ARM chaîne d'options Arm Holdings plc American Depositary Shares
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 ±46.6% (119.14–327.39) · ATM IV 63.0% · P/C open interest 4.57
| 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 | |
| 114.00 | 118.00 | 65.5% | 0.92 | 0.0011 | -0.018 | 120 | 6.60 | 7.30 | 1 | 64.8% | -0.08 | 0.0011 | -0.032 | |||
| 110.05 | 114.30 | 65.0% | 0.91 | 0.0012 | -0.021 | 125 | 7.55 | 8.25 | 4 | 173 | 64.3% | -0.09 | 0.0012 | -0.034 | ||
| 106.90 | 110.50 | 2 | 65.2% | 0.90 | 0.0013 | -0.025 | 130 | 8.70 | 9.75 | 40 | 64.7% | -0.11 | 0.0014 | -0.037 | ||
| 102.85 | 107.00 | 1 | 64.5% | 0.89 | 0.0014 | -0.028 | 135 | 9.75 | 10.90 | 1 | 256 | 64.1% | -0.12 | 0.0015 | -0.040 | |
| 100.05 | 103.50 | 65.0% | 0.88 | 0.0015 | -0.031 | 140 | 11.25 | 12.15 | 1 | 6 | 64.1% | -0.13 | 0.0016 | -0.042 | ||
| 95.70 | 99.60 | 5 | 63.3% | 0.86 | 0.0016 | -0.034 | 145 | 12.55 | 13.55 | 4 | 5 | 63.8% | -0.14 | 0.0017 | -0.045 | |
| 92.70 | 96.50 | 3 | 63.6% | 0.85 | 0.0017 | -0.037 | 150 | 14.10 | 15.15 | 1 | 7 | 63.7% | -0.15 | 0.0018 | -0.048 | |
| 90.00 | 93.70 | 9 | 64.4% | 0.84 | 0.0018 | -0.040 | 155 | 15.35 | 16.90 | 30 | 63.4% | -0.17 | 0.0019 | -0.050 | ||
| 86.60 | 89.90 | 4 | 63.3% | 0.83 | 0.0019 | -0.043 | 160 | 17.10 | 18.25 | 301 | 63.0% | -0.18 | 0.0020 | -0.052 | ||
| 83.60 | 87.50 | 2 | 63.8% | 0.81 | 0.0020 | -0.045 | 165 | 19.10 | 20.25 | 13 | 112 | 63.2% | -0.19 | 0.0021 | -0.055 | |
| 81.35 | 84.05 | 2 | 5 | 63.8% | 0.80 | 0.0021 | -0.048 | 170 | 21.10 | 21.75 | 153 | 65 | 62.9% | -0.21 | 0.0022 | -0.057 |
| 78.50 | 80.70 | 4 | 63.2% | 0.79 | 0.0022 | -0.050 | 175 | 22.80 | 24.05 | 557 | 62.8% | -0.22 | 0.0023 | -0.059 | ||
| 75.75 | 77.95 | 11 | 63.1% | 0.77 | 0.0023 | -0.053 | 180 | 25.05 | 26.50 | 2 | 1,606 | 63.1% | -0.24 | 0.0024 | -0.061 | |
| 73.15 | 75.45 | 63.2% | 0.76 | 0.0023 | -0.055 | 185 | 26.85 | 28.45 | 2 | 244 | 62.6% | -0.25 | 0.0024 | -0.063 | ||
| 70.50 | 72.80 | 2 | 63.0% | 0.74 | 0.0024 | -0.057 | 190 | 29.50 | 30.90 | 3 | 477 | 62.9% | -0.27 | 0.0025 | -0.065 | |
| 68.05 | 70.65 | 1 | 63.2% | 0.73 | 0.0025 | -0.059 | 195 | 31.75 | 33.25 | 98 | 62.8% | -0.28 | 0.0026 | -0.067 | ||
| 65.85 | 69.40 | 13 | 64.1% | 0.72 | 0.0025 | -0.061 | 200 | 34.35 | 35.95 | 6,437 | 63.0% | -0.30 | 0.0027 | -0.069 | ||
| 61.10 | 63.50 | 1 | 33 | 62.9% | 0.69 | 0.0026 | -0.065 | 210 | 39.00 | 41.10 | 1 | 129 | 62.6% | -0.33 | 0.0028 | -0.072 |
| 57.20 | 59.25 | 1 | 18 | 63.0% | 0.66 | 0.0027 | -0.068 | 220 | 45.10 | 46.70 | 3 | 998 | 62.9% | -0.36 | 0.0029 | -0.074 |
| 53.10 | 55.45 | 2 | 5 | 63.0% | 0.63 | 0.0028 | -0.071 | 230 | 51.05 | 52.75 | 1,276 | 63.1% | -0.38 | 0.0030 | -0.076 | |
| 50.00 | 52.20 | 5 | 125 | 63.5% | 0.61 | 0.0029 | -0.073 | 240 | 57.20 | 59.05 | 50 | 785 | 63.2% | -0.41 | 0.0031 | -0.078 |
| 46.40 | 48.40 | 1 | 129 | 63.1% | 0.58 | 0.0029 | -0.074 | 250 | 63.75 | 65.25 | 2 | 1,093 | 63.2% | -0.44 | 0.0031 | -0.079 |
| 43.55 | 45.20 | 2 | 40 | 63.3% | 0.55 | 0.0029 | -0.076 | 260 | 70.75 | 71.75 | 23 | 291 | 63.2% | -0.47 | 0.0032 | -0.080 |
| 40.75 | 42.35 | 192 | 47 | 63.4% | 0.53 | 0.0029 | -0.077 | 270 | 77.25 | 79.45 | 9 | 165 | 63.5% | -0.49 | 0.0032 | -0.080 |
| 38.50 | 40.05 | 20 | 24 | 63.9% | 0.51 | 0.0029 | -0.077 | 280 | 84.75 | 86.75 | 10 | 64 | 63.9% | -0.52 | 0.0032 | -0.080 |
| 35.85 | 37.50 | 15 | 230 | 63.8% | 0.48 | 0.0029 | -0.078 | 290 | 91.80 | 94.10 | 25 | 63.7% | -0.55 | 0.0032 | -0.080 | |
| 33.60 | 35.10 | 10 | 121 | 63.8% | 0.46 | 0.0029 | -0.078 | 300 | 99.25 | 101.75 | 191 | 63.7% | -0.57 | 0.0033 | -0.080 | |
| 31.65 | 33.00 | 1 | 278 | 64.1% | 0.44 | 0.0029 | -0.077 | 310 | 107.65 | 109.20 | 267 | 64.0% | -0.59 | 0.0033 | -0.079 | |
| 29.60 | 30.85 | 58 | 64.0% | 0.42 | 0.0029 | -0.077 | 320 | 115.00 | 117.50 | 11 | 63.9% | -0.62 | 0.0032 | -0.078 | ||
| 27.80 | 28.90 | 10 | 81 | 64.0% | 0.40 | 0.0028 | -0.077 | 330 | 123.50 | 125.55 | 25 | 64.3% | -0.64 | 0.0032 | -0.077 | |
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 — Sep 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.