VZ chaîne d'options Verizon Communications Inc.
Cboe delayed options data · au 12:39 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 ±3.3% (48.64–51.94) · ATM IV 19.4% · P/C open interest 0.73
| 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 | |
| 22.10 | 22.40 | 1 | 1.00 | 0.0005 | 0.000 | 28 | 0 | 0.0200 | 222 | 105.7% | -0.00 | 0.0005 | -0.001 | |||
| 20.00 | 20.40 | 48 | 1.00 | 0.0007 | 0.000 | 30 | 0 | 0.0200 | 5 | 821 | 94.1% | -0.00 | 0.0007 | -0.002 | ||
| 17.15 | 17.40 | 16 | 77.4% | 1.00 | 0.0012 | 0.000 | 33 | 0 | 0.0200 | 7,950 | 78.0% | -0.00 | 0.0012 | -0.002 | ||
| 16.10 | 17.10 | 126.4% | 1.00 | 0.0014 | -0.000 | 34 | 0 | 0.0200 | 489 | 73.0% | -0.00 | 0.0014 | -0.002 | |||
| 15.15 | 15.40 | 2 | 133 | 63.2% | 1.00 | 0.0017 | -0.001 | 35 | 0 | 0.0200 | 14.9K | 68.0% | -0.00 | 0.0017 | -0.002 | |
| 14.15 | 14.45 | 1 | 71.6% | 0.99 | 0.0021 | -0.001 | 36 | 0 | 0.0200 | 4 | 63.2% | -0.00 | 0.0021 | -0.003 | ||
| 13.15 | 14.10 | 1 | 105.2% | 0.99 | 0.0026 | -0.001 | 37 | 0 | 0.0200 | 984 | 58.5% | -0.01 | 0.0026 | -0.003 | ||
| 12.10 | 13.15 | 551 | 97.8% | 0.99 | 0.0032 | -0.002 | 38 | 0 | 0.0200 | 3 | 16.3K | 53.9% | -0.01 | 0.0032 | -0.003 | |
| 11.15 | 12.15 | 8 | 92.2% | 0.99 | 0.0040 | -0.002 | 39 | 0.0100 | 0.0300 | 326 | 53.8% | -0.01 | 0.0040 | -0.003 | ||
| 10.10 | 11.15 | 1 | 1,212 | 83.3% | 0.99 | 0.0051 | -0.002 | 40 | 0 | 0.2300 | 12 | 15.5K | 65.0% | -0.01 | 0.0051 | -0.004 |
| 9.05 | 10.05 | 600 | 71.5% | 0.99 | 0.0066 | -0.003 | 41 | 0.0100 | 0.0500 | 1,313 | 47.0% | -0.01 | 0.0066 | -0.004 | ||
| 7.95 | 8.95 | 17 | 11.8K | 57.7% | 0.99 | 0.0087 | -0.004 | 42 | 0.0100 | 0.0400 | 10 | 20.2K | 41.0% | -0.01 | 0.0087 | -0.004 |
| 6.95 | 8.10 | 10 | 2,141 | 56.6% | 0.98 | 0.0117 | -0.004 | 43 | 0.0200 | 0.2500 | 2 | 2,863 | 49.4% | -0.02 | 0.0117 | -0.005 |
| 6.15 | 7.50 | 8 | 2,101 | 64.5% | 0.98 | 0.0161 | -0.005 | 44 | 0.0200 | 0.0900 | 13 | 2,692 | 36.2% | -0.02 | 0.0162 | -0.006 |
| 5.70 | 6.65 | 2 | 1 | 54.3% | 0.97 | 0.0192 | -0.005 | 44.5 | 0 | 0.0800 | 30 | 31.8% | -0.03 | 0.0193 | -0.006 | |
| 5.15 | 5.45 | 77 | 16.4K | 23.2% | 0.97 | 0.0232 | -0.006 | 45 | 0.0200 | 0.0500 | 36 | 27.3K | 29.3% | -0.03 | 0.0234 | -0.006 |
| 3.20 | 5.55 | 2 | 4 | 0.96 | 0.0285 | -0.006 | 45.5 | 0.0100 | 0.2500 | 74 | 34.5% | -0.04 | 0.0286 | -0.007 | ||
| 4.20 | 4.55 | 6 | 2,846 | 28.3% | 0.95 | 0.0356 | -0.007 | 46 | 0.0300 | 0.0500 | 125 | 3,019 | 24.4% | -0.05 | 0.0360 | -0.008 |
| 3.70 | 5.30 | 4 | 11 | 51.4% | 0.94 | 0.0455 | -0.009 | 46.5 | 0 | 0.2800 | 3 | 38 | 29.2% | -0.06 | 0.0459 | -0.009 |
| 3.15 | 4.40 | 116 | 33.9K | 40.0% | 0.92 | 0.0590 | -0.010 | 47 | 0.0500 | 0.0900 | 202 | 16.1K | 22.1% | -0.08 | 0.0594 | -0.011 |
| 2.70 | 3.20 | 1 | 20 | 23.9% | 0.90 | 0.0772 | -0.012 | 47.5 | 0.1000 | 0.1300 | 7 | 154 | 22.0% | -0.10 | 0.0780 | -0.013 |
| 2.30 | 2.58 | 59 | 29.2K | 20.3% | 0.86 | 0.1001 | -0.015 | 48 | 0.1200 | 0.1700 | 115 | 4,022 | 20.4% | -0.14 | 0.1013 | -0.015 |
| 1.92 | 2.52 | 21 | 26.5% | 0.81 | 0.1270 | -0.018 | 48.5 | 0.1000 | 0.3500 | 172 | 223 | 20.2% | -0.19 | 0.1286 | -0.018 | |
| 1.51 | 1.96 | 377 | 9,049 | 22.9% | 0.74 | 0.1546 | -0.021 | 49 | 0.3000 | 0.5700 | 105 | 2,257 | 22.7% | -0.26 | 0.1567 | -0.021 |
| 0.9000 | 1.79 | 1 | 77 | 21.3% | 0.66 | 0.1766 | -0.024 | 49.5 | 0.2600 | 0.7000 | 40 | 393 | 19.5% | -0.35 | 0.1794 | -0.024 |
| 0.9400 | 1.04 | 440 | 29.5K | 19.8% | 0.57 | 0.1887 | -0.026 | 50 | 0.6200 | 0.7000 | 198 | 7,855 | 19.0% | -0.44 | 0.1920 | -0.026 |
| 0.4000 | 0.6100 | 259 | 3,644 | 19.1% | 0.38 | 0.1830 | -0.025 | 51 | 1.00 | 1.33 | 934 | 570 | 17.7% | -0.63 | 0.1873 | -0.025 |
| 0.1200 | 0.3100 | 1,873 | 11.4K | 18.5% | 0.22 | 0.1420 | -0.019 | 52 | 1.05 | 3.40 | 14 | 23 | 27.4% | -0.80 | 0.1465 | -0.019 |
| 0.1500 | 0.1700 | 135 | 26.2K | 19.5% | 0.16 | 0.1152 | -0.015 | 52.5 | 1.95 | 2.57 | 1 | 62 | -0.86 | 0.1213 | -0.016 | |
| 0.0500 | 0.1900 | 19 | 523 | 20.5% | 0.12 | 0.0905 | -0.013 | 53 | 2.09 | 3.35 | 3 | 23 | -0.90 | 0.0991 | -0.013 | |
| 0.0100 | 0.0800 | 2 | 358 | 20.4% | 0.07 | 0.0551 | -0.009 | 54 | 2.85 | 4.00 | 3 | 4 | -0.96 | 0.0675 | -0.011 | |
| 0.0300 | 0.0800 | 395 | 11.4K | 25.5% | 0.04 | 0.0342 | -0.006 | 55 | 4.10 | 5.00 | 4 | 9 | -0.99 | 0.0391 | -0.007 | |
| 0 | 0.2500 | 44 | 35.1% | 0.03 | 0.0220 | -0.005 | 56 | 4.85 | 7.35 | 3 | 47.7% | -1.00 | 0.0123 | -0.005 | ||
| 0.0100 | 0.0500 | 3 | 30.2% | 0.02 | 0.0144 | -0.004 | 57 | 6.05 | 7.25 | 3 | 1 | -1.00 | 0.0016 | -0.005 | ||
| 0 | 0.0500 | 5,877 | 31.0% | 0.01 | 0.0119 | -0.003 | 57.5 | 6.45 | 7.65 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.0300 | 30.4% | 0.01 | 0.0098 | -0.003 | 58 | 6.95 | 8.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1100 | 40.8% | 0.01 | 0.0068 | -0.002 | 59 | 7.95 | 9.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0100 | 3,660 | 32.2% | 0.01 | 0.0049 | -0.002 | 60 | 8.95 | 10.20 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 0.1200 | 48.3% | 0.00 | 0.0036 | -0.001 | 61 | 9.95 | 11.15 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.1000 | 50.1% | 0.00 | 0.0028 | -0.001 | 62 | 10.35 | 12.75 | -1.00 | 0.0000 | -0.005 | |||||
| 0 | 0.0200 | 744 | 48.2% | 0.00 | 0.0015 | -0.001 | 65 | 13.95 | 15.20 | 5 | -1.00 | 0.0000 | -0.005 | |||
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 — Sep 18, 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.
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