AMAT chaîne d'options Applied Materials, 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 ±28.4% (289.18–518.88) · ATM IV 51.6% · P/C open interest 2.82
| 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 | |
| 188.15 | 195.10 | 58.4% | 0.96 | 0.0005 | 0.000 | 220 | 1.82 | 3.40 | 30 | 56.1% | -0.04 | 0.0005 | -0.036 | |||
| 179.00 | 186.05 | 57.4% | 0.96 | 0.0006 | -0.003 | 230 | 2.37 | 4.90 | 13 | 56.7% | -0.05 | 0.0006 | -0.041 | |||
| 170.15 | 177.35 | 57.0% | 0.95 | 0.0007 | -0.011 | 240 | 3.00 | 5.60 | 197 | 55.4% | -0.06 | 0.0007 | -0.048 | |||
| 161.70 | 168.05 | 1 | 55.9% | 0.93 | 0.0008 | -0.020 | 250 | 3.85 | 7.05 | 182 | 55.2% | -0.07 | 0.0008 | -0.055 | ||
| 152.90 | 159.85 | 55.5% | 0.92 | 0.0010 | -0.030 | 260 | 4.85 | 8.40 | 548 | 54.6% | -0.08 | 0.0010 | -0.063 | |||
| 145.00 | 151.80 | 1 | 55.7% | 0.91 | 0.0011 | -0.040 | 270 | 6.20 | 9.15 | 1 | 459 | 53.3% | -0.10 | 0.0011 | -0.071 | |
| 136.85 | 143.65 | 55.1% | 0.89 | 0.0012 | -0.050 | 280 | 7.80 | 11.00 | 164 | 53.2% | -0.11 | 0.0013 | -0.079 | |||
| 128.65 | 135.70 | 54.4% | 0.87 | 0.0014 | -0.060 | 290 | 9.50 | 13.60 | 132 | 53.3% | -0.13 | 0.0014 | -0.087 | |||
| 121.30 | 128.20 | 3 | 54.3% | 0.85 | 0.0015 | -0.070 | 300 | 11.50 | 14.40 | 146 | 51.9% | -0.15 | 0.0016 | -0.096 | ||
| 113.30 | 119.75 | 6 | 52.8% | 0.83 | 0.0017 | -0.080 | 310 | 14.65 | 16.75 | 5 | 135 | 52.2% | -0.17 | 0.0017 | -0.104 | |
| 106.35 | 113.55 | 6 | 53.2% | 0.81 | 0.0018 | -0.090 | 320 | 17.20 | 19.70 | 2 | 720 | 52.0% | -0.19 | 0.0019 | -0.111 | |
| 99.85 | 106.40 | 52.9% | 0.79 | 0.0020 | -0.099 | 330 | 21.75 | 22.55 | 1 | 254 | 52.7% | -0.22 | 0.0020 | -0.119 | ||
| 93.25 | 99.55 | 5 | 52.5% | 0.76 | 0.0021 | -0.108 | 340 | 23.45 | 26.20 | 6 | 658 | 51.8% | -0.24 | 0.0021 | -0.126 | |
| 87.35 | 93.10 | 9 | 52.4% | 0.74 | 0.0022 | -0.116 | 350 | 26.70 | 30.00 | 5 | 388 | 51.6% | -0.27 | 0.0023 | -0.132 | |
| 81.90 | 87.95 | 13 | 52.9% | 0.71 | 0.0023 | -0.123 | 360 | 30.60 | 34.15 | 108 | 51.6% | -0.29 | 0.0024 | -0.138 | ||
| 76.60 | 81.30 | 14 | 52.3% | 0.69 | 0.0024 | -0.130 | 370 | 34.50 | 38.50 | 229 | 51.4% | -0.32 | 0.0025 | -0.143 | ||
| 71.55 | 75.75 | 4 | 52.2% | 0.66 | 0.0025 | -0.135 | 380 | 38.80 | 42.80 | 11 | 188 | 51.0% | -0.35 | 0.0026 | -0.147 | |
| 66.30 | 72.95 | 16 | 53.1% | 0.63 | 0.0026 | -0.141 | 390 | 43.70 | 47.80 | 308 | 51.1% | -0.37 | 0.0026 | -0.150 | ||
| 61.50 | 66.35 | 17 | 52.1% | 0.61 | 0.0026 | -0.145 | 400 | 48.60 | 53.25 | 472 | 51.1% | -0.40 | 0.0027 | -0.153 | ||
| 57.20 | 62.55 | 21 | 52.4% | 0.58 | 0.0027 | -0.148 | 410 | 54.55 | 58.80 | 110 | 346 | 51.3% | -0.43 | 0.0028 | -0.155 | |
| 53.50 | 58.45 | 57 | 52.6% | 0.56 | 0.0027 | -0.151 | 420 | 61.50 | 64.55 | 1 | 70 | 51.8% | -0.46 | 0.0028 | -0.156 | |
| 49.95 | 53.70 | 1 | 12 | 52.4% | 0.53 | 0.0027 | -0.153 | 430 | 65.80 | 70.80 | 157 | 51.2% | -0.48 | 0.0028 | -0.156 | |
| 46.10 | 50.85 | 68 | 52.6% | 0.50 | 0.0027 | -0.154 | 440 | 72.05 | 77.00 | 145 | 51.1% | -0.51 | 0.0029 | -0.156 | ||
| 42.60 | 47.30 | 25 | 52.5% | 0.48 | 0.0027 | -0.154 | 450 | 78.60 | 83.70 | 91 | 51.2% | -0.54 | 0.0029 | -0.155 | ||
| 39.55 | 44.30 | 2 | 38 | 52.7% | 0.46 | 0.0027 | -0.154 | 460 | 85.30 | 90.20 | 41 | 51.1% | -0.56 | 0.0029 | -0.153 | |
| 36.50 | 40.85 | 3 | 122 | 52.4% | 0.43 | 0.0027 | -0.153 | 470 | 92.35 | 97.20 | 19 | 51.1% | -0.59 | 0.0028 | -0.151 | |
| 34.05 | 38.35 | 48 | 52.7% | 0.41 | 0.0026 | -0.152 | 480 | 99.65 | 104.35 | 111 | 51.2% | -0.61 | 0.0028 | -0.148 | ||
| 31.45 | 35.65 | 136 | 52.7% | 0.39 | 0.0026 | -0.150 | 490 | 105.80 | 112.60 | 122 | 51.0% | -0.63 | 0.0028 | -0.145 | ||
| 29.15 | 33.00 | 140 | 52.7% | 0.37 | 0.0026 | -0.148 | 500 | 113.45 | 119.80 | 25 | 38 | 50.8% | -0.66 | 0.0028 | -0.141 | |
| 26.80 | 30.70 | 63 | 52.6% | 0.35 | 0.0025 | -0.145 | 510 | 121.25 | 127.70 | 37 | 50.9% | -0.68 | 0.0027 | -0.137 | ||
| 25.20 | 26.50 | 73 | 51.8% | 0.33 | 0.0025 | -0.143 | 520 | 129.25 | 136.15 | 22 | 51.2% | -0.70 | 0.0027 | -0.133 | ||
| 23.35 | 24.55 | 73 | 51.9% | 0.31 | 0.0024 | -0.140 | 530 | 137.50 | 143.55 | 184 | 50.9% | -0.72 | 0.0026 | -0.128 | ||
| 21.70 | 22.85 | 41 | 52.0% | 0.29 | 0.0023 | -0.136 | 540 | 146.70 | 152.75 | 14 | 52.0% | -0.74 | 0.0026 | -0.123 | ||
| 20.10 | 21.05 | 1 | 54 | 52.1% | 0.28 | 0.0023 | -0.133 | 550 | 154.15 | 161.15 | 11 | 51.4% | -0.76 | 0.0025 | -0.118 | |
| 18.10 | 19.60 | 5 | 82 | 51.8% | 0.26 | 0.0022 | -0.129 | 560 | 162.70 | 170.00 | 1 | 51.6% | -0.77 | 0.0024 | -0.112 | |
| 17.20 | 18.20 | 90 | 52.2% | 0.24 | 0.0021 | -0.125 | 570 | 171.40 | 178.45 | 22 | 51.5% | -0.79 | 0.0024 | -0.107 | ||
| 15.75 | 16.85 | 48 | 52.2% | 0.23 | 0.0020 | -0.122 | 580 | 180.45 | 187.40 | 1 | 51.9% | -0.81 | 0.0023 | -0.101 | ||
| 14.80 | 15.65 | 64 | 52.3% | 0.22 | 0.0020 | -0.118 | 590 | 189.45 | 196.80 | 2 | 52.3% | -0.82 | 0.0022 | -0.096 | ||
| 13.75 | 14.60 | 107 | 52.5% | 0.20 | 0.0019 | -0.114 | 600 | 198.50 | 205.95 | 12 | 52.5% | -0.84 | 0.0022 | -0.091 | ||
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 — Apr 16, 2027
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