AMAT chaîne d'options Applied Materials, Inc.
Cboe delayed options data · au 18:33 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 ±32.5% (293.31–576.15) · ATM IV 52.8% · P/C open interest 1.75
| 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 | |
| 202.55 | 209.40 | 57.4% | 0.95 | 0.0006 | -0.018 | 240 | 4.50 | 5.65 | 2 | 4 | 56.3% | -0.05 | 0.0006 | -0.045 | ||
| 195.25 | 200.20 | 1 | 57.8% | 0.94 | 0.0006 | -0.024 | 250 | 5.25 | 6.80 | 18 | 55.6% | -0.06 | 0.0006 | -0.050 | ||
| 185.50 | 192.45 | 56.6% | 0.93 | 0.0007 | -0.032 | 260 | 6.40 | 7.80 | 50 | 54.9% | -0.07 | 0.0007 | -0.056 | |||
| 177.75 | 183.00 | 55.6% | 0.92 | 0.0008 | -0.039 | 270 | 7.70 | 9.30 | 196 | 54.5% | -0.08 | 0.0008 | -0.063 | |||
| 168.90 | 174.20 | 54.1% | 0.90 | 0.0009 | -0.047 | 280 | 9.20 | 10.90 | 30 | 54.2% | -0.10 | 0.0009 | -0.069 | |||
| 161.40 | 167.70 | 55.3% | 0.89 | 0.0010 | -0.055 | 290 | 10.85 | 12.70 | 53.8% | -0.11 | 0.0010 | -0.076 | ||||
| 153.40 | 159.75 | 54.6% | 0.88 | 0.0011 | -0.063 | 300 | 12.80 | 14.65 | 10 | 53.4% | -0.13 | 0.0011 | -0.083 | |||
| 146.50 | 150.40 | 53.5% | 0.86 | 0.0012 | -0.071 | 310 | 15.60 | 16.85 | 2 | 14 | 53.6% | -0.14 | 0.0012 | -0.090 | ||
| 139.55 | 145.35 | 2 | 54.8% | 0.84 | 0.0013 | -0.079 | 320 | 18.10 | 19.50 | 2 | 105 | 53.5% | -0.16 | 0.0014 | -0.097 | |
| 132.20 | 137.25 | 53.8% | 0.82 | 0.0014 | -0.087 | 330 | 20.90 | 22.50 | 2 | 12 | 53.5% | -0.18 | 0.0014 | -0.104 | ||
| 125.65 | 129.50 | 53.2% | 0.81 | 0.0015 | -0.094 | 340 | 23.60 | 25.35 | 1 | 10 | 53.1% | -0.20 | 0.0016 | -0.110 | ||
| 119.10 | 124.65 | 53.9% | 0.79 | 0.0016 | -0.101 | 350 | 26.65 | 28.65 | 7 | 52.9% | -0.22 | 0.0016 | -0.116 | |||
| 112.90 | 115.95 | 52.6% | 0.77 | 0.0017 | -0.108 | 360 | 30.25 | 32.05 | 1 | 21 | 52.8% | -0.24 | 0.0017 | -0.122 | ||
| 106.95 | 112.45 | 53.7% | 0.75 | 0.0018 | -0.114 | 370 | 33.90 | 35.80 | 18 | 52.6% | -0.26 | 0.0018 | -0.128 | |||
| 101.15 | 105.15 | 52.9% | 0.72 | 0.0018 | -0.120 | 380 | 37.60 | 40.20 | 6 | 13 | 52.6% | -0.28 | 0.0019 | -0.132 | ||
| 95.70 | 101.15 | 1 | 53.5% | 0.70 | 0.0019 | -0.126 | 390 | 42.35 | 44.30 | 4 | 43 | 52.6% | -0.30 | 0.0020 | -0.137 | |
| 90.60 | 96.05 | 1 | 53.6% | 0.68 | 0.0020 | -0.131 | 400 | 46.70 | 49.40 | 2 | 162 | 52.8% | -0.32 | 0.0020 | -0.141 | |
| 85.50 | 90.45 | 1 | 53.2% | 0.66 | 0.0020 | -0.135 | 410 | 51.55 | 54.15 | 1 | 71 | 52.7% | -0.35 | 0.0021 | -0.144 | |
| 80.55 | 84.60 | 4 | 52.7% | 0.64 | 0.0021 | -0.139 | 420 | 56.25 | 59.40 | 3 | 52.6% | -0.37 | 0.0022 | -0.147 | ||
| 75.95 | 80.95 | 1 | 1 | 53.0% | 0.62 | 0.0021 | -0.142 | 430 | 61.60 | 64.35 | 2 | 2 | 52.5% | -0.39 | 0.0022 | -0.150 |
| 71.75 | 76.55 | 7 | 53.0% | 0.60 | 0.0022 | -0.145 | 440 | 67.05 | 70.45 | 84 | 52.7% | -0.41 | 0.0022 | -0.152 | ||
| 67.85 | 70.90 | 12 | 8 | 52.5% | 0.58 | 0.0022 | -0.148 | 450 | 72.60 | 76.10 | 72 | 52.5% | -0.44 | 0.0023 | -0.154 | |
| 63.90 | 68.45 | 4 | 53.0% | 0.55 | 0.0022 | -0.149 | 460 | 78.60 | 82.55 | 16 | 52.7% | -0.46 | 0.0023 | -0.155 | ||
| 60.20 | 64.55 | 32 | 52.9% | 0.53 | 0.0022 | -0.151 | 470 | 84.65 | 88.85 | 2 | 52.7% | -0.48 | 0.0023 | -0.155 | ||
| 57.10 | 60.95 | 20 | 53.0% | 0.51 | 0.0022 | -0.152 | 480 | 90.90 | 95.00 | 72 | 52.6% | -0.50 | 0.0023 | -0.156 | ||
| 53.50 | 57.70 | 1 | 24 | 53.0% | 0.49 | 0.0022 | -0.152 | 490 | 97.30 | 102.05 | 10 | 52.7% | -0.52 | 0.0023 | -0.155 | |
| 50.85 | 54.85 | 39 | 53.3% | 0.48 | 0.0022 | -0.153 | 500 | 104.00 | 109.15 | 3 | 52.8% | -0.54 | 0.0023 | -0.155 | ||
| 46.40 | 51.30 | 24 | 52.5% | 0.46 | 0.0022 | -0.152 | 510 | 110.90 | 116.40 | 6 | 52.9% | -0.56 | 0.0023 | -0.154 | ||
| 44.85 | 48.65 | 28 | 53.0% | 0.44 | 0.0022 | -0.152 | 520 | 118.10 | 122.60 | 13 | 52.6% | -0.58 | 0.0023 | -0.153 | ||
| 41.00 | 45.50 | 52.4% | 0.42 | 0.0022 | -0.151 | 530 | 125.20 | 130.05 | 52.7% | -0.60 | 0.0023 | -0.151 | ||||
| 39.95 | 43.40 | 10 | 53.1% | 0.40 | 0.0021 | -0.150 | 540 | 132.50 | 137.35 | 52.6% | -0.62 | 0.0023 | -0.149 | |||
| 36.15 | 41.70 | 1 | 6 | 52.9% | 0.39 | 0.0021 | -0.148 | 550 | 140.30 | 145.30 | 52.8% | -0.64 | 0.0023 | -0.147 | ||
| 35.55 | 39.25 | 31 | 53.4% | 0.37 | 0.0021 | -0.147 | 560 | 147.90 | 153.10 | 52.8% | -0.65 | 0.0023 | -0.145 | |||
| 31.95 | 37.10 | 10 | 52.9% | 0.35 | 0.0020 | -0.145 | 570 | 155.90 | 160.90 | 11 | 52.8% | -0.67 | 0.0022 | -0.142 | ||
| 31.95 | 35.05 | 1 | 6 | 53.6% | 0.34 | 0.0020 | -0.143 | 580 | 163.95 | 169.00 | 52.9% | -0.69 | 0.0022 | -0.140 | ||
| 29.30 | 32.90 | 11 | 53.3% | 0.33 | 0.0020 | -0.141 | 590 | 171.90 | 177.30 | 52.9% | -0.70 | 0.0022 | -0.137 | |||
| 28.15 | 31.30 | 5 | 53.6% | 0.31 | 0.0019 | -0.139 | 600 | 179.65 | 185.90 | 52.9% | -0.72 | 0.0022 | -0.134 | |||
| 25.95 | 29.50 | 4 | 53.4% | 0.30 | 0.0019 | -0.136 | 610 | 188.15 | 193.85 | 52.8% | -0.73 | 0.0021 | -0.131 | |||
| 24.05 | 27.95 | 30 | 53.3% | 0.29 | 0.0019 | -0.134 | 620 | 196.65 | 202.25 | 52.8% | -0.75 | 0.0021 | -0.128 | |||
| 23.45 | 26.40 | 2 | 66 | 53.6% | 0.27 | 0.0018 | -0.131 | 630 | 205.45 | 212.00 | 53.5% | -0.76 | 0.0021 | -0.125 | ||
| 21.80 | 25.05 | 3 | 28 | 53.6% | 0.26 | 0.0018 | -0.129 | 640 | 214.10 | 219.50 | 52.9% | -0.77 | 0.0020 | -0.122 | ||
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