ABNB chaîne d'options Airbnb, 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 ±12.2% (153.76–196.46) · ATM IV 37.6% · P/C open interest 1.44
| 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 | |
| 84.80 | 88.15 | 62 | 84.9% | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.3300 | 608 | 74.6% | -0.00 | 0.0002 | -0.002 | ||
| 79.85 | 83.20 | 15 | 79.1% | 1.00 | 0.0002 | 0.000 | 95 | 0 | 0.1100 | 1,033 | 60.5% | -0.00 | 0.0002 | -0.003 | ||
| 74.50 | 78.25 | 289 | 66.5% | 1.00 | 0.0003 | 0.000 | 100 | 0.0300 | 0.0700 | 1 | 1,516 | 55.2% | -0.00 | 0.0003 | -0.004 | |
| 70.10 | 73.25 | 41 | 69.6% | 0.99 | 0.0005 | 0.000 | 105 | 0 | 0.4100 | 658 | 60.8% | -0.01 | 0.0005 | -0.006 | ||
| 65.00 | 67.95 | 99 | 57.3% | 0.99 | 0.0007 | 0.000 | 110 | 0 | 0.4800 | 3,874 | 57.3% | -0.01 | 0.0007 | -0.007 | ||
| 59.65 | 62.50 | 275 | 0.99 | 0.0010 | -0.002 | 115 | 0.0300 | 0.3500 | 2 | 634 | 50.7% | -0.01 | 0.0010 | -0.010 | ||
| 54.85 | 58.60 | 294 | 52.4% | 0.98 | 0.0014 | -0.006 | 120 | 0 | 0.7600 | 922 | 51.7% | -0.02 | 0.0014 | -0.013 | ||
| 49.95 | 53.75 | 197 | 49.4% | 0.97 | 0.0019 | -0.011 | 125 | 0.0500 | 0.6900 | 4 | 744 | 46.8% | -0.03 | 0.0020 | -0.018 | |
| 45.20 | 49.00 | 230 | 48.0% | 0.96 | 0.0027 | -0.017 | 130 | 0.0300 | 1.21 | 759 | 46.6% | -0.04 | 0.0027 | -0.023 | ||
| 40.35 | 44.30 | 1,297 | 45.4% | 0.94 | 0.0036 | -0.024 | 135 | 0.7600 | 1.20 | 3 | 2,516 | 46.4% | -0.06 | 0.0036 | -0.030 | |
| 35.90 | 39.75 | 356 | 45.0% | 0.92 | 0.0048 | -0.033 | 140 | 0.8800 | 1.37 | 6 | 1,023 | 42.8% | -0.08 | 0.0048 | -0.037 | |
| 31.30 | 35.30 | 471 | 43.2% | 0.89 | 0.0062 | -0.042 | 145 | 1.34 | 2.03 | 21 | 359 | 42.4% | -0.11 | 0.0062 | -0.046 | |
| 27.00 | 31.05 | 1,884 | 42.2% | 0.85 | 0.0077 | -0.052 | 150 | 1.45 | 3.50 | 12 | 1,161 | 42.0% | -0.15 | 0.0078 | -0.056 | |
| 22.95 | 27.00 | 10 | 510 | 41.3% | 0.81 | 0.0094 | -0.062 | 155 | 2.09 | 4.30 | 115 | 298 | 40.2% | -0.19 | 0.0095 | -0.065 |
| 19.20 | 22.95 | 1,065 | 40.0% | 0.76 | 0.0110 | -0.071 | 160 | 3.45 | 5.60 | 4 | 391 | 40.1% | -0.25 | 0.0112 | -0.074 | |
| 16.50 | 19.05 | 6 | 577 | 40.0% | 0.69 | 0.0125 | -0.079 | 165 | 5.30 | 7.85 | 4 | 176 | 41.7% | -0.31 | 0.0127 | -0.082 |
| 12.65 | 16.45 | 2 | 544 | 39.1% | 0.63 | 0.0136 | -0.085 | 170 | 6.05 | 9.55 | 1 | 186 | 38.7% | -0.38 | 0.0139 | -0.088 |
| 10.45 | 12.00 | 8 | 617 | 36.6% | 0.56 | 0.0144 | -0.089 | 175 | 8.60 | 11.65 | 13 | 94 | 38.6% | -0.45 | 0.0147 | -0.091 |
| 7.40 | 11.25 | 24 | 369 | 37.9% | 0.48 | 0.0146 | -0.089 | 180 | 11.20 | 14.25 | 2 | 335 | 38.1% | -0.52 | 0.0150 | -0.091 |
| 5.90 | 8.80 | 9 | 454 | 37.7% | 0.41 | 0.0144 | -0.087 | 185 | 14.15 | 17.70 | 4 | 251 | 38.6% | -0.60 | 0.0149 | -0.088 |
| 4.20 | 5.90 | 56 | 683 | 35.0% | 0.35 | 0.0137 | -0.082 | 190 | 17.65 | 21.05 | 30 | 38.6% | -0.66 | 0.0143 | -0.083 | |
| 2.88 | 4.60 | 8 | 224 | 34.8% | 0.28 | 0.0127 | -0.074 | 195 | 20.70 | 24.75 | 14 | 37.2% | -0.73 | 0.0134 | -0.076 | |
| 1.77 | 3.50 | 20 | 960 | 34.2% | 0.23 | 0.0114 | -0.066 | 200 | 25.00 | 28.00 | 25 | 36.1% | -0.79 | 0.0122 | -0.067 | |
| 0.7600 | 2.01 | 19 | 1,262 | 34.3% | 0.14 | 0.0085 | -0.048 | 210 | 33.40 | 37.40 | 37.2% | -0.88 | 0.0095 | -0.049 | ||
| 0.1100 | 1.96 | 563 | 37.8% | 0.08 | 0.0058 | -0.033 | 220 | 42.75 | 46.20 | 5 | -0.95 | 0.0070 | -0.034 | |||
| 0.0200 | 1.50 | 439 | 40.6% | 0.05 | 0.0038 | -0.022 | 230 | 52.55 | 56.30 | -0.99 | 0.0039 | -0.021 | ||||
| 0 | 0.7000 | 224 | 39.5% | 0.03 | 0.0025 | -0.015 | 240 | 62.55 | 65.95 | -1.00 | 0.0000 | -0.021 | ||||
| 0.0300 | 0.3300 | 1 | 669 | 39.6% | 0.02 | 0.0016 | -0.010 | 250 | 73.30 | 75.95 | 50.1% | -1.00 | 0.0000 | -0.021 | ||
| 0 | 0.4700 | 8 | 45.0% | 0.01 | 0.0011 | -0.007 | 260 | 82.60 | 85.60 | -1.00 | 0.0000 | -0.021 | ||||
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 18, 2026
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.