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 ±13.3% (104.18–136.18) · ATM IV 56.3% · P/C open interest 1.00
| 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 | |
| 53.40 | 57.50 | 1.00 | 0.0004 | 0.000 | 65 | 0 | 2.15 | 140.2% | -0.00 | 0.0004 | -0.005 | |||||
| 48.50 | 52.50 | 0.99 | 0.0007 | -0.002 | 70 | 0 | 2.20 | 32 | 126.6% | -0.01 | 0.0007 | -0.008 | ||||
| 43.50 | 47.60 | 0.99 | 0.0012 | -0.007 | 75 | 0 | 2.25 | 27 | 113.9% | -0.01 | 0.0012 | -0.013 | ||||
| 38.70 | 42.70 | 57.4% | 0.98 | 0.0020 | -0.015 | 80 | 0 | 2.30 | 90 | 101.7% | -0.02 | 0.0020 | -0.020 | |||
| 33.80 | 37.60 | 1 | 45.7% | 0.97 | 0.0031 | -0.025 | 85 | 0 | 1.80 | 89 | 84.2% | -0.04 | 0.0031 | -0.029 | ||
| 29.10 | 32.60 | 10 | 50.9% | 0.94 | 0.0048 | -0.037 | 90 | 0.1000 | 1.50 | 114 | 71.0% | -0.06 | 0.0048 | -0.041 | ||
| 25.00 | 28.00 | 2 | 60.2% | 0.91 | 0.0070 | -0.053 | 95 | 0.4000 | 1.80 | 13 | 102 | 66.0% | -0.09 | 0.0070 | -0.057 | |
| 20.10 | 24.00 | 5 | 58.3% | 0.87 | 0.0096 | -0.072 | 100 | 0.6500 | 2.75 | 13 | 295 | 63.5% | -0.13 | 0.0097 | -0.075 | |
| 16.00 | 20.00 | 2 | 57.9% | 0.81 | 0.0126 | -0.091 | 105 | 1.45 | 3.90 | 35 | 397 | 56.9% | -0.20 | 0.0127 | -0.094 | |
| 12.50 | 16.50 | 80 | 58.8% | 0.73 | 0.0154 | -0.109 | 110 | 2.65 | 5.30 | 11 | 102 | 60.8% | -0.27 | 0.0155 | -0.111 | |
| 10.30 | 12.80 | 61 | 60.0% | 0.64 | 0.0176 | -0.122 | 115 | 3.80 | 7.80 | 12 | 48 | 60.2% | -0.36 | 0.0177 | -0.124 | |
| 6.50 | 10.00 | 4 | 175 | 55.2% | 0.55 | 0.0188 | -0.130 | 120 | 6.50 | 9.00 | 4 | 110 | 57.3% | -0.45 | 0.0190 | -0.131 |
| 4.30 | 8.50 | 13 | 209 | 57.5% | 0.46 | 0.0188 | -0.130 | 125 | 9.50 | 12.80 | 1 | 43 | 61.3% | -0.55 | 0.0191 | -0.131 |
| 2.80 | 5.30 | 94 | 182 | 52.7% | 0.37 | 0.0179 | -0.124 | 130 | 12.80 | 16.30 | 1 | 5 | 62.3% | -0.63 | 0.0182 | -0.125 |
| 2.20 | 3.70 | 4 | 85 | 54.1% | 0.30 | 0.0163 | -0.114 | 135 | 16.10 | 19.90 | 2 | 60.9% | -0.71 | 0.0166 | -0.115 | |
| 1.00 | 3.30 | 34 | 114 | 51.4% | 0.23 | 0.0142 | -0.101 | 140 | 20.00 | 24.00 | 4 | 61.2% | -0.78 | 0.0146 | -0.102 | |
| 1.15 | 3.00 | 10 | 265 | 56.9% | 0.18 | 0.0121 | -0.087 | 145 | 24.30 | 28.30 | 61.9% | -0.83 | 0.0125 | -0.087 | ||
| 0.9000 | 1.80 | 240 | 60.8% | 0.14 | 0.0100 | -0.074 | 150 | 29.00 | 32.80 | 64.1% | -0.88 | 0.0105 | -0.074 | |||
| 0.0500 | 2.45 | 13 | 65.6% | 0.10 | 0.0082 | -0.061 | 155 | 33.90 | 37.40 | 67.0% | -0.91 | 0.0087 | -0.061 | |||
| 0.5000 | 1.65 | 8 | 68.7% | 0.08 | 0.0066 | -0.051 | 160 | 38.50 | 42.20 | 67.9% | -0.94 | 0.0072 | -0.051 | |||
| 0 | 2.65 | 4 | 78.0% | 0.06 | 0.0053 | -0.041 | 165 | 43.20 | 47.10 | 69.0% | -0.96 | 0.0058 | -0.041 | |||
| 0 | 2.50 | 6 | 82.0% | 0.05 | 0.0042 | -0.034 | 170 | 48.40 | 52.00 | 75.1% | -0.97 | 0.0050 | -0.033 | |||
| 0 | 2.40 | 4 | 86.2% | 0.04 | 0.0033 | -0.027 | 175 | 53.20 | 56.30 | -0.99 | 0.0038 | -0.024 | ||||
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.