VZ chaîne d'options Verizon Communications Inc.
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 ±9.1% (45.77–54.95) · ATM IV 24.0% · P/C open interest 0.62
| 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 | |
| 23.35 | 26.15 | 98.9% | 1.00 | 0.0002 | 0.000 | 26 | 0 | 0.1000 | 63.9% | -0.00 | 0.0010 | -0.001 | ||||
| 22.35 | 25.15 | 93.8% | 1.00 | 0.0003 | 0.000 | 27 | 0 | 0.1000 | 60.6% | -0.01 | 0.0012 | -0.001 | ||||
| 22.15 | 23.75 | 1 | 98.2% | 1.00 | 0.0004 | 0.000 | 28 | 0 | 0.1000 | 57.3% | -0.01 | 0.0015 | -0.001 | |||
| 20.35 | 23.15 | 84.1% | 1.00 | 0.0005 | 0.000 | 29 | 0 | 0.1000 | 54.2% | -0.01 | 0.0017 | -0.001 | ||||
| 19.35 | 22.10 | 78.2% | 1.00 | 0.0006 | 0.000 | 30 | 0 | 0.1000 | 51.2% | -0.01 | 0.0021 | -0.002 | ||||
| 18.35 | 20.40 | 1.00 | 0.0008 | 0.000 | 31 | 0 | 0.1000 | 48.2% | -0.01 | 0.0025 | -0.002 | |||||
| 17.90 | 19.40 | 65.5% | 1.00 | 0.0011 | 0.000 | 32 | 0 | 0.1100 | 46.0% | -0.01 | 0.0030 | -0.002 | ||||
| 16.35 | 18.90 | 59.9% | 1.00 | 0.0014 | 0.000 | 33 | 0 | 0.0800 | 41.3% | -0.01 | 0.0036 | -0.002 | ||||
| 15.40 | 18.35 | 1 | 67.5% | 1.00 | 0.0018 | 0.000 | 34 | 0 | 0.0800 | 38.6% | -0.02 | 0.0043 | -0.002 | |||
| 14.40 | 17.40 | 64.2% | 0.99 | 0.0023 | 0.000 | 35 | 0 | 0.1000 | 1 | 37.2% | -0.02 | 0.0052 | -0.003 | |||
| 13.95 | 15.70 | 57.7% | 0.99 | 0.0031 | 0.000 | 36 | 0 | 0.1000 | 34.6% | -0.02 | 0.0063 | -0.003 | ||||
| 13.00 | 14.50 | 51.1% | 0.99 | 0.0040 | -0.000 | 37 | 0 | 0.1500 | 1 | 34.3% | -0.03 | 0.0078 | -0.003 | |||
| 11.40 | 13.75 | 38.7% | 0.99 | 0.0053 | -0.001 | 38 | 0 | 0.1700 | 1 | 32.4% | -0.03 | 0.0095 | -0.004 | |||
| 10.65 | 12.70 | 40.9% | 0.98 | 0.0072 | -0.001 | 39 | 0.0100 | 0.1900 | 1 | 30.6% | -0.04 | 0.0118 | -0.004 | |||
| 10.40 | 10.90 | 6 | 36.5% | 0.98 | 0.0097 | -0.002 | 40 | 0.0800 | 0.1900 | 218 | 29.8% | -0.05 | 0.0147 | -0.004 | ||
| 9.15 | 10.30 | 1 | 36.1% | 0.97 | 0.0132 | -0.003 | 41 | 0.0800 | 0.2700 | 56 | 28.6% | -0.06 | 0.0184 | -0.005 | ||
| 8.15 | 9.25 | 2 | 31.9% | 0.96 | 0.0180 | -0.004 | 42 | 0.2000 | 0.2500 | 1 | 91 | 27.5% | -0.08 | 0.0231 | -0.006 | |
| 7.40 | 8.25 | 1 | 32.2% | 0.94 | 0.0246 | -0.005 | 43 | 0.2700 | 0.3500 | 48 | 26.9% | -0.10 | 0.0288 | -0.007 | ||
| 6.55 | 7.30 | 1 | 25 | 31.1% | 0.91 | 0.0328 | -0.007 | 44 | 0.4200 | 0.4500 | 165 | 26.5% | -0.13 | 0.0357 | -0.008 | |
| 5.60 | 6.40 | 49 | 29.0% | 0.87 | 0.0424 | -0.009 | 45 | 0.5700 | 0.6100 | 117 | 187 | 26.0% | -0.17 | 0.0434 | -0.010 | |
| 4.80 | 5.30 | 37 | 26.2% | 0.82 | 0.0523 | -0.011 | 46 | 0.7500 | 0.8100 | 7 | 1,105 | 25.3% | -0.22 | 0.0513 | -0.011 | |
| 4.10 | 4.35 | 1 | 148 | 25.0% | 0.76 | 0.0616 | -0.013 | 47 | 1.00 | 1.07 | 212 | 375 | 25.0% | -0.28 | 0.0589 | -0.012 |
| 3.35 | 3.80 | 12 | 247 | 25.5% | 0.70 | 0.0694 | -0.014 | 48 | 1.31 | 1.39 | 91 | 131 | 24.6% | -0.34 | 0.0657 | -0.013 |
| 2.81 | 2.88 | 1 | 451 | 24.0% | 0.62 | 0.0750 | -0.015 | 49 | 1.72 | 1.78 | 12 | 663 | 24.4% | -0.41 | 0.0711 | -0.014 |
| 2.25 | 2.47 | 326 | 1,598 | 23.8% | 0.55 | 0.0776 | -0.015 | 50 | 2.20 | 2.25 | 74 | 735 | 24.2% | -0.48 | 0.0743 | -0.014 |
| 1.22 | 1.25 | 177 | 1,970 | 23.5% | 0.36 | 0.0712 | -0.013 | 52.5 | 3.45 | 3.80 | 1 | 21 | 22.8% | -0.66 | 0.0704 | -0.013 |
| 0.6000 | 0.6600 | 105 | 1,323 | 23.6% | 0.22 | 0.0542 | -0.010 | 55 | 5.15 | 5.75 | 2 | 20.7% | -0.81 | 0.0540 | -0.010 | |
| 0.2900 | 0.3500 | 75 | 197 | 24.2% | 0.12 | 0.0363 | -0.007 | 57.5 | 7.20 | 7.95 | 1 | -0.90 | 0.0349 | -0.006 | ||
| 0.0900 | 0.2500 | 6 | 71 | 25.2% | 0.07 | 0.0229 | -0.005 | 60 | 9.60 | 11.10 | 4 | 29.9% | -0.95 | 0.0207 | -0.003 | |
| 0 | 0.1500 | 1 | 28.9% | 0.03 | 0.0100 | -0.003 | 65 | 13.65 | 15.90 | -0.98 | 0.0079 | -0.001 | ||||
| 0 | 0.1100 | 1 | 33.9% | 0.02 | 0.0053 | -0.002 | 70 | 18.60 | 20.90 | -0.99 | 0.0038 | 0.000 | ||||
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.