WMB chaîne d'options The Williams Companies, 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 ±3.7% (71.13–76.63) · ATM IV 26.9% · P/C open interest 12.16
| 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 | |
| 33.50 | 35.80 | 4 | 272.1% | 1.00 | 0.0004 | -0.002 | 40 | 0 | 1.15 | 249.1% | -0.00 | 0.0006 | -0.007 | |||
| 28.40 | 30.80 | 4 | 223.7% | 1.00 | 0.0007 | -0.003 | 45 | 0 | 1.15 | 207.8% | -0.00 | 0.0010 | -0.009 | |||
| 23.50 | 25.80 | 187.2% | 0.99 | 0.0013 | -0.005 | 50 | 0 | 0.0500 | 100.3% | -0.01 | 0.0017 | -0.011 | ||||
| 18.40 | 20.80 | 147.5% | 0.99 | 0.0025 | -0.008 | 55 | 0 | 0.9500 | 129.5% | -0.01 | 0.0032 | -0.014 | ||||
| 15.10 | 17.80 | 118.3% | 0.99 | 0.0039 | -0.011 | 58 | 0 | 0.9500 | 110.4% | -0.02 | 0.0050 | -0.017 | ||||
| 14.30 | 16.10 | 1 | 95.6% | 0.99 | 0.0045 | -0.012 | 59 | 0 | 0.9500 | 104.2% | -0.02 | 0.0058 | -0.018 | |||
| 13.30 | 15.80 | 2 | 110.8% | 0.98 | 0.0053 | -0.013 | 60 | 0 | 0.9500 | 98.0% | -0.02 | 0.0069 | -0.019 | |||
| 12.40 | 14.80 | 106.5% | 0.98 | 0.0063 | -0.014 | 61 | 0 | 0.9500 | 91.9% | -0.02 | 0.0082 | -0.020 | ||||
| 11.40 | 13.70 | 97.6% | 0.98 | 0.0076 | -0.015 | 62 | 0 | 0.9500 | 85.8% | -0.03 | 0.0098 | -0.022 | ||||
| 10.40 | 12.30 | 81.4% | 0.98 | 0.0093 | -0.016 | 63 | 0 | 0.9500 | 79.7% | -0.03 | 0.0119 | -0.023 | ||||
| 9.50 | 11.70 | 86.7% | 0.97 | 0.0114 | -0.018 | 64 | 0 | 0.9500 | 34.9K | 73.6% | -0.04 | 0.0145 | -0.025 | |||
| 8.50 | 10.80 | 82.2% | 0.97 | 0.0142 | -0.020 | 65 | 0 | 0.9500 | 16.2K | 67.5% | -0.05 | 0.0180 | -0.027 | |||
| 7.40 | 9.90 | 75.4% | 0.96 | 0.0179 | -0.022 | 66 | 0 | 0.9500 | 3 | 61.5% | -0.06 | 0.0227 | -0.030 | |||
| 6.40 | 8.90 | 1 | 68.7% | 0.95 | 0.0231 | -0.025 | 67 | 0 | 0.9500 | 25 | 55.3% | -0.07 | 0.0290 | -0.033 | ||
| 5.50 | 7.80 | 9 | 61.9% | 0.94 | 0.0304 | -0.028 | 68 | 0 | 0.4000 | 34 | 37.7% | -0.09 | 0.0378 | -0.036 | ||
| 4.50 | 6.80 | 1 | 55.1% | 0.91 | 0.0412 | -0.032 | 69 | 0.0500 | 0.2000 | 271 | 28.5% | -0.12 | 0.0502 | -0.041 | ||
| 3.70 | 5.80 | 30 | 50.9% | 0.88 | 0.0569 | -0.038 | 70 | 0.1500 | 0.3000 | 1,031 | 27.8% | -0.16 | 0.0674 | -0.047 | ||
| 2.80 | 4.90 | 23 | 46.1% | 0.83 | 0.0787 | -0.048 | 71 | 0.2500 | 0.4500 | 318 | 26.0% | -0.23 | 0.0893 | -0.055 | ||
| 2.10 | 4.00 | 38 | 43.0% | 0.74 | 0.1031 | -0.059 | 72 | 0.5000 | 0.8500 | 725 | 27.4% | -0.32 | 0.1108 | -0.064 | ||
| 1.45 | 1.85 | 96 | 24.9% | 0.63 | 0.1222 | -0.069 | 73 | 0.9500 | 1.20 | 5 | 12 | 27.5% | -0.44 | 0.1239 | -0.070 | |
| 1.05 | 1.30 | 25 | 26.6% | 0.50 | 0.1290 | -0.073 | 74 | 1.40 | 1.75 | 34 | 27.1% | -0.56 | 0.1238 | -0.070 | ||
| 0.7000 | 0.8500 | 1,440 | 27.0% | 0.38 | 0.1215 | -0.070 | 75 | 2.00 | 2.60 | 4 | 56 | 29.2% | -0.68 | 0.1117 | -0.063 | |
| 0.3000 | 0.6000 | 1 | 130 | 26.4% | 0.27 | 0.1038 | -0.061 | 76 | 1.85 | 3.30 | 10 | -0.77 | 0.0922 | -0.053 | ||
| 0.2000 | 0.6500 | 42 | 31.9% | 0.19 | 0.0818 | -0.051 | 77 | 2.55 | 4.20 | -0.84 | 0.0711 | -0.043 | ||||
| 0.1000 | 0.5500 | 280 | 34.2% | 0.14 | 0.0620 | -0.043 | 78 | 3.10 | 5.10 | -0.89 | 0.0536 | -0.036 | ||||
| 0.0500 | 0.4500 | 1,981 | 36.3% | 0.10 | 0.0475 | -0.038 | 79 | 4.00 | 6.20 | -0.91 | 0.0412 | -0.032 | ||||
| 0 | 0.3500 | 283 | 37.3% | 0.08 | 0.0372 | -0.034 | 80 | 5.00 | 7.40 | -0.93 | 0.0325 | -0.029 | ||||
| 0 | 1.15 | 16 | 58.3% | 0.07 | 0.0295 | -0.031 | 81 | 6.30 | 8.20 | -0.94 | 0.0259 | -0.026 | ||||
| 0 | 1.15 | 63.2% | 0.05 | 0.0235 | -0.027 | 82 | 6.70 | 9.20 | -0.95 | 0.0208 | -0.023 | |||||
| 0 | 1.15 | 67.9% | 0.04 | 0.0187 | -0.023 | 83 | 7.70 | 10.00 | -0.96 | 0.0166 | -0.019 | |||||
| 0 | 0.9500 | 68.5% | 0.03 | 0.0148 | -0.019 | 84 | 8.70 | 11.20 | -0.97 | 0.0131 | -0.016 | |||||
| 0 | 0.9500 | 72.8% | 0.03 | 0.0116 | -0.016 | 85 | 9.60 | 11.90 | -0.98 | 0.0104 | -0.013 | |||||
| 0 | 0.9500 | 77.0% | 0.02 | 0.0092 | -0.013 | 86 | 10.60 | 12.90 | -0.98 | 0.0082 | -0.010 | |||||
| 0 | 1.15 | 97.4% | 0.01 | 0.0043 | -0.007 | 90 | 14.60 | 16.90 | -0.99 | 0.0039 | -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 11, 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.