WMT chaîne d'options Walmart 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 ±24.1% (90.30–147.60) · ATM IV 28.1% · P/C open interest 0.90
| 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 | |
| 59.05 | 64.00 | 160 | 37.8% | 0.98 | 0.0010 | 0.000 | 60 | 0.0200 | 0.4400 | 829 | 33.5% | -0.02 | 0.0010 | -0.002 | ||
| 54.50 | 59.20 | 522 | 34.7% | 0.98 | 0.0013 | 0.000 | 65 | 0.3500 | 2.75 | 62 | 44.0% | -0.03 | 0.0014 | -0.003 | ||
| 51.90 | 53.35 | 144 | 36.0% | 0.97 | 0.0019 | 0.000 | 70 | 0.2300 | 2.86 | 110 | 143 | 39.8% | -0.04 | 0.0019 | -0.004 | |
| 45.50 | 50.50 | 4 | 555 | 33.1% | 0.95 | 0.0025 | 0.000 | 75 | 0.8400 | 1.09 | 449 | 31.9% | -0.05 | 0.0026 | -0.005 | |
| 42.80 | 44.35 | 225 | 31.5% | 0.93 | 0.0033 | -0.001 | 80 | 1.25 | 1.44 | 211 | 30.9% | -0.07 | 0.0035 | -0.006 | ||
| 37.35 | 41.85 | 8 | 217 | 31.7% | 0.91 | 0.0042 | -0.002 | 85 | 1.60 | 2.29 | 370 | 30.5% | -0.09 | 0.0044 | -0.007 | |
| 34.55 | 36.25 | 1 | 139 | 30.2% | 0.88 | 0.0053 | -0.004 | 90 | 2.55 | 2.84 | 29 | 3,245 | 29.9% | -0.12 | 0.0056 | -0.009 |
| 32.60 | 34.20 | 2 | 220 | 29.7% | 0.86 | 0.0058 | -0.005 | 92.5 | 2.71 | 3.55 | 121 | 29.7% | -0.14 | 0.0062 | -0.010 | |
| 31.00 | 32.35 | 2 | 178 | 30.0% | 0.85 | 0.0064 | -0.006 | 95 | 3.10 | 4.35 | 1,708 | 29.7% | -0.16 | 0.0068 | -0.011 | |
| 28.70 | 30.50 | 68 | 29.0% | 0.83 | 0.0070 | -0.007 | 97.5 | 3.60 | 4.55 | 830 | 28.9% | -0.18 | 0.0074 | -0.011 | ||
| 27.65 | 28.40 | 4 | 774 | 29.3% | 0.81 | 0.0075 | -0.008 | 100 | 4.40 | 5.70 | 3 | 3,498 | 29.7% | -0.20 | 0.0081 | -0.012 |
| 23.00 | 25.85 | 32 | 225 | 28.4% | 0.76 | 0.0086 | -0.010 | 105 | 5.05 | 7.20 | 700 | 1,563 | 28.3% | -0.25 | 0.0093 | -0.013 |
| 19.00 | 22.50 | 1,598 | 26.7% | 0.71 | 0.0095 | -0.012 | 110 | 7.60 | 8.05 | 3 | 950 | 28.0% | -0.31 | 0.0104 | -0.015 | |
| 16.15 | 21.00 | 736 | 1,241 | 28.0% | 0.66 | 0.0103 | -0.013 | 115 | 8.75 | 10.60 | 111 | 542 | 27.4% | -0.36 | 0.0115 | -0.016 |
| 14.90 | 17.80 | 11 | 958 | 28.4% | 0.61 | 0.0109 | -0.014 | 120 | 11.45 | 13.15 | 619 | 27.8% | -0.42 | 0.0124 | -0.017 | |
| 12.85 | 15.40 | 77 | 3,181 | 28.3% | 0.56 | 0.0113 | -0.015 | 125 | 14.00 | 16.20 | 328 | 27.9% | -0.48 | 0.0131 | -0.017 | |
| 10.60 | 13.00 | 11 | 637 | 27.6% | 0.50 | 0.0114 | -0.015 | 130 | 17.05 | 20.20 | 2 | 713 | 28.9% | -0.55 | 0.0137 | -0.017 |
| 8.95 | 11.30 | 2 | 473 | 27.6% | 0.45 | 0.0114 | -0.015 | 135 | 18.50 | 23.50 | 135 | 26.9% | -0.61 | 0.0140 | -0.017 | |
| 7.60 | 9.85 | 129 | 809 | 27.8% | 0.40 | 0.0112 | -0.015 | 140 | 22.10 | 25.90 | 1,098 | 25.5% | -0.67 | 0.0142 | -0.017 | |
| 6.05 | 8.85 | 324 | 27.9% | 0.36 | 0.0108 | -0.014 | 145 | 26.00 | 31.00 | 20 | 27.0% | -0.73 | 0.0144 | -0.016 | ||
| 5.55 | 6.85 | 3 | 386 | 27.6% | 0.31 | 0.0103 | -0.014 | 150 | 30.00 | 35.00 | 1 | 26.7% | -0.79 | 0.0146 | -0.016 | |
| 4.25 | 5.25 | 118 | 26.5% | 0.28 | 0.0097 | -0.013 | 155 | 36.15 | 37.90 | 27.3% | -0.85 | 0.0146 | -0.016 | |||
| 3.65 | 4.85 | 2,224 | 27.2% | 0.24 | 0.0091 | -0.012 | 160 | 39.00 | 44.00 | 26.9% | -0.91 | 0.0157 | -0.016 | |||
| 1.70 | 4.85 | 236 | 26.4% | 0.21 | 0.0084 | -0.011 | 165 | 44.00 | 48.50 | -0.96 | 0.0133 | -0.014 | ||||
| 2.50 | 3.40 | 413 | 27.1% | 0.18 | 0.0076 | -0.010 | 170 | 49.00 | 53.50 | 52 | -0.99 | 0.0042 | -0.017 | |||
| 2.32 | 2.66 | 1 | 108 | 27.2% | 0.16 | 0.0070 | -0.009 | 175 | 54.00 | 58.50 | -1.00 | 0.0000 | -0.017 | |||
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.