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 ±20.1% (344.24–517.14) · ATM IV 51.7% · P/C open interest 1.17
| 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 | |
| 211.00 | 214.20 | 209 | 66.4% | 0.99 | 0.0002 | 0.000 | 220 | 0.1000 | 1.60 | 184 | 69.4% | -0.01 | 0.0002 | -0.016 | ||
| 201.20 | 203.70 | 183 | 57.9% | 0.99 | 0.0002 | -0.001 | 230 | 0.1000 | 0.9000 | 188 | 60.4% | -0.01 | 0.0002 | -0.019 | ||
| 191.40 | 194.60 | 400 | 60.9% | 0.99 | 0.0003 | -0.005 | 240 | 0.0500 | 0.8000 | 2 | 225 | 55.4% | -0.01 | 0.0003 | -0.022 | |
| 181.50 | 184.90 | 398 | 58.1% | 0.98 | 0.0003 | -0.010 | 250 | 0.1500 | 0.9000 | 586 | 53.5% | -0.02 | 0.0003 | -0.027 | ||
| 171.50 | 175.20 | 395 | 54.8% | 0.98 | 0.0004 | -0.016 | 260 | 0.3000 | 1.15 | 344 | 52.6% | -0.02 | 0.0004 | -0.032 | ||
| 161.70 | 165.70 | 300 | 53.3% | 0.97 | 0.0005 | -0.024 | 270 | 0.6000 | 1.60 | 787 | 52.7% | -0.03 | 0.0005 | -0.038 | ||
| 152.30 | 156.10 | 400 | 52.5% | 0.97 | 0.0007 | -0.033 | 280 | 1.05 | 2.20 | 241 | 52.9% | -0.03 | 0.0007 | -0.046 | ||
| 143.50 | 146.80 | 159 | 53.4% | 0.96 | 0.0008 | -0.043 | 290 | 1.35 | 2.65 | 207 | 51.4% | -0.04 | 0.0008 | -0.057 | ||
| 134.40 | 136.00 | 19 | 454 | 49.4% | 0.94 | 0.0010 | -0.056 | 300 | 2.25 | 3.80 | 378 | 52.4% | -0.06 | 0.0010 | -0.069 | |
| 125.30 | 128.70 | 150 | 52.3% | 0.93 | 0.0013 | -0.071 | 310 | 2.70 | 4.80 | 224 | 51.3% | -0.07 | 0.0013 | -0.083 | ||
| 116.60 | 120.10 | 11 | 178 | 52.1% | 0.91 | 0.0015 | -0.088 | 320 | 3.80 | 6.40 | 279 | 51.6% | -0.09 | 0.0015 | -0.099 | |
| 108.10 | 111.70 | 10 | 135 | 51.9% | 0.89 | 0.0018 | -0.106 | 330 | 6.20 | 6.80 | 682 | 51.3% | -0.11 | 0.0018 | -0.116 | |
| 100.00 | 103.60 | 129 | 51.8% | 0.86 | 0.0020 | -0.124 | 340 | 7.20 | 8.70 | 237 | 50.5% | -0.14 | 0.0020 | -0.134 | ||
| 92.30 | 95.80 | 330 | 51.8% | 0.84 | 0.0023 | -0.143 | 350 | 10.00 | 10.80 | 4 | 393 | 51.2% | -0.16 | 0.0023 | -0.152 | |
| 84.80 | 88.10 | 364 | 51.4% | 0.81 | 0.0025 | -0.161 | 360 | 12.50 | 13.40 | 1 | 362 | 51.3% | -0.19 | 0.0026 | -0.169 | |
| 77.80 | 81.00 | 1 | 128 | 51.4% | 0.78 | 0.0028 | -0.177 | 370 | 15.30 | 16.30 | 6 | 287 | 51.3% | -0.22 | 0.0028 | -0.185 |
| 71.00 | 74.30 | 291 | 51.3% | 0.74 | 0.0030 | -0.192 | 380 | 18.70 | 19.50 | 15 | 250 | 51.4% | -0.26 | 0.0030 | -0.200 | |
| 64.70 | 68.10 | 2 | 189 | 51.4% | 0.71 | 0.0032 | -0.206 | 390 | 22.00 | 23.20 | 785 | 51.3% | -0.29 | 0.0032 | -0.213 | |
| 59.00 | 62.20 | 2 | 1,479 | 51.6% | 0.68 | 0.0033 | -0.217 | 400 | 26.20 | 27.00 | 25 | 737 | 51.3% | -0.33 | 0.0034 | -0.224 |
| 53.30 | 56.50 | 10 | 124 | 51.3% | 0.64 | 0.0035 | -0.227 | 410 | 30.20 | 31.60 | 105 | 51.2% | -0.36 | 0.0035 | -0.233 | |
| 48.50 | 51.30 | 12 | 369 | 51.6% | 0.60 | 0.0036 | -0.234 | 420 | 34.90 | 36.40 | 3 | 101 | 51.2% | -0.40 | 0.0036 | -0.240 |
| 44.10 | 46.10 | 13 | 446 | 51.5% | 0.57 | 0.0036 | -0.240 | 430 | 40.20 | 42.50 | 144 | 51.8% | -0.44 | 0.0037 | -0.245 | |
| 39.80 | 41.60 | 2 | 424 | 51.6% | 0.53 | 0.0037 | -0.243 | 440 | 45.70 | 47.10 | 4 | 78 | 51.2% | -0.48 | 0.0038 | -0.248 |
| 35.90 | 37.40 | 19 | 435 | 51.6% | 0.50 | 0.0037 | -0.244 | 450 | 51.30 | 53.20 | 171 | 51.2% | -0.51 | 0.0038 | -0.248 | |
| 32.10 | 33.90 | 1 | 99 | 51.7% | 0.46 | 0.0037 | -0.243 | 460 | 57.50 | 60.30 | 1 | 68 | 51.7% | -0.55 | 0.0038 | -0.247 |
| 28.70 | 29.70 | 2 | 206 | 51.3% | 0.43 | 0.0036 | -0.240 | 470 | 63.50 | 66.80 | 40 | 51.3% | -0.58 | 0.0037 | -0.244 | |
| 25.80 | 26.60 | 32 | 447 | 51.4% | 0.39 | 0.0036 | -0.236 | 480 | 70.80 | 73.70 | 2 | 8 | 51.6% | -0.62 | 0.0036 | -0.239 |
| 22.70 | 24.00 | 69 | 51.4% | 0.36 | 0.0035 | -0.231 | 490 | 77.70 | 80.90 | 5 | 51.5% | -0.65 | 0.0036 | -0.233 | ||
| 20.40 | 21.80 | 336 | 51.8% | 0.34 | 0.0034 | -0.224 | 500 | 85.00 | 88.40 | 14 | 51.4% | -0.68 | 0.0035 | -0.226 | ||
| 17.10 | 19.50 | 205 | 51.2% | 0.31 | 0.0032 | -0.217 | 510 | 92.90 | 96.20 | 51.6% | -0.71 | 0.0033 | -0.217 | |||
| 15.70 | 17.40 | 14 | 342 | 51.7% | 0.28 | 0.0031 | -0.208 | 520 | 100.90 | 104.30 | 4 | 51.8% | -0.73 | 0.0032 | -0.208 | |
| 11.60 | 14.10 | 111 | 51.5% | 0.23 | 0.0028 | -0.190 | 540 | 117.30 | 120.80 | 1 | 51.7% | -0.78 | 0.0029 | -0.188 | ||
| 8.90 | 11.50 | 1 | 177 | 51.8% | 0.20 | 0.0025 | -0.171 | 560 | 134.50 | 138.20 | 1 | 51.9% | -0.82 | 0.0026 | -0.166 | |
| 7.00 | 9.50 | 49 | 52.5% | 0.16 | 0.0022 | -0.152 | 580 | 152.40 | 156.20 | 3 | 52.1% | -0.86 | 0.0023 | -0.144 | ||
| 5.00 | 7.80 | 41 | 52.5% | 0.13 | 0.0019 | -0.134 | 600 | 170.80 | 174.90 | 52.8% | -0.89 | 0.0020 | -0.125 | |||
| 3.90 | 6.50 | 28 | 53.2% | 0.11 | 0.0017 | -0.118 | 620 | 189.60 | 193.30 | 14 | 52.6% | -0.91 | 0.0018 | -0.108 | ||
| 2.60 | 5.60 | 53.4% | 0.09 | 0.0014 | -0.103 | 640 | 208.60 | 212.40 | 52.6% | -0.93 | 0.0016 | -0.094 | ||||
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.