AFRM chaîne d'options Affirm Holdings, 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 ±5.3% (68.95–76.65) · ATM IV 63.0% · P/C open interest 0.99
| 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 | |
| 30.80 | 34.80 | 1.00 | 0.0001 | 0.000 | 40 | 0 | 0.0100 | 194.7% | -0.00 | 0.0001 | -0.001 | |||||
| 25.80 | 29.75 | 1 | 1.00 | 0.0003 | 0.000 | 45 | 0 | 0.6000 | 271.3% | -0.00 | 0.0003 | -0.002 | ||||
| 20.80 | 24.75 | 6 | 1.00 | 0.0006 | -0.002 | 50 | 0 | 0.0100 | 3 | 126.1% | -0.00 | 0.0006 | -0.004 | |||
| 16.55 | 19.10 | 13 | 105.8% | 1.00 | 0.0017 | -0.007 | 55 | 0 | 0.3000 | 80 | 150.7% | -0.00 | 0.0017 | -0.009 | ||
| 15.00 | 18.75 | 122.8% | 0.99 | 0.0021 | -0.008 | 56 | 0 | 0.1200 | 13 | 122.2% | -0.01 | 0.0021 | -0.010 | |||
| 14.55 | 17.10 | 2 | 8 | 92.3% | 0.99 | 0.0026 | -0.010 | 57 | 0 | 0.6900 | 28 | 22 | 160.0% | -0.01 | 0.0026 | -0.012 |
| 12.80 | 16.10 | 3 | 13 | 0.99 | 0.0033 | -0.013 | 58 | 0 | 0.1300 | 58 | 109.3% | -0.01 | 0.0033 | -0.015 | ||
| 11.75 | 15.00 | 1 | 0.99 | 0.0042 | -0.016 | 59 | 0 | 0.7000 | 112 | 142.4% | -0.01 | 0.0042 | -0.018 | |||
| 10.80 | 14.05 | 3 | 0.99 | 0.0054 | -0.020 | 60 | 0 | 0.0500 | 15 | 311 | 82.7% | -0.01 | 0.0054 | -0.022 | ||
| 10.05 | 13.05 | 5 | 7 | 0.98 | 0.0071 | -0.025 | 61 | 0 | 0.2400 | 1 | 57 | 98.4% | -0.02 | 0.0071 | -0.027 | |
| 9.05 | 12.05 | 5 | 4 | 0.98 | 0.0093 | -0.032 | 62 | 0.0100 | 0.1000 | 39 | 328 | 79.1% | -0.02 | 0.0093 | -0.033 | |
| 8.15 | 11.10 | 3 | 0.97 | 0.0122 | -0.041 | 63 | 0 | 0.1000 | 7 | 236 | 71.2% | -0.03 | 0.0122 | -0.042 | ||
| 7.00 | 10.10 | 3 | 0.96 | 0.0162 | -0.052 | 64 | 0 | 0.1400 | 6 | 99 | 68.5% | -0.04 | 0.0162 | -0.053 | ||
| 6.70 | 9.10 | 12 | 63.2% | 0.94 | 0.0216 | -0.068 | 65 | 0.0300 | 0.2300 | 159 | 874 | 69.8% | -0.06 | 0.0216 | -0.069 | |
| 5.75 | 8.20 | 15 | 64.8% | 0.92 | 0.0285 | -0.089 | 66 | 0.1000 | 0.3100 | 130 | 148 | 69.4% | -0.08 | 0.0286 | -0.090 | |
| 4.85 | 7.30 | 15 | 64.9% | 0.89 | 0.0371 | -0.115 | 67 | 0.2100 | 0.3500 | 311 | 1,178 | 66.8% | -0.11 | 0.0372 | -0.116 | |
| 3.85 | 6.40 | 5 | 59.6% | 0.85 | 0.0469 | -0.146 | 68 | 0.2500 | 0.5900 | 41 | 318 | 66.3% | -0.15 | 0.0470 | -0.147 | |
| 3.50 | 5.15 | 1 | 445 | 60.9% | 0.79 | 0.0570 | -0.180 | 69 | 0.5200 | 0.6800 | 89 | 306 | 65.4% | -0.21 | 0.0572 | -0.181 |
| 3.10 | 4.05 | 11 | 141 | 61.1% | 0.73 | 0.0666 | -0.212 | 70 | 0.7400 | 0.9900 | 137 | 193 | 65.6% | -0.27 | 0.0669 | -0.213 |
| 2.32 | 3.45 | 2 | 82 | 60.8% | 0.66 | 0.0745 | -0.237 | 71 | 1.00 | 1.35 | 7 | 703 | 64.8% | -0.34 | 0.0748 | -0.238 |
| 2.00 | 2.69 | 3 | 40 | 62.8% | 0.58 | 0.0798 | -0.253 | 72 | 1.45 | 1.60 | 75 | 364 | 62.9% | -0.42 | 0.0802 | -0.255 |
| 1.50 | 2.06 | 7 | 163 | 61.2% | 0.50 | 0.0820 | -0.258 | 73 | 1.89 | 2.25 | 50 | 104 | 64.8% | -0.50 | 0.0825 | -0.259 |
| 1.14 | 1.57 | 258 | 409 | 61.3% | 0.42 | 0.0808 | -0.249 | 74 | 2.42 | 2.92 | 14 | 287 | 65.8% | -0.58 | 0.0812 | -0.251 |
| 0.8300 | 1.16 | 121 | 604 | 61.0% | 0.34 | 0.0763 | -0.230 | 75 | 2.86 | 3.70 | 1 | 314 | 64.6% | -0.66 | 0.0767 | -0.231 |
| 0.5700 | 0.8200 | 60 | 55 | 59.8% | 0.27 | 0.0690 | -0.202 | 76 | 3.60 | 4.40 | 5 | 141 | 64.8% | -0.73 | 0.0694 | -0.203 |
| 0.4700 | 0.5900 | 163 | 904 | 62.1% | 0.21 | 0.0600 | -0.170 | 77 | 3.65 | 5.70 | 38 | 60.0% | -0.80 | 0.0603 | -0.171 | |
| 0.3400 | 0.4400 | 254 | 128 | 63.3% | 0.15 | 0.0500 | -0.137 | 78 | 4.95 | 6.50 | 4 | 76 | 70.8% | -0.85 | 0.0503 | -0.137 |
| 0.1600 | 0.3000 | 88 | 282 | 60.7% | 0.11 | 0.0402 | -0.106 | 79 | 5.30 | 7.85 | 21 | 70.5% | -0.89 | 0.0404 | -0.106 | |
| 0.1200 | 0.1700 | 130 | 669 | 60.2% | 0.08 | 0.0313 | -0.079 | 80 | 6.20 | 8.75 | 24 | 71.1% | -0.92 | 0.0315 | -0.079 | |
| 0.0600 | 0.1700 | 25 | 546 | 63.0% | 0.06 | 0.0237 | -0.058 | 81 | 7.15 | 9.70 | 20 | 73.8% | -0.95 | 0.0240 | -0.058 | |
| 0 | 0.2500 | 30 | 112 | 69.8% | 0.04 | 0.0177 | -0.042 | 82 | 8.45 | 10.70 | 1 | 8 | 91.4% | -0.97 | 0.0181 | -0.041 |
| 0.0200 | 0.1900 | 211 | 402 | 72.9% | 0.03 | 0.0131 | -0.031 | 83 | 9.10 | 11.65 | 1 | 15 | 81.1% | -0.98 | 0.0136 | -0.030 |
| 0.0200 | 0.2800 | 18 | 64 | 83.8% | 0.02 | 0.0098 | -0.023 | 84 | 9.30 | 12.65 | 5 | -0.98 | 0.0102 | -0.022 | ||
| 0 | 0.1000 | 19 | 991 | 73.5% | 0.02 | 0.0074 | -0.018 | 85 | 11.10 | 13.50 | 1 | 9 | 82.2% | -0.99 | 0.0075 | -0.017 |
| 0 | 0.2900 | 16 | 32 | 63.2% | 0.01 | 0.0057 | -0.014 | 86 | 11.30 | 14.65 | 1 | 7 | -0.99 | 0.0054 | -0.014 | |
| 0 | 0.0200 | 3 | 20 | 67.1% | 0.01 | 0.0045 | -0.011 | 87 | 12.30 | 15.65 | -1.00 | 0.0039 | -0.012 | |||
| 0 | 0.0100 | 3 | 56 | 66.0% | 0.01 | 0.0036 | -0.009 | 88 | 13.30 | 17.25 | 91.6% | -1.00 | 0.0028 | -0.011 | ||
| 0 | 0.0100 | 8 | 19 | 69.5% | 0.01 | 0.0029 | -0.007 | 89 | 14.30 | 18.25 | 96.1% | -1.00 | 0.0020 | -0.010 | ||
| 0 | 0.0500 | 63 | 185 | 72.9% | 0.00 | 0.0023 | -0.006 | 90 | 15.40 | 19.30 | 114.5% | -1.00 | 0.0013 | -0.010 | ||
| 0 | 0.0400 | 4 | 82 | 103.1% | 0.00 | 0.0009 | -0.003 | 95 | 20.30 | 24.25 | 121.5% | -1.00 | 0.0002 | -0.009 | ||
| 0 | 0.7500 | 19 | 104.7% | 0.00 | 0.0004 | -0.002 | 100 | 25.40 | 29.25 | 153.6% | -1.00 | 0.0000 | -0.009 | |||
| 0 | 2.13 | 1 | 10 | 265.3% | 0.00 | 0.0002 | -0.001 | 105 | 30.30 | 34.25 | 159.0% | -1.00 | 0.0000 | -0.009 | ||
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 — Oct 23, 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