CMCSA chaîne d'options Comcast Corporation
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 ±7.2% (20.32–23.48) · ATM IV 51.6% · P/C open interest 6.64
| 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 | |
| 5.70 | 8.50 | 2 | 154.7% | 0.99 | 0.0072 | -0.003 | 15 | 0 | 1.15 | 219.9% | -0.01 | 0.0072 | -0.004 | |||
| 5.80 | 6.15 | 4 | 100.2% | 0.99 | 0.0112 | -0.004 | 16 | 0 | 1.59 | 218.1% | -0.01 | 0.0113 | -0.005 | |||
| 4.45 | 6.25 | 8 | 1 | 148.1% | 0.98 | 0.0184 | -0.006 | 17 | 0 | 0.9800 | 2 | 156.7% | -0.02 | 0.0184 | -0.006 | |
| 2.36 | 5.10 | 0.96 | 0.0321 | -0.008 | 18 | 0 | 0.2100 | 93 | 81.9% | -0.04 | 0.0322 | -0.009 | ||||
| 2.15 | 4.25 | 85.2% | 0.93 | 0.0608 | -0.013 | 19 | 0.0400 | 0.1400 | 50 | 166 | 61.6% | -0.07 | 0.0611 | -0.013 | ||
| 1.80 | 2.41 | 89 | 54.0% | 0.84 | 0.1138 | -0.022 | 20 | 0.1600 | 0.2000 | 32 | 40.3K | 55.3% | -0.16 | 0.1144 | -0.023 | |
| 1.08 | 2.08 | 2 | 41.5% | 0.78 | 0.1437 | -0.028 | 20.5 | 0.1500 | 0.4100 | 37 | 184 | 54.6% | -0.22 | 0.1445 | -0.028 | |
| 1.30 | 1.49 | 50 | 256 | 56.8% | 0.70 | 0.1707 | -0.033 | 21 | 0.2600 | 0.5100 | 39 | 1,016 | 51.3% | -0.30 | 0.1717 | -0.033 |
| 0.9100 | 1.06 | 7 | 65 | 49.5% | 0.60 | 0.1908 | -0.036 | 21.5 | 0.3700 | 0.7600 | 3 | 71 | 50.7% | -0.40 | 0.1920 | -0.036 |
| 0.7500 | 0.8400 | 94 | 692 | 54.2% | 0.51 | 0.1997 | -0.037 | 22 | 0.6300 | 0.9300 | 83 | 2,413 | 49.0% | -0.50 | 0.2009 | -0.037 |
| 0.1800 | 0.8500 | 69 | 203 | 49.5% | 0.41 | 0.1954 | -0.036 | 22.5 | 0.8800 | 1.64 | 43 | 61.7% | -0.59 | 0.1967 | -0.036 | |
| 0.3500 | 0.4000 | 487 | 2,584 | 51.1% | 0.32 | 0.1797 | -0.032 | 23 | 1.11 | 1.78 | 6 | 109 | 51.4% | -0.69 | 0.1810 | -0.033 |
| 0.2000 | 0.2800 | 27 | 777 | 49.9% | 0.24 | 0.1563 | -0.028 | 23.5 | 1.00 | 2.47 | 43.2% | -0.77 | 0.1577 | -0.028 | ||
| 0.1300 | 0.2000 | 121 | 927 | 51.0% | 0.17 | 0.1288 | -0.023 | 24 | 1.99 | 2.87 | 1 | 168 | 69.3% | -0.83 | 0.1305 | -0.023 |
| 0 | 0.2300 | 170 | 52.4% | 0.12 | 0.1010 | -0.017 | 24.5 | 2.01 | 4.15 | 90.3% | -0.89 | 0.1030 | -0.018 | |||
| 0 | 0.0900 | 43 | 416 | 47.2% | 0.08 | 0.0762 | -0.013 | 25 | 2.78 | 4.20 | 34 | 91.1% | -0.93 | 0.0785 | -0.013 | |
| 0.0100 | 0.1500 | 23 | 5 | 59.7% | 0.06 | 0.0566 | -0.010 | 25.5 | 2.78 | 4.90 | 84.3% | -0.95 | 0.0591 | -0.010 | ||
| 0 | 0.0500 | 22 | 73 | 52.0% | 0.04 | 0.0428 | -0.008 | 26 | 3.25 | 5.60 | 2 | 15 | 100.0% | -0.97 | 0.0455 | -0.008 |
| 0 | 0.0800 | 4 | 61.6% | 0.03 | 0.0336 | -0.007 | 26.5 | 4.30 | 6.00 | 127.9% | -0.98 | 0.0367 | -0.007 | |||
| 0 | 0.1600 | 109 | 76.2% | 0.03 | 0.0275 | -0.006 | 27 | 3.80 | 6.65 | 1 | 89.1% | -0.98 | 0.0305 | -0.006 | ||
| 0 | 0.1500 | 2 | 94 | 85.1% | 0.02 | 0.0200 | -0.005 | 28 | 4.35 | 7.55 | -0.99 | 0.0217 | -0.005 | |||
| 0 | 0.4000 | 174 | 117.3% | 0.02 | 0.0154 | -0.005 | 29 | 6.60 | 8.55 | 153.9% | -0.99 | 0.0165 | -0.004 | |||
| 0 | 0.3000 | 67 | 119.1% | 0.01 | 0.0122 | -0.004 | 30 | 7.25 | 9.80 | 160.2% | -0.99 | 0.0128 | -0.004 | |||
| 0 | 0.4500 | 15 | 140.8% | 0.01 | 0.0099 | -0.004 | 31 | 8.25 | 10.85 | 173.8% | -0.99 | 0.0096 | -0.004 | |||
| 0 | 2.13 | 238.5% | 0.01 | 0.0082 | -0.004 | 32 | 8.80 | 11.55 | 127.8% | -1.00 | 0.0074 | -0.003 | ||||
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 — Oct 30, 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.