SYK chaîne d'options Stryker 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 ±4.7% (302.40–332.40) · ATM IV 27.0% · P/C open interest 0.37
| 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 | |
| 126.60 | 129.40 | 4 | 110.0% | 1.00 | 0.0000 | 0.000 | 190 | 0 | 2.15 | 2 | 134.6% | 0.00 | 0.0000 | 0.000 | ||
| 121.40 | 124.50 | 2 | 101.8% | 1.00 | 0.0000 | 0.000 | 195 | 0 | 2.15 | 3 | 128.7% | 0.00 | 0.0000 | 0.000 | ||
| 116.40 | 119.50 | 1 | 96.5% | 1.00 | 0.0000 | 0.000 | 200 | 0 | 2.15 | 4 | 123.0% | 0.00 | 0.0000 | 0.000 | ||
| 106.40 | 109.50 | 86.1% | 1.00 | 0.0000 | 0.000 | 210 | 0 | 0.2500 | 9 | 80.6% | 0.00 | 0.0000 | -0.000 | |||
| 96.50 | 99.50 | 78.8% | 1.00 | 0.0000 | 0.000 | 220 | 0 | 2.15 | 27 | 101.1% | -0.00 | 0.0000 | -0.000 | |||
| 86.50 | 89.60 | 4 | 71.4% | 1.00 | 0.0000 | 0.000 | 230 | 0 | 2.15 | 8 | 90.8% | -0.00 | 0.0000 | -0.001 | ||
| 76.50 | 79.00 | 8 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 0.1500 | 20 | 53.4% | -0.00 | 0.0001 | -0.002 | |||
| 66.30 | 69.60 | 3 | 49.1% | 1.00 | 0.0002 | 0.000 | 250 | 0 | 2.15 | 68 | 71.0% | -0.00 | 0.0002 | -0.004 | ||
| 56.60 | 59.70 | 9 | 48.1% | 1.00 | 0.0006 | -0.003 | 260 | 0 | 2.15 | 88 | 61.5% | -0.01 | 0.0006 | -0.009 | ||
| 46.70 | 49.80 | 3 | 42.0% | 0.99 | 0.0014 | -0.016 | 270 | 0 | 2.00 | 108 | 51.3% | -0.01 | 0.0014 | -0.021 | ||
| 36.90 | 40.00 | 31 | 36.9% | 0.97 | 0.0033 | -0.041 | 280 | 0.0500 | 0.7000 | 12 | 300 | 34.1% | -0.03 | 0.0033 | -0.046 | |
| 27.30 | 30.80 | 38 | 34.1% | 0.92 | 0.0069 | -0.085 | 290 | 0.5000 | 0.9000 | 16 | 430 | 30.1% | -0.08 | 0.0070 | -0.089 | |
| 18.50 | 21.20 | 1 | 116 | 29.4% | 0.83 | 0.0126 | -0.147 | 300 | 1.50 | 2.00 | 10 | 423 | 28.4% | -0.17 | 0.0128 | -0.151 |
| 11.40 | 13.70 | 3 | 181 | 29.4% | 0.67 | 0.0187 | -0.205 | 310 | 3.80 | 4.60 | 3 | 241 | 27.7% | -0.33 | 0.0189 | -0.209 |
| 6.00 | 7.30 | 35 | 133 | 27.8% | 0.47 | 0.0210 | -0.223 | 320 | 7.70 | 9.00 | 33 | 385 | 26.3% | -0.54 | 0.0214 | -0.226 |
| 2.65 | 3.30 | 36 | 708 | 26.9% | 0.28 | 0.0178 | -0.185 | 330 | 13.80 | 16.00 | 516 | 25.8% | -0.73 | 0.0182 | -0.188 | |
| 0.5000 | 2.05 | 87 | 1,882 | 27.6% | 0.14 | 0.0116 | -0.122 | 340 | 22.20 | 24.60 | 3 | 228 | 26.5% | -0.88 | 0.0124 | -0.127 |
| 0 | 1.00 | 16 | 672 | 30.4% | 0.06 | 0.0064 | -0.068 | 350 | 31.40 | 34.30 | 344 | 26.7% | -0.96 | 0.0075 | -0.075 | |
| 0.1000 | 0.4500 | 172 | 1,204 | 30.9% | 0.03 | 0.0031 | -0.035 | 360 | 41.00 | 44.00 | 11 | -1.00 | 0.0018 | -0.039 | ||
| 0 | 1.10 | 6 | 1,218 | 41.2% | 0.01 | 0.0014 | -0.017 | 370 | 51.00 | 53.80 | 2 | 5 | -1.00 | 0.0000 | -0.038 | |
| 0 | 1.50 | 434 | 49.8% | 0.01 | 0.0007 | -0.008 | 380 | 61.00 | 64.00 | 6 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 1.20 | 572 | 53.1% | 0.00 | 0.0003 | -0.004 | 390 | 71.00 | 74.20 | 7 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.3000 | 571 | 47.2% | 0.00 | 0.0001 | -0.002 | 400 | 81.00 | 84.00 | 5 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 0.6500 | 263 | 57.4% | 0.00 | 0.0001 | -0.001 | 410 | 91.00 | 94.00 | 2 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 2.15 | 63 | 75.7% | 0.00 | 0.0000 | -0.001 | 420 | 101.00 | 104.00 | 2 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 1.15 | 2 | 51 | 72.3% | 0.00 | 0.0000 | -0.000 | 430 | 111.00 | 114.00 | -1.00 | 0.0000 | -0.038 | |||
| 0 | 2.15 | 30 | 85.5% | 0.00 | 0.0000 | -0.000 | 440 | 121.00 | 124.30 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.15 | 49 | 90.1% | 0.00 | 0.0000 | -0.000 | 450 | 131.00 | 134.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.15 | 60 | 94.6% | 0.00 | 0.0000 | 0.000 | 460 | 141.00 | 144.00 | -1.00 | 0.0000 | -0.038 | ||||
| 0 | 2.15 | 7 | 98.9% | 0.00 | 0.0000 | 0.000 | 470 | 151.00 | 154.50 | -1.00 | 0.0000 | -0.038 | ||||
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.