TMUS chaîne d'options T-Mobile US, 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 ±5.1% (179.35–198.65) · ATM IV 25.8% · P/C open interest 0.66
| 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 | |
| 87.20 | 91.20 | 98.3% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.15 | 157.3% | -0.00 | 0.0000 | -0.000 | ||||
| 82.20 | 86.30 | 97.9% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.15 | 146.8% | -0.00 | 0.0000 | -0.000 | ||||
| 77.20 | 81.30 | 88.6% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.15 | 136.8% | -0.00 | 0.0000 | -0.001 | ||||
| 72.20 | 76.40 | 86.5% | 1.00 | 0.0001 | 0.000 | 115 | 0 | 2.15 | 127.3% | -0.00 | 0.0001 | -0.001 | ||||
| 67.20 | 71.40 | 78.2% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 1.20 | 105.1% | -0.00 | 0.0001 | -0.001 | ||||
| 62.30 | 66.40 | 75.2% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.15 | 109.2% | -0.00 | 0.0001 | -0.002 | ||||
| 57.30 | 61.40 | 67.6% | 1.00 | 0.0002 | 0.000 | 130 | 0 | 0.5500 | 77.8% | -0.00 | 0.0002 | -0.003 | ||||
| 52.30 | 56.40 | 60.4% | 1.00 | 0.0003 | 0.000 | 135 | 0 | 2.15 | 92.3% | -0.00 | 0.0003 | -0.004 | ||||
| 47.40 | 50.40 | 1.00 | 0.0005 | 0.000 | 140 | 0 | 1.00 | 71.6% | -0.00 | 0.0005 | -0.005 | |||||
| 42.40 | 46.10 | 0.99 | 0.0009 | 0.000 | 145 | 0 | 0.2500 | 6 | 17 | 51.2% | -0.01 | 0.0009 | -0.008 | |||
| 37.50 | 40.20 | 0.99 | 0.0014 | 0.000 | 150 | 0 | 1.50 | 63.0% | -0.01 | 0.0014 | -0.011 | |||||
| 32.50 | 35.30 | 0.98 | 0.0023 | -0.001 | 155 | 0 | 0.6500 | 24 | 46.9% | -0.02 | 0.0023 | -0.016 | ||||
| 27.60 | 30.30 | 0.97 | 0.0038 | -0.010 | 160 | 0 | 0.4500 | 1 | 19 | 37.9% | -0.03 | 0.0038 | -0.024 | |||
| 22.80 | 25.20 | 0.95 | 0.0061 | -0.023 | 165 | 0.2000 | 2.40 | 31 | 48.6% | -0.05 | 0.0062 | -0.034 | ||||
| 18.10 | 21.00 | 2 | 25.4% | 0.92 | 0.0099 | -0.039 | 170 | 0.3000 | 0.5500 | 1 | 54 | 30.1% | -0.08 | 0.0099 | -0.048 | |
| 13.90 | 16.80 | 6 | 30.0% | 0.87 | 0.0155 | -0.060 | 175 | 0.7000 | 1.15 | 49 | 29.5% | -0.13 | 0.0156 | -0.067 | ||
| 10.40 | 11.50 | 3 | 27.0% | 0.78 | 0.0227 | -0.082 | 180 | 1.50 | 1.75 | 13 | 19 | 27.4% | -0.22 | 0.0229 | -0.087 | |
| 7.00 | 7.80 | 10 | 72 | 26.6% | 0.65 | 0.0297 | -0.101 | 185 | 2.80 | 3.10 | 10 | 26.2% | -0.35 | 0.0301 | -0.104 | |
| 4.40 | 4.70 | 2 | 28 | 26.0% | 0.49 | 0.0330 | -0.108 | 190 | 4.90 | 5.30 | 5 | 6 | 25.6% | -0.51 | 0.0334 | -0.109 |
| 2.45 | 2.70 | 2 | 105 | 25.8% | 0.34 | 0.0301 | -0.099 | 195 | 7.70 | 8.70 | 5 | 25.7% | -0.67 | 0.0308 | -0.099 | |
| 1.25 | 1.50 | 2 | 83 | 26.1% | 0.21 | 0.0234 | -0.081 | 200 | 11.00 | 14.00 | 1 | 29.4% | -0.80 | 0.0242 | -0.079 | |
| 0.5500 | 1.05 | 16 | 27.5% | 0.13 | 0.0165 | -0.061 | 205 | 15.80 | 18.40 | 33.2% | -0.88 | 0.0171 | -0.057 | |||
| 0.2500 | 1.15 | 14 | 32.0% | 0.08 | 0.0110 | -0.044 | 210 | 20.20 | 23.10 | 34.8% | -0.93 | 0.0116 | -0.036 | |||
| 0 | 1.75 | 24 | 39.4% | 0.05 | 0.0073 | -0.032 | 215 | 24.20 | 28.10 | 32.3% | -0.97 | 0.0093 | -0.025 | |||
| 0 | 1.00 | 39.0% | 0.03 | 0.0048 | -0.023 | 220 | 29.20 | 33.10 | 36.8% | -0.99 | 0.0054 | -0.032 | ||||
| 0 | 2.20 | 1 | 52.2% | 0.02 | 0.0032 | -0.017 | 225 | 33.90 | 38.10 | -1.00 | 0.0016 | -0.048 | ||||
| 0 | 1.20 | 49.6% | 0.01 | 0.0022 | -0.012 | 230 | 39.20 | 43.10 | 45.2% | -1.00 | 0.0000 | -0.060 | ||||
| 0 | 2.20 | 61.5% | 0.01 | 0.0015 | -0.009 | 235 | 44.20 | 48.10 | 49.3% | -1.00 | 0.0000 | -0.065 | ||||
| 0 | 2.20 | 65.8% | 0.01 | 0.0011 | -0.007 | 240 | 49.10 | 53.10 | 51.3% | -1.00 | 0.0000 | -0.067 | ||||
| 0 | 0.7500 | 56.6% | 0.01 | 0.0008 | -0.005 | 245 | 54.10 | 58.10 | 54.9% | -1.00 | 0.0000 | -0.068 | ||||
| 0 | 0.7500 | 60.1% | 0.00 | 0.0006 | -0.004 | 250 | 59.20 | 63.10 | 60.6% | -1.00 | 0.0000 | -0.069 | ||||
| 0 | 1.00 | 66.8% | 0.00 | 0.0004 | -0.003 | 255 | 64.20 | 68.10 | 64.1% | -1.00 | 0.0000 | -0.069 | ||||
| 0 | 0.4000 | 60.7% | 0.00 | 0.0003 | -0.003 | 260 | 69.10 | 73.10 | 65.3% | -1.00 | 0.0000 | -0.069 | ||||
| 0 | 0.7500 | 70.1% | 0.00 | 0.0002 | -0.002 | 265 | 74.10 | 78.10 | 68.6% | -1.00 | 0.0000 | -0.069 | ||||
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 25, 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.