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 ±5.0% (25.41–28.09) · ATM IV 30.4% · P/C open interest 0.28
| 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 | |
| 10.80 | 11.95 | 4 | 0.99 | 0.0034 | 0.000 | 15 | 0 | 0.0200 | 829 | 115.0% | -0.01 | 0.0034 | -0.005 | |||
| 9.80 | 12.20 | 1 | 169.8% | 0.99 | 0.0044 | 0.000 | 16 | 0 | 0.3400 | 121 | 161.4% | -0.01 | 0.0044 | -0.005 | ||
| 8.70 | 10.75 | 1 | 0.99 | 0.0056 | -0.001 | 17 | 0 | 0.9500 | 188.8% | -0.01 | 0.0056 | -0.005 | ||||
| 8.20 | 9.90 | 24 | 0.99 | 0.0064 | -0.001 | 17.5 | 0 | 0.0100 | 3,139 | 80.2% | -0.01 | 0.0064 | -0.006 | |||
| 8.30 | 9.80 | 1 | 144.0% | 0.99 | 0.0073 | -0.001 | 18 | 0 | 0.2800 | 124.6% | -0.01 | 0.0073 | -0.006 | |||
| 7.30 | 8.75 | 9 | 124.6% | 0.98 | 0.0096 | -0.002 | 19 | 0 | 0.7800 | 945 | 143.6% | -0.02 | 0.0096 | -0.006 | ||
| 6.30 | 7.75 | 253 | 109.6% | 0.98 | 0.0130 | -0.003 | 20 | 0 | 0.0500 | 6,699 | 70.3% | -0.02 | 0.0130 | -0.006 | ||
| 5.35 | 6.75 | 226 | 97.8% | 0.97 | 0.0180 | -0.004 | 21 | 0 | 0.0100 | 2,910 | 48.3% | -0.03 | 0.0181 | -0.007 | ||
| 4.20 | 6.70 | 79.0% | 0.97 | 0.0216 | -0.005 | 21.5 | 0 | 0.9500 | 110.9% | -0.03 | 0.0216 | -0.007 | ||||
| 3.65 | 6.20 | 1 | 69.3% | 0.96 | 0.0261 | -0.005 | 22 | 0 | 0.9500 | 102.9% | -0.04 | 0.0262 | -0.007 | |||
| 3.20 | 5.70 | 2,303 | 66.0% | 0.96 | 0.0320 | -0.006 | 22.5 | 0 | 0.2400 | 6,465 | 62.2% | -0.04 | 0.0321 | -0.008 | ||
| 2.69 | 5.25 | 3 | 61.7% | 0.95 | 0.0399 | -0.006 | 23 | 0 | 0.5100 | 69.7% | -0.05 | 0.0401 | -0.008 | |||
| 2.75 | 5.40 | 20 | 98.3% | 0.94 | 0.0508 | -0.007 | 23.5 | 0 | 0.5100 | 3 | 62.8% | -0.06 | 0.0511 | -0.009 | ||
| 2.74 | 2.95 | 3 | 3,075 | 34.2% | 0.93 | 0.0665 | -0.008 | 24 | 0.0100 | 0.1500 | 3,818 | 39.5% | -0.07 | 0.0669 | -0.009 | |
| 1.50 | 3.80 | 55.1% | 0.90 | 0.0898 | -0.009 | 24.5 | 0 | 0.5400 | 35 | 49.8% | -0.10 | 0.0904 | -0.010 | |||
| 1.82 | 2.23 | 1 | 6,079 | 39.3% | 0.86 | 0.1245 | -0.011 | 25 | 0.0600 | 0.1800 | 2 | 3,166 | 31.6% | -0.14 | 0.1255 | -0.012 |
| 1.30 | 2.00 | 1 | 16 | 39.5% | 0.80 | 0.1691 | -0.015 | 25.5 | 0.1100 | 0.2800 | 5 | 209 | 30.4% | -0.20 | 0.1706 | -0.015 |
| 1.02 | 1.40 | 8,014 | 34.3% | 0.70 | 0.2127 | -0.018 | 26 | 0.2000 | 0.5300 | 2,929 | 32.2% | -0.30 | 0.2148 | -0.019 | ||
| 0.7100 | 0.9000 | 101 | 117 | 29.4% | 0.59 | 0.2437 | -0.020 | 26.5 | 0.4000 | 0.6800 | 113 | 31.3% | -0.42 | 0.2465 | -0.021 | |
| 0.2400 | 0.7700 | 1 | 193 | 27.2% | 0.46 | 0.2502 | -0.021 | 27 | 0.2900 | 0.9800 | 136 | 24.1% | -0.54 | 0.2536 | -0.021 | |
| 0.2900 | 0.4500 | 14.3K | 29.8% | 0.35 | 0.2305 | -0.019 | 27.5 | 0.7000 | 1.10 | 1,415 | 20.9% | -0.66 | 0.2345 | -0.019 | ||
| 0.1700 | 0.2500 | 4 | 432 | 28.5% | 0.25 | 0.1945 | -0.017 | 28 | 1.00 | 1.75 | 21 | 26.1% | -0.76 | 0.1987 | -0.016 | |
| 0.0800 | 0.1900 | 381 | 29.5% | 0.17 | 0.1525 | -0.013 | 28.5 | 1.27 | 2.00 | -0.84 | 0.1559 | -0.013 | ||||
| 0.0200 | 0.1900 | 2,106 | 32.3% | 0.12 | 0.1142 | -0.011 | 29 | 1.77 | 2.41 | 537 | -0.89 | 0.1176 | -0.010 | |||
| 0.0100 | 0.0800 | 24 | 30.2% | 0.09 | 0.0862 | -0.009 | 29.5 | 1.85 | 3.00 | -0.92 | 0.0924 | -0.008 | ||||
| 0.0100 | 0.0500 | 20 | 43.9K | 31.6% | 0.07 | 0.0680 | -0.009 | 30 | 2.50 | 3.40 | 501 | -0.94 | 0.0750 | -0.007 | ||
| 0 | 0.1500 | 502 | 6,430 | 46.5% | 0.05 | 0.0464 | -0.008 | 31 | 3.40 | 4.60 | 1 | -0.96 | 0.0534 | -0.007 | ||
| 0 | 0.3700 | 4 | 67.0% | 0.04 | 0.0337 | -0.007 | 32 | 4.25 | 5.85 | 3 | -0.97 | 0.0402 | -0.006 | |||
| 0 | 0.0400 | 2 | 8,909 | 45.9% | 0.04 | 0.0291 | -0.007 | 32.5 | 4.70 | 6.30 | 4 | -0.97 | 0.0353 | -0.006 | ||
| 0 | 0.3600 | 74.6% | 0.03 | 0.0253 | -0.007 | 33 | 5.25 | 6.75 | 2 | -0.98 | 0.0303 | -0.006 | ||||
| 0 | 0.3500 | 1,001 | 81.7% | 0.03 | 0.0195 | -0.006 | 34 | 5.85 | 8.45 | 2 | -0.98 | 0.0225 | -0.006 | |||
| 0 | 0.0500 | 5,892 | 62.2% | 0.02 | 0.0155 | -0.006 | 35 | 7.25 | 8.95 | 1 | -0.99 | 0.0174 | -0.006 | |||
| 0 | 0.0100 | 7,083 | 55.5% | 0.02 | 0.0129 | -0.005 | 36 | 8.80 | 9.70 | 1 | 68.9% | -0.99 | 0.0139 | -0.006 | ||
| 0 | 0.5500 | 6,875 | 117.1% | 0.02 | 0.0103 | -0.005 | 37.5 | 9.55 | 11.85 | -0.99 | 0.0102 | -0.007 | ||||
| 0 | 0.2000 | 390 | 102.8% | 0.01 | 0.0085 | -0.005 | 39 | 10.85 | 13.45 | -0.99 | 0.0078 | -0.007 | ||||
| 0 | 0.2800 | 1,436 | 115.3% | 0.01 | 0.0075 | -0.005 | 40 | 11.85 | 14.35 | 1 | -1.00 | 0.0066 | -0.007 | |||
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.