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 ±5.1% (27.59–30.55) · ATM IV 15.6% · P/C open interest 0.55
| 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 | |
| 12.10 | 16.05 | 125 | 53.9% | 0.97 | 0.0052 | -0.003 | 15 | 0 | 0.0700 | 582 | 76.2% | -0.02 | 0.0052 | -0.005 | ||
| 9.10 | 13.10 | 55 | 43.1% | 0.96 | 0.0098 | -0.005 | 18 | 0 | 0.0800 | 521 | 58.3% | -0.04 | 0.0099 | -0.006 | ||
| 8.10 | 12.10 | 0.95 | 0.0121 | -0.005 | 19 | 0 | 0.1000 | 54.4% | -0.05 | 0.0122 | -0.007 | |||||
| 7.10 | 11.10 | 95 | 0.94 | 0.0150 | -0.006 | 20 | 0 | 0.1200 | 1,794 | 50.2% | -0.06 | 0.0151 | -0.007 | |||
| 6.15 | 10.10 | 31.5% | 0.93 | 0.0186 | -0.006 | 21 | 0 | 2.13 | 96.5% | -0.07 | 0.0187 | -0.007 | ||||
| 5.15 | 9.15 | 1 | 33.3% | 0.92 | 0.0232 | -0.006 | 22 | 0 | 2.14 | 7 | 87.4% | -0.08 | 0.0233 | -0.007 | ||
| 4.15 | 8.15 | 585 | 26.9% | 0.91 | 0.0294 | -0.007 | 23 | 0 | 1.15 | 1,255 | 61.3% | -0.09 | 0.0295 | -0.008 | ||
| 3.15 | 7.15 | 3 | 20.3% | 0.89 | 0.0377 | -0.007 | 24 | 0 | 2.16 | 38 | 69.9% | -0.11 | 0.0379 | -0.008 | ||
| 2.20 | 6.20 | 1,033 | 22.8% | 0.86 | 0.0495 | -0.007 | 25 | 0 | 0.1500 | 741 | 25.7% | -0.13 | 0.0500 | -0.008 | ||
| 1.22 | 5.25 | 100 | 19.9% | 0.83 | 0.0673 | -0.007 | 26 | 0 | 2.22 | 37 | 53.3% | -0.16 | 0.0679 | -0.007 | ||
| 0.2600 | 4.30 | 105 | 16.5% | 0.79 | 0.0963 | -0.007 | 27 | 0 | 1.00 | 24 | 28.9% | -0.21 | 0.0976 | -0.007 | ||
| 0 | 2.00 | 375 | 0.71 | 0.1494 | -0.006 | 28 | 0 | 0.3200 | 8 | 2,419 | 12.2% | -0.29 | 0.1524 | -0.006 | ||
| 0.1400 | 1.96 | 5 | 62 | 20.5% | 0.56 | 0.2555 | -0.005 | 29 | 0.1000 | 0.7500 | 148 | 10.7% | -0.45 | 0.2673 | -0.005 | |
| 0 | 0.2000 | 13 | 4,209 | 7.8% | 0.28 | 0.2563 | -0.004 | 30 | 0 | 3.25 | 698 | 24.3% | -0.76 | 0.2928 | -0.004 | |
| 0 | 0.0500 | 3 | 955 | 9.2% | 0.07 | 0.1176 | -0.001 | 31 | 0.2200 | 4.20 | 21.4% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.0500 | 1 | 1,182 | 12.9% | 0.05 | 0.0667 | -0.001 | 32 | 1.08 | 5.10 | 23.0% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 0.5600 | 1,384 | 19.0% | 0.04 | 0.0444 | -0.002 | 33 | 2.08 | 6.10 | 13 | 27.8% | -1.00 | 0.0000 | -0.002 | ||
| 0 | 1.07 | 59 | 41.9% | 0.04 | 0.0322 | -0.002 | 34 | 3.05 | 7.10 | 31.6% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 2.13 | 3,127 | 61.3% | 0.03 | 0.0246 | -0.002 | 35 | 4.10 | 8.10 | 36.9% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 2.13 | 66.2% | 0.03 | 0.0195 | -0.001 | 36 | 5.10 | 9.10 | 40.9% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 70.7% | 0.02 | 0.0159 | -0.001 | 37 | 6.10 | 10.10 | 44.7% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 0.0500 | 73 | 30.8% | 0.02 | 0.0132 | -0.001 | 38 | 7.10 | 11.10 | 48.3% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 2.13 | 79.2% | 0.02 | 0.0112 | -0.001 | 39 | 8.10 | 12.10 | 51.7% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 2,661 | 83.1% | 0.02 | 0.0096 | -0.001 | 40 | 9.10 | 13.10 | 55.1% | -1.00 | 0.0000 | -0.002 | |||
| 0 | 2.13 | 86.8% | 0.01 | 0.0084 | -0.001 | 41 | 10.10 | 14.10 | 58.3% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 90.4% | 0.01 | 0.0073 | -0.001 | 42 | 11.10 | 15.10 | 61.4% | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.13 | 1,070 | 93.9% | 0.01 | 0.0065 | -0.001 | 43 | 12.10 | 16.10 | 64.3% | -1.00 | 0.0000 | -0.002 | |||
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 — Dec 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.