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 ±31.3% (80.81–154.61) · ATM IV 41.5% · P/C open interest 0.48
| 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 | |
| 57.50 | 62.00 | 33.9% | 0.97 | 0.0016 | 0.000 | 60 | 0.5000 | 1.50 | 5 | 48.4% | -0.04 | 0.0016 | -0.007 | |||
| 53.00 | 57.20 | 34.0% | 0.96 | 0.0020 | -0.000 | 65 | 0.5000 | 2.75 | 7 | 49.1% | -0.05 | 0.0021 | -0.008 | |||
| 49.90 | 53.30 | 2 | 44.1% | 0.94 | 0.0026 | -0.003 | 70 | 0.7500 | 2.50 | 44.2% | -0.07 | 0.0027 | -0.010 | |||
| 44.50 | 49.00 | 39.2% | 0.92 | 0.0032 | -0.005 | 75 | 2.15 | 3.20 | 1 | 45.9% | -0.09 | 0.0033 | -0.012 | |||
| 40.60 | 45.00 | 5 | 39.8% | 0.89 | 0.0039 | -0.008 | 80 | 2.05 | 4.10 | 3 | 43.1% | -0.12 | 0.0040 | -0.014 | ||
| 37.10 | 41.50 | 4 | 41.3% | 0.87 | 0.0046 | -0.011 | 85 | 2.55 | 5.30 | 3 | 42.1% | -0.15 | 0.0048 | -0.016 | ||
| 33.60 | 38.00 | 2 | 41.5% | 0.83 | 0.0053 | -0.013 | 90 | 3.50 | 8.00 | 43.9% | -0.18 | 0.0055 | -0.018 | |||
| 31.30 | 33.80 | 41.8% | 0.80 | 0.0060 | -0.016 | 95 | 5.20 | 8.90 | 6 | 43.0% | -0.21 | 0.0062 | -0.020 | |||
| 26.70 | 31.00 | 8 | 40.0% | 0.76 | 0.0066 | -0.018 | 100 | 7.60 | 10.50 | 1 | 43.6% | -0.25 | 0.0069 | -0.022 | ||
| 24.00 | 28.00 | 7 | 40.1% | 0.72 | 0.0072 | -0.020 | 105 | 8.90 | 12.50 | 42.6% | -0.29 | 0.0076 | -0.024 | |||
| 21.20 | 25.50 | 5 | 7 | 40.2% | 0.68 | 0.0078 | -0.022 | 110 | 11.10 | 14.30 | 2 | 42.0% | -0.33 | 0.0081 | -0.025 | |
| 19.40 | 23.00 | 5 | 40.9% | 0.64 | 0.0082 | -0.023 | 115 | 13.20 | 16.20 | 2 | 40.9% | -0.38 | 0.0086 | -0.026 | ||
| 17.00 | 20.50 | 12 | 40.4% | 0.60 | 0.0085 | -0.024 | 120 | 17.30 | 19.00 | 1 | 42.7% | -0.42 | 0.0091 | -0.026 | ||
| 14.50 | 18.50 | 8 | 39.8% | 0.56 | 0.0087 | -0.025 | 125 | 18.60 | 21.70 | 3 | 40.6% | -0.47 | 0.0094 | -0.027 | ||
| 12.50 | 16.40 | 39.3% | 0.52 | 0.0088 | -0.025 | 130 | 21.60 | 24.90 | 9 | 40.6% | -0.51 | 0.0097 | -0.027 | |||
| 11.20 | 14.90 | 10 | 39.9% | 0.48 | 0.0089 | -0.025 | 135 | 25.00 | 28.40 | 41.0% | -0.55 | 0.0098 | -0.026 | |||
| 9.70 | 13.30 | 1 | 39.7% | 0.44 | 0.0088 | -0.025 | 140 | 28.80 | 31.80 | 4 | 41.3% | -0.60 | 0.0099 | -0.026 | ||
| 8.60 | 11.60 | 20 | 39.5% | 0.41 | 0.0087 | -0.025 | 145 | 32.30 | 35.30 | 40.9% | -0.64 | 0.0099 | -0.025 | |||
| 7.10 | 10.50 | 6 | 39.2% | 0.37 | 0.0085 | -0.024 | 150 | 36.00 | 39.00 | 40.6% | -0.68 | 0.0098 | -0.025 | |||
| 6.10 | 9.20 | 39.0% | 0.34 | 0.0082 | -0.024 | 155 | 40.00 | 43.00 | 40.7% | -0.72 | 0.0096 | -0.023 | ||||
| 5.10 | 8.50 | 39.2% | 0.31 | 0.0079 | -0.023 | 160 | 44.10 | 47.40 | 41.2% | -0.75 | 0.0094 | -0.022 | ||||
| 4.20 | 7.50 | 38.8% | 0.28 | 0.0076 | -0.022 | 165 | 48.50 | 51.50 | 41.3% | -0.79 | 0.0091 | -0.021 | ||||
| 3.90 | 6.70 | 39.3% | 0.26 | 0.0072 | -0.021 | 170 | 53.00 | 56.00 | 41.9% | -0.82 | 0.0089 | -0.019 | ||||
| 2.85 | 6.10 | 38.7% | 0.23 | 0.0068 | -0.020 | 175 | 57.50 | 60.50 | 42.2% | -0.85 | 0.0088 | -0.018 | ||||
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.