AFRM chaîne d'options Affirm Holdings, 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 ±15.4% (62.91–85.86) · ATM IV 52.3% · P/C open interest —
| 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 | |
| 12.05 | 15.45 | 49.3% | 0.85 | 0.0156 | -0.025 | 62 | 0.1000 | 2.20 | 52.3% | -0.15 | 0.0157 | -0.033 | ||||
| 11.25 | 14.55 | 48.6% | 0.83 | 0.0169 | -0.028 | 63 | 0.2500 | 2.42 | 52.0% | -0.17 | 0.0171 | -0.036 | ||||
| 10.70 | 13.85 | 51.0% | 0.81 | 0.0182 | -0.032 | 64 | 1.48 | 1.97 | 1 | 54.3% | -0.19 | 0.0184 | -0.038 | |||
| 10.10 | 13.00 | 51.3% | 0.79 | 0.0195 | -0.035 | 65 | 1.69 | 2.18 | 3 | 53.6% | -0.21 | 0.0197 | -0.041 | |||
| 9.55 | 11.75 | 2 | 49.1% | 0.77 | 0.0208 | -0.038 | 66 | 1.88 | 2.54 | 3 | 53.5% | -0.23 | 0.0209 | -0.043 | ||
| 8.60 | 11.65 | 51.2% | 0.75 | 0.0219 | -0.040 | 67 | 1.09 | 3.55 | 51.2% | -0.26 | 0.0221 | -0.045 | ||||
| 7.90 | 10.95 | 50.9% | 0.72 | 0.0230 | -0.043 | 68 | 1.37 | 3.90 | 51.1% | -0.28 | 0.0232 | -0.048 | ||||
| 7.25 | 10.30 | 50.8% | 0.70 | 0.0240 | -0.045 | 69 | 2.15 | 4.10 | 52.5% | -0.31 | 0.0243 | -0.049 | ||||
| 6.65 | 9.65 | 50.7% | 0.67 | 0.0249 | -0.047 | 70 | 2.20 | 4.45 | 50.6% | -0.33 | 0.0252 | -0.051 | ||||
| 6.50 | 8.50 | 50.1% | 0.64 | 0.0257 | -0.049 | 71 | 2.37 | 5.10 | 50.6% | -0.36 | 0.0260 | -0.052 | ||||
| 6.20 | 8.15 | 52.3% | 0.62 | 0.0264 | -0.051 | 72 | 2.86 | 5.55 | 50.9% | -0.39 | 0.0267 | -0.053 | ||||
| 5.45 | 7.80 | 52.1% | 0.59 | 0.0270 | -0.052 | 73 | 3.20 | 6.05 | 50.4% | -0.41 | 0.0273 | -0.054 | ||||
| 5.20 | 7.30 | 53.2% | 0.56 | 0.0274 | -0.053 | 74 | 3.90 | 6.55 | 51.4% | -0.44 | 0.0278 | -0.054 | ||||
| 5.35 | 6.80 | 1 | 55.6% | 0.54 | 0.0276 | -0.054 | 75 | 5.55 | 6.80 | 55.2% | -0.47 | 0.0281 | -0.054 | |||
| 3.65 | 6.30 | 49.9% | 0.51 | 0.0278 | -0.054 | 76 | 5.95 | 6.60 | 51.0% | -0.50 | 0.0282 | -0.054 | ||||
| 3.35 | 5.35 | 1 | 47.9% | 0.48 | 0.0278 | -0.054 | 77 | 5.70 | 8.20 | 51.9% | -0.52 | 0.0283 | -0.054 | |||
| 2.82 | 5.35 | 49.1% | 0.45 | 0.0277 | -0.054 | 78 | 5.85 | 8.85 | 49.9% | -0.55 | 0.0282 | -0.053 | ||||
| 2.47 | 5.20 | 50.1% | 0.43 | 0.0274 | -0.054 | 79 | 6.60 | 9.55 | 50.7% | -0.58 | 0.0280 | -0.052 | ||||
| 2.15 | 4.55 | 48.7% | 0.40 | 0.0270 | -0.053 | 80 | 7.10 | 10.25 | 50.1% | -0.60 | 0.0276 | -0.051 | ||||
| 1.86 | 4.50 | 50.0% | 0.38 | 0.0266 | -0.052 | 81 | 7.85 | 10.95 | 50.5% | -0.63 | 0.0272 | -0.050 | ||||
| 1.59 | 4.15 | 49.8% | 0.35 | 0.0260 | -0.051 | 82 | 8.60 | 11.70 | 50.9% | -0.65 | 0.0266 | -0.048 | ||||
| 2.01 | 3.35 | 1 | 50.6% | 0.33 | 0.0254 | -0.050 | 83 | 9.25 | 12.45 | 50.5% | -0.68 | 0.0260 | -0.046 | |||
| 1.13 | 3.60 | 49.9% | 0.31 | 0.0246 | -0.048 | 84 | 10.05 | 13.25 | 51.0% | -0.70 | 0.0253 | -0.044 | ||||
| 1.08 | 3.35 | 1 | 50.7% | 0.29 | 0.0238 | -0.047 | 85 | 10.85 | 14.05 | 51.3% | -0.72 | 0.0246 | -0.042 | |||
| 0.7400 | 3.15 | 50.1% | 0.27 | 0.0230 | -0.045 | 86 | 11.65 | 14.85 | 51.4% | -0.74 | 0.0238 | -0.040 | ||||
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.