BABA chaîne d'options Alibaba Group Holding Limited
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 ±22.8% (83.95–133.55) · ATM IV 40.7% · P/C open interest 1.47
| 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 | |
| 54.50 | 56.85 | 61.0% | 0.99 | 0.0009 | 0.000 | 55 | 0.1000 | 0.1900 | 2 | 7 | 47.1% | -0.01 | 0.0009 | -0.003 | ||
| 49.70 | 51.65 | 2 | 52.3% | 0.98 | 0.0013 | 0.000 | 60 | 0.1700 | 0.4200 | 302 | 46.8% | -0.02 | 0.0014 | -0.004 | ||
| 45.25 | 47.40 | 54.0% | 0.97 | 0.0020 | -0.001 | 65 | 0.4100 | 0.5000 | 11 | 44.7% | -0.03 | 0.0021 | -0.007 | |||
| 40.70 | 42.80 | 51.0% | 0.95 | 0.0030 | -0.004 | 70 | 0.7100 | 0.7900 | 192 | 43.8% | -0.05 | 0.0031 | -0.009 | |||
| 36.10 | 38.35 | 7 | 47.9% | 0.93 | 0.0042 | -0.008 | 75 | 1.16 | 1.23 | 198 | 43.0% | -0.07 | 0.0043 | -0.013 | ||
| 32.05 | 32.55 | 91 | 41.4% | 0.90 | 0.0056 | -0.012 | 80 | 1.80 | 1.89 | 16 | 2,048 | 42.5% | -0.11 | 0.0057 | -0.016 | |
| 28.00 | 28.50 | 38 | 41.0% | 0.86 | 0.0071 | -0.016 | 85 | 2.64 | 2.88 | 31 | 27 | 42.1% | -0.15 | 0.0073 | -0.020 | |
| 24.30 | 24.75 | 14 | 40.8% | 0.81 | 0.0086 | -0.021 | 90 | 3.80 | 3.95 | 1 | 174 | 41.4% | -0.19 | 0.0089 | -0.024 | |
| 20.90 | 21.30 | 12 | 40.6% | 0.76 | 0.0100 | -0.025 | 95 | 5.25 | 5.45 | 271 | 41.1% | -0.25 | 0.0104 | -0.028 | ||
| 17.80 | 18.20 | 2 | 214 | 40.5% | 0.70 | 0.0112 | -0.028 | 100 | 7.05 | 7.25 | 12 | 292 | 40.8% | -0.31 | 0.0117 | -0.031 |
| 15.05 | 15.65 | 35 | 40.8% | 0.64 | 0.0121 | -0.031 | 105 | 9.05 | 9.55 | 1,669 | 40.6% | -0.38 | 0.0127 | -0.033 | ||
| 12.70 | 13.05 | 271 | 40.5% | 0.57 | 0.0127 | -0.032 | 110 | 11.75 | 12.10 | 13 | 360 | 40.8% | -0.44 | 0.0134 | -0.034 | |
| 10.65 | 10.95 | 30 | 209 | 40.6% | 0.51 | 0.0128 | -0.033 | 115 | 14.75 | 15.05 | 10 | 33 | 41.1% | -0.51 | 0.0137 | -0.035 |
| 8.80 | 9.20 | 31 | 279 | 40.7% | 0.46 | 0.0127 | -0.033 | 120 | 17.90 | 18.30 | 142 | 41.2% | -0.57 | 0.0137 | -0.035 | |
| 7.45 | 7.70 | 30 | 151 | 41.1% | 0.40 | 0.0123 | -0.033 | 125 | 21.45 | 21.85 | 44 | 41.5% | -0.63 | 0.0135 | -0.034 | |
| 6.30 | 6.50 | 56 | 184 | 41.6% | 0.35 | 0.0117 | -0.032 | 130 | 25.20 | 25.65 | 21 | 41.7% | -0.68 | 0.0130 | -0.033 | |
| 5.25 | 5.45 | 164 | 328 | 41.9% | 0.31 | 0.0110 | -0.031 | 135 | 29.20 | 29.70 | 2 | 42.1% | -0.73 | 0.0125 | -0.032 | |
| 4.40 | 4.55 | 191 | 131 | 42.1% | 0.27 | 0.0102 | -0.029 | 140 | 33.35 | 34.25 | 20 | 43.1% | -0.78 | 0.0119 | -0.030 | |
| 3.70 | 3.85 | 106 | 92 | 42.5% | 0.23 | 0.0094 | -0.027 | 145 | 37.80 | 38.30 | 11 | 43.0% | -0.82 | 0.0112 | -0.028 | |
| 3.10 | 3.30 | 104 | 216 | 43.0% | 0.20 | 0.0086 | -0.025 | 150 | 42.25 | 43.10 | 1 | 44.1% | -0.85 | 0.0106 | -0.026 | |
| 2.61 | 2.81 | 4 | 53 | 43.4% | 0.18 | 0.0078 | -0.023 | 155 | 46.95 | 47.40 | 43.8% | -0.89 | 0.0100 | -0.024 | ||
| 2.23 | 2.36 | 220 | 51 | 43.7% | 0.15 | 0.0071 | -0.021 | 160 | 50.55 | 52.15 | -0.91 | 0.0092 | -0.022 | |||
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.