TMUS chaîne d'options T-Mobile US, Inc.
Cboe delayed options data · au 18:38 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 ±4.2% (179.16–194.96) · ATM IV 25.7% · P/C open interest 0.53
| 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 | |
| 86.90 | 90.10 | 139.1% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0500 | 2 | 112.8% | 0.00 | 0.0000 | 0.000 | |||
| 81.30 | 84.00 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1000 | 7 | 112.4% | 0.00 | 0.0000 | -0.000 | ||||
| 76.20 | 80.10 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.1000 | 104.1% | 0.00 | 0.0000 | -0.000 | |||||
| 71.70 | 75.10 | 91.0% | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.1000 | 8 | 96.2% | -0.00 | 0.0000 | -0.000 | |||
| 66.40 | 70.10 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.1000 | 3 | 88.6% | -0.00 | 0.0000 | -0.000 | ||||
| 61.50 | 65.10 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.1000 | 17 | 81.2% | -0.00 | 0.0000 | -0.001 | ||||
| 56.60 | 60.10 | 1.00 | 0.0001 | 0.000 | 130 | 0 | 0.1000 | 28 | 74.2% | -0.00 | 0.0001 | -0.001 | ||||
| 51.80 | 55.10 | 65.4% | 1.00 | 0.0001 | 0.000 | 135 | 0 | 1.10 | 47 | 67.3% | -0.00 | 0.0001 | -0.001 | |||
| 47.00 | 50.10 | 68.6% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.1000 | 68 | 60.7% | -0.00 | 0.0002 | -0.002 | |||
| 41.70 | 45.10 | 1.00 | 0.0004 | 0.000 | 145 | 0 | 0.1000 | 154 | 54.2% | -0.00 | 0.0004 | -0.004 | ||||
| 36.40 | 40.20 | 2 | 1.00 | 0.0007 | 0.000 | 150 | 0 | 0.1000 | 329 | 47.9% | -0.00 | 0.0007 | -0.006 | |||
| 32.10 | 35.20 | 1 | 51.1% | 0.99 | 0.0013 | 0.000 | 155 | 0 | 0.7500 | 544 | 57.3% | -0.01 | 0.0013 | -0.009 | ||
| 29.50 | 32.70 | 45.0% | 0.99 | 0.0018 | 0.000 | 157.5 | 0 | 1.10 | 38.7% | -0.01 | 0.0018 | -0.012 | ||||
| 26.90 | 30.20 | 28 | 38.6% | 0.99 | 0.0025 | -0.001 | 160 | 0.0500 | 0.3500 | 4 | 836 | 44.0% | -0.01 | 0.0025 | -0.016 | |
| 24.50 | 27.80 | 39.9% | 0.98 | 0.0034 | -0.007 | 162.5 | 0 | 0.7500 | 2 | 45.7% | -0.02 | 0.0035 | -0.020 | |||
| 21.90 | 25.30 | 590 | 34.3% | 0.97 | 0.0047 | -0.014 | 165 | 0.0500 | 0.2000 | 4 | 603 | 34.1% | -0.03 | 0.0047 | -0.026 | |
| 19.60 | 22.90 | 35.6% | 0.96 | 0.0064 | -0.022 | 167.5 | 0 | 0.2000 | 185 | 29.7% | -0.04 | 0.0065 | -0.033 | |||
| 17.90 | 20.40 | 36 | 39.6% | 0.95 | 0.0088 | -0.033 | 170 | 0.2000 | 0.3000 | 13 | 814 | 31.4% | -0.05 | 0.0089 | -0.042 | |
| 14.70 | 18.00 | 3 | 30.2% | 0.93 | 0.0119 | -0.045 | 172.5 | 0.3000 | 0.3500 | 4 | 18 | 29.9% | -0.07 | 0.0120 | -0.053 | |
| 12.80 | 15.70 | 3 | 828 | 32.3% | 0.90 | 0.0158 | -0.059 | 175 | 0.1500 | 0.7500 | 22 | 503 | 27.8% | -0.10 | 0.0160 | -0.067 |
| 10.20 | 13.50 | 8 | 29.0% | 0.86 | 0.0207 | -0.075 | 177.5 | 0.5500 | 1.00 | 5 | 26 | 28.0% | -0.14 | 0.0210 | -0.082 | |
| 8.10 | 11.40 | 42 | 945 | 28.2% | 0.80 | 0.0264 | -0.092 | 180 | 0.9500 | 1.50 | 34 | 1,333 | 27.9% | -0.20 | 0.0267 | -0.097 |
| 5.70 | 9.20 | 20 | 24.7% | 0.73 | 0.0322 | -0.108 | 182.5 | 1.45 | 2.80 | 15 | 25 | 29.9% | -0.27 | 0.0327 | -0.112 | |
| 5.40 | 7.10 | 31 | 1,050 | 28.3% | 0.65 | 0.0374 | -0.120 | 185 | 1.90 | 3.30 | 50 | 549 | 27.1% | -0.36 | 0.0380 | -0.124 |
| 3.80 | 4.70 | 447 | 405 | 24.5% | 0.55 | 0.0407 | -0.127 | 187.5 | 3.10 | 4.20 | 3 | 16 | 27.0% | -0.45 | 0.0415 | -0.130 |
| 2.50 | 3.30 | 245 | 2,076 | 23.5% | 0.45 | 0.0412 | -0.127 | 190 | 2.85 | 6.20 | 1 | 681 | 24.0% | -0.56 | 0.0422 | -0.129 |
| 1.30 | 2.50 | 17 | 87 | 23.0% | 0.35 | 0.0387 | -0.118 | 192.5 | 4.40 | 7.90 | 3 | 3 | 24.3% | -0.66 | 0.0398 | -0.120 |
| 1.30 | 1.70 | 18 | 1,673 | 25.3% | 0.26 | 0.0339 | -0.105 | 195 | 7.40 | 9.90 | 2 | 625 | 29.8% | -0.75 | 0.0350 | -0.105 |
| 0.4500 | 1.15 | 2 | 4 | 23.5% | 0.19 | 0.0280 | -0.088 | 197.5 | 8.80 | 11.50 | 25.8% | -0.82 | 0.0289 | -0.087 | ||
| 0.4000 | 0.9000 | 4 | 2,225 | 25.7% | 0.14 | 0.0222 | -0.072 | 200 | 11.20 | 14.20 | 489 | 30.4% | -0.88 | 0.0227 | -0.069 | |
| 0.2000 | 0.6500 | 22 | 59 | 26.2% | 0.10 | 0.0170 | -0.058 | 202.5 | 13.20 | 16.00 | 25.8% | -0.92 | 0.0195 | -0.051 | ||
| 0.0500 | 0.6000 | 1 | 14 | 27.7% | 0.07 | 0.0129 | -0.045 | 205 | 15.20 | 18.80 | 26.0% | -0.96 | 0.0177 | -0.044 | ||
| 0.1000 | 1.25 | 1 | 27.1% | 0.05 | 0.0096 | -0.035 | 207.5 | 17.60 | 21.30 | -0.98 | 0.0119 | -0.056 | ||||
| 0.0500 | 0.2500 | 111 | 1,167 | 29.0% | 0.04 | 0.0072 | -0.028 | 210 | 20.10 | 23.80 | 30 | -0.99 | 0.0049 | -0.078 | ||
| 0 | 0.7500 | 1 | 40.4% | 0.02 | 0.0040 | -0.017 | 215 | 25.10 | 28.50 | -1.00 | 0.0000 | -0.106 | ||||
| 0 | 0.7000 | 2 | 873 | 45.2% | 0.01 | 0.0022 | -0.010 | 220 | 30.10 | 33.80 | 216 | 213 | -1.00 | 0.0000 | -0.116 | |
| 0 | 0.7500 | 51.0% | 0.01 | 0.0013 | -0.006 | 225 | 35.10 | 38.50 | -1.00 | 0.0000 | -0.119 | |||||
| 0 | 0.3500 | 588 | 49.1% | 0.00 | 0.0008 | -0.004 | 230 | 40.10 | 43.30 | 216 | 10 | -1.00 | 0.0000 | -0.120 | ||
| 0 | 0.1000 | 295 | 48.9% | 0.00 | 0.0003 | -0.002 | 240 | 50.10 | 53.30 | 2 | 6 | -1.00 | 0.0000 | -0.120 | ||
| 0 | 1.10 | 783 | 56.0% | 0.00 | 0.0001 | -0.001 | 250 | 60.10 | 63.40 | 2 | 6 | -1.00 | 0.0000 | -0.120 | ||
| 0 | 0.0500 | 1 | 299 | 58.3% | 0.00 | 0.0001 | -0.001 | 260 | 70.10 | 73.40 | 4 | -1.00 | 0.0000 | -0.120 | ||
| 0 | 0.2000 | 370 | 74.9% | 0.00 | 0.0000 | -0.000 | 270 | 80.10 | 83.50 | -1.00 | 0.0000 | -0.120 | ||||
| 0 | 0.9500 | 42 | 101.1% | 0.00 | 0.0000 | -0.000 | 280 | 90.10 | 93.50 | -1.00 | 0.0000 | -0.120 | ||||
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.
callsputs