DASH chaîne d'options DoorDash, 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 ±7.8% (209.91–245.46) · ATM IV 38.4% · P/C open interest 1.14
| 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 | |
| 109.60 | 113.60 | 111.7% | 1.00 | 0.0002 | 0.000 | 115 | 0 | 2.16 | 157.2% | -0.00 | 0.0002 | -0.011 | ||||
| 104.70 | 108.60 | 108.8% | 1.00 | 0.0002 | -0.000 | 120 | 0 | 2.17 | 1 | 148.6% | -0.00 | 0.0002 | -0.012 | |||
| 99.65 | 103.65 | 101.0% | 1.00 | 0.0002 | -0.002 | 125 | 0 | 1.75 | 134.7% | -0.00 | 0.0002 | -0.013 | ||||
| 94.75 | 98.65 | 97.8% | 1.00 | 0.0003 | -0.003 | 130 | 0.0100 | 0.4600 | 2 | 1 | 102.6% | -0.00 | 0.0003 | -0.014 | ||
| 89.70 | 93.70 | 88.6% | 0.99 | 0.0003 | -0.005 | 135 | 0.0100 | 0.4600 | 6 | 5 | 96.3% | -0.01 | 0.0003 | -0.015 | ||
| 84.75 | 88.70 | 85.6% | 0.99 | 0.0004 | -0.007 | 140 | 0.0100 | 0.4200 | 6 | 3 | 89.1% | -0.01 | 0.0004 | -0.016 | ||
| 79.75 | 83.75 | 79.0% | 0.99 | 0.0005 | -0.009 | 145 | 0.0100 | 0.1500 | 73.3% | -0.01 | 0.0005 | -0.018 | ||||
| 75.15 | 78.70 | 82.9% | 0.99 | 0.0006 | -0.011 | 150 | 0.0100 | 0.2200 | 1 | 1 | 71.4% | -0.01 | 0.0006 | -0.019 | ||
| 70.05 | 73.75 | 75.5% | 0.99 | 0.0007 | -0.014 | 155 | 0 | 0.7700 | 79.0% | -0.01 | 0.0007 | -0.021 | ||||
| 64.80 | 68.80 | 1 | 64.9% | 0.99 | 0.0009 | -0.017 | 160 | 0 | 1.17 | 78.9% | -0.01 | 0.0009 | -0.024 | |||
| 60.15 | 63.80 | 66.1% | 0.98 | 0.0011 | -0.020 | 165 | 0 | 1.37 | 1 | 75.2% | -0.02 | 0.0011 | -0.027 | |||
| 54.90 | 58.85 | 56.8% | 0.98 | 0.0014 | -0.024 | 170 | 0 | 1.37 | 69.3% | -0.02 | 0.0014 | -0.030 | ||||
| 50.25 | 53.90 | 8 | 57.4% | 0.98 | 0.0018 | -0.029 | 175 | 0 | 1.18 | 14 | 61.6% | -0.02 | 0.0018 | -0.034 | ||
| 45.30 | 48.95 | 1 | 52.9% | 0.97 | 0.0023 | -0.035 | 180 | 0 | 0.5700 | 4 | 8 | 48.9% | -0.03 | 0.0023 | -0.040 | |
| 40.60 | 43.40 | 5 | 44.4% | 0.96 | 0.0031 | -0.042 | 185 | 0 | 0.8600 | 2 | 13 | 47.4% | -0.04 | 0.0031 | -0.047 | |
| 35.75 | 38.90 | 45.4% | 0.95 | 0.0041 | -0.052 | 190 | 0 | 1.25 | 152 | 45.6% | -0.05 | 0.0042 | -0.057 | |||
| 31.00 | 34.50 | 8 | 45.3% | 0.93 | 0.0056 | -0.066 | 195 | 0.4800 | 1.57 | 2 | 134 | 45.3% | -0.07 | 0.0056 | -0.070 | |
| 26.70 | 29.55 | 36 | 43.0% | 0.90 | 0.0076 | -0.085 | 200 | 0.5500 | 1.67 | 89 | 40.4% | -0.10 | 0.0076 | -0.088 | ||
| 22.00 | 25.60 | 95 | 42.0% | 0.86 | 0.0100 | -0.108 | 205 | 1.19 | 3.25 | 18 | 43.2% | -0.15 | 0.0101 | -0.111 | ||
| 18.45 | 21.35 | 16 | 42.1% | 0.80 | 0.0127 | -0.134 | 210 | 2.25 | 4.00 | 27 | 42.0% | -0.20 | 0.0128 | -0.137 | ||
| 14.85 | 17.05 | 2 | 43 | 40.0% | 0.72 | 0.0152 | -0.158 | 215 | 2.48 | 4.75 | 60 | 37.0% | -0.28 | 0.0153 | -0.161 | |
| 11.15 | 13.90 | 9 | 39.0% | 0.64 | 0.0171 | -0.176 | 220 | 4.15 | 6.90 | 7 | 7 | 37.9% | -0.36 | 0.0173 | -0.178 | |
| 9.20 | 10.20 | 14 | 38.8% | 0.55 | 0.0184 | -0.185 | 225 | 6.20 | 9.00 | 2 | 8 | 37.3% | -0.45 | 0.0186 | -0.187 | |
| 6.80 | 8.50 | 2 | 29 | 40.1% | 0.46 | 0.0186 | -0.184 | 230 | 8.70 | 11.55 | 19 | 154 | 36.7% | -0.54 | 0.0188 | -0.186 |
| 3.60 | 6.55 | 4 | 26 | 37.0% | 0.37 | 0.0178 | -0.174 | 235 | 11.75 | 14.55 | 10 | 4 | 36.2% | -0.63 | 0.0181 | -0.176 |
| 2.16 | 5.00 | 51 | 36.9% | 0.29 | 0.0162 | -0.156 | 240 | 15.20 | 18.45 | 21 | 36.8% | -0.72 | 0.0165 | -0.158 | ||
| 1.55 | 3.90 | 16 | 38.4% | 0.22 | 0.0140 | -0.134 | 245 | 19.30 | 21.60 | 34.9% | -0.79 | 0.0143 | -0.136 | |||
| 1.00 | 3.40 | 1 | 22 | 40.6% | 0.16 | 0.0115 | -0.112 | 250 | 22.90 | 26.50 | 34.5% | -0.85 | 0.0119 | -0.113 | ||
| 0.3900 | 1.87 | 1 | 67 | 37.3% | 0.12 | 0.0092 | -0.091 | 255 | 27.40 | 30.90 | 33.3% | -0.89 | 0.0096 | -0.091 | ||
| 0 | 1.67 | 30 | 38.5% | 0.09 | 0.0072 | -0.074 | 260 | 32.10 | 34.90 | 1 | -0.93 | 0.0078 | -0.075 | |||
| 0.0100 | 0.7500 | 124 | 36.0% | 0.07 | 0.0057 | -0.062 | 265 | 37.25 | 40.45 | 34.6% | -0.95 | 0.0064 | -0.064 | |||
| 0 | 1.67 | 4 | 46.3% | 0.05 | 0.0046 | -0.053 | 270 | 41.85 | 45.75 | -0.96 | 0.0055 | -0.061 | ||||
| 0.0300 | 1.10 | 46.0% | 0.04 | 0.0037 | -0.047 | 275 | 46.80 | 50.70 | -0.97 | 0.0046 | -0.057 | |||||
| 0 | 1.10 | 49.1% | 0.04 | 0.0031 | -0.044 | 280 | 51.80 | 55.80 | -0.98 | 0.0038 | -0.051 | |||||
| 0 | 1.55 | 56.0% | 0.03 | 0.0027 | -0.041 | 285 | 56.80 | 60.70 | -0.98 | 0.0032 | -0.047 | |||||
| 0 | 1.55 | 59.2% | 0.03 | 0.0023 | -0.039 | 290 | 61.75 | 65.80 | -0.99 | 0.0028 | -0.044 | |||||
| 0 | 1.55 | 27 | 62.4% | 0.03 | 0.0021 | -0.037 | 295 | 66.80 | 70.80 | -0.99 | 0.0023 | -0.041 | ||||
| 0 | 1.55 | 65.5% | 0.02 | 0.0018 | -0.036 | 300 | 71.80 | 75.70 | -0.99 | 0.0019 | -0.038 | |||||
| 0 | 1.15 | 64.9% | 0.02 | 0.0016 | -0.035 | 305 | 76.75 | 80.80 | -0.99 | 0.0016 | -0.035 | |||||
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 — Sep 25, 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.