ABNB chaîne d'options Airbnb, Inc.
Cboe delayed options data · au 06:33 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 ±10.1% (157.93–193.23) · ATM IV 42.5% · 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 | |
| 84.50 | 87.80 | 5 | 114.4% | 1.00 | 0.0001 | 0.000 | 90 | 0 | 2.13 | 11 | 138.2% | -0.00 | 0.0001 | -0.003 | ||
| 79.05 | 82.80 | 90.8% | 1.00 | 0.0002 | 0.000 | 95 | 0 | 2.14 | 128.7% | -0.00 | 0.0002 | -0.004 | ||||
| 74.55 | 77.85 | 3 | 98.6% | 1.00 | 0.0002 | 0.000 | 100 | 0 | 0.7700 | 6 | 98.8% | -0.00 | 0.0002 | -0.005 | ||
| 69.10 | 72.85 | 77.8% | 1.00 | 0.0003 | 0.000 | 105 | 0 | 1.60 | 3 | 104.2% | -0.00 | 0.0003 | -0.006 | |||
| 64.20 | 67.90 | 1 | 75.0% | 0.99 | 0.0004 | 0.000 | 110 | 0 | 0.4000 | 17 | 75.8% | -0.00 | 0.0004 | -0.007 | ||
| 59.10 | 62.95 | 65.9% | 0.99 | 0.0006 | -0.001 | 115 | 0 | 0.6200 | 31 | 74.4% | -0.01 | 0.0006 | -0.008 | |||
| 54.70 | 58.00 | 1 | 72.2% | 0.99 | 0.0008 | -0.004 | 120 | 0 | 0.4600 | 120 | 64.7% | -0.01 | 0.0008 | -0.011 | ||
| 49.25 | 53.05 | 18 | 58.2% | 0.99 | 0.0012 | -0.008 | 125 | 0.0500 | 0.1900 | 2 | 79 | 53.2% | -0.01 | 0.0012 | -0.014 | |
| 44.85 | 48.15 | 9 | 61.7% | 0.98 | 0.0018 | -0.014 | 130 | 0.0500 | 0.6800 | 292 | 57.1% | -0.02 | 0.0018 | -0.019 | ||
| 39.45 | 43.15 | 17 | 50.1% | 0.97 | 0.0027 | -0.022 | 135 | 0 | 0.7700 | 2 | 373 | 51.6% | -0.03 | 0.0027 | -0.027 | |
| 34.75 | 38.50 | 5 | 24 | 50.5% | 0.95 | 0.0039 | -0.034 | 140 | 0.4500 | 0.9200 | 3 | 268 | 51.4% | -0.05 | 0.0039 | -0.038 |
| 29.95 | 33.85 | 6 | 19 | 48.0% | 0.93 | 0.0056 | -0.049 | 145 | 0.8000 | 0.8800 | 32 | 623 | 47.3% | -0.07 | 0.0056 | -0.052 |
| 25.50 | 29.55 | 1 | 106 | 48.0% | 0.89 | 0.0077 | -0.066 | 150 | 0.9500 | 1.94 | 6 | 798 | 47.5% | -0.11 | 0.0078 | -0.070 |
| 23.35 | 27.20 | 1 | 46.6% | 0.87 | 0.0089 | -0.076 | 152.5 | 0.7700 | 2.58 | 1 | 46.1% | -0.13 | 0.0089 | -0.079 | ||
| 21.15 | 25.10 | 146 | 45.8% | 0.84 | 0.0101 | -0.086 | 155 | 1.62 | 2.61 | 14 | 209 | 46.1% | -0.16 | 0.0101 | -0.089 | |
| 19.95 | 22.40 | 1 | 45.9% | 0.81 | 0.0113 | -0.095 | 157.5 | 0.7400 | 4.35 | 45.4% | -0.19 | 0.0114 | -0.098 | |||
| 18.05 | 20.35 | 4 | 288 | 45.3% | 0.78 | 0.0125 | -0.104 | 160 | 1.98 | 4.50 | 18 | 654 | 46.0% | -0.22 | 0.0126 | -0.107 |
| 15.35 | 18.65 | 42.9% | 0.75 | 0.0136 | -0.113 | 162.5 | 2.01 | 5.50 | 5 | 44.9% | -0.25 | 0.0138 | -0.116 | |||
| 13.55 | 17.00 | 4 | 479 | 42.9% | 0.71 | 0.0147 | -0.121 | 165 | 4.30 | 4.65 | 10 | 288 | 44.5% | -0.29 | 0.0148 | -0.123 |
| 12.55 | 15.20 | 44.1% | 0.67 | 0.0157 | -0.127 | 167.5 | 4.70 | 6.00 | 44.4% | -0.33 | 0.0158 | -0.130 | ||||
| 11.95 | 13.65 | 31 | 786 | 46.2% | 0.63 | 0.0165 | -0.133 | 170 | 5.00 | 7.40 | 30 | 226 | 43.7% | -0.37 | 0.0167 | -0.135 |
| 9.10 | 12.55 | 15 | 43.3% | 0.59 | 0.0172 | -0.136 | 172.5 | 6.25 | 8.35 | 1 | 43.7% | -0.41 | 0.0173 | -0.138 | ||
| 8.25 | 10.50 | 16 | 719 | 42.5% | 0.55 | 0.0176 | -0.138 | 175 | 6.95 | 9.60 | 16 | 206 | 42.5% | -0.46 | 0.0178 | -0.140 |
| 6.65 | 10.10 | 37 | 43.4% | 0.50 | 0.0178 | -0.139 | 177.5 | 8.45 | 11.00 | 2 | 43.2% | -0.50 | 0.0180 | -0.140 | ||
| 5.75 | 8.30 | 27 | 702 | 42.0% | 0.46 | 0.0178 | -0.137 | 180 | 9.70 | 12.50 | 375 | 42.9% | -0.55 | 0.0180 | -0.139 | |
| 4.45 | 8.00 | 19 | 42.8% | 0.41 | 0.0176 | -0.134 | 182.5 | 10.75 | 14.50 | 42.8% | -0.59 | 0.0178 | -0.136 | |||
| 4.85 | 5.50 | 117 | 413 | 41.8% | 0.37 | 0.0171 | -0.130 | 185 | 12.90 | 15.55 | 159 | 42.6% | -0.63 | 0.0174 | -0.131 | |
| 3.00 | 6.30 | 11 | 43.1% | 0.33 | 0.0165 | -0.124 | 187.5 | 14.55 | 17.80 | 43.7% | -0.67 | 0.0168 | -0.125 | |||
| 3.20 | 4.00 | 29 | 1,741 | 41.0% | 0.29 | 0.0157 | -0.118 | 190 | 16.40 | 19.05 | 1 | 148 | 42.1% | -0.71 | 0.0160 | -0.119 |
| 1.45 | 5.00 | 42.2% | 0.26 | 0.0148 | -0.110 | 192.5 | 18.25 | 21.60 | 43.8% | -0.75 | 0.0152 | -0.111 | ||||
| 2.35 | 2.90 | 10 | 301 | 41.6% | 0.23 | 0.0137 | -0.102 | 195 | 20.45 | 22.90 | 38 | 42.3% | -0.78 | 0.0142 | -0.103 | |
| 1.06 | 4.00 | 2 | 44.0% | 0.20 | 0.0127 | -0.094 | 197.5 | 21.60 | 25.00 | 39.0% | -0.81 | 0.0131 | -0.095 | |||
| 1.10 | 1.90 | 145 | 545 | 39.1% | 0.17 | 0.0116 | -0.086 | 200 | 24.20 | 27.15 | 5 | 40.6% | -0.84 | 0.0121 | -0.086 | |
| 1.09 | 1.48 | 101 | 42.1% | 0.13 | 0.0094 | -0.069 | 205 | 28.25 | 32.20 | 41.3% | -0.89 | 0.0100 | -0.070 | |||
| 0.0900 | 1.10 | 405 | 38.7% | 0.09 | 0.0074 | -0.055 | 210 | 32.90 | 36.20 | 34.3% | -0.92 | 0.0080 | -0.056 | |||
| 0.0500 | 1.15 | 42.7% | 0.07 | 0.0057 | -0.043 | 215 | 37.70 | 41.55 | 40.5% | -0.95 | 0.0064 | -0.043 | ||||
| 0.0100 | 0.8700 | 232 | 43.6% | 0.05 | 0.0044 | -0.033 | 220 | 42.60 | 46.40 | -0.97 | 0.0052 | -0.034 | ||||
| 0 | 0.7000 | 45.2% | 0.03 | 0.0033 | -0.026 | 225 | 47.55 | 50.90 | -0.99 | 0.0036 | -0.025 | |||||
| 0 | 0.2500 | 283 | 41.4% | 0.03 | 0.0025 | -0.020 | 230 | 52.55 | 56.40 | -1.00 | 0.0019 | -0.018 | ||||
| 0 | 0.6600 | 237 | 54.0% | 0.01 | 0.0015 | -0.013 | 240 | 62.55 | 66.45 | -1.00 | 0.0000 | -0.018 | ||||
| 0 | 0.6200 | 167 | 59.2% | 0.01 | 0.0009 | -0.008 | 250 | 72.55 | 76.40 | -1.00 | 0.0000 | -0.018 | ||||
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