DIS chaîne d'options The Walt Disney Company
Cboe delayed options data · au 14:03 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 ±7.8% (102.27–119.62) · ATM IV 33.4% · 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 | |
| 49.20 | 52.60 | 3 | 1.00 | 0.0004 | 0.000 | 60 | 0 | 0.2800 | 54 | 99.4% | -0.00 | 0.0004 | -0.004 | |||
| 44.25 | 47.55 | 2 | 0.99 | 0.0006 | 0.000 | 65 | 0 | 0.2800 | 60 | 87.8% | -0.01 | 0.0006 | -0.005 | |||
| 39.20 | 43.00 | 4 | 0.99 | 0.0009 | -0.001 | 70 | 0 | 0.2800 | 355 | 76.9% | -0.01 | 0.0009 | -0.006 | |||
| 34.20 | 37.80 | 44 | 0.99 | 0.0013 | -0.003 | 75 | 0 | 0.2800 | 786 | 66.8% | -0.01 | 0.0013 | -0.008 | |||
| 29.30 | 32.70 | 150 | 0.99 | 0.0021 | -0.006 | 80 | 0.0100 | 0.3400 | 849 | 59.2% | -0.01 | 0.0021 | -0.010 | |||
| 24.35 | 27.35 | 53 | 0.98 | 0.0034 | -0.009 | 85 | 0.0500 | 0.3500 | 1,749 | 51.0% | -0.02 | 0.0035 | -0.013 | |||
| 20.95 | 21.80 | 8,011 | 36.5% | 0.96 | 0.0061 | -0.015 | 90 | 0.1200 | 0.4000 | 9,199 | 43.9% | -0.04 | 0.0061 | -0.018 | ||
| 15.05 | 17.25 | 8,372 | 0.93 | 0.0110 | -0.026 | 95 | 0.3300 | 0.7100 | 11.4K | 40.7% | -0.07 | 0.0111 | -0.028 | |||
| 11.35 | 13.75 | 26.5% | 0.87 | 0.0173 | -0.038 | 99 | 0.4700 | 1.13 | 4 | 37.0% | -0.13 | 0.0175 | -0.039 | |||
| 11.10 | 12.85 | 2,529 | 32.6% | 0.86 | 0.0192 | -0.041 | 100 | 0.7000 | 1.10 | 29 | 4,896 | 36.1% | -0.15 | 0.0193 | -0.043 | |
| 10.00 | 12.20 | 32.2% | 0.84 | 0.0211 | -0.045 | 101 | 0.8000 | 1.15 | 35 | 34.8% | -0.17 | 0.0213 | -0.046 | |||
| 9.30 | 10.85 | 29.5% | 0.81 | 0.0231 | -0.048 | 102 | 0.9300 | 1.55 | 13 | 35.6% | -0.19 | 0.0233 | -0.050 | |||
| 8.80 | 10.15 | 1 | 32.1% | 0.79 | 0.0251 | -0.052 | 103 | 1.20 | 1.89 | 36.4% | -0.21 | 0.0253 | -0.053 | |||
| 8.05 | 9.30 | 1 | 31.7% | 0.76 | 0.0270 | -0.055 | 104 | 1.45 | 2.15 | 2 | 36.3% | -0.24 | 0.0273 | -0.056 | ||
| 7.70 | 8.60 | 54 | 4,583 | 33.7% | 0.73 | 0.0290 | -0.058 | 105 | 1.79 | 1.99 | 21 | 7,100 | 34.4% | -0.27 | 0.0293 | -0.059 |
| 6.90 | 7.80 | 1 | 3 | 32.7% | 0.70 | 0.0308 | -0.061 | 106 | 2.00 | 2.69 | 10 | 35.6% | -0.30 | 0.0311 | -0.062 | |
| 6.05 | 7.10 | 1 | 31.7% | 0.67 | 0.0324 | -0.063 | 107 | 2.23 | 3.05 | 11 | 35.1% | -0.33 | 0.0328 | -0.065 | ||
| 5.60 | 6.40 | 5 | 32.1% | 0.64 | 0.0339 | -0.065 | 108 | 2.62 | 3.45 | 15 | 35.2% | -0.36 | 0.0343 | -0.067 | ||
| 4.85 | 5.85 | 31.7% | 0.61 | 0.0351 | -0.067 | 109 | 3.00 | 3.70 | 7 | 34.4% | -0.40 | 0.0356 | -0.068 | |||
| 4.55 | 5.35 | 8,501 | 32.8% | 0.57 | 0.0360 | -0.068 | 110 | 3.45 | 4.35 | 3,654 | 35.1% | -0.43 | 0.0366 | -0.069 | ||
| 3.85 | 4.75 | 3 | 31.7% | 0.53 | 0.0367 | -0.068 | 111 | 3.90 | 4.85 | 1 | 35.0% | -0.47 | 0.0373 | -0.069 | ||
| 3.35 | 4.30 | 178 | 31.7% | 0.50 | 0.0370 | -0.068 | 112 | 4.45 | 5.50 | 1 | 35.5% | -0.51 | 0.0376 | -0.069 | ||
| 2.92 | 3.90 | 55 | 31.9% | 0.46 | 0.0369 | -0.068 | 113 | 5.00 | 6.05 | 2 | 35.4% | -0.55 | 0.0376 | -0.069 | ||
| 2.54 | 3.50 | 1 | 32.0% | 0.42 | 0.0365 | -0.067 | 114 | 5.60 | 6.70 | 35.7% | -0.58 | 0.0373 | -0.068 | |||
| 2.44 | 2.97 | 31 | 10.1K | 32.4% | 0.39 | 0.0358 | -0.065 | 115 | 6.10 | 7.25 | 752 | 34.8% | -0.62 | 0.0366 | -0.066 | |
| 1.95 | 2.62 | 13 | 31.7% | 0.35 | 0.0348 | -0.063 | 116 | 6.90 | 8.00 | 35.7% | -0.65 | 0.0357 | -0.064 | |||
| 1.70 | 2.34 | 12 | 32.0% | 0.32 | 0.0335 | -0.061 | 117 | 7.40 | 8.75 | 35.2% | -0.69 | 0.0345 | -0.062 | |||
| 1.73 | 1.97 | 4 | 42 | 32.9% | 0.29 | 0.0320 | -0.058 | 118 | 8.15 | 9.45 | 35.2% | -0.72 | 0.0331 | -0.059 | ||
| 1.20 | 1.91 | 9 | 32.4% | 0.26 | 0.0304 | -0.055 | 119 | 8.90 | 10.25 | 35.4% | -0.75 | 0.0315 | -0.056 | |||
| 1.31 | 1.48 | 16 | 5,877 | 32.9% | 0.24 | 0.0287 | -0.052 | 120 | 9.70 | 11.10 | 150 | 35.9% | -0.78 | 0.0298 | -0.053 | |
| 1.06 | 1.45 | 1 | 33.5% | 0.21 | 0.0268 | -0.049 | 121 | 10.25 | 12.65 | 38.5% | -0.80 | 0.0281 | -0.050 | |||
| 0.6500 | 1.36 | 1 | 32.6% | 0.19 | 0.0249 | -0.045 | 122 | 11.10 | 13.50 | 39.1% | -0.83 | 0.0262 | -0.046 | |||
| 0.5100 | 1.19 | 1 | 32.5% | 0.17 | 0.0230 | -0.042 | 123 | 12.00 | 14.40 | 39.9% | -0.85 | 0.0244 | -0.043 | |||
| 0.4100 | 1.06 | 32.7% | 0.15 | 0.0212 | -0.039 | 124 | 12.90 | 15.30 | 40.7% | -0.87 | 0.0226 | -0.040 | ||||
| 0.5400 | 0.7500 | 2 | 3,713 | 33.0% | 0.13 | 0.0194 | -0.036 | 125 | 13.90 | 16.15 | 41.6% | -0.89 | 0.0208 | -0.037 | ||
| 0.1200 | 0.6000 | 4 | 1,352 | 35.2% | 0.07 | 0.0119 | -0.023 | 130 | 17.65 | 21.15 | 40.5% | -0.95 | 0.0139 | -0.025 | ||
| 0.0500 | 0.2800 | 922 | 35.8% | 0.04 | 0.0074 | -0.016 | 135 | 22.65 | 26.05 | 46.4% | -0.98 | 0.0082 | -0.017 | |||
| 0 | 0.2500 | 413 | 39.4% | 0.03 | 0.0049 | -0.012 | 140 | 27.50 | 31.05 | 50.9% | -1.00 | 0.0030 | -0.014 | |||
| 0 | 0.3100 | 733 | 45.8% | 0.02 | 0.0034 | -0.009 | 145 | 32.50 | 36.10 | 57.5% | -1.00 | 0.0008 | -0.013 | |||
| 0 | 0.2900 | 469 | 50.1% | 0.01 | 0.0024 | -0.008 | 150 | 37.60 | 41.05 | 63.9% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.2300 | 82 | 52.8% | 0.01 | 0.0018 | -0.006 | 155 | 42.10 | 46.10 | 59.7% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.1000 | 134 | 51.2% | 0.01 | 0.0014 | -0.005 | 160 | 47.20 | 51.15 | 68.8% | -1.00 | 0.0000 | -0.013 | |||
| 0 | 0.1000 | 89 | 54.9% | 0.01 | 0.0011 | -0.005 | 165 | 52.20 | 56.15 | 73.5% | -1.00 | 0.0000 | -0.013 | |||
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