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
Inflation Rate (Dec)
Harmonised Inflation Rate (Dec)
CPI (Dec)
HICP
ECB Cipollone Speech
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PMI (Dec)
Services PMI (Dec)
HCOB Composite PMI (Dec)
HCOB Services PMI (Dec)
Services PMI (Dec)
PMI (Dec)
HCOB Composite PMI (Dec)
HCOB Services PMI (Dec)
LMI Logistics Managers Index (Dec)
Fed Barkin Speech
Redbook
S&P Global Composite PMI (Dec)
S&P Global Services PMI (Dec)
ISM Non-Manufacturing Employment (Dec)
ISM Non-Manufacturing New Orders (Dec)
ISM Non-Manufacturing PMI (Dec)
ISM Non-Manufacturing Prices (Dec)
ISM Non-Manufacturing Business Activity (Dec)
API Crude Oil Stock Change
Construction PMI (Dec)
Construction PMI (Dec)
Consumer Confidence (Dec)
HCOB Construction PMI (Dec)
Construction PMI (Dec)
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HCOB Construction PMI (Dec)
Construction PMI (Dec)
Consumer Inflation Expectation (Nov)
Inflation Rate (Dec)
Core Inflation Rate (Dec)
HICP
CPI (Dec)
6-Month Bill Auction
3-Month Bill Auction
12-Month Bill Auction
MBA 30-Year Mortgage Rate
MBA Mortgage Applications
MBA Mortgage Market Index
MBA Mortgage Refinance Index
MBA Purchase Index
ADP Employment Change (Dec)
Durable Goods Orders Ex Defense
JOLTs Job Openings (Nov)
JOLTs Job Quits (Nov)
ISM Services Prices (Dec)
Durable Goods Orders Ex Transp
ISM Non-Manufacturing Business Activity (Dec)
ISM Non-Manufacturing Employment (Dec)
ISM Non-Manufacturing New Orders (Dec)
ISM Non-Manufacturing PMI (Dec)
ISM Non-Manufacturing Prices (Dec)
ISM Services Business Activity (Dec)
ISM Services Employment (Dec)
ISM Services New Orders (Dec)
ISM Services PMI (Dec)
Factory Orders ex Transportation (Nov)
Factory Orders ex Transportation (Oct)
Factory Orders (Nov)
Factory Orders (Oct)
EIA Cushing Crude Oil Stocks Change
EIA Distillate Fuel Production Change
EIA Distillate Stocks Change
EIA Refinery Crude Runs Change
EIA Gasoline Production Change
EIA Gasoline Stocks Change
EIA Crude Oil Imports Change
EIA Heating Oil Stocks Change
EIA Crude Oil Stocks Change
Imports
EIA Weekly Refinery Utilization Rates WoW
17-Week Bill Auction
CFTC EUR speculative net positions
CFTC Nasdaq 100 speculative net positions
CFTC S&P 500 speculative net positions
CFTC Aluminium Speculative net positions
CFTC Wheat speculative net positions
CFTC Soybeans speculative net positions
CFTC Silver Speculative net positions
CFTC Natural Gas speculative net positions
CFTC Gold Speculative net positions
CFTC Crude Oil speculative net positions
CFTC Corn speculative net positions
CFTC Copper Speculative net positions
Fed Bowman Speech
Foreign Exchange Reserves (Dec)
Imports (Nov)
Current Account (Nov)
Exports (Nov)
Balance of Trade (Nov)
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ECB Guindos Speech
ECB De Guindos Speech
Consumer Inflation Expectation (Nov)
Industrial Sentiment (Dec)
Economic Sentiment (Dec)
Consumer Inflation Expectation (Dec)
Producer Price Index (Nov)
Consumer Confidence (Dec)
Business Climate
Selling Price Expectations (Dec)
Services Sentiment (Dec)
Unemployment Rate (Nov)
OAT Auction
Challenger Job Cuts (Dec)
Continuing Jobless Claims
Unit Labour Costs (Q3)
Imports (Nov)
Imports (Oct)
Exports (Oct)
Exports (Nov)
Initial Jobless Claims
Jobless Claims 4-Week Average
Balance of Trade (Nov)
Nonfarm Productivity (Q3)
Balance of Trade (Oct)
Imports
Used Car Prices (Dec)
Wholesale Inventories (Nov)
Wholesale Sales (Oct)
Wholesale Inventories (Oct)
EIA Natural Gas Stocks Change
Consumer Inflation Expectation (Dec)
8-Week Bill Auction
4-Week Bill Auction
30-Year Mortgage Rate
15-Year Mortgage Rate
Atlanta Fed GDPNow (Q4)
Consumer Credit Change (Nov)
BoE Consumer Credit
Fed Balance Sheet
Household Consumption (Nov)
Consumer Spending (Nov)
Industrial Production (Nov)
Retail Sales (Nov)
ECB Lane Speech
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U-6 Unemployment Rate (Dec)
Average Hourly Earnings (Dec)
Building Permits (Oct)
Building Permits (Sep)
Housing Starts (Sep)
Housing Starts (Oct)
Participation Rate (Dec)
Non Farm Payrolls (Dec)
Nonfarm Payrolls Private (Dec)
Manufacturing Payrolls (Dec)
Unemployment Rate (Dec)
Average Weekly Hours (Dec)
Government Payrolls (Dec)
Michigan Inflation Expectations (Jan)
Michigan Current Conditions (Jan)
Inflation Expectations (Jan)
Michigan Consumer Expectations (Jan)
Michigan 5 Year Inflation Expectations (Jan)
Michigan Consumer Sentiment (Jan)
Fed Kashkari Speech
Atlanta Fed GDPNow (Q4)
Baker Hughes Oil Rig Count
Fed Barkin Speech
Sentix Investors Sentiment (Jan)
6-Month BTF Auction
3-Month BTF Auction
12-Month BTF Auction
3-Month Bill Auction
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6-Month Bill Auction
Quarterly Grain Stocks – Soy (Dec)
Quarterly Grain Stocks – Corn (Dec)
Quarterly Grain Stocks – Wheat (Dec)
Fed Barkin Speech
10-Year Note Auction
3-Year Note Auction
Fed Williams Speech
Budget Balance (Nov)
NFIB Business Optimism Index (Dec)
CPI s.a (Dec)
CPI (Oct)
Inflation Rate (Dec)
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Core Inflation Rate (Dec)
CPI (Dec)
Redbook
New Home Sales (Dec)
New Home Sales (Oct)
New Home Sales (Sep)
Fed Musalem Speech
30-Year Bond Auction
Budget Balance (Dec)
Monthly Budget Statement (Dec)
Fed Barkin Speech
API Crude Oil Stock Change
MBA Mortgage Market Index
MBA 30-Year Mortgage Rate
MBA Mortgage Applications
MBA Purchase Index
MBA Mortgage Refinance Index
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Producer Price Index (Oct)
PPI Ex Food, Energy and Trade (Dec)
PPI Ex Food, Energy and Trade (Nov)
PPI Ex Food, Energy and Trade (Oct)
Producer Price Index (Dec)
Producer Price Index (Nov)
Retail Sales Ex Autos (Nov)
Retail Sales Ex Gas/Autos (Nov)
Retail Sales (Nov)
Current Account (Q3)
Core PPI (Oct)
Core PPI (Nov)
Core PPI (Dec)
Existing Home Sales
Business Inventories (Oct)
Retail Inventories Ex Autos (Oct)
Existing Home Sales (Dec)
RCM/TIPP Economic Optimism Index (Jan)
EIA Crude Oil Stocks Change
EIA Cushing Crude Oil Stocks Change
EIA Distillate Fuel Production Change
EIA Distillate Stocks Change
EIA Gasoline Production Change
EIA Gasoline Stocks Change
EIA Heating Oil Stocks Change
EIA Refinery Crude Runs Change
EIA Crude Oil Imports Change
Thomson Reuters IPSOS PCSI (Jan)
17-Week Bill Auction
Atlanta Fed GDPNow (Q4)
Fed Williams Speech
CFTC Nasdaq 100 speculative net positions
CFTC S&P 500 speculative net positions
CPI (Dec)
Inflation Rate (Dec)
HICP
Harmonised Inflation Rate (Dec)
Industrial Production (Nov)
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Balance of Trade (Nov)
Thomson Reuters IPSOS PCSI (Jan)
Export Prices (Oct)
Jobless Claims 4-Week Average
Export Prices (Dec)
Export Prices (Nov)
Import Prices (Dec)
Import Prices (Nov)
Import Prices (Oct)
Retail Sales (Dec)
Retail Sales Ex Gas/Autos (Dec)
Retail Sales Ex Autos (Dec)
Continuing Jobless Claims
NY Empire State Manufacturing Index (Jan)
Initial Jobless Claims
S&P Global Manufacturing PMI (Jan)
Retail Inventories Ex Autos (Nov)
Business Inventories (Nov)
EIA Natural Gas Stocks Change
8-Week Bill Auction
4-Week Bill Auction
15-Year Mortgage Rate
30-Year Mortgage Rate
Fed Barkin Speech
Fed Balance Sheet
Philadelphia Fed Manufacturing Index (Jan)
Philly Fed Business Conditions (Jan)
Philly Fed CAPEX Index (Jan)
Philly Fed New Orders (Jan)
Philly Fed Prices Paid (Jan)
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Philly Fed Employment (Jan)
Industrial Production (Dec)
Manufacturing Production (Dec)
Capacity Utilization (Dec)
Michigan Inflation Expectations (Jan)
NAHB Housing Market Index (Jan)
Michigan Current Conditions (Jan)
Michigan Consumer Sentiment (Jan)
Michigan Consumer Expectations (Jan)
Michigan 5 Year Inflation Expectations (Jan)
New Car Registrations (Dec)
Baker Hughes Oil Rig Count
Overall Net Capital Flows (Nov)
Foreign Bond Investment (Nov)
Net Long-Term TIC Flows (Nov)
