AVGO chaîne d'options Broadcom Inc.
Cboe delayed options data · au 06:34 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 ±21.7% (263.19–408.74) · ATM IV 42.2% · P/C open interest 1.17
| 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 | |
| 166.95 | 169.90 | 22 | 58.5% | 0.99 | 0.0003 | 0.000 | 170 | 0.3500 | 0.6600 | 7 | 204 | 51.7% | -0.01 | 0.0003 | -0.013 | |
| 162.10 | 165.10 | 6 | 57.0% | 0.99 | 0.0004 | 0.000 | 175 | 0.5900 | 0.9200 | 279 | 52.9% | -0.02 | 0.0004 | -0.014 | ||
| 157.20 | 160.30 | 11 | 55.5% | 0.98 | 0.0004 | 0.000 | 180 | 0.5600 | 1.03 | 6 | 215 | 51.3% | -0.02 | 0.0004 | -0.016 | |
| 152.60 | 155.55 | 13 | 54.9% | 0.98 | 0.0005 | 0.000 | 185 | 0.7000 | 1.02 | 322 | 50.0% | -0.02 | 0.0005 | -0.018 | ||
| 147.50 | 150.80 | 12 | 55.0% | 0.98 | 0.0005 | 0.000 | 190 | 0.8400 | 1.25 | 3 | 150 | 49.7% | -0.02 | 0.0005 | -0.020 | |
| 143.00 | 146.05 | 11 | 54.2% | 0.97 | 0.0006 | -0.000 | 195 | 1.03 | 1.45 | 2 | 535 | 49.3% | -0.03 | 0.0006 | -0.022 | |
| 138.65 | 141.35 | 458 | 51.8% | 0.97 | 0.0007 | -0.004 | 200 | 1.12 | 1.84 | 9 | 473 | 48.9% | -0.03 | 0.0007 | -0.025 | |
| 128.95 | 132.05 | 83 | 51.0% | 0.96 | 0.0009 | -0.011 | 210 | 1.77 | 2.22 | 59 | 514 | 47.9% | -0.04 | 0.0009 | -0.031 | |
| 120.20 | 122.90 | 129 | 49.4% | 0.95 | 0.0011 | -0.018 | 220 | 2.46 | 2.89 | 1 | 2,338 | 47.0% | -0.06 | 0.0011 | -0.037 | |
| 110.95 | 113.95 | 10 | 62 | 47.7% | 0.93 | 0.0014 | -0.027 | 230 | 3.00 | 3.80 | 1 | 1,047 | 45.8% | -0.07 | 0.0014 | -0.044 |
| 102.55 | 105.20 | 7 | 52 | 47.2% | 0.91 | 0.0017 | -0.036 | 240 | 4.40 | 4.90 | 131 | 3,464 | 45.6% | -0.09 | 0.0017 | -0.052 |
| 93.90 | 96.65 | 10 | 418 | 45.7% | 0.89 | 0.0020 | -0.046 | 250 | 5.65 | 6.15 | 36 | 5,665 | 44.6% | -0.11 | 0.0020 | -0.060 |
| 85.75 | 88.50 | 151 | 45.0% | 0.86 | 0.0023 | -0.056 | 260 | 6.65 | 7.90 | 11 | 3,505 | 43.5% | -0.14 | 0.0024 | -0.069 | |
| 77.95 | 80.70 | 8 | 138 | 44.5% | 0.83 | 0.0027 | -0.066 | 270 | 9.15 | 10.15 | 14 | 6,136 | 43.8% | -0.17 | 0.0027 | -0.078 |
| 70.45 | 73.00 | 6 | 270 | 43.9% | 0.80 | 0.0030 | -0.075 | 280 | 11.25 | 12.30 | 17 | 5,990 | 42.9% | -0.20 | 0.0031 | -0.086 |
| 63.45 | 66.00 | 3 | 129 | 43.6% | 0.77 | 0.0033 | -0.085 | 290 | 14.05 | 15.15 | 98 | 6,958 | 42.5% | -0.24 | 0.0034 | -0.095 |
| 57.00 | 59.35 | 25 | 713 | 43.1% | 0.73 | 0.0036 | -0.093 | 300 | 17.25 | 18.85 | 55 | 9,777 | 42.5% | -0.28 | 0.0037 | -0.102 |
| 51.15 | 53.30 | 1 | 497 | 43.2% | 0.69 | 0.0039 | -0.100 | 310 | 20.85 | 22.60 | 20 | 5,079 | 42.1% | -0.32 | 0.0040 | -0.108 |
| 45.15 | 47.65 | 4 | 508 | 42.7% | 0.64 | 0.0041 | -0.105 | 320 | 24.95 | 26.60 | 9 | 6,212 | 41.7% | -0.36 | 0.0042 | -0.113 |
| 40.20 | 41.55 | 286 | 1,128 | 42.2% | 0.60 | 0.0043 | -0.110 | 330 | 29.45 | 31.95 | 21 | 3,578 | 41.8% | -0.41 | 0.0044 | -0.116 |
| 35.75 | 37.95 | 57 | 1,147 | 42.7% | 0.56 | 0.0044 | -0.113 | 340 | 35.05 | 36.80 | 6 | 4,110 | 41.7% | -0.45 | 0.0046 | -0.118 |
| 31.50 | 32.55 | 70 | 2,175 | 42.1% | 0.52 | 0.0044 | -0.114 | 350 | 40.80 | 42.05 | 29 | 4,533 | 41.4% | -0.50 | 0.0046 | -0.118 |
| 27.30 | 29.30 | 46 | 2,477 | 42.0% | 0.47 | 0.0044 | -0.115 | 360 | 46.25 | 48.60 | 10 | 2,598 | 41.2% | -0.54 | 0.0046 | -0.117 |
| 23.80 | 25.35 | 31 | 1,509 | 41.7% | 0.43 | 0.0044 | -0.113 | 370 | 52.75 | 55.10 | 2 | 2,574 | 41.1% | -0.58 | 0.0046 | -0.115 |
| 21.05 | 22.80 | 123 | 3,749 | 42.2% | 0.40 | 0.0043 | -0.111 | 380 | 59.75 | 62.25 | 6 | 3,475 | 41.2% | -0.63 | 0.0045 | -0.112 |
| 18.30 | 19.40 | 39 | 1,821 | 41.8% | 0.36 | 0.0042 | -0.108 | 390 | 66.95 | 69.20 | 48 | 2,000 | 41.0% | -0.66 | 0.0044 | -0.108 |
| 16.30 | 17.05 | 265 | 7,058 | 42.1% | 0.32 | 0.0040 | -0.104 | 400 | 74.70 | 77.65 | 15 | 4,035 | 41.5% | -0.70 | 0.0043 | -0.103 |
| 13.60 | 15.55 | 167 | 2,134 | 42.2% | 0.29 | 0.0038 | -0.100 | 410 | 83.45 | 85.20 | 3,501 | 41.9% | -0.74 | 0.0042 | -0.098 | |
| 12.20 | 13.55 | 1,351 | 5,239 | 42.5% | 0.26 | 0.0036 | -0.095 | 420 | 90.70 | 93.85 | 449 | 41.5% | -0.77 | 0.0040 | -0.093 | |
| 10.35 | 12.15 | 15 | 1,870 | 42.6% | 0.24 | 0.0034 | -0.090 | 430 | 99.30 | 101.90 | 953 | 41.3% | -0.80 | 0.0038 | -0.088 | |
| 9.40 | 10.80 | 42 | 2,272 | 43.1% | 0.21 | 0.0032 | -0.085 | 440 | 107.90 | 111.20 | 182 | 41.6% | -0.82 | 0.0037 | -0.083 | |
| 8.00 | 8.75 | 143 | 8,071 | 42.4% | 0.19 | 0.0030 | -0.080 | 450 | 116.85 | 119.95 | 1 | 247 | 41.5% | -0.85 | 0.0035 | -0.078 |
| 6.85 | 8.05 | 8 | 1,411 | 42.8% | 0.17 | 0.0028 | -0.075 | 460 | 126.00 | 129.15 | 300 | 41.7% | -0.87 | 0.0033 | -0.073 | |
| 5.40 | 7.30 | 30 | 1,908 | 42.7% | 0.15 | 0.0026 | -0.070 | 470 | 135.25 | 138.30 | 207 | 41.2% | -0.90 | 0.0032 | -0.068 | |
| 5.45 | 6.15 | 28 | 2,415 | 43.4% | 0.14 | 0.0024 | -0.066 | 480 | 144.70 | 147.65 | 117 | 178 | 40.6% | -0.92 | 0.0031 | -0.062 |
| 4.60 | 5.55 | 27 | 928 | 43.5% | 0.12 | 0.0022 | -0.061 | 490 | 154.30 | 156.90 | 47 | -0.93 | 0.0030 | -0.054 | ||
| 4.30 | 4.65 | 281 | 7,749 | 43.7% | 0.11 | 0.0020 | -0.057 | 500 | 163.95 | 167.10 | 65 | -0.95 | 0.0029 | -0.054 | ||
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 — Mar 19, 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