Les lettres grecques Comprendre la formation des prix
Les lettres grecques associées aux options jouent un rôle essentiel dans l’analyse des mouvements de prix des options. Des indicateurs comme le delta, le gamma, le vega et le theta permettent de comprendre comment différents facteurs — tels que le cours du sous-jacent, le temps restant jusqu’à l’échéance et la volatilité — influencent la prime de l’option.
Lors du trading d’options, les grecques des options peuvent aider à mieux comprendre l’évolution des prix dans différents contextes de marché. Par exemple, le delta indique la sensibilité du prix de l’option aux variations du cours du sous-jacent, tandis que le theta reflète l’impact de l’écoulement du temps sur la valeur de l’option.
Sur cette page, vous trouverez des articles expliquant le rôle de chacunes des grecques et illustrant leur influence sur le prix des options à l’aide d’exemples concrets.
Découvrez les grecques des options
Rubrique options
Calendrier économique
Sentix Investors Sentiment (Mar)
Eurogroup Meeting
Sentix Investors Sentiment (Mar)
Eurogroup Meeting
ECB Elderson Speech
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CB Employment Trends Index (Feb)
CB Employment Trends Index (Feb)
Consumer Inflation Expectation (Feb)
6-Month Bill Auction
3-Month Bill Auction
3-Month Bill Auction
6-Month Bill Auction
EcoFin Meeting
NFIB Business Optimism Index (Feb)
EcoFin Meeting
Redbook
Existing Home Sales
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Existing Home Sales (Feb)
3-Year Note Auction
API Crude Oil Stock Change
ECB De Guindos Speech
ECB Guindos Speech
ECB De Guindos Speech
OPEC Monthly Report
OPEC Monthly Report
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MBA Mortgage Applications
MBA Mortgage Refinance Index
MBA 30-Year Mortgage Rate
MBA Purchase Index
MBA Mortgage Market Index
Real Earnings (Feb)
Inflation Rate (Feb)
CPI (Feb)
Core Inflation Rate (Feb)
CPI s.a (Feb)
Fed Bowman Speech
Real Earnings (Feb)
EIA Weekly Refinery Utilization Rates WoW
Imports
Thomson Reuters IPSOS PCSI (Mar)
EIA Refinery Crude Runs Change
EIA Gasoline Production Change
EIA Heating Oil Stocks Change
EIA Crude Oil Stocks Change
EIA Crude Oil Imports Change
EIA Cushing Crude Oil Stocks Change
EIA Distillate Stocks Change
EIA Gasoline Stocks Change
EIA Distillate Fuel Production Change
Imports
EIA Weekly Refinery Utilization Rates WoW
Thomson Reuters IPSOS PCSI (Mar)
ECB Schnabel Speech
17-Week Bill Auction
Budget Balance (Feb)
10-Year Note Auction
Monthly Budget Statement (Feb)
Budget Balance (Feb)
Imports
Balance of Trade
Exports (Jan)
Balance of Trade (Jan)
Initial Jobless Claims
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Jobless Claims 4-Week Average
Imports (Jan)
Goods Trade Balance Adv (Jan)
Housing Starts (Jan)
Building Permits (Jan)
Continuing Jobless Claims
Balance of Trade
Imports
EIA Natural Gas Stocks Change
Fed Bowman Speech
4-Week Bill Auction
8-Week Bill Auction
15-Year Mortgage Rate
30-Year Mortgage Rate
Atlanta Fed GDPNow (Q1)
30-Year Bond Auction
Atlanta Fed GDPNow (Q1)
Fed Balance Sheet
Industrial Production (Jan)
Durable Goods Orders Ex Defense
Real Consumer Spending (Q3)
Gross Domestic Product (Q3)
GDP Price Index (Q3)
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Durable Goods Orders ex Defense (Jan)
Durable Goods Orders Ex Transp (Jan)
PCE Prices (Q4)
Durable Goods Orders (Jan)
GDP Sales (Q4)
Core PCE Price Index (Jan)
Core PCE Prices (Q4)
PCE Price Index (Jan)
GDP Growth Rate (Q4)
Non Defense Goods Orders Ex Air (Jan)
GDP Price Index (Q4)
Real Consumer Spending (Q4)
Personal Income (Jan)
Personal Spending (Jan)
Real Consumer Spending (Q3)
GDP Price Index (Q3)
Gross Domestic Product (Q3)
Inflation Expectations (Mar)
Michigan Current Conditions (Mar)
Michigan Consumer Sentiment (Mar)
Michigan 5 Year Inflation Expectations (Mar)
JOLTs Job Quits (Jan)
Michigan Inflation Expectations (Mar)
Michigan Consumer Expectations (Mar)
JOLTs Job Openings (Jan)
Inflation Expectations (Mar)
Atlanta Fed GDPNow (Q1)
Atlanta Fed GDPNow (Q1)
Baker Hughes Oil Rig Count
CFTC Copper Speculative net positions
CFTC Crude Oil speculative net positions
CFTC Natural Gas speculative net positions
CFTC S&P 500 speculative net positions
CFTC Silver Speculative net positions
CFTC EUR speculative net positions
CFTC Soybeans speculative net positions
CFTC Gold Speculative net positions
CFTC Aluminium Speculative net positions
CFTC Corn speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC Wheat speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC Gold Speculative net positions
CFTC Wheat speculative net positions
CFTC S&P 500 speculative net positions
CFTC Corn speculative net positions
CFTC Aluminium Speculative net positions
CFTC Soybeans speculative net positions
CFTC Natural Gas speculative net positions
CFTC Copper Speculative net positions
CFTC Crude Oil speculative net positions
CFTC EUR speculative net positions
CFTC Silver Speculative net positions
NY Empire State Manufacturing Index (Mar)
Industrial Production (Feb)
Capacity Utilization (Feb)
Manufacturing Production (Feb)
6-Month Bill Auction
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3-Month Bill Auction
Economic Sentiment (Mar)
ZEW Economic Sentiment Index (Mar)
Economic Sentiment (Mar)
Redbook
NAHB Housing Market Index (Mar)
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Pending Home Sales (Feb)
52-Week Bill Auction
20-Year Bond Auction
API Crude Oil Stock Change
HICP
CPI (Feb)
Inflation Rate (Feb)
Core Inflation Rate (Feb)
HICP
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MBA 30-Year Mortgage Rate
MBA Mortgage Market Index
MBA Purchase Index
MBA Mortgage Refinance Index
MBA Mortgage Applications
Core PPI (Feb)
Producer Price Index (Feb)
PPI Ex Food, Energy and Trade (Feb)
Durable Goods Orders Ex Transp
Durable Goods Orders Ex Defense
Factory Orders ex Transportation (Jan)
Factory Orders (Jan)
Durable Goods Orders Ex Transp
EIA Crude Oil Stocks Change
EIA Refinery Crude Runs Change
EIA Heating Oil Stocks Change
EIA Cushing Crude Oil Stocks Change
EIA Gasoline Production Change
EIA Crude Oil Imports Change
EIA Distillate Stocks Change
EIA Distillate Fuel Production Change
EIA Gasoline Stocks Change
17-Week Bill Auction
Interest Rate Projection – 2nd Yr
Fed Interest Rate Decision
Interest Rate Projection – Longer
Interest Rate Projection – Current
Interest Rate Projection – 1st Yr
FOMC Economic Projections
Fed Press Conference
Net Long-Term TIC Flows (Jan)
Overall Net Capital Flows (Jan)
Foreign Bond Investment (Jan)
Construction Output (Jan)
Wage Growth (Q4)
Labour Cost Index (Q4)
Construction Output (Jan)
Building Permits (Jan)
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Interest Rate Decision (Mar)
Deposit Facility Rate (Mar)
Philly Fed Employment (Mar)
Philly Fed CAPEX Index (Mar)
Philly Fed Prices Paid (Mar)
Continuing Jobless Claims
Initial Jobless Claims
Philadelphia Fed Manufacturing Index (Mar)
Philly Fed New Orders (Mar)
Jobless Claims 4-Week Average
Philly Fed Business Conditions (Mar)
Wholesale Sales (Jan)
ECB Interest Rate Decision
Deposit Facility Rate
Marginal Lending Rate
Deposit Facility Rate (Mar)
Interest Rate Decision (Mar)
ECB Press Conference
New Home Sales (Jan)
Wholesale Inventories (Jan)
Wholesale Sales (Jan)
EIA Natural Gas Stocks Change
4-Week Bill Auction
8-Week Bill Auction
15-Year Mortgage Rate
30-Year Mortgage Rate
Atlanta Fed GDPNow (Q1)
10-Year TIPS Auction
Atlanta Fed GDPNow (Q1)
Fed Balance Sheet
Current Account (Jan)
Balance of Trade (Jan)
Baker Hughes Oil Rig Count
