USB chaîne d'options U.S. Bancorp
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% (55.45–61.66) · ATM IV 23.7% · P/C open interest 0.43
| 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 | |
| 22.45 | 25.80 | 110.7% | 1.00 | 0.0006 | -0.001 | 35 | 0 | 0.7500 | 120.2% | -0.00 | 0.0006 | -0.001 | ||||
| 17.45 | 20.85 | 86.6% | 0.99 | 0.0017 | -0.002 | 40 | 0 | 0.7500 | 93.9% | -0.01 | 0.0017 | -0.002 | ||||
| 13.45 | 16.75 | 64.6% | 0.99 | 0.0041 | -0.004 | 44 | 0 | 0.7500 | 74.8% | -0.01 | 0.0041 | -0.004 | ||||
| 12.65 | 15.20 | 40.3% | 0.98 | 0.0051 | -0.005 | 45 | 0 | 0.7500 | 70.2% | -0.02 | 0.0051 | -0.005 | ||||
| 11.70 | 13.75 | 0.98 | 0.0064 | -0.006 | 46 | 0 | 0.9900 | 2 | 70.7% | -0.02 | 0.0065 | -0.006 | ||||
| 10.90 | 12.80 | 0.98 | 0.0081 | -0.007 | 47 | 0 | 2.21 | 85.0% | -0.02 | 0.0082 | -0.007 | |||||
| 9.75 | 11.80 | 0.97 | 0.0103 | -0.008 | 48 | 0 | 2.22 | 1 | 79.7% | -0.03 | 0.0104 | -0.008 | ||||
| 9.15 | 10.85 | 36.8% | 0.96 | 0.0131 | -0.009 | 49 | 0 | 2.23 | 10 | 74.4% | -0.04 | 0.0132 | -0.009 | |||
| 8.15 | 9.85 | 33.1% | 0.95 | 0.0167 | -0.011 | 50 | 0 | 2.24 | 16 | 69.1% | -0.05 | 0.0168 | -0.011 | |||
| 7.20 | 8.85 | 31.3% | 0.94 | 0.0214 | -0.012 | 51 | 0.0400 | 0.3800 | 4 | 5 | 37.5% | -0.06 | 0.0216 | -0.012 | ||
| 6.25 | 7.55 | 3 | 0.92 | 0.0274 | -0.014 | 52 | 0.0700 | 0.3900 | 1 | 2 | 34.3% | -0.08 | 0.0276 | -0.014 | ||
| 5.30 | 6.95 | 5 | 28.7% | 0.90 | 0.0351 | -0.016 | 53 | 0.0900 | 0.4700 | 9 | 13 | 32.1% | -0.10 | 0.0354 | -0.016 | |
| 4.50 | 5.80 | 1 | 25.6% | 0.86 | 0.0447 | -0.019 | 54 | 0.0300 | 0.5900 | 7 | 5 | 28.8% | -0.14 | 0.0452 | -0.019 | |
| 3.65 | 5.30 | 29.9% | 0.82 | 0.0565 | -0.021 | 55 | 0.2000 | 0.7600 | 7 | 23 | 28.7% | -0.18 | 0.0572 | -0.021 | ||
| 3.15 | 4.30 | 4 | 29.9% | 0.77 | 0.0701 | -0.024 | 56 | 0.3800 | 1.30 | 105 | 31.0% | -0.24 | 0.0712 | -0.024 | ||
| 2.43 | 2.93 | 5 | 10 | 23.6% | 0.70 | 0.0843 | -0.026 | 57 | 0.6300 | 0.9800 | 6 | 24.8% | -0.31 | 0.0859 | -0.026 | |
| 1.81 | 2.21 | 9 | 3 | 23.0% | 0.61 | 0.0966 | -0.027 | 58 | 1.02 | 1.38 | 25.1% | -0.40 | 0.0988 | -0.028 | ||
| 1.25 | 1.69 | 7 | 74 | 22.9% | 0.51 | 0.1034 | -0.028 | 59 | 1.46 | 1.81 | 2 | 1 | 24.5% | -0.50 | 0.1065 | -0.028 |
| 0.8700 | 1.28 | 5 | 182 | 23.4% | 0.41 | 0.1020 | -0.026 | 60 | 2.07 | 2.49 | 1 | 25.6% | -0.61 | 0.1060 | -0.027 | |
| 0.3600 | 0.9600 | 59 | 13 | 22.0% | 0.31 | 0.0928 | -0.024 | 61 | 2.60 | 3.45 | 27.0% | -0.71 | 0.0976 | -0.025 | ||
| 0.1400 | 0.5300 | 1 | 69 | 20.1% | 0.23 | 0.0790 | -0.021 | 62 | 3.05 | 4.75 | 29.6% | -0.79 | 0.0844 | -0.022 | ||
| 0.0200 | 0.3600 | 10 | 11 | 20.0% | 0.17 | 0.0643 | -0.018 | 63 | 3.90 | 5.65 | 31.5% | -0.85 | 0.0699 | -0.020 | ||
| 0 | 1.02 | 14 | 29.4% | 0.13 | 0.0510 | -0.015 | 64 | 4.80 | 6.60 | 33.9% | -0.90 | 0.0560 | -0.017 | |||
| 0 | 1.55 | 20 | 41.3% | 0.10 | 0.0400 | -0.013 | 65 | 5.25 | 8.05 | 36.4% | -0.93 | 0.0433 | -0.014 | |||
| 0 | 2.29 | 7 | 52.7% | 0.07 | 0.0313 | -0.011 | 66 | 6.10 | 9.45 | 43.0% | -0.96 | 0.0324 | -0.011 | |||
| 0 | 2.27 | 17 | 56.3% | 0.06 | 0.0246 | -0.009 | 67 | 7.10 | 10.45 | 46.5% | -0.97 | 0.0234 | -0.009 | |||
| 0 | 2.25 | 59.8% | 0.04 | 0.0194 | -0.008 | 68 | 8.05 | 11.45 | 49.2% | -0.98 | 0.0160 | -0.006 | ||||
| 0 | 2.23 | 63.1% | 0.03 | 0.0154 | -0.006 | 69 | 9.05 | 12.45 | 52.5% | -0.99 | 0.0108 | -0.004 | ||||
| 0 | 2.22 | 66.4% | 0.03 | 0.0124 | -0.006 | 70 | 10.10 | 13.40 | 55.6% | -0.99 | 0.0071 | -0.003 | ||||
| 0 | 0.7500 | 60.5% | 0.01 | 0.0046 | -0.003 | 75 | 15.05 | 18.40 | 69.2% | -1.00 | 0.0007 | -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 — Nov 13, 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.