CCL chaîne d'options Carnival Corporation & plc
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 ±9.8% (23.86–29.03) · ATM IV 41.4% · P/C open interest 1.50
| 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 | |
| 10.25 | 13.35 | 38 | 145.5% | 0.99 | 0.0041 | -0.001 | 15 | 0 | 0.0500 | 950 | 87.5% | -0.01 | 0.0037 | -0.002 | ||
| 8.45 | 11.95 | 11 | 0.99 | 0.0053 | -0.002 | 16 | 0 | 0.9500 | 155 | 141.6% | -0.01 | 0.0049 | -0.003 | |||
| 7.75 | 11.35 | 90.0% | 0.98 | 0.0071 | -0.002 | 17 | 0 | 0.2700 | 93.5% | -0.01 | 0.0066 | -0.003 | ||||
| 8.30 | 10.35 | 201 | 114.5% | 0.98 | 0.0082 | -0.003 | 17.5 | 0 | 0.0500 | 25 | 1,064 | 69.3% | -0.02 | 0.0077 | -0.003 | |
| 6.80 | 10.40 | 86.5% | 0.98 | 0.0095 | -0.003 | 18 | 0 | 1.04 | 118.5% | -0.02 | 0.0091 | -0.004 | ||||
| 7.05 | 8.85 | 186 | 105.2% | 0.97 | 0.0132 | -0.004 | 19 | 0.0100 | 0.0800 | 318 | 846 | 62.5% | -0.03 | 0.0128 | -0.004 | |
| 5.35 | 7.80 | 10 | 2,350 | 63.7% | 0.96 | 0.0189 | -0.005 | 20 | 0.0300 | 0.0900 | 38 | 3,635 | 54.2% | -0.04 | 0.0185 | -0.005 |
| 4.75 | 6.30 | 730 | 48.7% | 0.94 | 0.0278 | -0.006 | 21 | 0.0700 | 0.1500 | 142 | 4,509 | 52.5% | -0.05 | 0.0274 | -0.007 | |
| 4.20 | 5.90 | 47.3% | 0.93 | 0.0339 | -0.007 | 21.5 | 0.0700 | 0.2100 | 1 | 51.1% | -0.07 | 0.0336 | -0.008 | |||
| 3.80 | 5.45 | 49.5% | 0.91 | 0.0415 | -0.008 | 22 | 0.0600 | 0.2500 | 2 | 48.0% | -0.08 | 0.0412 | -0.009 | |||
| 3.60 | 4.30 | 2 | 2,080 | 0.89 | 0.0504 | -0.010 | 22.5 | 0.1100 | 0.2500 | 344 | 4,046 | 45.4% | -0.11 | 0.0502 | -0.010 | |
| 2.99 | 4.70 | 53.0% | 0.86 | 0.0606 | -0.011 | 23 | 0.0400 | 0.2800 | 200 | 39.4% | -0.13 | 0.0605 | -0.012 | |||
| 2.79 | 4.05 | 51.1% | 0.83 | 0.0716 | -0.013 | 23.5 | 0.2600 | 0.3800 | 2 | 44.1% | -0.17 | 0.0715 | -0.013 | |||
| 2.62 | 3.15 | 127 | 7,551 | 44.0% | 0.79 | 0.0829 | -0.015 | 24 | 0.3700 | 0.4500 | 668 | 6,094 | 43.2% | -0.21 | 0.0829 | -0.015 |
| 2.17 | 2.89 | 2 | 44.2% | 0.74 | 0.0940 | -0.017 | 24.5 | 0.4700 | 0.6400 | 8 | 43.6% | -0.25 | 0.0941 | -0.017 | ||
| 1.73 | 2.37 | 27 | 2,022 | 38.9% | 0.69 | 0.1044 | -0.018 | 25 | 0.5500 | 0.7800 | 80 | 19.2K | 41.7% | -0.30 | 0.1046 | -0.018 |
| 1.42 | 2.16 | 2 | 40.8% | 0.64 | 0.1133 | -0.019 | 25.5 | 0.7500 | 1.04 | 43.2% | -0.36 | 0.1136 | -0.019 | |||
| 1.47 | 1.60 | 776 | 2,937 | 41.7% | 0.58 | 0.1201 | -0.020 | 26 | 1.00 | 1.21 | 260 | 3,429 | 42.9% | -0.42 | 0.1205 | -0.020 |
| 1.14 | 1.39 | 55 | 41.1% | 0.52 | 0.1242 | -0.020 | 26.5 | 0.9600 | 1.68 | 85 | 41.8% | -0.48 | 0.1247 | -0.020 | ||
| 0.9600 | 1.10 | 492 | 4,245 | 40.6% | 0.46 | 0.1252 | -0.019 | 27 | 1.46 | 1.67 | 435 | 19.5K | 40.7% | -0.54 | 0.1258 | -0.019 |
| 0.7700 | 0.8800 | 719 | 40.1% | 0.39 | 0.1229 | -0.019 | 27.5 | 1.47 | 3.00 | 52.5% | -0.60 | 0.1236 | -0.019 | |||
| 0.6100 | 0.6900 | 825 | 5,018 | 39.6% | 0.34 | 0.1176 | -0.018 | 28 | 1.43 | 2.40 | 10 | 550 | 30.0% | -0.66 | 0.1185 | -0.017 |
| 0.3500 | 0.4200 | 181 | 5,787 | 38.8% | 0.23 | 0.0997 | -0.014 | 29 | 2.72 | 3.65 | 385 | 49.5% | -0.77 | 0.1009 | -0.014 | |
| 0.1900 | 0.2300 | 364 | 3,015 | 37.9% | 0.15 | 0.0768 | -0.011 | 30 | 2.90 | 4.85 | 4 | 399 | 45.0% | -0.85 | 0.0783 | -0.011 |
| 0.0900 | 0.1400 | 385 | 674 | 37.9% | 0.09 | 0.0550 | -0.008 | 31 | 4.45 | 5.50 | 69 | 57.0% | -0.91 | 0.0568 | -0.007 | |
| 0.0600 | 0.2500 | 80 | 1,431 | 39.0% | 0.06 | 0.0383 | -0.006 | 32 | 5.25 | 6.85 | 36 | 67.5% | -0.94 | 0.0405 | -0.005 | |
| 0.0200 | 0.0400 | 532 | 37.8% | 0.04 | 0.0274 | -0.004 | 33 | 6.30 | 7.85 | 75.3% | -0.96 | 0.0296 | -0.004 | |||
| 0 | 0.0400 | 2,009 | 39.5% | 0.03 | 0.0206 | -0.004 | 34 | 7.30 | 8.85 | 81.6% | -0.97 | 0.0229 | -0.003 | |||
| 0 | 0.2700 | 630 | 60.2% | 0.03 | 0.0163 | -0.003 | 35 | 8.20 | 9.85 | 85.0% | -0.98 | 0.0182 | -0.003 | |||
| 0 | 0.2600 | 75 | 1,074 | 64.3% | 0.02 | 0.0133 | -0.003 | 36 | 8.30 | 10.85 | 53.1% | -0.99 | 0.0156 | -0.002 | ||
| 0 | 0.0500 | 75 | 271 | 52.1% | 0.02 | 0.0110 | -0.003 | 37 | 9.30 | 11.85 | 57.2% | -0.99 | 0.0136 | -0.002 | ||
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 — Nov 20, 2026
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.