TSM chaîne d'options Taiwan Semiconductor Manufacturing Company Limited
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 ±19.7% (334.12–497.68) · ATM IV 36.0% · P/C open interest 2.65
| 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 | |
| 208.40 | 211.70 | 4 | 51.1% | 0.99 | 0.0002 | 0.000 | 210 | 0.2600 | 0.7900 | 223 | 47.9% | -0.01 | 0.0002 | -0.012 | ||
| 198.75 | 202.05 | 4 | 49.3% | 0.99 | 0.0003 | 0.000 | 220 | 0.5800 | 1.10 | 228 | 48.3% | -0.01 | 0.0003 | -0.014 | ||
| 189.15 | 192.45 | 1 | 47.7% | 0.99 | 0.0003 | 0.000 | 230 | 0.6600 | 1.17 | 558 | 45.9% | -0.02 | 0.0004 | -0.017 | ||
| 179.40 | 182.90 | 25 | 45.7% | 0.98 | 0.0004 | 0.000 | 240 | 0.8200 | 1.58 | 203 | 45.1% | -0.02 | 0.0004 | -0.019 | ||
| 170.05 | 173.40 | 10 | 44.8% | 0.98 | 0.0005 | 0.000 | 250 | 1.20 | 1.64 | 22 | 1,601 | 43.5% | -0.03 | 0.0005 | -0.022 | |
| 160.60 | 163.30 | 6 | 41.9% | 0.97 | 0.0006 | 0.000 | 260 | 1.55 | 2.06 | 99 | 42.6% | -0.03 | 0.0006 | -0.026 | ||
| 151.10 | 154.60 | 17 | 42.1% | 0.96 | 0.0008 | 0.000 | 270 | 2.12 | 2.44 | 181 | 41.7% | -0.04 | 0.0008 | -0.030 | ||
| 141.95 | 145.40 | 24 | 41.4% | 0.95 | 0.0009 | -0.003 | 280 | 2.62 | 3.05 | 1 | 118 | 40.8% | -0.05 | 0.0009 | -0.035 | |
| 132.80 | 136.25 | 33 | 40.3% | 0.94 | 0.0011 | -0.011 | 290 | 3.30 | 3.60 | 2 | 1,099 | 39.8% | -0.06 | 0.0011 | -0.040 | |
| 123.85 | 126.90 | 1 | 320 | 39.1% | 0.93 | 0.0013 | -0.019 | 300 | 3.80 | 4.40 | 56 | 484 | 38.6% | -0.08 | 0.0013 | -0.046 |
| 115.05 | 118.50 | 28 | 38.8% | 0.91 | 0.0015 | -0.027 | 310 | 4.85 | 5.45 | 13 | 1,239 | 38.0% | -0.10 | 0.0016 | -0.053 | |
| 106.95 | 109.75 | 30 | 38.4% | 0.89 | 0.0018 | -0.036 | 320 | 6.10 | 6.75 | 17 | 1,283 | 37.5% | -0.12 | 0.0018 | -0.060 | |
| 98.25 | 100.85 | 207 | 37.0% | 0.87 | 0.0021 | -0.045 | 330 | 7.85 | 8.35 | 40 | 941 | 37.3% | -0.14 | 0.0021 | -0.067 | |
| 90.25 | 93.60 | 59 | 37.1% | 0.84 | 0.0023 | -0.055 | 340 | 9.40 | 10.70 | 88 | 540 | 37.0% | -0.16 | 0.0024 | -0.075 | |
| 82.55 | 85.65 | 2 | 56 | 36.5% | 0.81 | 0.0026 | -0.064 | 350 | 11.60 | 13.00 | 130 | 1,514 | 36.7% | -0.19 | 0.0027 | -0.082 |
| 76.25 | 78.00 | 1 | 69 | 36.6% | 0.78 | 0.0029 | -0.073 | 360 | 14.20 | 15.65 | 11 | 3,158 | 36.5% | -0.22 | 0.0030 | -0.089 |
| 68.60 | 71.50 | 2 | 50 | 36.1% | 0.75 | 0.0031 | -0.081 | 370 | 17.15 | 18.75 | 15 | 1,399 | 36.3% | -0.26 | 0.0032 | -0.096 |
| 62.20 | 65.15 | 1 | 83 | 36.1% | 0.72 | 0.0033 | -0.089 | 380 | 20.55 | 21.80 | 6 | 418 | 36.0% | -0.29 | 0.0034 | -0.102 |
| 56.25 | 59.15 | 511 | 36.0% | 0.68 | 0.0035 | -0.096 | 390 | 24.55 | 26.15 | 10 | 385 | 36.2% | -0.33 | 0.0037 | -0.107 | |
| 50.95 | 53.80 | 142 | 36.2% | 0.64 | 0.0037 | -0.101 | 400 | 28.65 | 30.50 | 4 | 4,885 | 36.0% | -0.37 | 0.0038 | -0.111 | |
| 46.20 | 47.95 | 176 | 636 | 36.1% | 0.60 | 0.0038 | -0.106 | 410 | 33.35 | 35.30 | 23 | 905 | 36.0% | -0.41 | 0.0040 | -0.114 |
| 41.50 | 43.05 | 8 | 241 | 36.0% | 0.57 | 0.0039 | -0.109 | 420 | 38.55 | 40.45 | 70 | 36.0% | -0.45 | 0.0041 | -0.115 | |
| 37.20 | 38.65 | 39 | 157 | 36.0% | 0.53 | 0.0039 | -0.111 | 430 | 44.25 | 46.10 | 153 | 36.1% | -0.49 | 0.0041 | -0.116 | |
| 33.20 | 34.65 | 7 | 306 | 36.0% | 0.49 | 0.0039 | -0.112 | 440 | 50.20 | 52.20 | 272 | 35.8% | -0.53 | 0.0042 | -0.116 | |
| 29.60 | 31.00 | 17 | 173 | 36.1% | 0.45 | 0.0039 | -0.112 | 450 | 56.60 | 58.55 | 49 | 36.1% | -0.57 | 0.0042 | -0.114 | |
| 26.50 | 27.70 | 7 | 349 | 36.2% | 0.42 | 0.0038 | -0.111 | 460 | 63.25 | 65.25 | 87 | 36.1% | -0.61 | 0.0041 | -0.112 | |
| 23.50 | 24.75 | 5 | 345 | 36.2% | 0.39 | 0.0038 | -0.110 | 470 | 69.80 | 72.25 | 7 | 35.9% | -0.64 | 0.0041 | -0.109 | |
| 20.70 | 22.05 | 3 | 416 | 36.2% | 0.35 | 0.0036 | -0.107 | 480 | 77.15 | 79.85 | 22 | 36.0% | -0.68 | 0.0040 | -0.106 | |
| 18.35 | 19.50 | 11 | 423 | 36.2% | 0.32 | 0.0035 | -0.104 | 490 | 85.25 | 87.55 | 36.3% | -0.71 | 0.0039 | -0.102 | ||
| 16.20 | 17.50 | 3 | 1,017 | 36.4% | 0.30 | 0.0034 | -0.100 | 500 | 92.85 | 95.25 | 1 | 35.9% | -0.74 | 0.0038 | -0.097 | |
| 14.30 | 15.40 | 5 | 45 | 36.4% | 0.27 | 0.0032 | -0.096 | 510 | 101.05 | 103.95 | 4 | 36.2% | -0.77 | 0.0037 | -0.092 | |
| 12.65 | 13.90 | 4 | 122 | 36.6% | 0.24 | 0.0031 | -0.092 | 520 | 109.45 | 112.15 | 1 | 36.1% | -0.80 | 0.0036 | -0.086 | |
| 11.20 | 12.40 | 3 | 48 | 36.8% | 0.22 | 0.0029 | -0.087 | 530 | 117.85 | 121.05 | 36.0% | -0.83 | 0.0034 | -0.080 | ||
| 9.80 | 11.05 | 2 | 118 | 36.8% | 0.20 | 0.0027 | -0.083 | 540 | 127.30 | 129.80 | 36.4% | -0.85 | 0.0032 | -0.073 | ||
| 8.65 | 9.65 | 1 | 759 | 36.8% | 0.18 | 0.0026 | -0.078 | 550 | 136.30 | 139.05 | 36.6% | -0.88 | 0.0030 | -0.065 | ||
| 7.60 | 8.35 | 134 | 36.8% | 0.17 | 0.0024 | -0.073 | 560 | 145.25 | 148.25 | 1 | 36.3% | -0.90 | 0.0028 | -0.056 | ||
| 6.65 | 7.80 | 2 | 39 | 37.1% | 0.15 | 0.0022 | -0.069 | 570 | 154.10 | 157.60 | 23 | 35.5% | -0.91 | 0.0025 | -0.047 | |
| 5.85 | 6.95 | 6 | 130 | 37.3% | 0.13 | 0.0021 | -0.065 | 580 | 164.05 | 167.15 | 10 | 36.1% | -0.93 | 0.0022 | -0.036 | |
| 5.15 | 6.25 | 5 | 74 | 37.4% | 0.12 | 0.0019 | -0.060 | 590 | 173.25 | 176.75 | 6 | 35.0% | -0.94 | 0.0020 | -0.025 | |
| 4.60 | 5.30 | 1 | 390 | 37.4% | 0.11 | 0.0018 | -0.056 | 600 | 183.25 | 186.40 | 35.3% | -0.95 | 0.0017 | -0.014 | ||
| 4.15 | 4.65 | 42 | 37.5% | 0.10 | 0.0016 | -0.052 | 610 | 192.70 | 196.20 | 32.5% | -0.96 | 0.0014 | -0.003 | |||
| 3.45 | 4.10 | 55 | 37.4% | 0.09 | 0.0015 | -0.049 | 620 | 202.60 | 206.10 | 2 | -0.97 | 0.0012 | 0.000 | |||
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 — Feb 19, 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.