DIS chaîne d'options The Walt Disney Company
Cboe delayed options data · au 17:03 UTC
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 ±8.0% (102.63–120.43) · ATM IV 34.1% · P/C open interest 0.73
| 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 | |
| 49.85 | 53.55 | 3 | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.2800 | 54 | 100.3% | -0.00 | 0.0004 | -0.005 | |||
| 44.90 | 48.15 | 2 | 0.99 | 0.0006 | 0.000 | 65 | 0 | 0.2800 | 60 | 88.6% | -0.01 | 0.0006 | -0.006 | |||
| 39.90 | 43.30 | 4 | 0.99 | 0.0009 | -0.001 | 70 | 0 | 0.2800 | 355 | 77.8% | -0.01 | 0.0009 | -0.006 | |||
| 34.95 | 38.40 | 44 | 0.99 | 0.0013 | -0.003 | 75 | 0 | 0.2800 | 786 | 67.6% | -0.01 | 0.0013 | -0.007 | |||
| 29.80 | 33.20 | 150 | 0.99 | 0.0019 | -0.005 | 80 | 0.0100 | 0.0900 | 849 | 50.1% | -0.01 | 0.0019 | -0.009 | |||
| 25.30 | 27.95 | 53 | 0.98 | 0.0031 | -0.008 | 85 | 0.0500 | 0.1700 | 1,749 | 46.9% | -0.02 | 0.0031 | -0.011 | |||
| 21.50 | 22.25 | 8,011 | 27.7% | 0.97 | 0.0054 | -0.013 | 90 | 0.1400 | 0.2200 | 1 | 9,199 | 41.8% | -0.03 | 0.0054 | -0.016 | |
| 16.85 | 17.35 | 3 | 8,372 | 34.2% | 0.93 | 0.0101 | -0.023 | 95 | 0.3200 | 0.4100 | 1 | 11.4K | 38.3% | -0.07 | 0.0102 | -0.025 |
| 12.15 | 14.25 | 29.1% | 0.88 | 0.0163 | -0.036 | 99 | 0.6100 | 0.8800 | 4 | 37.3% | -0.12 | 0.0164 | -0.037 | |||
| 12.35 | 13.10 | 1 | 2,529 | 36.2% | 0.87 | 0.0181 | -0.039 | 100 | 0.8200 | 0.9300 | 186 | 4,896 | 37.0% | -0.14 | 0.0182 | -0.041 |
| 11.35 | 12.40 | 36.0% | 0.85 | 0.0200 | -0.043 | 101 | 0.9500 | 1.08 | 4 | 35 | 36.5% | -0.16 | 0.0201 | -0.045 | ||
| 9.60 | 11.50 | 29.2% | 0.82 | 0.0219 | -0.047 | 102 | 1.08 | 1.32 | 6 | 13 | 36.4% | -0.18 | 0.0221 | -0.049 | ||
| 9.40 | 10.70 | 1 | 33.3% | 0.80 | 0.0238 | -0.051 | 103 | 1.28 | 1.45 | 5 | 35.8% | -0.20 | 0.0240 | -0.053 | ||
| 8.95 | 9.80 | 1 | 1 | 34.3% | 0.77 | 0.0256 | -0.055 | 104 | 1.49 | 1.80 | 6 | 2 | 36.2% | -0.23 | 0.0259 | -0.056 |
| 8.25 | 8.95 | 95 | 4,583 | 33.9% | 0.75 | 0.0274 | -0.058 | 105 | 1.79 | 1.93 | 229 | 7,100 | 35.6% | -0.25 | 0.0277 | -0.060 |
| 7.80 | 8.50 | 1 | 3 | 36.2% | 0.72 | 0.0292 | -0.061 | 106 | 2.07 | 2.22 | 9 | 10 | 35.5% | -0.28 | 0.0294 | -0.063 |
| 6.80 | 7.65 | 4 | 1 | 33.9% | 0.69 | 0.0307 | -0.064 | 107 | 2.32 | 2.65 | 16 | 11 | 35.5% | -0.31 | 0.0311 | -0.066 |
| 6.30 | 7.00 | 2 | 5 | 34.5% | 0.66 | 0.0322 | -0.067 | 108 | 2.66 | 2.97 | 146 | 15 | 35.2% | -0.35 | 0.0325 | -0.068 |
| 5.80 | 6.20 | 34.1% | 0.62 | 0.0334 | -0.069 | 109 | 3.05 | 3.40 | 118 | 7 | 35.2% | -0.38 | 0.0338 | -0.070 | ||
| 5.30 | 5.60 | 30 | 8,501 | 34.2% | 0.59 | 0.0345 | -0.070 | 110 | 3.40 | 3.75 | 178 | 3,654 | 34.6% | -0.41 | 0.0349 | -0.071 |
| 4.65 | 5.05 | 1 | 3 | 33.6% | 0.55 | 0.0352 | -0.071 | 111 | 3.90 | 4.30 | 1 | 1 | 35.0% | -0.45 | 0.0357 | -0.072 |
| 4.10 | 4.50 | 14 | 178 | 33.2% | 0.52 | 0.0357 | -0.071 | 112 | 4.30 | 4.90 | 1 | 1 | 34.9% | -0.49 | 0.0363 | -0.072 |
| 3.65 | 4.05 | 3 | 55 | 33.3% | 0.48 | 0.0359 | -0.070 | 113 | 4.85 | 5.50 | 1 | 2 | 35.2% | -0.52 | 0.0365 | -0.071 |
| 3.30 | 3.60 | 1 | 1 | 33.5% | 0.45 | 0.0358 | -0.070 | 114 | 5.35 | 6.00 | 34.6% | -0.56 | 0.0365 | -0.071 | ||
| 2.90 | 3.20 | 129 | 10.1K | 33.4% | 0.41 | 0.0354 | -0.068 | 115 | 5.95 | 6.60 | 18 | 752 | 34.5% | -0.59 | 0.0361 | -0.069 |
| 2.47 | 2.89 | 4 | 13 | 33.3% | 0.38 | 0.0347 | -0.066 | 116 | 6.65 | 7.25 | 34.8% | -0.63 | 0.0355 | -0.067 | ||
| 2.15 | 2.51 | 8 | 12 | 33.0% | 0.34 | 0.0337 | -0.064 | 117 | 7.20 | 7.85 | 33.9% | -0.66 | 0.0346 | -0.065 | ||
| 1.89 | 2.16 | 22 | 42 | 32.9% | 0.31 | 0.0325 | -0.061 | 118 | 7.90 | 9.40 | 37.5% | -0.70 | 0.0334 | -0.062 | ||
| 1.61 | 1.86 | 9 | 32.6% | 0.28 | 0.0311 | -0.058 | 119 | 8.60 | 9.85 | 36.2% | -0.73 | 0.0321 | -0.059 | |||
| 1.45 | 1.60 | 467 | 5,877 | 32.9% | 0.25 | 0.0295 | -0.055 | 120 | 9.25 | 10.85 | 150 | 36.9% | -0.76 | 0.0306 | -0.056 | |
| 1.25 | 1.41 | 7 | 33.0% | 0.23 | 0.0278 | -0.051 | 121 | 10.05 | 12.25 | 40.0% | -0.79 | 0.0290 | -0.052 | |||
| 0.9400 | 1.19 | 10 | 1 | 32.1% | 0.20 | 0.0260 | -0.048 | 122 | 10.70 | 13.05 | 39.4% | -0.81 | 0.0272 | -0.049 | ||
| 0.5100 | 1.19 | 2 | 1 | 31.4% | 0.18 | 0.0242 | -0.044 | 123 | 11.60 | 13.90 | 40.2% | -0.84 | 0.0254 | -0.045 | ||
| 0.7300 | 1.06 | 33.7% | 0.15 | 0.0222 | -0.040 | 124 | 12.50 | 14.35 | 38.5% | -0.86 | 0.0236 | -0.041 | ||||
| 0.6200 | 0.7200 | 132 | 3,713 | 32.4% | 0.13 | 0.0203 | -0.036 | 125 | 13.45 | 15.15 | 38.9% | -0.88 | 0.0217 | -0.037 | ||
| 0.2400 | 0.3400 | 22 | 1,352 | 32.8% | 0.07 | 0.0122 | -0.022 | 130 | 17.50 | 20.65 | 44.1% | -0.95 | 0.0142 | -0.024 | ||
| 0.0600 | 0.2200 | 1 | 922 | 34.1% | 0.04 | 0.0074 | -0.015 | 135 | 22.25 | 25.35 | 46.5% | -0.98 | 0.0081 | -0.016 | ||
| 0 | 0.1800 | 413 | 36.8% | 0.03 | 0.0048 | -0.012 | 140 | 27.00 | 30.35 | 49.9% | -1.00 | 0.0029 | -0.013 | |||
| 0 | 0.3100 | 733 | 45.1% | 0.02 | 0.0034 | -0.009 | 145 | 31.70 | 35.35 | 50.4% | -1.00 | 0.0008 | -0.012 | |||
| 0 | 0.1800 | 469 | 46.1% | 0.01 | 0.0024 | -0.008 | 150 | 36.80 | 40.35 | 58.0% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.2000 | 82 | 51.1% | 0.01 | 0.0018 | -0.006 | 155 | 41.70 | 45.60 | 66.0% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.1000 | 134 | 50.6% | 0.01 | 0.0014 | -0.006 | 160 | 46.80 | 50.60 | 72.8% | -1.00 | 0.0000 | -0.012 | |||
| 0 | 0.1000 | 89 | 54.4% | 0.01 | 0.0011 | -0.005 | 165 | 51.70 | 55.60 | 75.9% | -1.00 | 0.0000 | -0.012 | |||
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 — Nov 20, 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.
callsputs