CROX chaîne d'options Crocs, 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 ±28.7% (82.75–149.25) · ATM IV 49.1% · P/C open interest 1.88
| 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 | |
| 56.10 | 60.10 | 11 | 47.6% | 0.97 | 0.0016 | 0.000 | 60 | 0.7000 | 1.00 | 9 | 58.9% | -0.04 | 0.0016 | -0.010 | ||
| 51.50 | 55.60 | 1 | 49.2% | 0.95 | 0.0021 | -0.003 | 65 | 0.8000 | 1.40 | 2 | 56.1% | -0.05 | 0.0021 | -0.013 | ||
| 49.70 | 53.30 | 51.8% | 0.95 | 0.0024 | -0.004 | 67.5 | 1.00 | 1.80 | 5 | 56.3% | -0.06 | 0.0024 | -0.014 | |||
| 47.10 | 51.10 | 15 | 49.5% | 0.94 | 0.0027 | -0.006 | 70 | 1.35 | 2.00 | 39 | 55.9% | -0.07 | 0.0028 | -0.016 | ||
| 45.40 | 49.00 | 2 | 52.0% | 0.93 | 0.0031 | -0.008 | 72.5 | 0.3500 | 3.70 | 11 | 55.8% | -0.08 | 0.0031 | -0.017 | ||
| 43.50 | 46.80 | 4 | 52.3% | 0.92 | 0.0034 | -0.010 | 75 | 1.75 | 2.85 | 525 | 54.8% | -0.09 | 0.0035 | -0.019 | ||
| 40.90 | 44.70 | 2 | 50.1% | 0.90 | 0.0038 | -0.012 | 77.5 | 2.25 | 3.10 | 8 | 54.3% | -0.10 | 0.0039 | -0.020 | ||
| 39.40 | 42.70 | 3 | 51.8% | 0.89 | 0.0042 | -0.015 | 80 | 2.20 | 3.90 | 10 | 53.5% | -0.12 | 0.0043 | -0.022 | ||
| 37.00 | 40.70 | 50.2% | 0.88 | 0.0046 | -0.017 | 82.5 | 2.50 | 4.50 | 18 | 53.0% | -0.13 | 0.0047 | -0.024 | |||
| 34.90 | 38.70 | 26 | 49.4% | 0.86 | 0.0050 | -0.019 | 85 | 2.70 | 5.10 | 29 | 52.0% | -0.15 | 0.0052 | -0.025 | ||
| 33.00 | 36.90 | 2 | 49.4% | 0.84 | 0.0055 | -0.021 | 87.5 | 3.10 | 5.80 | 2 | 51.6% | -0.16 | 0.0056 | -0.027 | ||
| 31.20 | 35.10 | 6 | 49.4% | 0.83 | 0.0059 | -0.023 | 90 | 3.90 | 6.50 | 6 | 51.9% | -0.18 | 0.0060 | -0.029 | ||
| 29.40 | 33.30 | 14 | 49.1% | 0.81 | 0.0063 | -0.025 | 92.5 | 5.80 | 7.40 | 1 | 54.5% | -0.20 | 0.0065 | -0.030 | ||
| 27.90 | 31.60 | 1 | 49.4% | 0.79 | 0.0067 | -0.027 | 95 | 5.10 | 8.20 | 3 | 51.4% | -0.22 | 0.0069 | -0.032 | ||
| 26.20 | 30.00 | 7 | 49.2% | 0.77 | 0.0071 | -0.028 | 97.5 | 5.90 | 9.00 | 2 | 51.1% | -0.24 | 0.0073 | -0.033 | ||
| 24.90 | 28.40 | 39 | 49.6% | 0.75 | 0.0075 | -0.030 | 100 | 6.80 | 10.20 | 61 | 51.5% | -0.26 | 0.0077 | -0.035 | ||
| 21.90 | 25.00 | 6 | 48.5% | 0.71 | 0.0081 | -0.033 | 105 | 8.00 | 12.30 | 2 | 50.1% | -0.31 | 0.0084 | -0.037 | ||
| 19.20 | 22.20 | 15 | 48.2% | 0.66 | 0.0087 | -0.035 | 110 | 10.20 | 14.00 | 15 | 48.9% | -0.35 | 0.0091 | -0.039 | ||
| 16.70 | 19.70 | 38 | 48.0% | 0.61 | 0.0092 | -0.037 | 115 | 13.20 | 16.90 | 16 | 50.2% | -0.40 | 0.0096 | -0.040 | ||
| 14.40 | 17.50 | 36 | 47.8% | 0.57 | 0.0095 | -0.039 | 120 | 15.90 | 19.20 | 114 | 49.3% | -0.45 | 0.0100 | -0.041 | ||
| 12.50 | 16.10 | 29 | 48.6% | 0.52 | 0.0096 | -0.039 | 125 | 18.90 | 22.20 | 6 | 49.3% | -0.50 | 0.0102 | -0.041 | ||
| 10.70 | 13.70 | 91 | 47.6% | 0.48 | 0.0097 | -0.039 | 130 | 22.00 | 25.40 | 9 | 49.0% | -0.55 | 0.0104 | -0.040 | ||
| 9.10 | 12.20 | 13 | 47.6% | 0.44 | 0.0096 | -0.039 | 135 | 25.00 | 28.70 | 1 | 48.2% | -0.59 | 0.0104 | -0.040 | ||
| 8.60 | 10.60 | 40 | 48.6% | 0.40 | 0.0094 | -0.038 | 140 | 29.30 | 32.30 | 49.2% | -0.64 | 0.0103 | -0.038 | |||
| 6.60 | 9.50 | 14 | 47.5% | 0.36 | 0.0091 | -0.037 | 145 | 33.10 | 36.00 | 49.0% | -0.68 | 0.0101 | -0.037 | |||
| 6.40 | 8.20 | 15 | 48.5% | 0.32 | 0.0087 | -0.036 | 150 | 36.50 | 39.80 | 47.8% | -0.72 | 0.0099 | -0.035 | |||
| 4.60 | 6.90 | 1 | 7 | 46.5% | 0.29 | 0.0083 | -0.034 | 155 | 41.30 | 43.30 | 47.8% | -0.75 | 0.0096 | -0.033 | ||
| 4.80 | 6.40 | 8 | 48.8% | 0.26 | 0.0079 | -0.033 | 160 | 44.90 | 48.10 | 47.6% | -0.79 | 0.0093 | -0.030 | |||
| 3.10 | 6.70 | 22 | 48.9% | 0.23 | 0.0074 | -0.031 | 165 | 49.20 | 53.10 | 48.8% | -0.82 | 0.0089 | -0.028 | |||
| 2.55 | 4.30 | 4 | 45.4% | 0.21 | 0.0070 | -0.029 | 170 | 53.70 | 57.60 | 49.0% | -0.85 | 0.0086 | -0.026 | |||
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 — Mar 19, 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.