CLSK chaîne d'options CleanSpark, Inc.
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 ±12.9% (10.95–14.20) · ATM IV 80.1% · P/C open interest 0.36
| 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 | |
| 4.75 | 6.90 | 1.00 | 0.0028 | 0.000 | 6.5 | 0 | 0.0900 | 180.1% | -0.00 | 0.0028 | -0.001 | |||||
| 4.25 | 5.80 | 415 | 0.99 | 0.0045 | 0.000 | 7 | 0 | 0.0400 | 3 | 278 | 141.7% | -0.00 | 0.0045 | -0.001 | ||
| 3.75 | 5.60 | 0.99 | 0.0073 | 0.000 | 7.5 | 0 | 0.1000 | 148.3% | -0.01 | 0.0073 | -0.002 | |||||
| 4.15 | 5.20 | 132 | 153.2% | 0.99 | 0.0118 | -0.000 | 8 | 0 | 0.0200 | 2 | 806 | 101.8% | -0.01 | 0.0118 | -0.003 | |
| 2.71 | 4.30 | 0.98 | 0.0189 | -0.002 | 8.5 | 0 | 0.0600 | 47 | 106.4% | -0.02 | 0.0189 | -0.004 | ||||
| 3.15 | 3.80 | 586 | 0.97 | 0.0298 | -0.004 | 9 | 0.0200 | 0.0500 | 25 | 1,912 | 95.8% | -0.03 | 0.0298 | -0.005 | ||
| 2.70 | 3.85 | 127.2% | 0.95 | 0.0458 | -0.006 | 9.5 | 0 | 0.1100 | 7 | 173 | 90.8% | -0.05 | 0.0459 | -0.008 | ||
| 2.56 | 2.81 | 100 | 3,066 | 91.0% | 0.92 | 0.0681 | -0.009 | 10 | 0.0500 | 0.2600 | 512 | 9,649 | 102.0% | -0.08 | 0.0682 | -0.011 |
| 1.89 | 2.42 | 37 | 76 | 69.0% | 0.88 | 0.0964 | -0.013 | 10.5 | 0.0900 | 0.3400 | 92 | 527 | 96.5% | -0.12 | 0.0966 | -0.014 |
| 1.62 | 1.99 | 225 | 2,471 | 80.9% | 0.81 | 0.1285 | -0.018 | 11 | 0.2000 | 0.3700 | 233 | 10.2K | 89.7% | -0.19 | 0.1288 | -0.018 |
| 0.9700 | 1.73 | 64 | 501 | 69.5% | 0.74 | 0.1597 | -0.021 | 11.5 | 0.2000 | 0.3900 | 47 | 404 | 72.9% | -0.26 | 0.1601 | -0.022 |
| 0.8800 | 1.18 | 1,129 | 17.6K | 70.5% | 0.65 | 0.1840 | -0.025 | 12 | 0.5100 | 0.5600 | 467 | 5,044 | 79.8% | -0.35 | 0.1846 | -0.025 |
| 0.8100 | 0.9000 | 2,068 | 894 | 80.2% | 0.55 | 0.1968 | -0.026 | 12.5 | 0.7400 | 0.8000 | 366 | 239 | 80.0% | -0.45 | 0.1975 | -0.026 |
| 0.6100 | 0.6600 | 837 | 10.3K | 80.0% | 0.45 | 0.1964 | -0.026 | 13 | 1.01 | 1.11 | 197 | 6,473 | 80.8% | -0.55 | 0.1972 | -0.026 |
| 0.4300 | 0.5000 | 213 | 799 | 80.2% | 0.36 | 0.1847 | -0.025 | 13.5 | 1.24 | 1.66 | 1 | 38 | 87.4% | -0.64 | 0.1856 | -0.025 |
| 0.3100 | 0.3600 | 699 | 12.0K | 80.6% | 0.28 | 0.1654 | -0.023 | 14 | 1.53 | 2.04 | 10 | 10.3K | 84.5% | -0.72 | 0.1664 | -0.022 |
| 0.2200 | 0.2500 | 35 | 124 | 80.6% | 0.22 | 0.1425 | -0.020 | 14.5 | 1.58 | 3.40 | 120.7% | -0.78 | 0.1436 | -0.019 | ||
| 0.1100 | 0.1700 | 1,777 | 19.1K | 77.0% | 0.17 | 0.1192 | -0.017 | 15 | 2.39 | 3.10 | 17 | 984 | 104.3% | -0.84 | 0.1203 | -0.016 |
| 0 | 0.1500 | 27 | 40 | 73.2% | 0.13 | 0.0975 | -0.014 | 15.5 | 2.70 | 3.55 | 97.9% | -0.88 | 0.0986 | -0.013 | ||
| 0.0700 | 0.0900 | 103 | 5,743 | 82.5% | 0.10 | 0.0784 | -0.012 | 16 | 2.97 | 3.75 | 3 | 751 | -0.91 | 0.0794 | -0.010 | |
| 0.0400 | 0.2500 | 3 | 268 | 104.6% | 0.07 | 0.0624 | -0.010 | 16.5 | 2.85 | 5.40 | 116.2% | -0.93 | 0.0631 | -0.008 | ||
| 0.0100 | 0.0500 | 124 | 16.4K | 80.4% | 0.05 | 0.0492 | -0.008 | 17 | 4.30 | 5.60 | 5 | 1,218 | 171.3% | -0.95 | 0.0496 | -0.006 |
| 0.0200 | 0.2200 | 3 | 114.5% | 0.04 | 0.0386 | -0.006 | 17.5 | 4.40 | 6.15 | 1 | 156.7% | -0.96 | 0.0406 | -0.004 | ||
| 0.0100 | 0.0500 | 36 | 9,069 | 92.4% | 0.03 | 0.0302 | -0.005 | 18 | 5.25 | 5.85 | 2 | 1,204 | 124.9% | -0.97 | 0.0344 | -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 — Sep 18, 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.