DKS chaîne d'options DICK'S Sporting Goods, 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% (126.64–148.04) · ATM IV 38.9% · P/C open interest 0.35
| 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 | |
| 65.40 | 69.50 | 112.9% | 1.00 | 0.0001 | 0.000 | 70 | 0 | 2.15 | 171.7% | -0.00 | 0.0004 | -0.009 | ||||
| 60.40 | 64.50 | 96.1% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 2.15 | 156.4% | -0.01 | 0.0005 | -0.011 | ||||
| 55.40 | 59.50 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.15 | 142.0% | -0.01 | 0.0006 | -0.012 | |||||
| 50.40 | 54.50 | 1.00 | 0.0003 | 0.000 | 85 | 0 | 2.15 | 128.4% | -0.01 | 0.0008 | -0.014 | |||||
| 45.40 | 49.50 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 2.15 | 115.6% | -0.01 | 0.0011 | -0.015 | |||||
| 40.40 | 44.50 | 1.00 | 0.0006 | -0.001 | 95 | 0 | 2.15 | 103.3% | -0.01 | 0.0016 | -0.018 | |||||
| 35.40 | 39.50 | 1.00 | 0.0009 | -0.004 | 100 | 0 | 0.5000 | 10 | 67.3% | -0.02 | 0.0022 | -0.020 | ||||
| 31.20 | 33.70 | 0.99 | 0.0015 | -0.007 | 105 | 0 | 2.15 | 11 | 80.1% | -0.03 | 0.0031 | -0.023 | ||||
| 26.20 | 28.60 | 0.99 | 0.0026 | -0.011 | 110 | 0 | 0.4500 | 4 | 48.5% | -0.04 | 0.0046 | -0.028 | ||||
| 21.00 | 23.70 | 0.98 | 0.0050 | -0.021 | 115 | 0 | 0.7000 | 5 | 6 | 43.8% | -0.06 | 0.0074 | -0.035 | |||
| 16.10 | 18.80 | 1 | 0.95 | 0.0105 | -0.040 | 120 | 0.5000 | 0.9000 | 8 | 18 | 41.7% | -0.09 | 0.0122 | -0.050 | ||
| 11.40 | 14.10 | 1 | 31.8% | 0.87 | 0.0199 | -0.074 | 125 | 1.05 | 1.50 | 9 | 22 | 38.9% | -0.17 | 0.0192 | -0.072 | |
| 8.20 | 10.00 | 5 | 88 | 37.5% | 0.74 | 0.0290 | -0.107 | 130 | 1.70 | 2.85 | 1 | 23 | 36.3% | -0.29 | 0.0264 | -0.098 |
| 5.70 | 6.60 | 10 | 47 | 39.0% | 0.58 | 0.0324 | -0.122 | 135 | 4.20 | 4.90 | 25 | 13 | 38.7% | -0.44 | 0.0302 | -0.114 |
| 3.50 | 4.20 | 29 | 20 | 39.0% | 0.42 | 0.0304 | -0.117 | 140 | 6.80 | 7.80 | 17 | 38.7% | -0.59 | 0.0297 | -0.114 | |
| 2.00 | 3.10 | 11 | 205 | 41.4% | 0.29 | 0.0257 | -0.101 | 145 | 10.30 | 12.10 | 2 | 42.6% | -0.72 | 0.0257 | -0.100 | |
| 1.10 | 2.35 | 2 | 36 | 44.0% | 0.19 | 0.0198 | -0.079 | 150 | 14.10 | 16.60 | 3 | 1 | 44.9% | -0.82 | 0.0199 | -0.078 |
| 0.3000 | 1.00 | 1 | 39.0% | 0.12 | 0.0142 | -0.058 | 155 | 18.40 | 20.70 | 44.0% | -0.89 | 0.0141 | -0.056 | |||
| 0.0500 | 1.95 | 1 | 11 | 51.4% | 0.07 | 0.0098 | -0.043 | 160 | 23.10 | 25.40 | 5 | 46.5% | -0.93 | 0.0096 | -0.039 | |
| 0 | 2.25 | 60.1% | 0.05 | 0.0068 | -0.032 | 165 | 27.70 | 30.80 | 5 | 53.0% | -0.96 | 0.0065 | -0.028 | |||
| 0 | 2.25 | 66.6% | 0.03 | 0.0048 | -0.025 | 170 | 32.30 | 35.80 | 10 | 55.8% | -0.97 | 0.0045 | -0.020 | |||
| 0 | 2.20 | 72.4% | 0.02 | 0.0035 | -0.020 | 175 | 36.80 | 40.80 | 48.9% | -0.98 | 0.0032 | -0.014 | ||||
| 0 | 2.15 | 77.8% | 0.02 | 0.0026 | -0.016 | 180 | 41.90 | 45.70 | 10 | 56.6% | -0.99 | 0.0023 | -0.009 | |||
| 0 | 2.15 | 83.3% | 0.01 | 0.0019 | -0.013 | 185 | 46.70 | 50.70 | 48.3% | -0.99 | 0.0017 | -0.006 | ||||
| 0 | 0.1000 | 11 | 53.9% | 0.01 | 0.0015 | -0.011 | 190 | 51.60 | 55.70 | 53.3% | -0.99 | 0.0013 | -0.003 | |||
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.