DIS chaîne d'options The Walt Disney Company
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 ±9.7% (98.92–120.27) · ATM IV 29.3% · P/C open interest 0.82
| 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 | |
| 53.80 | 57.05 | 32 | 100.1% | 1.00 | 0.0002 | 0.000 | 55 | 0 | 0.6100 | 833 | 89.5% | -0.00 | 0.0002 | -0.001 | ||
| 48.65 | 52.10 | 22 | 85.8% | 1.00 | 0.0003 | 0.000 | 60 | 0 | 0.1800 | 561 | 66.0% | -0.00 | 0.0004 | -0.002 | ||
| 43.90 | 46.40 | 54 | 63.0% | 1.00 | 0.0004 | 0.000 | 65 | 0 | 0.1900 | 2 | 275 | 58.5% | -0.00 | 0.0006 | -0.002 | |
| 38.90 | 41.55 | 107 | 57.4% | 1.00 | 0.0007 | 0.000 | 70 | 0.0200 | 0.2600 | 2 | 1,531 | 53.9% | -0.01 | 0.0009 | -0.003 | |
| 34.00 | 36.50 | 171 | 49.2% | 0.99 | 0.0012 | 0.000 | 75 | 0.0200 | 0.1400 | 14 | 1,239 | 42.8% | -0.01 | 0.0016 | -0.004 | |
| 29.45 | 31.85 | 525 | 53.0% | 0.99 | 0.0022 | -0.001 | 80 | 0.0500 | 0.2500 | 5 | 3,402 | 39.9% | -0.02 | 0.0027 | -0.006 | |
| 24.25 | 26.55 | 475 | 38.0% | 0.97 | 0.0041 | -0.005 | 85 | 0.2000 | 0.2600 | 5 | 3,490 | 35.9% | -0.04 | 0.0049 | -0.010 | |
| 20.05 | 21.20 | 2 | 662 | 35.1% | 0.95 | 0.0076 | -0.011 | 90 | 0.4100 | 0.4900 | 12 | 2,722 | 33.6% | -0.07 | 0.0088 | -0.016 |
| 15.75 | 16.65 | 1,088 | 34.7% | 0.90 | 0.0133 | -0.020 | 95 | 0.7000 | 0.9400 | 31 | 4,440 | 30.9% | -0.12 | 0.0146 | -0.024 | |
| 11.60 | 12.35 | 2,856 | 32.6% | 0.81 | 0.0206 | -0.030 | 100 | 1.70 | 1.90 | 1,312 | 3,260 | 30.5% | -0.22 | 0.0217 | -0.033 | |
| 8.00 | 8.60 | 1 | 2,166 | 31.1% | 0.69 | 0.0277 | -0.039 | 105 | 3.10 | 3.40 | 204 | 4,777 | 29.9% | -0.34 | 0.0281 | -0.040 |
| 5.15 | 5.40 | 23 | 3,245 | 29.6% | 0.53 | 0.0316 | -0.043 | 110 | 5.25 | 5.55 | 102 | 2,249 | 29.0% | -0.49 | 0.0311 | -0.042 |
| 3.00 | 3.30 | 57 | 6,558 | 29.1% | 0.38 | 0.0305 | -0.041 | 115 | 8.20 | 8.50 | 30 | 1,671 | 28.3% | -0.64 | 0.0294 | -0.038 |
| 1.54 | 1.85 | 253 | 5,318 | 28.4% | 0.25 | 0.0254 | -0.034 | 120 | 11.50 | 12.50 | 784 | 27.7% | -0.77 | 0.0241 | -0.030 | |
| 0.7000 | 1.03 | 240 | 1,775 | 28.2% | 0.15 | 0.0187 | -0.025 | 125 | 15.65 | 17.25 | 296 | 29.8% | -0.86 | 0.0175 | -0.021 | |
| 0.4100 | 0.5900 | 30 | 4,691 | 29.4% | 0.09 | 0.0126 | -0.017 | 130 | 19.85 | 22.15 | 1 | 30.4% | -0.92 | 0.0118 | -0.013 | |
| 0.2300 | 0.3200 | 11 | 791 | 30.2% | 0.05 | 0.0082 | -0.012 | 135 | 24.40 | 27.10 | 4 | 31.5% | -0.95 | 0.0077 | -0.008 | |
| 0.0100 | 0.2500 | 7 | 1,641 | 30.2% | 0.03 | 0.0055 | -0.009 | 140 | 28.50 | 32.00 | -0.97 | 0.0054 | -0.004 | |||
| 0.0100 | 0.2100 | 1,345 | 33.0% | 0.02 | 0.0038 | -0.006 | 145 | 33.35 | 37.30 | -0.99 | 0.0078 | -0.008 | ||||
| 0.0500 | 0.1500 | 173 | 961 | 35.8% | 0.02 | 0.0026 | -0.005 | 150 | 38.50 | 41.65 | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1200 | 417 | 36.4% | 0.01 | 0.0019 | -0.004 | 155 | 43.40 | 47.20 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.1000 | 514 | 38.4% | 0.01 | 0.0014 | -0.003 | 160 | 48.35 | 52.20 | -1.00 | 0.0000 | -0.015 | ||||
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.