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
M3 Money Supply (Sep)
Loans to Households (Sep)
Loans to Companies (Sep)
Private sector loans (Sep)
ECB Elderson Speech
Afficher la suite Réduire
M3 Money Supply (Sep)
Loans to Companies (Sep)
Loans to Households (Sep)
Money Supply (Sep)
ECB Tuominen Speech
ECB Tuominen Speech
Durable Goods Orders Ex Defense
Durable Goods Orders ex Defense (Sep)
Non Defense Goods Orders Ex Air (Sep)
Durable Goods Orders Ex Transp (Sep)
Durable Goods Orders (Sep)
Dallas Fed Manufacturing Index (Oct)
Atlanta Fed GDPNow (Q3)
3-Month Bill Auction
6-Month Bill Auction
2-Year Note Auction
2-Year Note Auction
5-Year Note Auction
3-Month Bill Auction
New Car Registrations (Sep)
ECB Bank Lending Survey
Consumer Inflation Expectation (Sep)
Redbook
House Price Index (Aug)
Afficher la suite Réduire
S&P/Case-Shiller Home Price (Aug)
Richmond Fed Manufacturing Shipments Index (Oct)
Richmond Fed Manufacturing Index (Oct)
CB Consumer Confidence (Oct)
Richmond Fed Services Revenues Index (Oct)
Dallas Fed Services Revenues Index (Oct)
Dallas Fed Services Index (Oct)
52-Week Bill Auction
Money Supply (Sep)
7-Year Note Auction
M2 Money Supply (Sep)
API Crude Oil Stock Change
MBA Purchase Index
MBA Mortgage Refinance Index
MBA Mortgage Market Index
MBA Mortgage Applications
MBA 30-Year Mortgage Rate
Afficher la suite Réduire
Retail Inventories Ex Autos (Sep)
Wholesale Inventories (Sep)
Goods Trade Balance (Sep)
Goods Trade Balance Adv (Sep)
Retail Inventories Ex Autos (Aug)
Pending Home Sales (Sep)
Wholesale Inventories (Aug)
Retail Inventories Ex Autos (Aug)
EIA Distillate Fuel Production Change
EIA Cushing Crude Oil Stocks Change
EIA Crude Oil Imports Change
EIA Crude Oil Stocks Change
EIA Heating Oil Stocks Change
EIA Gasoline Stocks Change
EIA Gasoline Production Change
EIA Distillate Stocks Change
EIA Refinery Crude Runs Change
EIA Weekly Refinery Utilization Rates WoW
Imports
2-Year FRN Auction
Atlanta Fed GDPNow (Q3)
17-Week Bill Auction
Fed Interest Rate Decision
FOMC Economic Projections
Fed Press Conference
Press Conference
Gross Domestic Product (Q3)
Selling Price Expectations (Oct)
Services Sentiment (Oct)
Economic Sentiment (Oct)
GDP Growth Rate (Q3)
Afficher la suite Réduire
Industrial Sentiment (Oct)
Unemployment Rate (Sep)
Business Climate
Consumer Inflation Expectation (Oct)
Consumer Confidence (Oct)
GDP Price Index (Q3)
Real Consumer Spending (Q3)
PCE Prices (Q3)
Continuing Jobless Claims
Core PCE Prices (Q3)
Jobless Claims 4-Week Average
Initial Jobless Claims
GDP Growth Rate (Q3)
Gross Domestic Product (Q3)
GDP Sales (Q3)
Deposit Facility Rate (Oct)
Marginal Lending Rate
Interest Rate Decision (Oct)
Deposit Facility Rate
ECB Interest Rate Decision
ECB Monetary Policy Statement and Press Conference
ECB Press Conference
Fed Bowman Speech
EIA Natural Gas Stocks Change
NY Fed Treasury Purchases TIPS 7.5 to 30 yrs
ECB Lagarde Speech
8-Week Bill Auction
4-Week Bill Auction
15-Year Mortgage Rate
30-Year Mortgage Rate
Fed Logan Speech
Fed Balance Sheet
CPI (Oct)
Core Inflation Rate (Oct)
HICP
Inflation Rate (Oct)
PCE Price Index (Sep)
Afficher la suite Réduire
Core PCE Price Index (Sep)
Personal Spending (Sep)
Personal Income (Sep)
Employment Benefits (Q3)
Employment Cost – Benefits (Q3)
Employment Cost Index (Q3)
Employment Cost – Wages (Q3)
Employment Wages (Q3)
Fed Logan Speech
Chicago PMI (Oct)
Atlanta Fed GDPNow (Q4)
Fed Bostic Speech
Fed Hammack Speech
Baker Hughes Oil Rig Count
HCOB Manufacturing PMI (Oct)
EU Bond Auction
Manufacturing PMI (Oct)
S&P Global Manufacturing PMI (Oct)
ISM Manufacturing Prices (Oct)
Afficher la suite Réduire
ISM Manufacturing Employment (Oct)
ISM Manufacturing New Orders (Oct)
ISM Manufacturing PMI (Oct)
Construction Spending (Sep)
6-Month Bill Auction
3-Month Bill Auction
LMI Logistics Managers Index (Oct)
Exports (Aug)
Imports (Aug)
Balance of Trade (Aug)
Imports (Sep)
Afficher la suite Réduire
Exports (Sep)
Balance of Trade (Sep)
Redbook
JOLTs Job Quits (Sep)
JOLTs Job Openings (Sep)
Factory Orders (Sep)
Factory Orders (Aug)
Factory Orders ex Transportation (Sep)
Factory Orders ex Transportation (Aug)
RCM/TIPP Economic Optimism Index (Nov)
NY Fed Treasury Purchases 10 to 22.5 yrs
Total Household Debt (Q3)
Atlanta Fed GDPNow (Q4)
API Crude Oil Stock Change
HCOB Services PMI (Oct)
HCOB Composite PMI (Oct)
Services PMI (Oct)
PMI (Oct)
Producer Price Index (Sep)
Afficher la suite Réduire
12-Month Bill Auction
3-Month Bill Auction
6-Month Bill Auction
MBA Purchase Index
MBA Mortgage Refinance Index
MBA Mortgage Market Index
MBA Mortgage Applications
MBA 30-Year Mortgage Rate
ADP Employment Change (Oct)
Treasury Refunding Announcement
S&P Global Services PMI (Oct)
S&P Global Composite PMI (Oct)
ISM Services PMI (Oct)
ISM Services Prices (Oct)
ISM Non-Manufacturing Business Activity (Oct)
ISM Non-Manufacturing Employment (Oct)
ISM Non-Manufacturing New Orders (Oct)
ISM Non-Manufacturing PMI (Oct)
ISM Non-Manufacturing Prices (Oct)
ISM Services Business Activity (Oct)
ISM Services Employment (Oct)
ISM Services New Orders (Oct)
EIA Gasoline Stocks Change
EIA Crude Oil Imports Change
EIA Heating Oil Stocks Change
EIA Refinery Crude Runs Change
EIA Gasoline Production Change
EIA Distillate Stocks Change
EIA Distillate Fuel Production Change
EIA Cushing Crude Oil Stocks Change
EIA Crude Oil Stocks Change
17-Week Bill Auction
HCOB Construction PMI (Oct)
Construction PMI (Oct)
Retail Sales (Sep)
Challenger Job Cuts (Oct)
Unit Labour Costs (Q3)
Afficher la suite Réduire
Initial Jobless Claims
Continuing Jobless Claims
Jobless Claims 4-Week Average
Nonfarm Productivity (Q3)
Wholesale Inventories (Sep)
EIA Natural Gas Stocks Change
8-Week Bill Auction
4-Week Bill Auction
15-Year Mortgage Rate
30-Year Mortgage Rate
Atlanta Fed GDPNow (Q4)
Fed Balance Sheet
Average Hourly Earnings (Oct)
Average Weekly Hours (Oct)
Unemployment Rate (Oct)
U-6 Unemployment Rate (Oct)
Participation Rate (Oct)
Afficher la suite Réduire
Nonfarm Payrolls Private (Oct)
Non Farm Payrolls (Oct)
Manufacturing Payrolls (Oct)
Government Payrolls (Oct)
Used Car Prices (Oct)
Michigan Consumer Expectations (Nov)
Michigan Consumer Sentiment (Nov)
Michigan Current Conditions (Nov)
Michigan Inflation Expectations (Nov)
Michigan 5 Year Inflation Expectations (Nov)
Inflation Expectations (Nov)
Consumer Inflation Expectation (Oct)
Baker Hughes Oil Rig Count
Consumer Credit Change (Sep)
BoE Consumer Credit
