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 ±26.7% (80.38–139.03) · ATM IV 42.0% · P/C open interest 2.91
| 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 | |
| 56.85 | 60.85 | 46.0% | 0.99 | 0.0008 | 0.000 | 55 | 0 | 0.5500 | 48.1% | -0.01 | 0.0009 | -0.003 | ||||
| 52.95 | 56.05 | 51.4% | 0.98 | 0.0013 | 0.000 | 60 | 0.1200 | 0.5700 | 44.7% | -0.02 | 0.0013 | -0.004 | ||||
| 48.45 | 50.60 | 44.3% | 0.97 | 0.0019 | 0.000 | 65 | 0.0900 | 1.06 | 1 | 43.8% | -0.03 | 0.0019 | -0.006 | |||
| 44.20 | 46.05 | 44.7% | 0.95 | 0.0027 | -0.001 | 70 | 0.6200 | 0.9000 | 41.2% | -0.05 | 0.0028 | -0.008 | ||||
| 39.65 | 41.60 | 42.7% | 0.93 | 0.0037 | -0.004 | 75 | 1.10 | 1.39 | 26 | 41.0% | -0.07 | 0.0038 | -0.011 | |||
| 35.85 | 36.50 | 40.5% | 0.90 | 0.0048 | -0.008 | 80 | 1.85 | 2.25 | 1 | 40 | 41.7% | -0.10 | 0.0049 | -0.014 | ||
| 31.95 | 32.55 | 1 | 3 | 40.6% | 0.87 | 0.0060 | -0.012 | 85 | 2.84 | 3.10 | 7 | 41.4% | -0.14 | 0.0062 | -0.017 | |
| 27.70 | 28.85 | 39.3% | 0.83 | 0.0072 | -0.016 | 90 | 3.90 | 4.25 | 6 | 40.9% | -0.18 | 0.0074 | -0.021 | |||
| 24.85 | 26.45 | 20 | 10 | 42.5% | 0.78 | 0.0083 | -0.020 | 95 | 5.45 | 6.05 | 1 | 48 | 41.6% | -0.23 | 0.0086 | -0.024 |
| 20.95 | 23.35 | 1 | 20 | 41.0% | 0.73 | 0.0092 | -0.023 | 100 | 7.30 | 7.60 | 3 | 253 | 41.1% | -0.28 | 0.0096 | -0.027 |
| 18.15 | 19.55 | 9 | 22 | 39.5% | 0.68 | 0.0100 | -0.026 | 105 | 9.40 | 10.25 | 1 | 1,533 | 42.0% | -0.34 | 0.0105 | -0.029 |
| 16.55 | 18.10 | 3 | 9 | 42.6% | 0.62 | 0.0105 | -0.028 | 110 | 11.80 | 12.20 | 152 | 41.3% | -0.39 | 0.0111 | -0.030 | |
| 14.40 | 14.80 | 1 | 33 | 41.2% | 0.57 | 0.0108 | -0.029 | 115 | 14.60 | 15.40 | 17 | 42.2% | -0.45 | 0.0115 | -0.032 | |
| 12.60 | 12.85 | 17 | 35 | 41.6% | 0.52 | 0.0109 | -0.030 | 120 | 17.70 | 18.30 | 2 | 117 | 42.3% | -0.50 | 0.0118 | -0.032 |
| 10.80 | 11.20 | 17 | 3 | 41.8% | 0.47 | 0.0108 | -0.031 | 125 | 20.85 | 22.05 | 40 | 43.0% | -0.56 | 0.0118 | -0.032 | |
| 9.30 | 9.70 | 1 | 49 | 41.9% | 0.43 | 0.0106 | -0.031 | 130 | 24.40 | 24.90 | 42.3% | -0.61 | 0.0117 | -0.032 | ||
| 7.35 | 8.50 | 1 | 41.3% | 0.38 | 0.0102 | -0.030 | 135 | 28.05 | 28.65 | 42.4% | -0.65 | 0.0115 | -0.031 | |||
| 7.00 | 7.55 | 2 | 42.9% | 0.34 | 0.0098 | -0.029 | 140 | 31.90 | 32.60 | 42.6% | -0.70 | 0.0112 | -0.030 | |||
| 6.05 | 6.45 | 1 | 42.9% | 0.31 | 0.0093 | -0.028 | 145 | 35.15 | 36.80 | 41.5% | -0.74 | 0.0108 | -0.028 | |||
| 5.05 | 5.60 | 61 | 42.8% | 0.28 | 0.0088 | -0.027 | 150 | 40.25 | 41.00 | 43.2% | -0.78 | 0.0104 | -0.027 | |||
| 4.55 | 4.90 | 43.5% | 0.25 | 0.0082 | -0.026 | 155 | 44.85 | 45.45 | 44.1% | -0.81 | 0.0100 | -0.025 | ||||
| 3.95 | 4.80 | 44.7% | 0.22 | 0.0077 | -0.025 | 160 | 48.25 | 49.95 | 41.5% | -0.84 | 0.0095 | -0.023 | ||||
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.