ABNB chaîne d'options Airbnb, Inc.
Cboe delayed options data · au 15:33 UTC
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 ±10.4% (156.29–192.39) · ATM IV 43.5% · P/C open interest 0.64
| 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 | |
| 82.70 | 86.10 | 5 | 1.00 | 0.0002 | 0.000 | 90 | 0 | 0.3700 | 11 | 102.2% | -0.00 | 0.0002 | -0.005 | |||
| 77.55 | 80.80 | 1.00 | 0.0002 | 0.000 | 95 | 0 | 0.1700 | 85.6% | -0.00 | 0.0002 | -0.006 | |||||
| 72.95 | 76.05 | 3 | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.1700 | 6 | 79.0% | -0.00 | 0.0003 | -0.007 | |||
| 67.60 | 71.05 | 0.99 | 0.0004 | 0.000 | 105 | 0 | 0.1800 | 3 | 73.2% | -0.01 | 0.0004 | -0.008 | ||||
| 62.65 | 66.20 | 1 | 0.99 | 0.0005 | -0.002 | 110 | 0 | 0.2000 | 17 | 68.0% | -0.01 | 0.0005 | -0.009 | |||
| 57.85 | 61.25 | 0.99 | 0.0007 | -0.004 | 115 | 0 | 0.2200 | 31 | 62.9% | -0.01 | 0.0007 | -0.011 | ||||
| 52.75 | 56.15 | 1 | 0.99 | 0.0010 | -0.007 | 120 | 0 | 0.2600 | 120 | 58.5% | -0.01 | 0.0010 | -0.013 | |||
| 47.90 | 51.25 | 18 | 0.98 | 0.0014 | -0.011 | 125 | 0.0500 | 0.1900 | 1 | 79 | 52.3% | -0.02 | 0.0014 | -0.017 | ||
| 43.50 | 45.75 | 9 | 0.98 | 0.0021 | -0.018 | 130 | 0.0900 | 0.3800 | 292 | 51.9% | -0.02 | 0.0021 | -0.023 | |||
| 38.15 | 40.85 | 17 | 0.96 | 0.0030 | -0.026 | 135 | 0.3500 | 0.6800 | 373 | 53.4% | -0.04 | 0.0030 | -0.031 | |||
| 34.65 | 36.30 | 5 | 24 | 48.2% | 0.94 | 0.0043 | -0.038 | 140 | 0.4500 | 0.9900 | 268 | 50.8% | -0.05 | 0.0044 | -0.043 | |
| 30.30 | 31.35 | 5 | 19 | 46.8% | 0.92 | 0.0061 | -0.054 | 145 | 0.8500 | 1.08 | 23 | 623 | 47.8% | -0.08 | 0.0061 | -0.058 |
| 24.50 | 27.25 | 106 | 40.6% | 0.88 | 0.0082 | -0.072 | 150 | 1.45 | 1.60 | 2 | 798 | 47.0% | -0.12 | 0.0082 | -0.075 | |
| 22.25 | 25.15 | 40.6% | 0.86 | 0.0094 | -0.081 | 152.5 | 1.75 | 1.98 | 46.4% | -0.14 | 0.0094 | -0.084 | ||||
| 20.20 | 23.00 | 146 | 40.6% | 0.83 | 0.0106 | -0.091 | 155 | 2.20 | 2.43 | 9 | 209 | 46.2% | -0.17 | 0.0106 | -0.093 | |
| 18.95 | 21.05 | 43.7% | 0.80 | 0.0118 | -0.100 | 157.5 | 2.67 | 3.10 | 46.2% | -0.20 | 0.0118 | -0.103 | ||||
| 17.25 | 18.85 | 1 | 288 | 43.2% | 0.77 | 0.0130 | -0.109 | 160 | 3.30 | 3.55 | 7 | 654 | 45.5% | -0.23 | 0.0130 | -0.111 |
| 15.95 | 17.30 | 45.3% | 0.73 | 0.0141 | -0.117 | 162.5 | 3.95 | 4.45 | 5 | 45.7% | -0.27 | 0.0142 | -0.119 | |||
| 14.40 | 15.20 | 479 | 44.4% | 0.70 | 0.0151 | -0.124 | 165 | 4.75 | 5.00 | 7 | 288 | 44.8% | -0.31 | 0.0152 | -0.126 | |
| 12.60 | 13.55 | 43.5% | 0.66 | 0.0160 | -0.130 | 167.5 | 5.55 | 6.20 | 45.1% | -0.35 | 0.0161 | -0.132 | ||||
| 11.45 | 12.30 | 20 | 786 | 44.9% | 0.61 | 0.0167 | -0.134 | 170 | 6.60 | 6.90 | 19 | 226 | 44.2% | -0.39 | 0.0169 | -0.136 |
| 9.70 | 10.80 | 11 | 43.5% | 0.57 | 0.0173 | -0.137 | 172.5 | 7.65 | 8.25 | 44.5% | -0.43 | 0.0175 | -0.139 | |||
| 8.75 | 9.35 | 5 | 719 | 43.6% | 0.53 | 0.0176 | -0.139 | 175 | 8.75 | 9.25 | 2 | 206 | 43.4% | -0.48 | 0.0178 | -0.140 |
| 7.30 | 8.05 | 42.5% | 0.48 | 0.0177 | -0.138 | 177.5 | 10.15 | 11.00 | 44.4% | -0.52 | 0.0180 | -0.140 | ||||
| 6.50 | 7.00 | 8 | 702 | 42.9% | 0.44 | 0.0176 | -0.136 | 180 | 11.40 | 11.95 | 375 | 42.6% | -0.57 | 0.0179 | -0.138 | |
| 5.40 | 6.00 | 6 | 42.3% | 0.40 | 0.0173 | -0.133 | 182.5 | 13.05 | 14.15 | 44.2% | -0.61 | 0.0176 | -0.134 | |||
| 4.75 | 5.10 | 34 | 413 | 42.5% | 0.36 | 0.0168 | -0.128 | 185 | 14.55 | 16.35 | 159 | 45.2% | -0.65 | 0.0171 | -0.129 | |
| 3.85 | 4.40 | 42.0% | 0.32 | 0.0161 | -0.122 | 187.5 | 16.50 | 18.95 | 47.9% | -0.69 | 0.0164 | -0.123 | ||||
| 3.35 | 3.80 | 21 | 1,741 | 42.5% | 0.28 | 0.0152 | -0.115 | 190 | 18.10 | 19.65 | 1 | 148 | 44.1% | -0.73 | 0.0156 | -0.116 |
| 2.63 | 3.10 | 41.6% | 0.25 | 0.0143 | -0.107 | 192.5 | 20.10 | 22.75 | 47.8% | -0.76 | 0.0147 | -0.108 | ||||
| 2.32 | 2.65 | 7 | 301 | 42.2% | 0.22 | 0.0133 | -0.099 | 195 | 22.00 | 24.40 | 38 | 46.6% | -0.79 | 0.0137 | -0.100 | |
| 1.83 | 2.21 | 41.7% | 0.19 | 0.0122 | -0.091 | 197.5 | 24.20 | 26.75 | 48.1% | -0.82 | 0.0127 | -0.092 | ||||
| 1.57 | 1.85 | 36 | 545 | 42.0% | 0.16 | 0.0111 | -0.082 | 200 | 26.05 | 28.15 | 5 | 44.5% | -0.85 | 0.0116 | -0.083 | |
| 0.7400 | 1.29 | 40.6% | 0.12 | 0.0090 | -0.067 | 205 | 30.70 | 33.40 | 49.3% | -0.90 | 0.0096 | -0.067 | ||||
| 0.6000 | 1.03 | 405 | 42.6% | 0.09 | 0.0071 | -0.052 | 210 | 35.20 | 37.85 | 49.1% | -0.93 | 0.0078 | -0.053 | |||
| 0.2900 | 0.9000 | 43.5% | 0.06 | 0.0055 | -0.041 | 215 | 40.20 | 42.85 | 53.6% | -0.96 | 0.0063 | -0.042 | ||||
| 0.2200 | 0.5900 | 232 | 43.8% | 0.04 | 0.0042 | -0.032 | 220 | 44.50 | 47.75 | 52.6% | -0.98 | 0.0048 | -0.033 | |||
| 0.0800 | 0.5000 | 44.5% | 0.03 | 0.0032 | -0.025 | 225 | 49.35 | 52.80 | 55.7% | -0.99 | 0.0031 | -0.024 | ||||
| 0.0400 | 0.2500 | 283 | 42.9% | 0.02 | 0.0024 | -0.019 | 230 | 54.25 | 57.80 | 58.5% | -1.00 | 0.0013 | -0.021 | |||
| 0 | 0.2600 | 237 | 47.7% | 0.01 | 0.0014 | -0.012 | 240 | 64.35 | 67.85 | 66.8% | -1.00 | 0.0000 | -0.019 | |||
| 0 | 0.2200 | 167 | 51.8% | 0.01 | 0.0009 | -0.008 | 250 | 74.15 | 77.80 | 70.9% | -1.00 | 0.0000 | -0.019 | |||
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 — Nov 20, 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.
callsputs