VLO chaîne d'options Valero Energy Corporation
Cboe delayed options data · au 06:44 UTC
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 ±16.6% (363.70–508.90) · ATM IV 51.3% · P/C open interest 1.81
| 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 | |
| 212.30 | 215.90 | 72 | 60.3% | 1.00 | 0.0001 | 0.000 | 220 | 0 | 1.00 | 2 | 275 | 78.1% | -0.01 | 0.0001 | -0.015 | |
| 202.30 | 205.70 | 3 | 1,084 | 0.99 | 0.0001 | 0.000 | 230 | 0 | 1.75 | 311 | 80.0% | -0.01 | 0.0002 | -0.018 | ||
| 192.60 | 196.00 | 242 | 61.3% | 0.99 | 0.0002 | 0.000 | 240 | 0.0500 | 0.4500 | 189 | 62.5% | -0.01 | 0.0002 | -0.020 | ||
| 182.70 | 186.10 | 4 | 226 | 59.4% | 0.99 | 0.0002 | 0.000 | 250 | 0 | 0.6000 | 369 | 60.0% | -0.01 | 0.0002 | -0.024 | |
| 172.80 | 176.20 | 244 | 57.1% | 0.99 | 0.0003 | -0.004 | 260 | 0 | 1.90 | 160 | 68.2% | -0.01 | 0.0003 | -0.027 | ||
| 163.00 | 166.30 | 1 | 359 | 55.5% | 0.98 | 0.0004 | -0.011 | 270 | 0 | 1.30 | 7 | 1,197 | 58.8% | -0.02 | 0.0004 | -0.032 |
| 153.00 | 156.50 | 2 | 132 | 52.6% | 0.98 | 0.0005 | -0.019 | 280 | 0 | 1.45 | 1 | 322 | 55.5% | -0.02 | 0.0005 | -0.039 |
| 143.50 | 146.80 | 53 | 53.2% | 0.97 | 0.0006 | -0.028 | 290 | 0.5500 | 1.55 | 5 | 881 | 55.0% | -0.03 | 0.0006 | -0.047 | |
| 133.90 | 137.30 | 2 | 236 | 52.9% | 0.97 | 0.0008 | -0.040 | 300 | 0.8500 | 1.85 | 7 | 1,058 | 53.4% | -0.03 | 0.0008 | -0.057 |
| 124.30 | 127.80 | 1 | 312 | 51.2% | 0.96 | 0.0010 | -0.054 | 310 | 1.25 | 2.95 | 10 | 760 | 54.1% | -0.04 | 0.0010 | -0.070 |
| 114.90 | 118.60 | 4,606 | 51.0% | 0.94 | 0.0013 | -0.071 | 320 | 1.50 | 3.00 | 28 | 15.9K | 50.8% | -0.06 | 0.0013 | -0.086 | |
| 105.90 | 109.20 | 421 | 50.1% | 0.92 | 0.0016 | -0.091 | 330 | 2.35 | 4.60 | 288 | 51.9% | -0.08 | 0.0016 | -0.105 | ||
| 97.20 | 100.50 | 246 | 50.3% | 0.90 | 0.0019 | -0.115 | 340 | 2.90 | 5.20 | 3 | 660 | 49.6% | -0.10 | 0.0019 | -0.128 | |
| 88.90 | 92.00 | 367 | 50.4% | 0.88 | 0.0023 | -0.140 | 350 | 4.90 | 7.00 | 17 | 1,109 | 49.8% | -0.12 | 0.0023 | -0.152 | |
| 80.80 | 84.50 | 1 | 297 | 51.0% | 0.85 | 0.0026 | -0.166 | 360 | 6.40 | 8.70 | 16 | 438 | 50.2% | -0.16 | 0.0027 | -0.177 |
| 73.10 | 76.90 | 356 | 51.1% | 0.81 | 0.0030 | -0.191 | 370 | 8.70 | 11.00 | 45 | 713 | 50.3% | -0.19 | 0.0030 | -0.201 | |
| 66.00 | 69.10 | 3 | 784 | 50.7% | 0.78 | 0.0033 | -0.215 | 380 | 11.30 | 13.70 | 53 | 711 | 50.3% | -0.23 | 0.0034 | -0.224 |
| 60.20 | 62.70 | 14 | 4,160 | 52.0% | 0.74 | 0.0036 | -0.236 | 390 | 15.30 | 16.60 | 3 | 449 | 50.9% | -0.27 | 0.0037 | -0.244 |
| 53.70 | 56.30 | 26 | 406 | 51.8% | 0.70 | 0.0039 | -0.255 | 400 | 18.30 | 20.30 | 128 | 3,968 | 50.6% | -0.31 | 0.0039 | -0.262 |
| 47.20 | 50.60 | 1 | 171 | 51.5% | 0.65 | 0.0041 | -0.270 | 410 | 22.60 | 24.50 | 6 | 893 | 50.9% | -0.35 | 0.0042 | -0.276 |
| 42.60 | 43.90 | 7 | 295 | 51.2% | 0.61 | 0.0043 | -0.281 | 420 | 27.80 | 28.90 | 133 | 51.4% | -0.39 | 0.0043 | -0.287 | |
| 37.20 | 38.90 | 7 | 190 | 50.7% | 0.57 | 0.0044 | -0.289 | 430 | 32.40 | 34.00 | 22 | 149 | 51.2% | -0.44 | 0.0044 | -0.293 |
| 33.00 | 34.50 | 40 | 528 | 51.1% | 0.52 | 0.0044 | -0.293 | 440 | 38.40 | 39.30 | 45 | 178 | 51.6% | -0.48 | 0.0045 | -0.296 |
| 28.60 | 30.20 | 58 | 279 | 51.0% | 0.48 | 0.0044 | -0.293 | 450 | 42.90 | 46.30 | 43 | 103 | 51.5% | -0.53 | 0.0045 | -0.296 |
| 24.80 | 26.50 | 14 | 287 | 51.0% | 0.44 | 0.0044 | -0.290 | 460 | 49.10 | 51.60 | 101 | 50.7% | -0.57 | 0.0045 | -0.292 | |
| 21.70 | 23.20 | 11 | 231 | 51.2% | 0.40 | 0.0043 | -0.285 | 470 | 55.80 | 58.30 | 28 | 50.8% | -0.61 | 0.0044 | -0.285 | |
| 19.00 | 20.30 | 6 | 221 | 51.5% | 0.36 | 0.0042 | -0.276 | 480 | 63.50 | 66.10 | 11 | 51.9% | -0.65 | 0.0042 | -0.275 | |
| 15.90 | 17.70 | 35 | 100 | 51.1% | 0.32 | 0.0040 | -0.266 | 490 | 70.20 | 73.70 | 1 | 51.6% | -0.68 | 0.0040 | -0.263 | |
| 14.00 | 15.30 | 37 | 1,248 | 51.5% | 0.29 | 0.0038 | -0.254 | 500 | 78.60 | 81.30 | 5 | 52.2% | -0.72 | 0.0038 | -0.250 | |
| 11.60 | 13.30 | 13 | 133 | 51.2% | 0.26 | 0.0036 | -0.241 | 510 | 85.90 | 89.60 | 5 | 52.0% | -0.75 | 0.0036 | -0.235 | |
| 10.40 | 12.30 | 92 | 87 | 52.5% | 0.23 | 0.0033 | -0.228 | 520 | 94.90 | 98.00 | 3 | 53.0% | -0.78 | 0.0034 | -0.220 | |
| 7.10 | 10.00 | 15 | 146 | 53.0% | 0.18 | 0.0029 | -0.200 | 540 | 111.40 | 115.20 | 1 | 52.7% | -0.83 | 0.0029 | -0.189 | |
| 5.40 | 7.90 | 1 | 34 | 54.0% | 0.14 | 0.0024 | -0.173 | 560 | 130.00 | 133.10 | 3 | 54.0% | -0.87 | 0.0025 | -0.160 | |
| 4.00 | 6.20 | 1 | 183 | 54.8% | 0.11 | 0.0020 | -0.149 | 580 | 147.80 | 151.50 | 13 | 53.6% | -0.90 | 0.0021 | -0.135 | |
| 3.10 | 4.50 | 210 | 119 | 55.1% | 0.09 | 0.0017 | -0.127 | 600 | 166.70 | 170.30 | 3 | 54.0% | -0.92 | 0.0018 | -0.114 | |
| 1.40 | 4.10 | 102 | 55.0% | 0.07 | 0.0014 | -0.109 | 620 | 186.00 | 189.40 | 11 | 54.4% | -0.94 | 0.0016 | -0.098 | ||
| 1.05 | 2.85 | 10 | 1 | 54.9% | 0.06 | 0.0012 | -0.093 | 640 | 205.40 | 208.70 | 53.9% | -0.96 | 0.0014 | -0.085 | ||
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 — Dec 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.
callsputs