TRV chaîne d'options The Travelers Companies, 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 ±5.3% (364.77–405.77) · ATM IV 21.9% · P/C open interest 0.49
| 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 | |
| 144.10 | 148.20 | 1.00 | 0.0001 | 0.000 | 240 | 0 | 2.15 | 88.4% | -0.00 | 0.0001 | -0.004 | |||||
| 134.20 | 138.30 | 1.00 | 0.0001 | 0.000 | 250 | 0 | 2.15 | 81.9% | -0.00 | 0.0001 | -0.006 | |||||
| 125.30 | 128.30 | 1 | 61.8% | 1.00 | 0.0002 | 0.000 | 260 | 0 | 2.15 | 75.5% | -0.00 | 0.0002 | -0.007 | |||
| 114.40 | 118.40 | 1.00 | 0.0002 | 0.000 | 270 | 0 | 1.00 | 60.8% | -0.00 | 0.0002 | -0.009 | |||||
| 104.40 | 108.40 | 1.00 | 0.0003 | 0.000 | 280 | 0 | 1.00 | 6 | 55.5% | -0.01 | 0.0003 | -0.012 | ||||
| 95.70 | 98.50 | 1 | 49.9% | 0.99 | 0.0005 | -0.004 | 290 | 0 | 1.00 | 6 | 50.2% | -0.01 | 0.0005 | -0.016 | ||
| 84.50 | 88.60 | 0.99 | 0.0007 | -0.010 | 300 | 0.1000 | 0.8000 | 40 | 44.3% | -0.01 | 0.0007 | -0.021 | ||||
| 75.50 | 78.70 | 6 | 38.5% | 0.98 | 0.0010 | -0.018 | 310 | 0.1000 | 0.8000 | 5 | 39.4% | -0.02 | 0.0011 | -0.027 | ||
| 66.20 | 68.80 | 1 | 38.0% | 0.97 | 0.0016 | -0.028 | 320 | 0.0500 | 0.9000 | 81 | 34.9% | -0.03 | 0.0016 | -0.036 | ||
| 56.40 | 59.10 | 7 | 34.6% | 0.96 | 0.0024 | -0.041 | 330 | 0.1500 | 0.6500 | 50 | 29.2% | -0.04 | 0.0024 | -0.048 | ||
| 46.90 | 49.50 | 12 | 32.0% | 0.94 | 0.0037 | -0.057 | 340 | 0.6500 | 1.10 | 5 | 70 | 28.7% | -0.06 | 0.0038 | -0.064 | |
| 37.50 | 40.10 | 57 | 29.1% | 0.90 | 0.0056 | -0.079 | 350 | 1.20 | 1.65 | 6 | 73 | 26.7% | -0.10 | 0.0057 | -0.084 | |
| 28.60 | 31.20 | 27 | 27.0% | 0.84 | 0.0084 | -0.104 | 360 | 2.10 | 2.60 | 7 | 48 | 24.6% | -0.16 | 0.0085 | -0.110 | |
| 20.50 | 21.60 | 45 | 23.4% | 0.75 | 0.0117 | -0.132 | 370 | 3.70 | 4.80 | 10 | 55 | 23.6% | -0.26 | 0.0120 | -0.137 | |
| 13.70 | 14.80 | 22 | 105 | 22.9% | 0.62 | 0.0147 | -0.152 | 380 | 6.50 | 7.80 | 3 | 20 | 22.4% | -0.39 | 0.0151 | -0.158 |
| 8.40 | 9.40 | 6 | 119 | 22.4% | 0.47 | 0.0156 | -0.157 | 390 | 10.70 | 12.50 | 1 | 10 | 21.4% | -0.55 | 0.0163 | -0.164 |
| 4.80 | 5.70 | 2 | 128 | 22.5% | 0.33 | 0.0139 | -0.144 | 400 | 17.30 | 19.10 | 2 | 25 | 21.5% | -0.70 | 0.0149 | -0.152 |
| 2.70 | 3.30 | 3 | 382 | 23.0% | 0.21 | 0.0109 | -0.120 | 410 | 24.80 | 27.00 | 1 | 2 | 20.5% | -0.82 | 0.0120 | -0.129 |
| 1.05 | 2.50 | 4 | 33 | 23.9% | 0.14 | 0.0079 | -0.095 | 420 | 33.90 | 36.00 | 8 | -0.90 | 0.0091 | -0.107 | ||
| 0.4500 | 2.95 | 53 | 28.2% | 0.09 | 0.0056 | -0.073 | 430 | 43.20 | 45.50 | -0.95 | 0.0067 | -0.085 | ||||
| 0.2000 | 1.20 | 28 | 26.5% | 0.06 | 0.0039 | -0.056 | 440 | 52.80 | 56.90 | -0.98 | 0.0036 | -0.065 | ||||
| 0 | 2.40 | 33.7% | 0.04 | 0.0027 | -0.043 | 450 | 62.80 | 66.90 | -1.00 | 0.0011 | -0.057 | |||||
| 0 | 0.7500 | 30.1% | 0.03 | 0.0019 | -0.033 | 460 | 72.80 | 76.90 | -1.00 | 0.0000 | -0.057 | |||||
| 0 | 0.8000 | 20 | 33.5% | 0.02 | 0.0014 | -0.026 | 470 | 82.80 | 86.90 | -1.00 | 0.0000 | -0.057 | ||||
| 0 | 0.7500 | 36.0% | 0.01 | 0.0010 | -0.020 | 480 | 92.80 | 96.90 | -1.00 | 0.0000 | -0.057 | |||||
| 0 | 0.9500 | 40.4% | 0.01 | 0.0007 | -0.016 | 490 | 102.90 | 106.80 | -1.00 | 0.0000 | -0.057 | |||||
| 0 | 0.7500 | 41.6% | 0.01 | 0.0006 | -0.013 | 500 | 112.80 | 116.90 | -1.00 | 0.0000 | -0.057 | |||||
| 0 | 1.20 | 47.6% | 0.01 | 0.0004 | -0.010 | 510 | 122.80 | 126.90 | -1.00 | 0.0000 | -0.057 | |||||
| 0 | 1.15 | 50.0% | 0.00 | 0.0003 | -0.008 | 520 | 132.80 | 136.90 | -1.00 | 0.0000 | -0.057 | |||||
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.