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 ±48.1% (225.46–644.00) · ATM IV 55.1% · P/C open interest 1.46
| 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 | |
| 235.00 | 242.85 | 237 | 59.3% | 0.93 | 0.0005 | -0.005 | 220 | 10.75 | 15.25 | 213 | 58.4% | -0.08 | 0.0005 | -0.042 | ||
| 227.45 | 234.90 | 58 | 58.6% | 0.92 | 0.0005 | -0.010 | 230 | 12.50 | 17.25 | 59 | 58.0% | -0.09 | 0.0006 | -0.045 | ||
| 220.00 | 227.00 | 70 | 57.9% | 0.91 | 0.0006 | -0.015 | 240 | 15.25 | 17.70 | 2 | 223 | 57.1% | -0.10 | 0.0006 | -0.049 | |
| 213.00 | 219.70 | 222 | 57.6% | 0.90 | 0.0006 | -0.020 | 250 | 16.90 | 20.55 | 94 | 56.8% | -0.11 | 0.0007 | -0.052 | ||
| 206.00 | 213.45 | 107 | 57.8% | 0.89 | 0.0007 | -0.025 | 260 | 19.30 | 23.35 | 33 | 56.7% | -0.12 | 0.0007 | -0.056 | ||
| 199.00 | 206.00 | 80 | 57.1% | 0.88 | 0.0007 | -0.029 | 270 | 21.95 | 27.00 | 156 | 57.0% | -0.13 | 0.0008 | -0.060 | ||
| 192.80 | 200.00 | 51 | 57.4% | 0.86 | 0.0008 | -0.034 | 280 | 24.50 | 29.90 | 1 | 281 | 56.7% | -0.14 | 0.0008 | -0.063 | |
| 186.00 | 193.00 | 97 | 56.8% | 0.85 | 0.0008 | -0.039 | 290 | 26.75 | 31.95 | 1 | 103 | 55.7% | -0.15 | 0.0009 | -0.067 | |
| 179.95 | 187.00 | 122 | 56.8% | 0.84 | 0.0009 | -0.043 | 300 | 30.95 | 36.25 | 154 | 56.4% | -0.17 | 0.0009 | -0.070 | ||
| 173.85 | 181.00 | 186 | 56.6% | 0.83 | 0.0009 | -0.048 | 310 | 33.20 | 39.60 | 90 | 55.8% | -0.18 | 0.0010 | -0.073 | ||
| 167.95 | 175.05 | 41 | 56.5% | 0.81 | 0.0010 | -0.052 | 320 | 36.80 | 43.25 | 50 | 55.7% | -0.19 | 0.0010 | -0.076 | ||
| 162.00 | 170.00 | 49 | 56.5% | 0.80 | 0.0010 | -0.056 | 330 | 40.60 | 47.20 | 53 | 55.6% | -0.21 | 0.0011 | -0.079 | ||
| 156.00 | 164.00 | 89 | 56.0% | 0.79 | 0.0011 | -0.060 | 340 | 44.75 | 51.30 | 85 | 55.6% | -0.22 | 0.0011 | -0.081 | ||
| 151.00 | 158.00 | 94 | 55.8% | 0.77 | 0.0011 | -0.063 | 350 | 49.00 | 55.75 | 167 | 55.6% | -0.23 | 0.0012 | -0.084 | ||
| 146.15 | 152.40 | 2 | 63 | 55.7% | 0.76 | 0.0011 | -0.067 | 360 | 53.00 | 61.00 | 929 | 55.7% | -0.25 | 0.0012 | -0.086 | |
| 141.00 | 148.00 | 22 | 55.8% | 0.75 | 0.0012 | -0.070 | 370 | 58.90 | 62.90 | 2 | 83 | 55.2% | -0.26 | 0.0012 | -0.089 | |
| 136.10 | 142.65 | 32 | 55.5% | 0.73 | 0.0012 | -0.073 | 380 | 62.00 | 69.35 | 47 | 55.2% | -0.28 | 0.0013 | -0.091 | ||
| 131.00 | 139.00 | 63 | 55.6% | 0.72 | 0.0012 | -0.077 | 390 | 66.65 | 74.25 | 54 | 55.1% | -0.29 | 0.0013 | -0.093 | ||
| 126.05 | 133.70 | 78 | 55.2% | 0.71 | 0.0013 | -0.079 | 400 | 71.20 | 78.50 | 73 | 54.6% | -0.31 | 0.0014 | -0.094 | ||
| 122.00 | 129.00 | 63 | 55.2% | 0.69 | 0.0013 | -0.082 | 410 | 77.20 | 84.10 | 4 | 26 | 54.9% | -0.32 | 0.0014 | -0.096 | |
| 118.00 | 125.00 | 104 | 55.3% | 0.68 | 0.0013 | -0.085 | 420 | 82.35 | 89.95 | 65 | 54.9% | -0.34 | 0.0014 | -0.097 | ||
| 113.80 | 120.95 | 78 | 55.2% | 0.66 | 0.0014 | -0.087 | 430 | 87.80 | 96.00 | 39 | 55.0% | -0.35 | 0.0014 | -0.099 | ||
| 110.00 | 117.00 | 142 | 55.2% | 0.65 | 0.0014 | -0.089 | 440 | 93.50 | 102.00 | 101 | 55.0% | -0.37 | 0.0015 | -0.100 | ||
| 106.00 | 113.10 | 87 | 55.1% | 0.64 | 0.0014 | -0.091 | 450 | 101.35 | 104.85 | 15 | 72 | 54.8% | -0.38 | 0.0015 | -0.101 | |
| 102.00 | 109.00 | 164 | 54.8% | 0.62 | 0.0014 | -0.093 | 460 | 105.75 | 111.00 | 33 | 54.3% | -0.40 | 0.0015 | -0.101 | ||
| 98.95 | 106.70 | 48 | 55.3% | 0.61 | 0.0014 | -0.094 | 470 | 111.00 | 118.15 | 75 | 54.4% | -0.41 | 0.0016 | -0.102 | ||
| 95.85 | 101.25 | 62 | 54.8% | 0.60 | 0.0014 | -0.096 | 480 | 117.00 | 126.00 | 92 | 54.7% | -0.42 | 0.0016 | -0.102 | ||
| 92.00 | 97.70 | 70 | 54.5% | 0.58 | 0.0014 | -0.097 | 490 | 124.15 | 131.95 | 40 | 54.7% | -0.44 | 0.0016 | -0.103 | ||
| 89.00 | 94.75 | 1 | 100 | 54.6% | 0.57 | 0.0015 | -0.098 | 500 | 130.00 | 139.00 | 232 | 54.6% | -0.45 | 0.0016 | -0.103 | |
| 83.05 | 89.05 | 132 | 54.7% | 0.55 | 0.0015 | -0.100 | 520 | 143.50 | 152.00 | 29 | 54.5% | -0.48 | 0.0016 | -0.103 | ||
| 78.35 | 82.45 | 2 | 187 | 54.6% | 0.52 | 0.0015 | -0.101 | 540 | 157.05 | 164.65 | 60 | 54.1% | -0.51 | 0.0017 | -0.102 | |
| 72.05 | 78.50 | 1 | 256 | 54.7% | 0.50 | 0.0015 | -0.102 | 560 | 173.10 | 179.95 | 51 | 54.7% | -0.54 | 0.0017 | -0.102 | |
| 67.15 | 73.35 | 1 | 67 | 54.6% | 0.48 | 0.0015 | -0.103 | 580 | 187.05 | 195.00 | 146 | 54.5% | -0.56 | 0.0017 | -0.100 | |
| 64.05 | 69.70 | 2 | 114 | 55.1% | 0.46 | 0.0015 | -0.103 | 600 | 202.25 | 209.95 | 75 | 54.5% | -0.59 | 0.0017 | -0.099 | |
| 61.05 | 67.70 | 44 | 54.9% | 0.45 | 0.0015 | -0.103 | 610 | 210.00 | 218.00 | 13 | 54.6% | -0.60 | 0.0017 | -0.098 | ||
| 59.40 | 65.95 | 4 | 87 | 55.1% | 0.43 | 0.0015 | -0.103 | 620 | 217.00 | 226.00 | 18 | 54.4% | -0.61 | 0.0017 | -0.097 | |
| 57.10 | 63.15 | 220 | 54.8% | 0.42 | 0.0014 | -0.102 | 630 | 226.05 | 233.95 | 30 | 54.7% | -0.62 | 0.0017 | -0.096 | ||
| 55.00 | 61.50 | 14 | 63 | 54.9% | 0.42 | 0.0014 | -0.102 | 640 | 233.60 | 242.00 | 16 | 54.6% | -0.63 | 0.0017 | -0.095 | |
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 — Dec 17, 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