CZR chaîne d'options Caesars Entertainment, 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 ±8.2% (26.44–31.17) · ATM IV 58.6% · P/C open interest 0.03
| 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 | |
| 7.85 | 11.95 | 134.7% | 0.97 | 0.0093 | -0.016 | 19 | 0 | 2.13 | 265.0% | -0.03 | 0.0093 | -0.017 | ||||
| 7.95 | 10.95 | 200.1% | 0.97 | 0.0118 | -0.017 | 20 | 0 | 2.13 | 44 | 241.7% | -0.03 | 0.0118 | -0.018 | |||
| 6.95 | 9.95 | 180.2% | 0.96 | 0.0151 | -0.018 | 21 | 0 | 2.13 | 19 | 219.3% | -0.04 | 0.0151 | -0.019 | |||
| 5.75 | 8.95 | 151.5% | 0.95 | 0.0196 | -0.019 | 22 | 0 | 2.13 | 25 | 197.7% | -0.05 | 0.0196 | -0.019 | |||
| 4.95 | 7.95 | 142.2% | 0.94 | 0.0259 | -0.019 | 23 | 0 | 2.13 | 13 | 176.7% | -0.05 | 0.0259 | -0.020 | |||
| 4.10 | 7.00 | 131.6% | 0.93 | 0.0351 | -0.020 | 24 | 0 | 2.13 | 156.1% | -0.07 | 0.0351 | -0.020 | ||||
| 3.40 | 6.50 | 114.8% | 0.93 | 0.0414 | -0.020 | 24.5 | 0 | 2.13 | 145.9% | -0.07 | 0.0415 | -0.020 | ||||
| 3.10 | 6.00 | 112.9% | 0.92 | 0.0494 | -0.020 | 25 | 0 | 2.13 | 135.7% | -0.08 | 0.0495 | -0.020 | ||||
| 2.60 | 5.50 | 103.5% | 0.91 | 0.0598 | -0.020 | 25.5 | 0 | 2.13 | 125.6% | -0.09 | 0.0600 | -0.020 | ||||
| 2.25 | 5.00 | 98.9% | 0.89 | 0.0740 | -0.019 | 26 | 0 | 2.13 | 115.4% | -0.11 | 0.0742 | -0.020 | ||||
| 1.29 | 4.50 | 74.9% | 0.88 | 0.0938 | -0.019 | 26.5 | 0 | 2.14 | 105.4% | -0.12 | 0.0942 | -0.019 | ||||
| 0.0800 | 4.00 | 42.2% | 0.86 | 0.1235 | -0.018 | 27 | 0 | 2.14 | 95.0% | -0.14 | 0.1242 | -0.018 | ||||
| 0.2100 | 3.50 | 54.0% | 0.83 | 0.1719 | -0.017 | 27.5 | 0 | 2.15 | 84.5% | -0.17 | 0.1730 | -0.017 | ||||
| 0.4600 | 1.80 | 9 | 31.8% | 0.78 | 0.2619 | -0.015 | 28 | 0 | 0.1100 | 4 | 15.5% | -0.23 | 0.2642 | -0.015 | ||
| 0 | 2.61 | 56.7% | 0.67 | 0.4581 | -0.013 | 28.5 | 0 | 2.25 | 64.3% | -0.33 | 0.4642 | -0.013 | ||||
| 0 | 2.29 | 61.0% | 0.39 | 0.6672 | -0.010 | 29 | 0 | 2.44 | 3 | 56.3% | -0.62 | 0.6823 | -0.010 | |||
| 0 | 0.3000 | 19.6% | 0.11 | 0.3543 | -0.004 | 29.5 | 0 | 2.83 | 51.5% | -0.91 | 0.3886 | -0.005 | ||||
| 0 | 0.0700 | 11 | 3,223 | 16.8% | 0.07 | 0.1783 | -0.005 | 30 | 0 | 2.09 | 6 | -0.94 | 0.1948 | -0.005 | ||
| 0 | 2.13 | 86.1% | 0.06 | 0.1132 | -0.005 | 30.5 | 0 | 3.85 | 40.5% | -0.96 | 0.1232 | -0.005 | ||||
| 0 | 0.0900 | 160 | 28.1% | 0.05 | 0.0800 | -0.005 | 31 | 0.2300 | 4.35 | 36.0% | -0.96 | 0.0871 | -0.005 | |||
| 0 | 2.13 | 102.1% | 0.04 | 0.0604 | -0.005 | 31.5 | 1.72 | 4.80 | 75.3% | -0.97 | 0.0656 | -0.005 | ||||
| 0 | 0.0400 | 1 | 31.9% | 0.04 | 0.0477 | -0.005 | 32 | 1.27 | 5.30 | 45.9% | -0.97 | 0.0517 | -0.005 | |||
| 0 | 2.13 | 116.5% | 0.03 | 0.0388 | -0.005 | 32.5 | 2.49 | 5.80 | 80.9% | -0.98 | 0.0421 | -0.005 | ||||
| 0 | 2.13 | 123.2% | 0.03 | 0.0324 | -0.005 | 33 | 2.18 | 6.30 | 48.9% | -0.98 | 0.0351 | -0.005 | ||||
| 0 | 2.13 | 129.7% | 0.03 | 0.0275 | -0.005 | 33.5 | 2.68 | 6.80 | 53.1% | -0.98 | 0.0298 | -0.005 | ||||
| 0 | 2.13 | 135.9% | 0.02 | 0.0238 | -0.005 | 34 | 3.15 | 7.30 | 54.0% | -0.98 | 0.0258 | -0.005 | ||||
| 0 | 2.13 | 147.7% | 0.02 | 0.0183 | -0.005 | 35 | 5.20 | 8.30 | 116.3% | -0.99 | 0.0199 | -0.005 | ||||
| 0 | 2.13 | 158.8% | 0.02 | 0.0146 | -0.005 | 36 | 6.00 | 9.30 | 118.8% | -0.99 | 0.0160 | -0.005 | ||||
| 0 | 2.13 | 169.3% | 0.02 | 0.0120 | -0.005 | 37 | 7.00 | 10.30 | 128.1% | -0.99 | 0.0130 | -0.004 | ||||
| 0 | 2.13 | 179.3% | 0.01 | 0.0100 | -0.005 | 38 | 8.20 | 11.30 | 145.3% | -0.99 | 0.0107 | -0.004 | ||||
| 0 | 2.13 | 188.7% | 0.01 | 0.0086 | -0.005 | 39 | 9.00 | 12.30 | 145.5% | -0.99 | 0.0089 | -0.004 | ||||
| 0 | 0.0500 | 85.7% | 0.01 | 0.0074 | -0.005 | 40 | 9.40 | 13.30 | 120.4% | -0.99 | 0.0075 | -0.004 | ||||
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.