TPR chaîne d'options Tapestry, 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 ±32.6% (82.39–161.99) · ATM IV 41.1% · P/C open interest 0.19
| 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 | |
| 59.10 | 62.00 | 47.2% | 0.95 | 0.0018 | -0.001 | 65 | 1.40 | 1.85 | 47.8% | -0.05 | 0.0019 | -0.008 | ||||
| 54.00 | 58.00 | 2 | 44.3% | 0.94 | 0.0023 | -0.003 | 70 | 0.8500 | 3.80 | 47.7% | -0.07 | 0.0024 | -0.010 | |||
| 50.80 | 53.50 | 45.3% | 0.92 | 0.0028 | -0.005 | 75 | 2.25 | 3.10 | 1 | 45.1% | -0.09 | 0.0029 | -0.011 | |||
| 45.50 | 49.50 | 2 | 41.5% | 0.90 | 0.0034 | -0.008 | 80 | 3.20 | 4.00 | 44.9% | -0.11 | 0.0035 | -0.013 | |||
| 42.20 | 45.90 | 2 | 42.8% | 0.88 | 0.0040 | -0.010 | 85 | 3.90 | 5.20 | 44.1% | -0.14 | 0.0041 | -0.015 | |||
| 39.30 | 42.50 | 2 | 44.1% | 0.85 | 0.0046 | -0.012 | 90 | 4.90 | 6.40 | 43.3% | -0.16 | 0.0047 | -0.017 | |||
| 35.00 | 39.00 | 42.2% | 0.82 | 0.0052 | -0.014 | 95 | 6.20 | 7.90 | 6 | 43.0% | -0.20 | 0.0054 | -0.019 | |||
| 32.50 | 35.50 | 42.6% | 0.78 | 0.0058 | -0.017 | 100 | 7.90 | 9.10 | 42.3% | -0.23 | 0.0060 | -0.020 | ||||
| 29.70 | 32.50 | 1 | 42.6% | 0.75 | 0.0063 | -0.018 | 105 | 9.50 | 10.90 | 41.7% | -0.27 | 0.0066 | -0.022 | |||
| 26.70 | 30.00 | 42.4% | 0.71 | 0.0068 | -0.020 | 110 | 11.40 | 13.20 | 41.7% | -0.30 | 0.0071 | -0.023 | ||||
| 24.10 | 26.90 | 41.7% | 0.68 | 0.0072 | -0.021 | 115 | 13.50 | 15.50 | 41.4% | -0.34 | 0.0076 | -0.024 | ||||
| 21.70 | 25.00 | 10 | 42.0% | 0.64 | 0.0076 | -0.022 | 120 | 15.00 | 17.90 | 1 | 40.2% | -0.38 | 0.0080 | -0.025 | ||
| 18.90 | 22.50 | 41.0% | 0.60 | 0.0078 | -0.023 | 125 | 17.60 | 20.50 | 39.9% | -0.42 | 0.0084 | -0.025 | ||||
| 16.00 | 20.50 | 40.0% | 0.56 | 0.0080 | -0.024 | 130 | 20.40 | 23.30 | 39.7% | -0.46 | 0.0087 | -0.025 | ||||
| 15.70 | 17.80 | 40.6% | 0.53 | 0.0081 | -0.024 | 135 | 23.40 | 26.30 | 39.5% | -0.50 | 0.0089 | -0.025 | ||||
| 14.00 | 16.10 | 40.5% | 0.49 | 0.0082 | -0.024 | 140 | 26.50 | 30.10 | 39.8% | -0.55 | 0.0090 | -0.025 | ||||
| 12.50 | 14.60 | 20 | 40.5% | 0.45 | 0.0081 | -0.024 | 145 | 30.00 | 34.40 | 40.8% | -0.58 | 0.0091 | -0.025 | |||
| 10.10 | 13.20 | 4 | 39.3% | 0.42 | 0.0080 | -0.024 | 150 | 33.50 | 36.80 | 39.3% | -0.62 | 0.0091 | -0.024 | |||
| 9.00 | 12.00 | 39.5% | 0.39 | 0.0079 | -0.024 | 155 | 37.00 | 40.70 | 39.2% | -0.66 | 0.0091 | -0.024 | ||||
| 8.00 | 10.80 | 39.5% | 0.36 | 0.0077 | -0.023 | 160 | 41.00 | 45.40 | 40.2% | -0.70 | 0.0091 | -0.023 | ||||
| 7.80 | 9.60 | 40.1% | 0.33 | 0.0075 | -0.022 | 165 | 45.00 | 48.20 | 38.5% | -0.73 | 0.0091 | -0.023 | ||||
| 6.90 | 9.00 | 40.4% | 0.31 | 0.0072 | -0.022 | 170 | 49.00 | 52.80 | 38.8% | -0.76 | 0.0091 | -0.022 | ||||
| 6.00 | 7.90 | 40.0% | 0.28 | 0.0069 | -0.021 | 175 | 53.50 | 56.50 | 38.1% | -0.79 | 0.0090 | -0.021 | ||||
| 5.50 | 7.00 | 40.1% | 0.26 | 0.0066 | -0.020 | 180 | 58.00 | 61.00 | 38.2% | -0.83 | 0.0090 | -0.021 | ||||
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 17, 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.