T chaîne d'options AT&T 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 ±7.0% (21.55–24.80) · ATM IV 29.5% · P/C open interest 0.59
| 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 | |
| 10.30 | 12.10 | 1.00 | 0.0009 | 0.000 | 12 | 0 | 0.3000 | 40 | 137.9% | -0.00 | 0.0009 | -0.000 | ||||
| 9.60 | 11.10 | 119.7% | 1.00 | 0.0012 | 0.000 | 13 | 0 | 0.1300 | 3 | 105.2% | -0.00 | 0.0012 | -0.000 | |||
| 8.65 | 10.10 | 2 | 110.0% | 1.00 | 0.0019 | 0.000 | 14 | 0 | 0.5300 | 125.7% | -0.00 | 0.0019 | -0.001 | |||
| 7.65 | 9.15 | 2 | 100.2% | 1.00 | 0.0031 | 0.000 | 15 | 0 | 0.0100 | 1 | 57.6% | -0.00 | 0.0031 | -0.001 | ||
| 6.65 | 8.25 | 4 | 93.3% | 0.99 | 0.0054 | -0.000 | 16 | 0 | 0.0300 | 73 | 56.9% | -0.01 | 0.0054 | -0.001 | ||
| 5.65 | 7.10 | 72.5% | 0.99 | 0.0095 | -0.001 | 17 | 0 | 0.1100 | 6 | 59.9% | -0.01 | 0.0096 | -0.002 | |||
| 4.85 | 6.60 | 89.7% | 0.98 | 0.0173 | -0.002 | 18 | 0 | 0.0700 | 93 | 46.6% | -0.02 | 0.0174 | -0.002 | |||
| 4.05 | 4.60 | 53 | 44.9% | 0.96 | 0.0316 | -0.003 | 19 | 0 | 0.0500 | 280 | 36.0% | -0.04 | 0.0318 | -0.004 | ||
| 3.05 | 3.70 | 48 | 40.1% | 0.93 | 0.0556 | -0.005 | 20 | 0.0500 | 0.0900 | 41 | 4,646 | 34.7% | -0.07 | 0.0560 | -0.005 | |
| 2.73 | 3.05 | 36.1% | 0.90 | 0.0736 | -0.006 | 20.5 | 0.0200 | 0.2400 | 35.5% | -0.10 | 0.0741 | -0.006 | ||||
| 2.26 | 2.59 | 52 | 33.3% | 0.86 | 0.0966 | -0.007 | 21 | 0.1300 | 0.2200 | 2 | 2,824 | 33.6% | -0.14 | 0.0974 | -0.008 | |
| 1.88 | 2.35 | 37.9% | 0.81 | 0.1239 | -0.009 | 21.5 | 0.1400 | 0.3700 | 1 | 32.6% | -0.19 | 0.1252 | -0.009 | |||
| 1.56 | 1.69 | 13 | 1,654 | 31.9% | 0.75 | 0.1524 | -0.010 | 22 | 0.3200 | 0.3400 | 56 | 9,988 | 30.1% | -0.26 | 0.1541 | -0.011 |
| 1.17 | 1.39 | 2 | 31.3% | 0.66 | 0.1769 | -0.012 | 22.5 | 0.4700 | 0.5200 | 26 | 30.2% | -0.34 | 0.1791 | -0.012 | ||
| 0.9000 | 0.9800 | 30 | 4,471 | 29.3% | 0.57 | 0.1931 | -0.012 | 23 | 0.6600 | 0.7200 | 44 | 3,219 | 29.6% | -0.44 | 0.1964 | -0.013 |
| 0.6200 | 0.9100 | 4 | 31.8% | 0.47 | 0.1989 | -0.012 | 23.5 | 0.9000 | 0.9800 | 29.3% | -0.54 | 0.2032 | -0.013 | |||
| 0.4600 | 0.5000 | 318 | 9,329 | 28.4% | 0.37 | 0.1927 | -0.011 | 24 | 1.20 | 1.27 | 4 | 3,528 | 28.8% | -0.64 | 0.1984 | -0.012 |
| 0.3100 | 0.3600 | 32 | 28.5% | 0.28 | 0.1746 | -0.010 | 24.5 | 1.49 | 1.67 | 28.4% | -0.73 | 0.1817 | -0.010 | |||
| 0.1900 | 0.2200 | 498 | 7,878 | 27.5% | 0.20 | 0.1478 | -0.008 | 25 | 1.83 | 2.01 | 1 | 5,754 | 25.2% | -0.81 | 0.1564 | -0.009 |
| 0.1200 | 0.1500 | 50 | 27.8% | 0.14 | 0.1178 | -0.007 | 25.5 | 2.01 | 2.56 | -0.88 | 0.1279 | -0.007 | ||||
| 0.0800 | 0.1100 | 142 | 7,479 | 28.8% | 0.10 | 0.0896 | -0.005 | 26 | 2.72 | 2.97 | 1 | 2,128 | 26.6% | -0.93 | 0.1010 | -0.005 |
| 0.0400 | 0.0600 | 3 | 27.8% | 0.07 | 0.0663 | -0.004 | 26.5 | 2.91 | 3.75 | 27.0% | -0.96 | 0.0786 | -0.004 | |||
| 0.0300 | 0.0500 | 68 | 5,522 | 29.5% | 0.05 | 0.0488 | -0.003 | 27 | 3.65 | 4.05 | 77 | 33.9% | -0.98 | 0.0519 | -0.003 | |
| 0 | 0.1600 | 37.3% | 0.03 | 0.0362 | -0.002 | 27.5 | 3.45 | 5.45 | 46.7% | -1.00 | 0.0216 | -0.003 | ||||
| 0.0100 | 0.0300 | 45 | 7,888 | 31.2% | 0.03 | 0.0273 | -0.002 | 28 | 4.45 | 5.15 | 2 | -1.00 | 0.0072 | -0.003 | ||
| 0 | 0.1400 | 1 | 42.1% | 0.02 | 0.0210 | -0.002 | 28.5 | 4.45 | 6.15 | -1.00 | 0.0002 | -0.003 | ||||
| 0 | 0.0200 | 17 | 7,980 | 32.7% | 0.01 | 0.0163 | -0.001 | 29 | 5.40 | 5.95 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1400 | 47.5% | 0.01 | 0.0129 | -0.001 | 29.5 | 5.00 | 7.10 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.0200 | 3 | 2,360 | 37.0% | 0.01 | 0.0102 | -0.001 | 30 | 6.00 | 7.50 | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.0700 | 284 | 49.0% | 0.01 | 0.0066 | -0.001 | 31 | 7.15 | 8.30 | -1.00 | 0.0000 | -0.003 | ||||
| 0 | 0.0100 | 243 | 41.5% | 0.00 | 0.0044 | -0.001 | 32 | 8.15 | 9.60 | 65.6% | -1.00 | 0.0000 | -0.003 | |||
| 0 | 0.1300 | 63.6% | 0.00 | 0.0030 | -0.000 | 33 | 8.50 | 10.60 | -1.00 | 0.0000 | -0.003 | |||||
| 0 | 0.1300 | 67.9% | 0.00 | 0.0021 | -0.000 | 34 | 9.95 | 11.70 | -1.00 | 0.0000 | -0.003 | |||||
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.