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 ±8.1% (26.73–31.45) · ATM IV 61.3% · 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 | |
| 7.95 | 12.15 | 0.98 | 0.0083 | -0.015 | 19 | 0 | 2.13 | 282.8% | -0.02 | 0.0083 | -0.017 | |||||
| 6.95 | 11.15 | 0.97 | 0.0106 | -0.017 | 20 | 0 | 2.13 | 44 | 258.3% | -0.03 | 0.0106 | -0.018 | ||||
| 6.00 | 10.15 | 0.97 | 0.0136 | -0.018 | 21 | 0 | 2.13 | 19 | 234.9% | -0.03 | 0.0136 | -0.019 | ||||
| 5.00 | 9.15 | 0.96 | 0.0176 | -0.019 | 22 | 0 | 2.13 | 25 | 212.2% | -0.04 | 0.0176 | -0.020 | ||||
| 4.00 | 8.15 | 0.95 | 0.0231 | -0.019 | 23 | 0 | 2.13 | 13 | 190.2% | -0.05 | 0.0231 | -0.020 | ||||
| 2.98 | 7.15 | 0.94 | 0.0312 | -0.020 | 24 | 0 | 2.13 | 168.7% | -0.06 | 0.0312 | -0.021 | |||||
| 2.49 | 6.65 | 0.93 | 0.0366 | -0.020 | 24.5 | 0 | 2.13 | 158.0% | -0.06 | 0.0367 | -0.021 | |||||
| 1.99 | 6.15 | 0.93 | 0.0435 | -0.020 | 25 | 0 | 2.13 | 147.4% | -0.07 | 0.0436 | -0.021 | |||||
| 1.49 | 5.65 | 0.92 | 0.0525 | -0.020 | 25.5 | 0 | 2.13 | 136.8% | -0.08 | 0.0526 | -0.021 | |||||
| 0.9900 | 5.15 | 0.91 | 0.0643 | -0.020 | 26 | 0 | 2.13 | 126.3% | -0.09 | 0.0645 | -0.020 | |||||
| 0.4900 | 4.65 | 0.89 | 0.0807 | -0.019 | 26.5 | 0 | 2.13 | 115.6% | -0.10 | 0.0810 | -0.020 | |||||
| 0.1400 | 4.20 | 33.3% | 0.88 | 0.1046 | -0.019 | 27 | 0 | 2.13 | 104.8% | -0.12 | 0.1050 | -0.019 | ||||
| 0 | 3.70 | 42.9% | 0.85 | 0.1418 | -0.018 | 27.5 | 0 | 2.14 | 94.2% | -0.15 | 0.1426 | -0.018 | ||||
| 0.6000 | 1.82 | 9 | 24.1% | 0.82 | 0.2068 | -0.017 | 28 | 0 | 0.1100 | 4 | 19.9% | -0.18 | 0.2083 | -0.017 | ||
| 0 | 2.74 | 54.5% | 0.75 | 0.3407 | -0.015 | 28.5 | 0 | 2.20 | 72.7% | -0.25 | 0.3444 | -0.015 | ||||
| 0 | 2.37 | 58.8% | 0.58 | 0.6387 | -0.012 | 29 | 0 | 2.34 | 3 | 63.8% | -0.43 | 0.6498 | -0.012 | |||
| 0 | 0.1000 | 9.4% | 0.22 | 0.6036 | -0.007 | 29.5 | 0 | 2.64 | 57.5% | -0.80 | 0.6303 | -0.007 | ||||
| 0 | 0.1500 | 3,234 | 18.2% | 0.08 | 0.2355 | -0.004 | 30 | 0 | 1.83 | 6 | -0.95 | 0.2647 | -0.004 | |||
| 0 | 2.13 | 84.8% | 0.06 | 0.1326 | -0.004 | 30.5 | 0 | 3.65 | 49.5% | -0.96 | 0.1482 | -0.005 | ||||
| 0 | 0.0400 | 160 | 22.3% | 0.04 | 0.0880 | -0.005 | 31 | 0.1200 | 4.15 | 44.5% | -0.97 | 0.0983 | -0.005 | |||
| 0 | 2.13 | 102.1% | 0.04 | 0.0637 | -0.005 | 31.5 | 0.3800 | 4.60 | 37.8% | -0.97 | 0.0711 | -0.005 | ||||
| 0 | 0.0400 | 1 | 31.0% | 0.03 | 0.0488 | -0.005 | 32 | 0.8800 | 5.05 | 39.8% | -0.98 | 0.0543 | -0.005 | |||
| 0 | 2.13 | 117.5% | 0.03 | 0.0389 | -0.005 | 32.5 | 1.38 | 5.55 | 44.6% | -0.98 | 0.0432 | -0.005 | ||||
| 0 | 2.13 | 124.8% | 0.03 | 0.0319 | -0.005 | 33 | 1.88 | 6.05 | 49.3% | -0.98 | 0.0352 | -0.005 | ||||
| 0 | 2.13 | 131.7% | 0.02 | 0.0268 | -0.005 | 33.5 | 2.38 | 6.55 | 53.8% | -0.98 | 0.0294 | -0.005 | ||||
| 0 | 2.13 | 138.3% | 0.02 | 0.0228 | -0.005 | 34 | 2.88 | 7.05 | 58.1% | -0.99 | 0.0250 | -0.004 | ||||
| 0 | 2.13 | 150.9% | 0.02 | 0.0173 | -0.005 | 35 | 3.90 | 8.05 | 68.5% | -0.99 | 0.0189 | -0.004 | ||||
| 0 | 2.13 | 162.7% | 0.02 | 0.0136 | -0.005 | 36 | 4.90 | 9.05 | 76.6% | -0.99 | 0.0148 | -0.004 | ||||
| 0 | 2.13 | 173.9% | 0.01 | 0.0110 | -0.004 | 37 | 5.90 | 10.05 | 84.3% | -0.99 | 0.0119 | -0.004 | ||||
| 0 | 2.13 | 184.4% | 0.01 | 0.0091 | -0.004 | 38 | 6.90 | 11.05 | 91.7% | -0.99 | 0.0098 | -0.004 | ||||
| 0 | 2.13 | 194.5% | 0.01 | 0.0077 | -0.004 | 39 | 7.90 | 12.05 | 98.8% | -0.99 | 0.0080 | -0.003 | ||||
| 0 | 2.13 | 87.9% | 0.01 | 0.0066 | -0.004 | 40 | 8.90 | 13.05 | 105.7% | -1.00 | 0.0066 | -0.003 | ||||
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.