TMUS chaîne d'options T-Mobile US, Inc.
Cboe delayed options data · au 18:44 UTC
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 ±9.1% (143.52–172.12) · ATM IV 38.2% · P/C open interest 1.30
| 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 | |
| 76.30 | 80.30 | 90.4% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 143.7% | -0.00 | 0.0000 | -0.000 | ||||
| 71.50 | 75.30 | 93.0% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 132.6% | -0.00 | 0.0000 | -0.001 | ||||
| 66.70 | 70.30 | 91.1% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 122.2% | -0.00 | 0.0001 | -0.001 | ||||
| 62.00 | 64.90 | 10 | 78.4% | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 112.2% | -0.00 | 0.0001 | -0.002 | |||
| 56.60 | 60.40 | 2 | 73.3% | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.5000 | 12 | 78.1% | -0.00 | 0.0003 | -0.003 | ||
| 51.30 | 55.40 | 50 | 1.00 | 0.0005 | 0.000 | 105 | 0 | 0.5000 | 12 | 70.8% | -0.00 | 0.0005 | -0.004 | |||
| 46.90 | 50.10 | 57.1% | 0.99 | 0.0008 | -0.001 | 110 | 0 | 0.5000 | 40 | 63.8% | -0.01 | 0.0008 | -0.007 | |||
| 42.00 | 45.00 | 49.5% | 0.99 | 0.0013 | -0.005 | 115 | 0 | 0.2500 | 2 | 6 | 51.2% | -0.01 | 0.0014 | -0.011 | ||
| 37.10 | 40.10 | 1 | 47.7% | 0.98 | 0.0022 | -0.012 | 120 | 0.1000 | 0.2500 | 5 | 70 | 47.6% | -0.02 | 0.0022 | -0.016 | |
| 32.60 | 35.20 | 1 | 49.6% | 0.97 | 0.0035 | -0.020 | 125 | 0.1500 | 0.4000 | 3 | 62 | 44.9% | -0.03 | 0.0036 | -0.025 | |
| 27.70 | 29.90 | 3 | 40.2% | 0.94 | 0.0055 | -0.032 | 130 | 0.4000 | 0.6000 | 9 | 2,114 | 43.6% | -0.06 | 0.0055 | -0.035 | |
| 23.20 | 24.90 | 4 | 4 | 38.0% | 0.91 | 0.0082 | -0.046 | 135 | 0.7500 | 1.10 | 1 | 589 | 43.1% | -0.09 | 0.0082 | -0.049 |
| 19.00 | 20.70 | 28 | 40.1% | 0.86 | 0.0116 | -0.063 | 140 | 1.25 | 1.40 | 115 | 2,926 | 39.9% | -0.14 | 0.0116 | -0.066 | |
| 15.30 | 16.60 | 1 | 112 | 40.7% | 0.79 | 0.0154 | -0.080 | 145 | 2.10 | 2.40 | 375 | 39.3% | -0.21 | 0.0155 | -0.083 | |
| 14.00 | 16.60 | 41.3% | 0.78 | 0.0162 | -0.083 | 146 | 2.25 | 3.30 | 41.3% | -0.22 | 0.0163 | -0.086 | ||||
| 13.50 | 15.80 | 41.8% | 0.76 | 0.0169 | -0.086 | 147 | 2.40 | 3.40 | 40.2% | -0.24 | 0.0171 | -0.089 | ||||
| 12.70 | 14.20 | 1 | 38.5% | 0.74 | 0.0177 | -0.090 | 148 | 2.30 | 3.40 | 38.0% | -0.26 | 0.0179 | -0.092 | |||
| 12.30 | 14.40 | 42.2% | 0.73 | 0.0184 | -0.092 | 149 | 2.60 | 3.90 | 38.6% | -0.28 | 0.0186 | -0.095 | ||||
| 11.70 | 12.80 | 2 | 327 | 39.5% | 0.71 | 0.0191 | -0.095 | 150 | 3.30 | 3.80 | 45 | 847 | 38.4% | -0.30 | 0.0193 | -0.097 |
| 10.10 | 11.10 | 1 | 39.1% | 0.66 | 0.0207 | -0.101 | 152.5 | 3.70 | 4.70 | 37.0% | -0.35 | 0.0209 | -0.103 | |||
| 8.60 | 9.10 | 6 | 267 | 37.4% | 0.60 | 0.0219 | -0.105 | 155 | 5.20 | 5.70 | 24 | 356 | 38.2% | -0.40 | 0.0222 | -0.107 |
| 7.30 | 8.10 | 1 | 38.4% | 0.55 | 0.0227 | -0.107 | 157.5 | 6.20 | 7.00 | 38.0% | -0.46 | 0.0231 | -0.109 | |||
| 6.10 | 6.40 | 51 | 521 | 36.9% | 0.49 | 0.0230 | -0.107 | 160 | 7.60 | 8.10 | 5 | 431 | 37.6% | -0.52 | 0.0235 | -0.109 |
| 5.00 | 5.60 | 3 | 37.4% | 0.43 | 0.0229 | -0.105 | 162.5 | 8.90 | 9.80 | 37.8% | -0.57 | 0.0234 | -0.107 | |||
| 4.00 | 4.50 | 7 | 489 | 36.6% | 0.38 | 0.0222 | -0.101 | 165 | 10.60 | 11.10 | 1 | 605 | 37.2% | -0.63 | 0.0228 | -0.103 |
| 3.30 | 3.80 | 37.1% | 0.33 | 0.0211 | -0.096 | 167.5 | 12.20 | 13.00 | 37.3% | -0.68 | 0.0218 | -0.098 | ||||
| 2.60 | 2.95 | 201 | 366 | 36.4% | 0.28 | 0.0197 | -0.089 | 170 | 14.00 | 15.00 | 1,189 | 37.6% | -0.73 | 0.0205 | -0.091 | |
| 2.10 | 2.40 | 119 | 36.6% | 0.24 | 0.0180 | -0.081 | 172.5 | 15.00 | 17.00 | 34.3% | -0.78 | 0.0189 | -0.083 | |||
| 1.60 | 1.90 | 68 | 238 | 36.3% | 0.20 | 0.0162 | -0.073 | 175 | 17.50 | 19.00 | 30 | 428 | 35.6% | -0.82 | 0.0172 | -0.075 |
| 1.20 | 2.30 | 39.5% | 0.16 | 0.0144 | -0.065 | 177.5 | 18.90 | 22.00 | 35.9% | -0.86 | 0.0154 | -0.067 | ||||
| 0.9000 | 1.10 | 17 | 517 | 35.6% | 0.13 | 0.0126 | -0.057 | 180 | 21.90 | 23.50 | 3 | 563 | 36.0% | -0.89 | 0.0137 | -0.059 |
| 0.6000 | 0.9000 | 2 | 35.4% | 0.11 | 0.0109 | -0.049 | 182.5 | 23.40 | 26.20 | 32.3% | -0.91 | 0.0120 | -0.052 | |||
| 0.5000 | 0.7000 | 2 | 1,121 | 35.9% | 0.09 | 0.0093 | -0.042 | 185 | 26.10 | 28.30 | 460 | 30.3% | -0.94 | 0.0104 | -0.045 | |
| 0.2500 | 0.5500 | 15 | 936 | 37.1% | 0.06 | 0.0066 | -0.031 | 190 | 30.60 | 33.50 | 81 | -0.97 | 0.0082 | -0.032 | ||
| 0.2000 | 0.3500 | 3 | 457 | 38.5% | 0.04 | 0.0046 | -0.022 | 195 | 35.50 | 38.50 | 21 | -0.99 | 0.0037 | -0.022 | ||
| 0 | 0.5000 | 728 | 41.5% | 0.02 | 0.0032 | -0.015 | 200 | 40.30 | 43.60 | 1 | -1.00 | 0.0000 | -0.022 | |||
| 0 | 0.5500 | 45.8% | 0.02 | 0.0022 | -0.011 | 205 | 45.30 | 49.10 | 45.6% | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.5000 | 1 | 788 | 48.5% | 0.01 | 0.0015 | -0.007 | 210 | 50.10 | 54.10 | 2 | -1.00 | 0.0000 | -0.022 | ||
| 0 | 0.1500 | 308 | 46.6% | 0.00 | 0.0007 | -0.004 | 220 | 60.50 | 63.60 | -1.00 | 0.0000 | -0.022 | ||||
| 0 | 0.0500 | 962 | 46.1% | 0.00 | 0.0003 | -0.002 | 230 | 70.10 | 74.10 | -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.
callsputs