XOM chaîne d'options Exxon Mobil Corporation
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 ±17.5% (134.44–191.40) · ATM IV 28.0% · P/C open interest 0.27
| 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 | |
| 63.30 | 66.10 | 40.4% | 0.97 | 0.0014 | 0.000 | 100 | 0.4000 | 0.7600 | 2 | 36.6% | -0.03 | 0.0014 | -0.006 | |||
| 58.35 | 61.35 | 37.4% | 0.96 | 0.0018 | 0.000 | 105 | 0.5500 | 0.8400 | 34.7% | -0.04 | 0.0019 | -0.008 | ||||
| 53.90 | 56.70 | 36.7% | 0.95 | 0.0023 | -0.002 | 110 | 0.7600 | 1.18 | 11 | 34.0% | -0.05 | 0.0024 | -0.010 | |||
| 49.50 | 52.10 | 35.8% | 0.94 | 0.0030 | -0.005 | 115 | 1.08 | 1.47 | 5 | 10 | 33.0% | -0.07 | 0.0031 | -0.012 | ||
| 45.15 | 47.65 | 34.9% | 0.92 | 0.0037 | -0.007 | 120 | 1.40 | 1.93 | 46 | 32.0% | -0.08 | 0.0038 | -0.014 | |||
| 40.75 | 43.25 | 1 | 33.6% | 0.90 | 0.0046 | -0.011 | 125 | 2.18 | 2.50 | 3 | 31.9% | -0.11 | 0.0047 | -0.016 | ||
| 36.55 | 39.15 | 32.8% | 0.87 | 0.0055 | -0.014 | 130 | 2.61 | 3.20 | 11 | 30.7% | -0.14 | 0.0056 | -0.019 | |||
| 32.50 | 35.15 | 2 | 31.9% | 0.83 | 0.0065 | -0.017 | 135 | 3.35 | 4.10 | 2 | 29.9% | -0.17 | 0.0067 | -0.021 | ||
| 28.65 | 31.35 | 4 | 31.2% | 0.80 | 0.0075 | -0.020 | 140 | 4.65 | 5.20 | 2 | 29.8% | -0.21 | 0.0077 | -0.024 | ||
| 25.25 | 27.40 | 2 | 30.3% | 0.75 | 0.0085 | -0.022 | 145 | 5.80 | 6.50 | 29.1% | -0.25 | 0.0088 | -0.026 | |||
| 21.90 | 23.15 | 3 | 28.8% | 0.71 | 0.0094 | -0.025 | 150 | 7.30 | 8.10 | 18 | 28.6% | -0.30 | 0.0097 | -0.028 | ||
| 18.90 | 20.15 | 29 | 28.6% | 0.66 | 0.0102 | -0.027 | 155 | 9.00 | 10.00 | 28.2% | -0.35 | 0.0105 | -0.029 | |||
| 16.30 | 17.20 | 5 | 28.3% | 0.60 | 0.0108 | -0.028 | 160 | 11.15 | 12.20 | 1 | 28.0% | -0.41 | 0.0112 | -0.030 | ||
| 13.85 | 14.90 | 101 | 28.3% | 0.55 | 0.0111 | -0.029 | 165 | 13.55 | 14.65 | 5 | 27.7% | -0.47 | 0.0116 | -0.031 | ||
| 11.85 | 12.55 | 101 | 208 | 28.1% | 0.49 | 0.0113 | -0.030 | 170 | 16.30 | 17.45 | 2 | 5 | 27.6% | -0.52 | 0.0118 | -0.030 |
| 9.90 | 10.80 | 5 | 3 | 28.1% | 0.44 | 0.0112 | -0.030 | 175 | 18.95 | 20.70 | 27.3% | -0.58 | 0.0117 | -0.030 | ||
| 8.15 | 9.15 | 4 | 62 | 28.0% | 0.39 | 0.0109 | -0.029 | 180 | 22.25 | 24.10 | 27.2% | -0.63 | 0.0115 | -0.029 | ||
| 6.90 | 7.75 | 10 | 10 | 28.1% | 0.35 | 0.0104 | -0.028 | 185 | 25.85 | 27.70 | 27.2% | -0.68 | 0.0110 | -0.027 | ||
| 5.70 | 6.55 | 28.2% | 0.30 | 0.0098 | -0.026 | 190 | 29.60 | 31.55 | 27.1% | -0.73 | 0.0104 | -0.025 | ||||
| 4.75 | 5.55 | 2 | 28.3% | 0.26 | 0.0092 | -0.025 | 195 | 33.65 | 35.60 | 27.2% | -0.77 | 0.0098 | -0.023 | |||
| 3.95 | 4.70 | 1 | 28.5% | 0.23 | 0.0085 | -0.023 | 200 | 37.85 | 39.85 | 27.3% | -0.81 | 0.0092 | -0.020 | |||
| 2.62 | 3.30 | 28.5% | 0.17 | 0.0070 | -0.020 | 210 | 46.65 | 48.75 | 27.4% | -0.87 | 0.0084 | -0.017 | ||||
| 1.85 | 2.48 | 29.2% | 0.13 | 0.0057 | -0.016 | 220 | 55.80 | 58.15 | -0.94 | 0.0089 | -0.017 | |||||
| 1.29 | 1.79 | 29.6% | 0.09 | 0.0045 | -0.013 | 230 | 65.60 | 68.05 | -0.98 | 0.0052 | -0.022 | |||||
| 0.8700 | 1.08 | 29.3% | 0.07 | 0.0036 | -0.011 | 240 | 75.00 | 78.95 | -1.00 | 0.0000 | -0.022 | |||||
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 — Apr 16, 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.