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 ±19.2% (156.83–231.13) · ATM IV 48.9% · P/C open interest 0.80
| 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 | |
| 93.20 | 96.95 | 34 | 73.3% | 0.99 | 0.0005 | 0.000 | 100 | 0 | 0.9000 | 225 | 70.0% | -0.01 | 0.0005 | -0.010 | ||
| 88.25 | 91.70 | 80 | 65.1% | 0.98 | 0.0006 | 0.000 | 105 | 0 | 0.6000 | 143 | 61.4% | -0.02 | 0.0006 | -0.013 | ||
| 84.15 | 86.90 | 124 | 69.6% | 0.98 | 0.0008 | -0.001 | 110 | 0 | 1.19 | 69 | 64.0% | -0.02 | 0.0008 | -0.016 | ||
| 78.60 | 82.45 | 30 | 64.1% | 0.97 | 0.0011 | -0.006 | 115 | 0.1200 | 0.8000 | 62 | 57.1% | -0.03 | 0.0011 | -0.020 | ||
| 74.65 | 77.70 | 143 | 66.7% | 0.96 | 0.0014 | -0.011 | 120 | 0.1000 | 1.68 | 281 | 59.9% | -0.03 | 0.0014 | -0.024 | ||
| 69.20 | 73.00 | 14 | 60.7% | 0.95 | 0.0017 | -0.017 | 125 | 0.5700 | 1.62 | 788 | 58.1% | -0.04 | 0.0017 | -0.029 | ||
| 65.15 | 68.40 | 26 | 61.7% | 0.94 | 0.0021 | -0.023 | 130 | 0.6900 | 2.09 | 20 | 638 | 56.8% | -0.06 | 0.0021 | -0.035 | |
| 60.35 | 63.85 | 22 | 59.1% | 0.93 | 0.0025 | -0.030 | 135 | 0.9500 | 2.54 | 20 | 407 | 55.5% | -0.07 | 0.0025 | -0.040 | |
| 56.50 | 59.00 | 59 | 58.4% | 0.91 | 0.0030 | -0.037 | 140 | 1.30 | 3.20 | 2,028 | 54.7% | -0.09 | 0.0030 | -0.047 | ||
| 51.25 | 55.10 | 65 | 55.9% | 0.89 | 0.0035 | -0.044 | 145 | 1.92 | 3.35 | 16 | 1,840 | 52.6% | -0.11 | 0.0036 | -0.053 | |
| 47.05 | 50.90 | 188 | 55.0% | 0.87 | 0.0041 | -0.052 | 150 | 2.84 | 4.30 | 1 | 1,893 | 53.1% | -0.13 | 0.0041 | -0.060 | |
| 43.85 | 46.10 | 41 | 54.4% | 0.85 | 0.0047 | -0.059 | 155 | 3.10 | 5.75 | 10 | 103 | 52.4% | -0.15 | 0.0047 | -0.067 | |
| 38.95 | 42.95 | 34 | 53.2% | 0.82 | 0.0053 | -0.067 | 160 | 4.30 | 7.05 | 1 | 514 | 52.6% | -0.18 | 0.0054 | -0.074 | |
| 35.40 | 39.20 | 62 | 52.8% | 0.79 | 0.0059 | -0.074 | 165 | 6.60 | 8.25 | 210 | 53.9% | -0.21 | 0.0060 | -0.080 | ||
| 32.30 | 35.50 | 1,989 | 52.7% | 0.75 | 0.0065 | -0.081 | 170 | 6.65 | 9.65 | 5 | 363 | 50.9% | -0.25 | 0.0066 | -0.086 | |
| 29.05 | 32.30 | 594 | 52.5% | 0.72 | 0.0070 | -0.087 | 175 | 8.50 | 11.25 | 2 | 2,075 | 50.8% | -0.29 | 0.0072 | -0.092 | |
| 25.85 | 28.20 | 159 | 50.5% | 0.68 | 0.0075 | -0.092 | 180 | 10.30 | 12.85 | 4 | 1,469 | 50.0% | -0.33 | 0.0076 | -0.096 | |
| 22.45 | 26.25 | 25 | 214 | 50.8% | 0.64 | 0.0079 | -0.096 | 185 | 12.25 | 14.90 | 1 | 438 | 49.5% | -0.37 | 0.0081 | -0.100 |
| 20.60 | 22.95 | 55 | 902 | 50.7% | 0.59 | 0.0082 | -0.100 | 190 | 14.65 | 16.60 | 12 | 653 | 48.5% | -0.41 | 0.0084 | -0.103 |
| 17.85 | 20.20 | 28 | 652 | 49.6% | 0.55 | 0.0084 | -0.102 | 195 | 16.35 | 19.90 | 5 | 866 | 48.2% | -0.45 | 0.0086 | -0.104 |
| 14.90 | 18.80 | 15 | 4,167 | 49.6% | 0.51 | 0.0086 | -0.102 | 200 | 19.50 | 23.00 | 3 | 1,717 | 49.0% | -0.50 | 0.0088 | -0.104 |
| 10.95 | 14.85 | 3 | 1,005 | 49.0% | 0.43 | 0.0085 | -0.101 | 210 | 25.15 | 28.80 | 3 | 373 | 47.6% | -0.58 | 0.0088 | -0.101 |
| 8.30 | 11.25 | 9 | 1,719 | 48.7% | 0.35 | 0.0081 | -0.095 | 220 | 32.20 | 35.65 | 275 | 47.4% | -0.66 | 0.0084 | -0.095 | |
| 5.80 | 9.15 | 14 | 1,981 | 48.9% | 0.29 | 0.0074 | -0.086 | 230 | 39.95 | 43.10 | 733 | 47.1% | -0.73 | 0.0078 | -0.085 | |
| 3.65 | 7.20 | 4 | 885 | 48.3% | 0.23 | 0.0066 | -0.076 | 240 | 48.70 | 51.20 | 253 | 47.8% | -0.79 | 0.0071 | -0.073 | |
| 2.70 | 5.35 | 7 | 2,131 | 48.3% | 0.17 | 0.0057 | -0.064 | 250 | 56.90 | 60.15 | 1 | 615 | 47.2% | -0.85 | 0.0063 | -0.062 |
| 1.95 | 4.50 | 893 | 49.6% | 0.13 | 0.0048 | -0.053 | 260 | 65.65 | 69.75 | 488 | 47.7% | -0.90 | 0.0055 | -0.050 | ||
| 1.08 | 3.20 | 1,649 | 48.3% | 0.10 | 0.0039 | -0.043 | 270 | 75.40 | 78.20 | 191 | 45.0% | -0.93 | 0.0047 | -0.039 | ||
| 0.2400 | 2.69 | 413 | 47.7% | 0.07 | 0.0032 | -0.035 | 280 | 84.70 | 88.60 | 16 | 46.9% | -0.97 | 0.0041 | -0.029 | ||
| 0.2100 | 1.49 | 242 | 45.9% | 0.06 | 0.0025 | -0.027 | 290 | 94.50 | 98.35 | 7 | -0.99 | 0.0029 | -0.018 | |||
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 — Jan 15, 2027
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.