VST chaîne d'options Vistra Corp.
Cboe delayed options data · au 18:45 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 ±12.0% (131.40–167.25) · ATM IV 50.7% · P/C open interest 1.12
| 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 | |
| 72.65 | 76.70 | 35 | 101.8% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.13 | 55 | 146.6% | -0.00 | 0.0001 | -0.001 | ||
| 67.95 | 71.80 | 62 | 106.4% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 2.13 | 43 | 134.7% | -0.00 | 0.0001 | -0.002 | ||
| 63.15 | 66.60 | 46 | 96.0% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 0.0100 | 55 | 61.6% | -0.00 | 0.0002 | -0.003 | ||
| 58.70 | 61.85 | 26 | 101.9% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.6600 | 156 | 90.1% | -0.00 | 0.0004 | -0.005 | ||
| 53.50 | 56.55 | 16 | 83.7% | 0.99 | 0.0006 | -0.001 | 95 | 0 | 0.3700 | 114 | 74.5% | -0.01 | 0.0006 | -0.007 | ||
| 48.70 | 51.60 | 20 | 79.0% | 0.99 | 0.0010 | -0.006 | 100 | 0.0400 | 0.1200 | 15 | 411 | 59.6% | -0.01 | 0.0010 | -0.012 | |
| 43.80 | 46.70 | 12 | 73.0% | 0.98 | 0.0017 | -0.012 | 105 | 0 | 0.6900 | 271 | 66.5% | -0.02 | 0.0017 | -0.018 | ||
| 39.40 | 41.85 | 24 | 72.4% | 0.97 | 0.0026 | -0.021 | 110 | 0.1700 | 0.3900 | 12.4K | 56.9% | -0.03 | 0.0026 | -0.026 | ||
| 34.50 | 37.10 | 47 | 66.5% | 0.95 | 0.0040 | -0.033 | 115 | 0.3300 | 0.5200 | 1 | 15.3K | 54.0% | -0.05 | 0.0040 | -0.038 | |
| 30.05 | 32.45 | 31 | 63.9% | 0.93 | 0.0058 | -0.049 | 120 | 0.7000 | 0.8600 | 103 | 3,417 | 53.6% | -0.07 | 0.0058 | -0.052 | |
| 25.60 | 27.30 | 1 | 45 | 57.2% | 0.89 | 0.0080 | -0.066 | 125 | 1.29 | 1.40 | 456 | 4,653 | 53.3% | -0.11 | 0.0080 | -0.070 |
| 21.40 | 22.85 | 4 | 49 | 54.4% | 0.84 | 0.0105 | -0.086 | 130 | 2.01 | 2.20 | 224 | 2,003 | 52.3% | -0.16 | 0.0106 | -0.089 |
| 17.75 | 19.15 | 1 | 466 | 54.9% | 0.77 | 0.0130 | -0.105 | 135 | 3.05 | 3.30 | 61 | 4,650 | 51.4% | -0.23 | 0.0131 | -0.107 |
| 14.40 | 15.30 | 792 | 53.3% | 0.70 | 0.0153 | -0.122 | 140 | 4.50 | 4.85 | 43 | 1,396 | 51.0% | -0.30 | 0.0154 | -0.124 | |
| 13.70 | 14.55 | 52.7% | 0.68 | 0.0157 | -0.124 | 141 | 4.85 | 5.20 | 2 | 50.9% | -0.32 | 0.0158 | -0.127 | |||
| 13.05 | 13.90 | 52.4% | 0.67 | 0.0160 | -0.127 | 142 | 5.05 | 5.65 | 50.5% | -0.34 | 0.0162 | -0.129 | ||||
| 12.45 | 13.35 | 52.6% | 0.65 | 0.0163 | -0.129 | 143 | 5.35 | 6.10 | 50.4% | -0.35 | 0.0165 | -0.131 | ||||
| 11.80 | 12.30 | 50.9% | 0.63 | 0.0166 | -0.132 | 144 | 5.95 | 6.40 | 3 | 50.6% | -0.37 | 0.0168 | -0.133 | |||
| 11.40 | 11.75 | 16 | 1,743 | 51.4% | 0.62 | 0.0169 | -0.133 | 145 | 6.45 | 6.95 | 14 | 1,540 | 51.1% | -0.39 | 0.0170 | -0.135 |
| 10.75 | 11.20 | 51.1% | 0.60 | 0.0171 | -0.135 | 146 | 6.85 | 7.30 | 50.7% | -0.40 | 0.0173 | -0.137 | ||||
| 10.30 | 10.75 | 3 | 51.6% | 0.58 | 0.0173 | -0.137 | 147 | 7.30 | 7.75 | 50.6% | -0.42 | 0.0175 | -0.138 | |||
| 9.60 | 10.55 | 3 | 51.9% | 0.56 | 0.0174 | -0.138 | 148 | 7.70 | 8.25 | 2 | 50.3% | -0.44 | 0.0176 | -0.139 | ||
| 9.30 | 9.65 | 51.3% | 0.55 | 0.0176 | -0.139 | 149 | 8.15 | 8.75 | 50.2% | -0.46 | 0.0177 | -0.140 | ||||
| 8.80 | 9.15 | 139 | 2,017 | 51.1% | 0.53 | 0.0176 | -0.139 | 150 | 8.85 | 9.25 | 118 | 1,286 | 50.6% | -0.48 | 0.0178 | -0.141 |
| 7.65 | 8.05 | 91 | 51.1% | 0.48 | 0.0177 | -0.140 | 152.5 | 10.05 | 10.70 | 99 | 50.2% | -0.52 | 0.0179 | -0.141 | ||
| 6.65 | 7.00 | 74 | 2,138 | 50.9% | 0.44 | 0.0175 | -0.138 | 155 | 11.75 | 12.15 | 18 | 1,581 | 50.7% | -0.56 | 0.0177 | -0.140 |
| 5.75 | 6.15 | 13 | 51.1% | 0.40 | 0.0171 | -0.136 | 157.5 | 13.10 | 13.75 | 7 | 50.0% | -0.60 | 0.0174 | -0.137 | ||
| 5.00 | 5.30 | 648 | 5,294 | 51.2% | 0.36 | 0.0165 | -0.132 | 160 | 15.05 | 15.50 | 370 | 1,666 | 50.9% | -0.64 | 0.0168 | -0.133 |
| 4.30 | 4.65 | 25 | 51.4% | 0.33 | 0.0158 | -0.127 | 162.5 | 16.45 | 17.45 | 50.1% | -0.68 | 0.0161 | -0.128 | |||
| 3.70 | 3.95 | 53 | 3,149 | 51.4% | 0.29 | 0.0150 | -0.121 | 165 | 18.75 | 19.40 | 6 | 589 | 51.8% | -0.72 | 0.0154 | -0.122 |
| 3.10 | 3.50 | 25 | 51.6% | 0.26 | 0.0141 | -0.115 | 167.5 | 19.15 | 21.55 | 46.9% | -0.75 | 0.0145 | -0.116 | |||
| 2.71 | 2.89 | 156 | 2,391 | 51.6% | 0.23 | 0.0132 | -0.108 | 170 | 22.10 | 23.35 | 384 | 49.4% | -0.78 | 0.0136 | -0.109 | |
| 2.28 | 2.67 | 1 | 52.4% | 0.20 | 0.0122 | -0.101 | 172.5 | 23.10 | 25.60 | 44.9% | -0.81 | 0.0126 | -0.102 | |||
| 1.97 | 2.14 | 57 | 6,082 | 52.0% | 0.18 | 0.0113 | -0.094 | 175 | 26.30 | 27.70 | 62 | 49.4% | -0.83 | 0.0117 | -0.095 | |
| 1.66 | 1.91 | 52.5% | 0.16 | 0.0104 | -0.087 | 177.5 | 27.50 | 30.05 | 43.9% | -0.85 | 0.0108 | -0.087 | ||||
| 1.43 | 1.57 | 28 | 3,364 | 52.5% | 0.14 | 0.0094 | -0.080 | 180 | 29.80 | 32.35 | 33 | 43.3% | -0.87 | 0.0099 | -0.081 | |
| 1.07 | 1.24 | 18 | 1,631 | 53.8% | 0.11 | 0.0078 | -0.068 | 185 | 34.50 | 36.85 | 21 | -0.91 | 0.0083 | -0.068 | ||
| 0.7600 | 0.9600 | 755 | 4,805 | 54.6% | 0.08 | 0.0063 | -0.056 | 190 | 39.25 | 41.80 | 10 | -0.93 | 0.0069 | -0.056 | ||
| 0.5900 | 0.7300 | 5 | 2,455 | 55.7% | 0.06 | 0.0051 | -0.046 | 195 | 44.00 | 46.60 | 24 | -0.95 | 0.0056 | -0.046 | ||
| 0.4500 | 0.5800 | 323 | 3,273 | 56.9% | 0.05 | 0.0041 | -0.038 | 200 | 49.00 | 52.05 | 3 | -0.97 | 0.0047 | -0.038 | ||
| 0.2600 | 0.4000 | 114 | 776 | 59.5% | 0.03 | 0.0026 | -0.025 | 210 | 58.90 | 62.10 | 1 | -0.99 | 0.0026 | -0.024 | ||
| 0.1000 | 0.3200 | 1 | 3,281 | 61.6% | 0.02 | 0.0017 | -0.017 | 220 | 68.50 | 72.30 | -1.00 | 0.0004 | -0.018 | |||
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 — Nov 20, 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