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 ±5.4% (194.79–217.09) · ATM IV 22.1% · P/C open interest 0.53
| 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 | |
| 94.40 | 98.30 | 85.5% | 1.00 | 0.0001 | 0.000 | 110 | 0 | 2.15 | 128.6% | -0.00 | 0.0001 | -0.001 | ||||
| 89.40 | 93.40 | 83.3% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 120.7% | -0.00 | 0.0001 | -0.002 | ||||
| 84.40 | 88.30 | 67.4% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.15 | 113.1% | -0.00 | 0.0001 | -0.002 | ||||
| 79.40 | 83.30 | 54.2% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 105.9% | -0.00 | 0.0001 | -0.003 | ||||
| 74.50 | 78.30 | 59.8% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 2.15 | 98.8% | -0.00 | 0.0002 | -0.003 | ||||
| 69.50 | 73.40 | 59.2% | 1.00 | 0.0002 | 0.000 | 135 | 0 | 2.15 | 92.0% | -0.00 | 0.0002 | -0.004 | ||||
| 64.40 | 68.40 | 1.00 | 0.0003 | 0.000 | 140 | 0 | 2.15 | 85.4% | -0.00 | 0.0003 | -0.005 | |||||
| 59.50 | 63.40 | 44.5% | 0.99 | 0.0005 | 0.000 | 145 | 0 | 2.15 | 79.0% | -0.00 | 0.0005 | -0.006 | ||||
| 54.50 | 58.40 | 0.99 | 0.0006 | -0.000 | 150 | 0 | 2.15 | 72.8% | -0.01 | 0.0006 | -0.007 | |||||
| 49.60 | 53.50 | 42.7% | 0.99 | 0.0009 | -0.003 | 155 | 0 | 2.15 | 1 | 66.7% | -0.01 | 0.0009 | -0.009 | |||
| 44.70 | 48.60 | 42.4% | 0.99 | 0.0013 | -0.006 | 160 | 0 | 2.20 | 10 | 61.1% | -0.01 | 0.0013 | -0.012 | |||
| 39.60 | 42.30 | 0.98 | 0.0019 | -0.010 | 165 | 0 | 2.25 | 22 | 55.5% | -0.02 | 0.0019 | -0.015 | ||||
| 34.80 | 37.50 | 1 | 0.97 | 0.0028 | -0.015 | 170 | 0.0500 | 0.7000 | 5 | 39.0% | -0.03 | 0.0028 | -0.019 | |||
| 29.80 | 32.40 | 0.96 | 0.0042 | -0.021 | 175 | 0.1000 | 0.7500 | 34 | 35.0% | -0.04 | 0.0042 | -0.025 | ||||
| 25.00 | 28.00 | 1 | 0.94 | 0.0062 | -0.030 | 180 | 0.2000 | 0.7500 | 135 | 30.9% | -0.06 | 0.0062 | -0.033 | |||
| 20.50 | 23.00 | 1 | 20.7% | 0.91 | 0.0091 | -0.040 | 185 | 0.5000 | 0.8000 | 128 | 28.0% | -0.09 | 0.0092 | -0.043 | ||
| 15.90 | 18.50 | 22.2% | 0.87 | 0.0133 | -0.052 | 190 | 0.8500 | 1.20 | 1 | 130 | 26.0% | -0.13 | 0.0134 | -0.055 | ||
| 12.10 | 13.80 | 161 | 22.2% | 0.80 | 0.0188 | -0.066 | 195 | 1.50 | 2.00 | 4 | 177 | 24.8% | -0.20 | 0.0190 | -0.068 | |
| 9.20 | 9.90 | 20 | 113 | 23.7% | 0.70 | 0.0248 | -0.078 | 200 | 2.60 | 2.95 | 2 | 330 | 23.0% | -0.31 | 0.0252 | -0.080 |
| 3.60 | 4.00 | 15 | 675 | 21.8% | 0.41 | 0.0300 | -0.080 | 210 | 7.00 | 7.70 | 101 | 22.5% | -0.60 | 0.0311 | -0.083 | |
| 0.9500 | 1.20 | 3 | 820 | 21.2% | 0.17 | 0.0194 | -0.051 | 220 | 13.80 | 16.40 | 8 | 24.5% | -0.86 | 0.0211 | -0.054 | |
| 0.2000 | 0.3000 | 208 | 21.5% | 0.06 | 0.0083 | -0.024 | 230 | 23.40 | 26.20 | 31.9% | -0.98 | 0.0092 | -0.027 | |||
| 0 | 0.1500 | 64 | 23.4% | 0.02 | 0.0032 | -0.010 | 240 | 33.30 | 36.20 | 39.9% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 1.15 | 40.0% | 0.01 | 0.0012 | -0.004 | 250 | 43.10 | 46.20 | 46.4% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 1.20 | 1 | 46.7% | 0.00 | 0.0005 | -0.002 | 260 | 53.30 | 56.20 | 54.6% | -1.00 | 0.0000 | -0.022 | |||
| 0 | 1.25 | 53.0% | 0.00 | 0.0002 | -0.001 | 270 | 63.30 | 66.20 | 61.2% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 1.60 | 61.4% | 0.00 | 0.0001 | -0.000 | 280 | 73.10 | 76.20 | 66.0% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 2.15 | 70.9% | 0.00 | 0.0000 | -0.000 | 290 | 83.10 | 86.20 | 71.9% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 2.15 | 76.2% | 0.00 | 0.0000 | -0.000 | 300 | 93.30 | 96.20 | 78.9% | -1.00 | 0.0000 | -0.022 | ||||
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.