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 ±16.2% (132.27–183.37) · ATM IV 34.7% · P/C open interest 1.92
| 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 | |
| 76.60 | 80.30 | 57.3% | 1.00 | 0.0003 | 0.000 | 80 | 0 | 2.20 | 74.3% | -0.01 | 0.0004 | -0.003 | ||||
| 71.40 | 75.40 | 48.5% | 0.99 | 0.0005 | 0.000 | 85 | 0 | 0.3500 | 4 | 50.0% | -0.01 | 0.0005 | -0.004 | |||
| 66.60 | 70.50 | 47.3% | 0.99 | 0.0008 | 0.000 | 90 | 0 | 0.4000 | 46.8% | -0.01 | 0.0008 | -0.005 | ||||
| 61.90 | 65.60 | 1 | 46.4% | 0.98 | 0.0011 | 0.000 | 95 | 0.1000 | 0.4500 | 13 | 44.9% | -0.02 | 0.0011 | -0.007 | ||
| 57.30 | 60.30 | 41.7% | 0.98 | 0.0015 | -0.002 | 100 | 0.2000 | 0.5500 | 22 | 43.1% | -0.03 | 0.0015 | -0.009 | |||
| 52.70 | 55.60 | 42.4% | 0.97 | 0.0020 | -0.005 | 105 | 0.3500 | 0.8500 | 4 | 42.8% | -0.04 | 0.0020 | -0.012 | |||
| 47.80 | 50.90 | 39.9% | 0.95 | 0.0027 | -0.009 | 110 | 0.5000 | 0.9500 | 108 | 40.2% | -0.05 | 0.0027 | -0.015 | |||
| 43.40 | 46.30 | 40.0% | 0.94 | 0.0035 | -0.013 | 115 | 0.7500 | 1.20 | 11 | 38.7% | -0.07 | 0.0035 | -0.019 | |||
| 38.70 | 41.80 | 1 | 38.3% | 0.91 | 0.0044 | -0.018 | 120 | 1.10 | 1.70 | 41 | 38.0% | -0.09 | 0.0045 | -0.023 | ||
| 34.50 | 37.50 | 4 | 38.1% | 0.89 | 0.0056 | -0.023 | 125 | 1.80 | 2.45 | 7 | 38.1% | -0.12 | 0.0056 | -0.028 | ||
| 30.90 | 32.90 | 3 | 37.7% | 0.85 | 0.0068 | -0.028 | 130 | 2.55 | 3.20 | 2 | 36 | 37.3% | -0.15 | 0.0069 | -0.032 | |
| 26.30 | 29.40 | 41 | 36.6% | 0.81 | 0.0081 | -0.033 | 135 | 3.70 | 4.00 | 4 | 5 | 36.6% | -0.19 | 0.0083 | -0.037 | |
| 23.30 | 24.90 | 67 | 35.9% | 0.77 | 0.0094 | -0.038 | 140 | 4.90 | 5.30 | 3 | 41 | 36.1% | -0.24 | 0.0096 | -0.041 | |
| 19.90 | 21.30 | 10 | 35.2% | 0.71 | 0.0106 | -0.042 | 145 | 6.40 | 6.80 | 101 | 35.6% | -0.29 | 0.0109 | -0.045 | ||
| 16.90 | 18.30 | 8 | 21 | 35.2% | 0.66 | 0.0116 | -0.045 | 150 | 8.20 | 8.70 | 110 | 35.2% | -0.35 | 0.0120 | -0.048 | |
| 14.50 | 14.90 | 3 | 21 | 34.6% | 0.60 | 0.0123 | -0.048 | 155 | 10.10 | 11.40 | 186 | 35.2% | -0.42 | 0.0129 | -0.050 | |
| 11.70 | 13.10 | 26 | 34.8% | 0.53 | 0.0128 | -0.049 | 160 | 12.90 | 13.40 | 293 | 34.6% | -0.48 | 0.0135 | -0.051 | ||
| 9.80 | 10.20 | 30 | 34.0% | 0.47 | 0.0129 | -0.049 | 165 | 15.20 | 16.60 | 137 | 34.1% | -0.55 | 0.0137 | -0.051 | ||
| 7.60 | 9.20 | 100 | 34.5% | 0.41 | 0.0127 | -0.047 | 170 | 18.20 | 19.90 | 48 | 33.9% | -0.61 | 0.0135 | -0.049 | ||
| 6.30 | 6.80 | 48 | 33.5% | 0.35 | 0.0122 | -0.045 | 175 | 21.60 | 23.30 | 39 | 33.5% | -0.67 | 0.0130 | -0.046 | ||
| 5.00 | 5.50 | 39 | 33.5% | 0.30 | 0.0114 | -0.042 | 180 | 25.50 | 26.90 | 3 | 123 | 33.4% | -0.73 | 0.0122 | -0.043 | |
| 3.90 | 4.40 | 21 | 135 | 33.3% | 0.25 | 0.0105 | -0.039 | 185 | 29.30 | 31.10 | 394 | 33.2% | -0.78 | 0.0111 | -0.038 | |
| 2.95 | 3.70 | 41 | 33.5% | 0.21 | 0.0095 | -0.035 | 190 | 33.10 | 36.10 | 53 | 34.0% | -0.82 | 0.0099 | -0.033 | ||
| 2.25 | 2.95 | 1 | 48 | 33.4% | 0.18 | 0.0085 | -0.032 | 195 | 37.40 | 40.00 | 18 | 32.6% | -0.86 | 0.0087 | -0.028 | |
| 1.70 | 2.30 | 1 | 114 | 33.2% | 0.15 | 0.0074 | -0.028 | 200 | 41.80 | 44.90 | 15 | 33.1% | -0.89 | 0.0074 | -0.022 | |
| 1.05 | 1.65 | 19 | 34.2% | 0.10 | 0.0056 | -0.021 | 210 | 51.30 | 54.30 | 7 | 33.7% | -0.94 | 0.0051 | -0.013 | ||
| 0.4000 | 1.10 | 34 | 33.7% | 0.07 | 0.0041 | -0.016 | 220 | 60.90 | 64.00 | 77 | 33.8% | -0.96 | 0.0033 | -0.005 | ||
| 0.3000 | 0.7500 | 169 | 34.8% | 0.04 | 0.0029 | -0.012 | 230 | 70.30 | 74.40 | 36.2% | -0.98 | 0.0020 | 0.000 | |||
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 — Feb 19, 2027
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.