VALE chaîne d'options Vale S.A.
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% (14.57–16.21) · ATM IV 32.6% · P/C open interest 0.51
| 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 | |
| 7.35 | 9.25 | 2 | 376.3% | 1.00 | 0.0019 | 0.000 | 8 | 0 | 1.22 | 74 | 326.3% | -0.00 | 0.0019 | -0.001 | ||
| 6.35 | 8.45 | 1 | 339.8% | 1.00 | 0.0032 | 0.000 | 9 | 0 | 0.6200 | 1,444 | 224.1% | -0.00 | 0.0032 | -0.001 | ||
| 5.80 | 8.00 | 1 | 315.4% | 1.00 | 0.0042 | 0.000 | 9.5 | 0 | 0.2100 | 155.8% | -0.00 | 0.0042 | -0.001 | |||
| 5.35 | 5.50 | 34.2K | 93.0% | 0.99 | 0.0056 | 0.000 | 10 | 0 | 0.0100 | 21.4K | 86.8% | -0.01 | 0.0056 | -0.001 | ||
| 4.85 | 5.05 | 101.9% | 0.99 | 0.0075 | 0.000 | 10.5 | 0 | 0.0100 | 77.9% | -0.01 | 0.0076 | -0.001 | ||||
| 4.30 | 4.55 | 4 | 71.9% | 0.99 | 0.0104 | 0.000 | 11 | 0 | 0.0100 | 4,591 | 69.3% | -0.01 | 0.0104 | -0.002 | ||
| 3.85 | 4.05 | 80.0% | 0.99 | 0.0146 | 0.000 | 11.5 | 0 | 0.0100 | 6 | 61.1% | -0.01 | 0.0146 | -0.002 | |||
| 3.35 | 3.55 | 1,945 | 69.7% | 0.98 | 0.0210 | -0.001 | 12 | 0 | 0.0200 | 4,410 | 58.3% | -0.02 | 0.0211 | -0.002 | ||
| 2.84 | 3.05 | 57.6% | 0.98 | 0.0315 | -0.001 | 12.5 | 0 | 0.0200 | 12 | 50.0% | -0.02 | 0.0316 | -0.003 | |||
| 2.40 | 2.56 | 450 | 58.6% | 0.97 | 0.0492 | -0.002 | 13 | 0.0100 | 0.0300 | 21.5K | 47.0% | -0.03 | 0.0494 | -0.003 | ||
| 1.88 | 2.07 | 1 | 47.0% | 0.95 | 0.0813 | -0.003 | 13.5 | 0.0200 | 0.0400 | 75 | 41.5% | -0.05 | 0.0818 | -0.004 | ||
| 1.43 | 1.58 | 6 | 2,668 | 42.0% | 0.91 | 0.1424 | -0.005 | 14 | 0.0400 | 0.0600 | 5 | 18.0K | 36.6% | -0.09 | 0.1433 | -0.006 |
| 0.9800 | 1.12 | 2 | 23 | 36.3% | 0.82 | 0.2423 | -0.009 | 14.5 | 0.1000 | 0.1300 | 2 | 174 | 35.1% | -0.18 | 0.2442 | -0.009 |
| 0.6200 | 0.6900 | 21 | 39.1K | 32.9% | 0.67 | 0.3454 | -0.012 | 15 | 0.2300 | 0.2500 | 134 | 20.5K | 33.8% | -0.33 | 0.3486 | -0.013 |
| 0.3600 | 0.4000 | 86 | 1,746 | 32.6% | 0.49 | 0.3887 | -0.013 | 15.5 | 0.4300 | 0.4500 | 167 | 129 | 32.6% | -0.52 | 0.3935 | -0.013 |
| 0.1900 | 0.2000 | 649 | 29.5K | 32.9% | 0.31 | 0.3350 | -0.012 | 16 | 0.7700 | 0.8100 | 28 | 4,200 | 34.5% | -0.70 | 0.3407 | -0.012 |
| 0.0900 | 0.1200 | 83 | 581 | 34.3% | 0.18 | 0.2412 | -0.009 | 16.5 | 0.7300 | 2.38 | 70.7% | -0.83 | 0.2463 | -0.009 | ||
| 0.0400 | 0.0700 | 70 | 29.1K | 36.6% | 0.10 | 0.1546 | -0.006 | 17 | 0.0100 | 2.70 | 21 | -0.91 | 0.1597 | -0.006 | ||
| 0.0200 | 0.0400 | 11 | 43 | 38.6% | 0.05 | 0.0900 | -0.004 | 17.5 | 1.25 | 4.00 | 100.2% | -0.96 | 0.1105 | -0.003 | ||
| 0 | 0.0200 | 16 | 16.5K | 37.4% | 0.03 | 0.0515 | -0.002 | 18 | 1.98 | 4.45 | 1 | 118.9% | -0.99 | 0.0489 | -0.004 | |
| 0 | 0.0200 | 42.9% | 0.02 | 0.0325 | -0.002 | 18.5 | 2.08 | 4.95 | 109.3% | -1.00 | 0.0132 | -0.006 | ||||
| 0 | 0.0100 | 12.7K | 43.8% | 0.01 | 0.0232 | -0.001 | 19 | 1.56 | 5.45 | 1 | -1.00 | 0.0048 | -0.006 | |||
| 0 | 0.0100 | 48.5% | 0.01 | 0.0179 | -0.001 | 19.5 | 2.81 | 6.05 | 116.9% | -1.00 | 0.0023 | -0.007 | ||||
| 0 | 0.0100 | 12.5K | 53.0% | 0.01 | 0.0143 | -0.001 | 20 | 3.20 | 6.00 | -1.00 | 0.0008 | -0.007 | ||||
| 0 | 0.0100 | 5,183 | 61.5% | 0.01 | 0.0097 | -0.001 | 21 | 4.50 | 7.55 | 150.4% | -1.00 | 0.0000 | -0.007 | |||
| 0 | 0.4700 | 1,132 | 135.1% | 0.01 | 0.0070 | -0.001 | 22 | 4.70 | 7.80 | -1.00 | 0.0000 | -0.007 | ||||
| 0 | 0.0400 | 45 | 91.5% | 0.00 | 0.0052 | -0.001 | 23 | 6.60 | 9.45 | 176.7% | -1.00 | 0.0000 | -0.007 | |||
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 18, 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.