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 ±21.9% (164.20–256.20) · ATM IV 24.5% · P/C open interest 1.02
| 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 | |
| 97.50 | 102.50 | 1.00 | 0.0001 | -0.058 | 110 | 1.45 | 3.60 | 524 | 39.8% | -0.05 | 0.0012 | -0.009 | ||||
| 92.50 | 97.50 | 2 | 0.99 | 0.0009 | -0.036 | 115 | 1.70 | 3.80 | 30 | 38.3% | -0.06 | 0.0013 | -0.009 | |||
| 87.50 | 92.50 | 6 | 0.98 | 0.0017 | -0.016 | 120 | 1.95 | 3.80 | 22 | 36.4% | -0.06 | 0.0015 | -0.010 | |||
| 83.00 | 87.50 | 84 | 33.1% | 0.97 | 0.0022 | -0.004 | 125 | 1.15 | 4.00 | 5 | 33.3% | -0.07 | 0.0017 | -0.010 | ||
| 78.00 | 82.10 | 102 | 0.95 | 0.0023 | -0.001 | 130 | 2.55 | 4.30 | 15 | 33.8% | -0.08 | 0.0019 | -0.011 | |||
| 74.10 | 77.50 | 23 | 31.2% | 0.94 | 0.0021 | -0.003 | 135 | 2.95 | 4.70 | 64 | 32.8% | -0.09 | 0.0022 | -0.012 | ||
| 69.00 | 73.20 | 13 | 29.8% | 0.92 | 0.0024 | -0.004 | 140 | 3.40 | 5.20 | 318 | 31.8% | -0.10 | 0.0025 | -0.013 | ||
| 65.70 | 69.00 | 10 | 31.1% | 0.91 | 0.0028 | -0.006 | 145 | 3.90 | 6.10 | 251 | 31.3% | -0.12 | 0.0028 | -0.013 | ||
| 60.50 | 64.50 | 14 | 28.9% | 0.89 | 0.0031 | -0.007 | 150 | 4.50 | 6.50 | 108 | 30.2% | -0.13 | 0.0031 | -0.014 | ||
| 56.50 | 60.50 | 9 | 28.7% | 0.87 | 0.0034 | -0.009 | 155 | 5.20 | 7.00 | 189 | 29.2% | -0.15 | 0.0034 | -0.015 | ||
| 52.50 | 56.10 | 23 | 27.8% | 0.85 | 0.0038 | -0.010 | 160 | 6.00 | 8.10 | 27 | 28.8% | -0.17 | 0.0038 | -0.016 | ||
| 49.60 | 52.40 | 26 | 28.3% | 0.83 | 0.0042 | -0.011 | 165 | 6.90 | 9.00 | 63 | 28.1% | -0.19 | 0.0042 | -0.017 | ||
| 45.30 | 48.60 | 32 | 27.3% | 0.81 | 0.0045 | -0.013 | 170 | 8.00 | 11.00 | 54 | 28.2% | -0.21 | 0.0046 | -0.017 | ||
| 41.50 | 45.50 | 19 | 27.1% | 0.78 | 0.0049 | -0.014 | 175 | 9.10 | 11.60 | 40 | 27.2% | -0.24 | 0.0050 | -0.018 | ||
| 38.00 | 41.30 | 658 | 26.1% | 0.75 | 0.0053 | -0.015 | 180 | 11.10 | 13.50 | 37 | 27.5% | -0.26 | 0.0053 | -0.019 | ||
| 34.50 | 38.60 | 75 | 25.9% | 0.72 | 0.0056 | -0.016 | 185 | 11.80 | 14.20 | 12 | 26.0% | -0.29 | 0.0057 | -0.019 | ||
| 31.50 | 35.40 | 97 | 25.6% | 0.69 | 0.0060 | -0.017 | 190 | 13.30 | 16.10 | 105 | 25.7% | -0.32 | 0.0060 | -0.020 | ||
| 28.50 | 33.00 | 45 | 25.5% | 0.66 | 0.0063 | -0.018 | 195 | 15.20 | 18.30 | 7 | 25.6% | -0.35 | 0.0064 | -0.020 | ||
| 26.00 | 30.00 | 74 | 25.2% | 0.63 | 0.0066 | -0.019 | 200 | 17.10 | 20.80 | 123 | 25.5% | -0.38 | 0.0066 | -0.020 | ||
| 21.00 | 25.00 | 117 | 24.7% | 0.57 | 0.0070 | -0.020 | 210 | 21.90 | 24.10 | 127 | 24.4% | -0.45 | 0.0070 | -0.020 | ||
| 18.30 | 20.50 | 172 | 25.0% | 0.50 | 0.0072 | -0.020 | 220 | 26.50 | 30.80 | 139 | 24.4% | -0.52 | 0.0072 | -0.019 | ||
| 14.40 | 16.80 | 78 | 24.5% | 0.43 | 0.0072 | -0.020 | 230 | 32.50 | 37.00 | 10 | 24.2% | -0.59 | 0.0073 | -0.018 | ||
| 11.10 | 13.50 | 378 | 24.0% | 0.37 | 0.0070 | -0.019 | 240 | 39.00 | 42.80 | 2 | 23.4% | -0.65 | 0.0072 | -0.016 | ||
| 7.70 | 10.80 | 212 | 23.1% | 0.31 | 0.0066 | -0.018 | 250 | 46.50 | 50.50 | 1 | 23.6% | -0.71 | 0.0069 | -0.014 | ||
| 5.50 | 8.50 | 134 | 22.6% | 0.26 | 0.0061 | -0.016 | 260 | 54.00 | 57.20 | 22.5% | -0.77 | 0.0065 | -0.012 | |||
| 4.30 | 6.30 | 1 | 43 | 22.3% | 0.22 | 0.0055 | -0.015 | 270 | 62.50 | 65.90 | 22.9% | -0.82 | 0.0062 | -0.009 | ||
| 3.90 | 5.30 | 79 | 23.1% | 0.18 | 0.0049 | -0.013 | 280 | 71.50 | 74.40 | 22.8% | -0.88 | 0.0068 | -0.009 | |||
| 2.70 | 4.30 | 22.9% | 0.15 | 0.0043 | -0.011 | 290 | 80.50 | 84.50 | 23.8% | -0.93 | 0.0065 | -0.015 | ||||
| 2.10 | 3.30 | 24 | 22.8% | 0.12 | 0.0038 | -0.010 | 300 | 89.50 | 94.50 | 23.7% | -0.98 | 0.0038 | 0.000 | |||
| 0.9500 | 2.65 | 22.1% | 0.10 | 0.0032 | -0.009 | 310 | 99.50 | 104.50 | 25.6% | -0.99 | 0.0011 | 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 — Jan 21, 2028
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.