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 ±22.1% (288.32–451.92) · ATM IV 46.0% · P/C open interest 1.13
| 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 | |
| 180.70 | 184.30 | 253 | 54.9% | 0.99 | 0.0003 | 0.000 | 190 | 0.0500 | 0.9000 | 150 | 52.4% | -0.01 | 0.0003 | -0.015 | ||
| 176.20 | 179.50 | 500 | 56.0% | 0.98 | 0.0003 | 0.000 | 195 | 0.1000 | 1.00 | 82 | 51.7% | -0.02 | 0.0003 | -0.017 | ||
| 170.90 | 174.30 | 782 | 50.3% | 0.98 | 0.0004 | 0.000 | 200 | 0 | 1.15 | 171 | 50.2% | -0.02 | 0.0004 | -0.018 | ||
| 161.90 | 164.10 | 1,534 | 49.3% | 0.98 | 0.0005 | 0.000 | 210 | 0.2500 | 1.40 | 256 | 49.4% | -0.02 | 0.0005 | -0.022 | ||
| 152.20 | 155.50 | 222 | 51.1% | 0.97 | 0.0006 | 0.000 | 220 | 0.7000 | 2.00 | 159 | 50.0% | -0.03 | 0.0006 | -0.028 | ||
| 142.70 | 145.80 | 196 | 48.8% | 0.96 | 0.0008 | -0.002 | 230 | 1.60 | 2.20 | 2 | 184 | 49.6% | -0.04 | 0.0008 | -0.034 | |
| 134.00 | 137.20 | 405 | 50.6% | 0.95 | 0.0009 | -0.011 | 240 | 2.30 | 2.90 | 236 | 49.2% | -0.05 | 0.0010 | -0.041 | ||
| 125.10 | 127.70 | 351 | 49.1% | 0.94 | 0.0012 | -0.021 | 250 | 3.10 | 3.60 | 2 | 525 | 48.4% | -0.06 | 0.0012 | -0.049 | |
| 116.10 | 118.70 | 399 | 47.9% | 0.92 | 0.0014 | -0.032 | 260 | 4.00 | 5.20 | 338 | 48.5% | -0.08 | 0.0014 | -0.058 | ||
| 107.50 | 110.20 | 334 | 47.5% | 0.90 | 0.0016 | -0.044 | 270 | 5.20 | 6.00 | 766 | 47.2% | -0.10 | 0.0017 | -0.068 | ||
| 99.50 | 102.50 | 3 | 421 | 48.0% | 0.88 | 0.0019 | -0.056 | 280 | 6.80 | 7.60 | 19 | 252 | 46.9% | -0.12 | 0.0020 | -0.078 |
| 91.30 | 94.50 | 167 | 47.3% | 0.85 | 0.0022 | -0.069 | 290 | 7.90 | 9.60 | 149 | 46.0% | -0.15 | 0.0022 | -0.089 | ||
| 83.50 | 87.00 | 1 | 446 | 46.9% | 0.82 | 0.0025 | -0.081 | 300 | 10.70 | 11.90 | 10 | 156 | 46.3% | -0.18 | 0.0025 | -0.099 |
| 76.30 | 79.30 | 2 | 177 | 46.4% | 0.79 | 0.0028 | -0.093 | 310 | 12.40 | 14.50 | 1 | 117 | 45.4% | -0.21 | 0.0028 | -0.109 |
| 69.70 | 72.40 | 4 | 194 | 46.3% | 0.76 | 0.0030 | -0.104 | 320 | 16.20 | 17.70 | 16 | 167 | 46.0% | -0.24 | 0.0031 | -0.118 |
| 63.40 | 66.50 | 133 | 46.6% | 0.72 | 0.0032 | -0.114 | 330 | 19.60 | 21.10 | 2 | 411 | 45.8% | -0.28 | 0.0033 | -0.126 | |
| 57.70 | 60.40 | 2 | 128 | 46.7% | 0.69 | 0.0034 | -0.123 | 340 | 22.70 | 25.00 | 5 | 100 | 45.2% | -0.32 | 0.0035 | -0.133 |
| 51.90 | 54.80 | 15 | 308 | 46.4% | 0.65 | 0.0036 | -0.130 | 350 | 28.30 | 29.20 | 15 | 55 | 45.9% | -0.35 | 0.0037 | -0.139 |
| 47.10 | 48.70 | 78 | 333 | 46.0% | 0.61 | 0.0037 | -0.136 | 360 | 33.00 | 34.00 | 9 | 53 | 45.9% | -0.39 | 0.0038 | -0.143 |
| 42.10 | 44.70 | 24 | 132 | 46.3% | 0.57 | 0.0038 | -0.141 | 370 | 37.40 | 39.40 | 8 | 16 | 45.6% | -0.43 | 0.0039 | -0.145 |
| 38.00 | 39.90 | 21 | 293 | 46.2% | 0.54 | 0.0038 | -0.144 | 380 | 43.30 | 44.90 | 3 | 9 | 45.8% | -0.47 | 0.0039 | -0.146 |
| 34.10 | 35.70 | 16 | 129 | 46.2% | 0.50 | 0.0039 | -0.145 | 390 | 49.70 | 50.90 | 1 | 46.1% | -0.51 | 0.0040 | -0.146 | |
| 30.60 | 32.00 | 46 | 1,205 | 46.2% | 0.46 | 0.0038 | -0.146 | 400 | 55.20 | 57.50 | 2 | 1 | 45.8% | -0.54 | 0.0040 | -0.144 |
| 27.40 | 28.70 | 63 | 55 | 46.4% | 0.43 | 0.0038 | -0.145 | 410 | 62.00 | 64.20 | 1 | 46.0% | -0.58 | 0.0039 | -0.141 | |
| 24.40 | 25.70 | 13 | 144 | 46.4% | 0.40 | 0.0037 | -0.143 | 420 | 68.40 | 71.70 | 1 | 46.0% | -0.61 | 0.0038 | -0.138 | |
| 21.80 | 23.10 | 6 | 69 | 46.6% | 0.37 | 0.0036 | -0.140 | 430 | 75.60 | 78.70 | 45.8% | -0.65 | 0.0038 | -0.133 | ||
| 19.40 | 21.30 | 2 | 212 | 47.0% | 0.34 | 0.0035 | -0.137 | 440 | 83.40 | 86.60 | 46.3% | -0.68 | 0.0036 | -0.128 | ||
| 17.10 | 18.50 | 2 | 52 | 46.7% | 0.31 | 0.0034 | -0.132 | 450 | 91.20 | 94.30 | 46.2% | -0.71 | 0.0035 | -0.122 | ||
| 15.10 | 16.50 | 3 | 19 | 46.7% | 0.28 | 0.0032 | -0.128 | 460 | 99.20 | 102.60 | 46.4% | -0.73 | 0.0034 | -0.116 | ||
| 14.00 | 15.10 | 66 | 47.4% | 0.26 | 0.0031 | -0.123 | 470 | 107.60 | 110.90 | 46.6% | -0.76 | 0.0033 | -0.110 | |||
| 12.40 | 13.30 | 2 | 47.4% | 0.24 | 0.0029 | -0.117 | 480 | 116.10 | 119.50 | 46.9% | -0.78 | 0.0031 | -0.103 | |||
| 10.50 | 12.30 | 5 | 47.4% | 0.22 | 0.0028 | -0.112 | 490 | 124.80 | 128.40 | 47.2% | -0.81 | 0.0030 | -0.097 | |||
| 9.20 | 10.70 | 4 | 16 | 47.2% | 0.20 | 0.0026 | -0.106 | 500 | 133.50 | 136.80 | 46.8% | -0.83 | 0.0029 | -0.090 | ||
| 8.00 | 9.80 | 5 | 47.4% | 0.18 | 0.0024 | -0.101 | 510 | 142.70 | 146.20 | 47.6% | -0.85 | 0.0028 | -0.083 | |||
| 7.00 | 8.60 | 32 | 47.3% | 0.16 | 0.0023 | -0.096 | 520 | 151.90 | 155.10 | 47.6% | -0.86 | 0.0026 | -0.077 | |||
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 — Jan 15, 2027
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.