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 ±9.2% (11.92–14.33) · ATM IV 38.7% · P/C open interest 0.27
| 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 | |
| 5.50 | 8.30 | 5 | 250.2% | 1.00 | 0.0030 | 0.000 | 7 | 0 | 2.13 | 291.8% | -0.00 | 0.0030 | -0.000 | |||
| 5.05 | 5.30 | 80.8% | 0.99 | 0.0061 | 0.000 | 8 | 0 | 0.0100 | 69.2% | -0.01 | 0.0061 | -0.001 | ||||
| 4.05 | 4.30 | 4 | 60.9% | 0.99 | 0.0130 | -0.001 | 9 | 0 | 0.0200 | 1 | 59.3% | -0.01 | 0.0131 | -0.001 | ||
| 3.55 | 3.80 | 51.7% | 0.98 | 0.0195 | -0.001 | 9.5 | 0 | 0.0200 | 51.8% | -0.02 | 0.0196 | -0.001 | ||||
| 3.05 | 3.30 | 43.0% | 0.97 | 0.0305 | -0.001 | 10 | 0.0100 | 0.0300 | 1 | 51 | 49.8% | -0.03 | 0.0306 | -0.002 | ||
| 2.61 | 2.77 | 42.4% | 0.96 | 0.0493 | -0.002 | 10.5 | 0.0200 | 0.0500 | 1 | 47.0% | -0.04 | 0.0495 | -0.002 | |||
| 2.13 | 2.29 | 3 | 1 | 39.8% | 0.93 | 0.0800 | -0.003 | 11 | 0.0400 | 0.0600 | 6 | 4,539 | 42.2% | -0.07 | 0.0806 | -0.004 |
| 1.68 | 1.83 | 38.8% | 0.88 | 0.1246 | -0.005 | 11.5 | 0.0900 | 0.1200 | 1,164 | 41.8% | -0.12 | 0.1255 | -0.005 | |||
| 1.28 | 1.40 | 182 | 38.4% | 0.80 | 0.1787 | -0.006 | 12 | 0.1700 | 0.2000 | 432 | 3,608 | 40.2% | -0.20 | 0.1803 | -0.007 | |
| 0.9500 | 1.04 | 39.4% | 0.70 | 0.2295 | -0.008 | 12.5 | 0.3000 | 0.3500 | 2 | 39.8% | -0.31 | 0.2320 | -0.008 | |||
| 0.6600 | 0.7200 | 134 | 1,645 | 38.6% | 0.57 | 0.2601 | -0.009 | 13 | 0.4900 | 0.5400 | 12 | 5,996 | 38.7% | -0.43 | 0.2637 | -0.009 |
| 0.4300 | 0.4800 | 163 | 38.2% | 0.44 | 0.2633 | -0.009 | 13.5 | 0.7500 | 0.8100 | 38.2% | -0.57 | 0.2682 | -0.009 | |||
| 0.2600 | 0.3000 | 770 | 8,509 | 37.6% | 0.32 | 0.2397 | -0.008 | 14 | 1.07 | 1.17 | 1 | 11.8K | 38.6% | -0.69 | 0.2464 | -0.008 |
| 0.1500 | 0.2000 | 2 | 38.3% | 0.22 | 0.1971 | -0.007 | 14.5 | 1.29 | 2.86 | 80.3% | -0.79 | 0.2054 | -0.007 | |||
| 0.1000 | 0.1100 | 462 | 22.3K | 38.8% | 0.15 | 0.1502 | -0.005 | 15 | 1.89 | 2.02 | 5,079 | 40.7% | -0.87 | 0.1596 | -0.005 | |
| 0.0500 | 0.0800 | 1 | 39.8% | 0.10 | 0.1105 | -0.004 | 15.5 | 2.00 | 2.59 | -0.92 | 0.1204 | -0.004 | ||||
| 0.0300 | 0.0600 | 20 | 8,466 | 41.8% | 0.07 | 0.0813 | -0.003 | 16 | 2.84 | 3.15 | 29 | 6,527 | 58.5% | -0.95 | 0.0905 | -0.003 |
| 0.0100 | 0.0400 | 5 | 41.8% | 0.05 | 0.0604 | -0.003 | 16.5 | 3.15 | 4.80 | 107.3% | -0.97 | 0.0721 | -0.003 | |||
| 0.0100 | 0.0300 | 403 | 8,424 | 44.5% | 0.04 | 0.0454 | -0.002 | 17 | 2.76 | 5.85 | 100.8% | -0.99 | 0.0508 | -0.002 | ||
| 0 | 0.0300 | 4 | 46.5% | 0.03 | 0.0344 | -0.002 | 17.5 | 4.05 | 6.35 | 137.9% | -0.99 | 0.0295 | -0.002 | |||
| 0.0100 | 0.0200 | 5 | 86.6K | 50.3% | 0.02 | 0.0263 | -0.002 | 18 | 4.05 | 6.85 | 125.4% | -1.00 | 0.0104 | -0.002 | ||
| 0 | 0.0200 | 51.0% | 0.02 | 0.0202 | -0.001 | 18.5 | 5.05 | 7.35 | 150.8% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0200 | 90 | 54.4% | 0.01 | 0.0156 | -0.001 | 19 | 4.40 | 7.85 | 106.9% | -1.00 | 0.0000 | -0.002 | |||
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.