TMUS chaîne d'options T-Mobile US, Inc.
Cboe delayed options data · au 03:43 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 ±8.9% (142.20–170.10) · ATM IV 37.6% · 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 | |
| 74.50 | 78.40 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.15 | 142.2% | -0.00 | 0.0000 | -0.000 | |||||
| 69.50 | 73.40 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 2.15 | 131.1% | -0.00 | 0.0000 | -0.000 | |||||
| 64.50 | 68.50 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.15 | 120.6% | -0.00 | 0.0001 | -0.001 | |||||
| 59.60 | 63.50 | 10 | 1.00 | 0.0001 | 0.000 | 95 | 0 | 2.15 | 110.6% | -0.00 | 0.0001 | -0.001 | ||||
| 54.50 | 58.50 | 2 | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.9000 | 12 | 84.8% | -0.00 | 0.0003 | -0.002 | |||
| 49.40 | 53.50 | 50 | 1.00 | 0.0005 | 0.000 | 105 | 0 | 0.7000 | 12 | 73.5% | -0.00 | 0.0005 | -0.004 | |||
| 45.30 | 48.60 | 62.3% | 0.99 | 0.0008 | -0.001 | 110 | 0 | 0.5000 | 40 | 62.4% | -0.01 | 0.0008 | -0.007 | |||
| 40.10 | 43.70 | 52.5% | 0.99 | 0.0014 | -0.006 | 115 | 0 | 0.2500 | 2 | 6 | 49.9% | -0.01 | 0.0014 | -0.011 | ||
| 36.20 | 38.80 | 1 | 61.1% | 0.98 | 0.0024 | -0.012 | 120 | 0 | 0.4500 | 5 | 70 | 48.1% | -0.02 | 0.0024 | -0.017 | |
| 30.80 | 33.90 | 1 | 50.5% | 0.96 | 0.0040 | -0.022 | 125 | 0.1500 | 0.4500 | 4 | 62 | 44.1% | -0.04 | 0.0040 | -0.026 | |
| 26.20 | 29.20 | 3 | 48.5% | 0.94 | 0.0062 | -0.034 | 130 | 0.4500 | 0.5500 | 10 | 2,114 | 41.9% | -0.06 | 0.0062 | -0.037 | |
| 21.50 | 24.60 | 4 | 4 | 44.9% | 0.90 | 0.0092 | -0.049 | 135 | 0.8000 | 1.20 | 1 | 589 | 42.0% | -0.10 | 0.0092 | -0.052 |
| 17.30 | 20.30 | 28 | 43.5% | 0.85 | 0.0128 | -0.067 | 140 | 1.35 | 1.90 | 137 | 2,926 | 40.4% | -0.16 | 0.0130 | -0.070 | |
| 13.00 | 16.30 | 1 | 112 | 40.7% | 0.77 | 0.0168 | -0.084 | 145 | 2.35 | 2.90 | 7 | 375 | 39.4% | -0.23 | 0.0170 | -0.087 |
| 11.90 | 15.50 | 39.1% | 0.75 | 0.0176 | -0.087 | 146 | 1.65 | 3.80 | 38.1% | -0.25 | 0.0178 | -0.090 | ||||
| 11.70 | 14.80 | 40.7% | 0.73 | 0.0183 | -0.090 | 147 | 2.40 | 4.10 | 39.6% | -0.27 | 0.0186 | -0.093 | ||||
| 10.40 | 14.10 | 4 | 38.6% | 0.72 | 0.0190 | -0.093 | 148 | 2.30 | 4.50 | 1 | 38.6% | -0.29 | 0.0193 | -0.096 | ||
| 10.20 | 13.40 | 39.9% | 0.70 | 0.0197 | -0.096 | 149 | 2.60 | 5.00 | 38.9% | -0.31 | 0.0200 | -0.098 | ||||
| 9.80 | 12.10 | 2 | 327 | 38.6% | 0.68 | 0.0204 | -0.098 | 150 | 3.80 | 4.30 | 53 | 847 | 38.3% | -0.33 | 0.0207 | -0.101 |
| 8.10 | 11.20 | 4 | 39.8% | 0.62 | 0.0217 | -0.103 | 152.5 | 4.30 | 6.00 | 38.9% | -0.38 | 0.0221 | -0.105 | |||
| 7.50 | 8.30 | 7 | 267 | 37.6% | 0.57 | 0.0227 | -0.106 | 155 | 5.80 | 6.30 | 25 | 356 | 37.5% | -0.44 | 0.0231 | -0.108 |
| 6.30 | 8.10 | 1 | 40.5% | 0.51 | 0.0232 | -0.107 | 157.5 | 5.50 | 8.90 | 36.9% | -0.50 | 0.0237 | -0.109 | |||
| 5.10 | 5.60 | 55 | 521 | 36.4% | 0.45 | 0.0232 | -0.105 | 160 | 8.30 | 9.00 | 12 | 431 | 37.0% | -0.56 | 0.0238 | -0.108 |
| 3.40 | 5.60 | 3 | 36.9% | 0.40 | 0.0226 | -0.102 | 162.5 | 8.50 | 11.60 | 36.0% | -0.62 | 0.0233 | -0.104 | |||
| 3.40 | 3.80 | 12 | 489 | 36.4% | 0.34 | 0.0217 | -0.097 | 165 | 11.00 | 12.30 | 1 | 605 | 35.4% | -0.67 | 0.0224 | -0.099 |
| 2.15 | 4.10 | 37.8% | 0.29 | 0.0203 | -0.090 | 167.5 | 11.80 | 15.60 | 36.8% | -0.72 | 0.0212 | -0.093 | ||||
| 2.20 | 2.55 | 202 | 366 | 36.7% | 0.25 | 0.0187 | -0.083 | 170 | 14.10 | 16.00 | 1,189 | 32.3% | -0.77 | 0.0196 | -0.086 | |
| 1.45 | 2.40 | 119 | 37.0% | 0.21 | 0.0169 | -0.075 | 172.5 | 15.70 | 18.20 | 30.0% | -0.81 | 0.0180 | -0.077 | |||
| 1.20 | 1.50 | 72 | 238 | 36.4% | 0.17 | 0.0150 | -0.066 | 175 | 17.90 | 20.80 | 30 | 428 | 31.8% | -0.85 | 0.0162 | -0.069 |
| 0.7000 | 2.20 | 39.4% | 0.14 | 0.0132 | -0.058 | 177.5 | 20.10 | 23.50 | 33.8% | -0.88 | 0.0144 | -0.061 | ||||
| 0.6000 | 1.10 | 18 | 517 | 36.2% | 0.12 | 0.0114 | -0.051 | 180 | 22.50 | 25.80 | 3 | 563 | 34.1% | -0.91 | 0.0127 | -0.054 |
| 0.4000 | 0.8500 | 2 | 35.9% | 0.09 | 0.0097 | -0.043 | 182.5 | 24.70 | 27.60 | -0.94 | 0.0110 | -0.047 | ||||
| 0.4000 | 0.7000 | 5 | 1,121 | 37.2% | 0.08 | 0.0082 | -0.037 | 185 | 27.10 | 30.00 | 460 | -0.96 | 0.0099 | -0.041 | ||
| 0.2000 | 0.5500 | 15 | 936 | 38.5% | 0.05 | 0.0058 | -0.026 | 190 | 31.90 | 35.00 | 81 | -0.99 | 0.0056 | -0.029 | ||
| 0.0500 | 0.3000 | 4 | 457 | 38.8% | 0.03 | 0.0040 | -0.018 | 195 | 36.90 | 40.20 | 21 | -1.00 | 0.0007 | -0.024 | ||
| 0 | 0.9000 | 728 | 48.0% | 0.02 | 0.0027 | -0.013 | 200 | 41.90 | 45.20 | 1 | -1.00 | 0.0000 | -0.024 | |||
| 0 | 0.7500 | 50.1% | 0.01 | 0.0018 | -0.009 | 205 | 46.90 | 51.00 | -1.00 | 0.0000 | -0.024 | |||||
| 0 | 0.9000 | 1 | 788 | 55.5% | 0.01 | 0.0012 | -0.006 | 210 | 51.90 | 55.70 | 2 | -1.00 | 0.0000 | -0.024 | ||
| 0 | 0.1500 | 308 | 48.0% | 0.00 | 0.0005 | -0.003 | 220 | 61.90 | 65.90 | -1.00 | 0.0000 | -0.024 | ||||
| 0 | 1.10 | 962 | 47.4% | 0.00 | 0.0002 | -0.001 | 230 | 71.90 | 75.90 | -1.00 | 0.0000 | -0.024 | ||||
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