.0004 | -0.002 | |||
| 33.90 | 36.70 | 118 | 41.3% | 1.00 | 0.0000 | 0.000 | 175 | 0 | 0.4500 | 102 | 45.0% | -0.00 | 0.0008 | -0.004 | ||
| 29.20 | 31.40 | 188 | 34.1% | 1.00 | 0.0001 | 0.000 | 180 | 0 | 0.2000 | 237 | 34.0% | -0.01 | 0.0016 | -0.007 | ||
| 23.80 | 26.40 | 114 | 1.00 | 0.0003 | 0.000 | 185 | 0.0500 | 0.3000 | 2 | 147 | 31.2% | -0.02 | 0.0035 | -0.014 | ||
| 18.90 | 21.40 | 63 | 1.00 | 0.0014 | -0.001 | 190 | 0.1000 | 0.7500 | 1,054 | 30.5% | -0.04 | 0.0074 | -0.026 | |||
| 14.30 | 16.20 | 6 | 369 | 0.98 | 0.0058 | -0.014 | 195 | 0.3500 | 1.00 | 522 | 26.9% | -0.08 | 0.0152 | -0.046 | ||
| 9.60 | 11.10 | 2 | 268 | 16.8% | 0.93 | 0.0205 | -0.052 | 200 | 0.9500 | 1.25 | 25 | 423 | 23.0% | -0.18 | 0.0280 | -0.076 |
| 2.85 | 3.20 | 26 | 725 | 20.4% | 0.50 | 0.0569 | -0.140 | 210 | 4.10 | 5.00 | 5 | 1,357 | 20.6% | -0.57 | 0.0454 | -0.110 |
| 0.4000 | 0.7500 | 56 | 674 | 22.0% | 0.12 | 0.0221 | -0.057 | 220 | 11.30 | 13.40 | 524 | 21.7% | -0.90 | 0.0208 | -0.052 | |
| 0.0500 | 0.1500 | 11 | 1,014 | 24.0% | 0.02 | 0.0052 | -0.015 | 230 | 20.90 | 23.00 | 135 | 23.6% | -0.98 | 0.0045 | -0.010 | |
| 0 | 0.1500 | 842 | 31.1% | 0.00 | 0.0011 | -0.004 | 240 | 30.80 | 33.00 | 20 | 27.6% | -1.00 | 0.0007 | 0.000 | ||
| 0 | 0.6000 | 814 | 47.7% | 0.00 | 0.0002 | -0.001 | 250 | 40.50 | 43.20 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.1500 | 88 | 43.4% | 0.00 | 0.0001 | -0.000 | 260 | 50.40 | 53.20 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7500 | 3 | 46.2% | 0.00 | 0.0000 | -0.000 | 270 | 60.40 | 63.20 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.7000 | 72.4% | 0.00 | 0.0000 | 0.000 | 280 | 71.10 | 73.00 | 68.8% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 97.1% | 0.00 | 0.0000 | 0.000 | 290 | 80.50 | 83.00 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 2.15 | 104.6% | 0.00 | 0.0000 | 0.000 | 300 | 90.50 | 93.20 | 62.9% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 2.15 | 111.7% | 0.00 | 0.0000 | 0.000 | 310 | 100.50 | 103.20 | 70.5% | -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 — 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.