VST chaîne d'options Vistra Corp.
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 ±42.5% (84.76–210.26) · ATM IV 49.7% · P/C open interest 1.41
| 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 | |
| 79.00 | 83.50 | 21 | 52.7% | 0.95 | 0.0013 | -0.001 | 75 | 2.05 | 3.15 | 24 | 53.1% | -0.06 | 0.0014 | -0.011 | ||
| 75.15 | 78.55 | 43 | 50.5% | 0.94 | 0.0016 | -0.003 | 80 | 2.65 | 3.55 | 10 | 51.6% | -0.07 | 0.0016 | -0.013 | ||
| 71.25 | 74.55 | 4 | 50.2% | 0.92 | 0.0018 | -0.005 | 85 | 3.30 | 4.35 | 20 | 50.9% | -0.08 | 0.0019 | -0.015 | ||
| 67.45 | 71.00 | 21 | 50.5% | 0.91 | 0.0021 | -0.008 | 90 | 4.10 | 5.35 | 42 | 50.5% | -0.10 | 0.0022 | -0.017 | ||
| 63.70 | 67.55 | 7 | 50.5% | 0.89 | 0.0024 | -0.010 | 95 | 5.55 | 6.40 | 33 | 50.9% | -0.12 | 0.0024 | -0.018 | ||
| 61.10 | 63.50 | 61 | 50.8% | 0.87 | 0.0026 | -0.013 | 100 | 6.30 | 8.65 | 115 | 51.4% | -0.14 | 0.0028 | -0.020 | ||
| 57.00 | 60.30 | 15 | 49.9% | 0.85 | 0.0029 | -0.015 | 105 | 7.40 | 9.30 | 40 | 49.8% | -0.16 | 0.0031 | -0.022 | ||
| 53.80 | 57.00 | 14 | 49.7% | 0.83 | 0.0032 | -0.017 | 110 | 8.75 | 10.80 | 874 | 49.4% | -0.18 | 0.0033 | -0.024 | ||
| 50.80 | 54.05 | 19 | 49.9% | 0.81 | 0.0034 | -0.019 | 115 | 10.50 | 12.40 | 89 | 49.3% | -0.20 | 0.0036 | -0.026 | ||
| 48.00 | 51.00 | 1 | 59 | 49.8% | 0.79 | 0.0037 | -0.021 | 120 | 12.20 | 15.15 | 94 | 50.1% | -0.22 | 0.0039 | -0.028 | |
| 44.95 | 48.70 | 54 | 50.0% | 0.77 | 0.0039 | -0.023 | 125 | 13.85 | 16.80 | 70 | 49.3% | -0.25 | 0.0041 | -0.029 | ||
| 42.25 | 44.90 | 42 | 48.7% | 0.74 | 0.0041 | -0.025 | 130 | 17.05 | 18.35 | 753 | 49.7% | -0.27 | 0.0044 | -0.030 | ||
| 39.95 | 42.65 | 2 | 101 | 49.1% | 0.72 | 0.0043 | -0.027 | 135 | 19.15 | 21.60 | 125 | 50.3% | -0.30 | 0.0046 | -0.032 | |
| 37.75 | 39.95 | 16 | 255 | 49.0% | 0.69 | 0.0044 | -0.028 | 140 | 21.65 | 23.25 | 98 | 49.6% | -0.32 | 0.0048 | -0.033 | |
| 35.25 | 38.20 | 107 | 49.2% | 0.67 | 0.0046 | -0.029 | 145 | 24.10 | 25.70 | 211 | 49.4% | -0.35 | 0.0050 | -0.034 | ||
| 33.60 | 36.30 | 2 | 138 | 49.8% | 0.65 | 0.0047 | -0.031 | 150 | 26.65 | 28.95 | 352 | 49.6% | -0.37 | 0.0051 | -0.035 | |
| 31.45 | 33.25 | 4 | 104 | 48.8% | 0.62 | 0.0048 | -0.032 | 155 | 29.05 | 31.55 | 111 | 49.1% | -0.40 | 0.0053 | -0.035 | |
| 29.80 | 31.30 | 2 | 100 | 48.9% | 0.60 | 0.0049 | -0.032 | 160 | 31.25 | 35.50 | 121 | 49.2% | -0.43 | 0.0054 | -0.036 | |
| 27.75 | 31.00 | 71 | 49.9% | 0.58 | 0.0050 | -0.033 | 165 | 35.15 | 37.70 | 210 | 49.2% | -0.45 | 0.0055 | -0.036 | ||
| 26.05 | 29.05 | 139 | 49.6% | 0.56 | 0.0050 | -0.034 | 170 | 38.15 | 41.15 | 40 | 49.2% | -0.48 | 0.0056 | -0.036 | ||
| 24.50 | 27.25 | 1,035 | 49.5% | 0.54 | 0.0050 | -0.034 | 175 | 40.80 | 44.15 | 560 | 48.4% | -0.50 | 0.0057 | -0.037 | ||
| 23.25 | 25.60 | 3 | 186 | 49.6% | 0.51 | 0.0050 | -0.034 | 180 | 44.25 | 47.70 | 127 | 48.5% | -0.52 | 0.0057 | -0.037 | |
| 21.75 | 24.15 | 122 | 49.5% | 0.49 | 0.0050 | -0.035 | 185 | 48.75 | 51.15 | 113 | 49.3% | -0.55 | 0.0058 | -0.037 | ||
| 20.60 | 22.60 | 2 | 126 | 49.4% | 0.47 | 0.0050 | -0.035 | 190 | 51.55 | 54.70 | 132 | 48.5% | -0.57 | 0.0058 | -0.036 | |
| 18.95 | 22.05 | 92 | 49.6% | 0.46 | 0.0050 | -0.035 | 195 | 55.45 | 58.75 | 3,118 | 49.0% | -0.59 | 0.0058 | -0.036 | ||
| 18.25 | 20.95 | 2 | 488 | 50.1% | 0.44 | 0.0050 | -0.035 | 200 | 60.05 | 62.40 | 68 | 49.5% | -0.61 | 0.0058 | -0.036 | |
| 17.10 | 19.45 | 43 | 49.7% | 0.42 | 0.0049 | -0.034 | 205 | 63.20 | 66.25 | 21 | 48.9% | -0.64 | 0.0058 | -0.035 | ||
| 15.65 | 18.40 | 9 | 285 | 49.4% | 0.40 | 0.0048 | -0.034 | 210 | 66.95 | 70.40 | 34 | 48.9% | -0.66 | 0.0058 | -0.035 | |
| 14.75 | 18.00 | 52 | 49.9% | 0.39 | 0.0048 | -0.034 | 215 | 70.95 | 74.55 | 21 | 49.0% | -0.68 | 0.0058 | -0.035 | ||
| 14.50 | 16.75 | 12 | 60 | 50.2% | 0.37 | 0.0047 | -0.034 | 220 | 76.40 | 78.60 | 46 | 50.2% | -0.70 | 0.0058 | -0.034 | |
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 17, 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.