VLO chaîne d'options Valero Energy Corporation
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 ±13.5% (320.17–420.07) · ATM IV 45.7% · P/C open interest —
| 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 | |
| 72.90 | 76.70 | 47.4% | 0.91 | 0.0026 | -0.060 | 300 | 1.25 | 4.90 | 1 | 47.3% | -0.09 | 0.0026 | -0.104 | |||
| 68.90 | 72.10 | 47.3% | 0.89 | 0.0029 | -0.075 | 305 | 1.65 | 5.60 | 46.8% | -0.11 | 0.0029 | -0.116 | ||||
| 64.70 | 67.80 | 47.1% | 0.87 | 0.0032 | -0.090 | 310 | 2.30 | 6.30 | 46.4% | -0.13 | 0.0033 | -0.128 | ||||
| 60.50 | 63.70 | 46.8% | 0.86 | 0.0036 | -0.105 | 315 | 3.10 | 7.00 | 46.0% | -0.15 | 0.0036 | -0.140 | ||||
| 56.50 | 59.60 | 1 | 46.6% | 0.83 | 0.0040 | -0.121 | 320 | 4.20 | 8.00 | 2 | 46.2% | -0.17 | 0.0040 | -0.153 | ||
| 52.80 | 55.70 | 46.6% | 0.81 | 0.0043 | -0.136 | 325 | 5.30 | 9.00 | 2 | 46.0% | -0.19 | 0.0043 | -0.166 | |||
| 49.10 | 52.00 | 46.6% | 0.79 | 0.0046 | -0.151 | 330 | 6.50 | 9.60 | 7 | 45.0% | -0.21 | 0.0047 | -0.177 | |||
| 45.00 | 48.40 | 45.9% | 0.76 | 0.0050 | -0.165 | 335 | 7.60 | 11.50 | 45.3% | -0.24 | 0.0050 | -0.189 | ||||
| 41.80 | 44.90 | 46.1% | 0.73 | 0.0053 | -0.178 | 340 | 9.40 | 12.60 | 2 | 45.1% | -0.27 | 0.0053 | -0.200 | |||
| 38.30 | 41.50 | 45.6% | 0.70 | 0.0056 | -0.191 | 345 | 10.90 | 14.50 | 45.1% | -0.30 | 0.0056 | -0.209 | ||||
| 35.80 | 38.50 | 46.4% | 0.67 | 0.0058 | -0.202 | 350 | 12.70 | 16.50 | 1 | 45.2% | -0.33 | 0.0059 | -0.217 | |||
| 32.80 | 35.50 | 46.2% | 0.64 | 0.0060 | -0.211 | 355 | 14.70 | 18.20 | 44.8% | -0.36 | 0.0061 | -0.224 | ||||
| 30.00 | 32.90 | 1 | 46.4% | 0.61 | 0.0062 | -0.219 | 360 | 17.30 | 20.50 | 3 | 45.3% | -0.39 | 0.0062 | -0.229 | ||
| 27.00 | 30.00 | 1 | 45.8% | 0.58 | 0.0063 | -0.226 | 365 | 19.40 | 22.70 | 3 | 44.9% | -0.42 | 0.0064 | -0.233 | ||
| 24.80 | 27.80 | 4 | 46.3% | 0.55 | 0.0064 | -0.230 | 370 | 22.30 | 25.00 | 2 | 45.1% | -0.46 | 0.0065 | -0.235 | ||
| 22.70 | 25.50 | 5 | 46.5% | 0.52 | 0.0064 | -0.233 | 375 | 24.60 | 27.90 | 44.9% | -0.49 | 0.0065 | -0.236 | |||
| 20.00 | 23.50 | 46.1% | 0.48 | 0.0064 | -0.235 | 380 | 27.80 | 30.50 | 2 | 45.0% | -0.52 | 0.0065 | -0.234 | |||
| 18.00 | 21.50 | 46.1% | 0.45 | 0.0064 | -0.235 | 385 | 30.60 | 33.90 | 45.2% | -0.55 | 0.0065 | -0.232 | ||||
| 16.40 | 19.50 | 2 | 46.2% | 0.42 | 0.0063 | -0.233 | 390 | 33.70 | 37.00 | 45.1% | -0.58 | 0.0064 | -0.228 | |||
| 15.10 | 18.00 | 30 | 46.8% | 0.40 | 0.0062 | -0.230 | 395 | 37.10 | 40.10 | 45.0% | -0.61 | 0.0063 | -0.222 | |||
| 13.00 | 16.50 | 1 | 46.4% | 0.37 | 0.0060 | -0.226 | 400 | 40.60 | 43.50 | 45.0% | -0.64 | 0.0062 | -0.215 | |||
| 11.40 | 15.00 | 46.2% | 0.34 | 0.0058 | -0.221 | 405 | 44.20 | 47.30 | 45.3% | -0.67 | 0.0060 | -0.207 | ||||
| 10.20 | 13.90 | 46.6% | 0.31 | 0.0056 | -0.215 | 410 | 47.90 | 51.30 | 45.6% | -0.69 | 0.0058 | -0.199 | ||||
| 9.00 | 12.50 | 46.5% | 0.29 | 0.0054 | -0.208 | 415 | 51.80 | 55.10 | 45.8% | -0.72 | 0.0056 | -0.189 | ||||
| 7.90 | 11.50 | 46.7% | 0.27 | 0.0052 | -0.201 | 420 | 55.80 | 59.10 | 46.0% | -0.74 | 0.0054 | -0.179 | ||||
| 6.90 | 10.50 | 46.7% | 0.25 | 0.0050 | -0.193 | 425 | 59.80 | 63.10 | 45.9% | -0.77 | 0.0052 | -0.169 | ||||
| 6.00 | 9.90 | 47.2% | 0.23 | 0.0047 | -0.184 | 430 | 64.00 | 67.30 | 46.2% | -0.79 | 0.0049 | -0.158 | ||||
| 5.20 | 9.00 | 47.2% | 0.21 | 0.0045 | -0.176 | 435 | 68.20 | 71.60 | 46.3% | -0.81 | 0.0047 | -0.146 | ||||
| 4.50 | 8.40 | 47.5% | 0.19 | 0.0042 | -0.167 | 440 | 72.60 | 75.90 | 46.5% | -0.82 | 0.0044 | -0.135 | ||||
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 — Oct 23, 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.