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 ±11.6% (122.51–154.81) · ATM IV 39.2% · P/C open interest —
| 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 | |
| 67.80 | 71.80 | 1.00 | 0.0004 | 0.000 | 70 | 0 | 2.15 | 119.1% | -0.01 | 0.0008 | -0.017 | |||||
| 62.90 | 66.80 | 1.00 | 0.0005 | 0.000 | 75 | 0 | 2.15 | 108.8% | -0.02 | 0.0010 | -0.018 | |||||
| 57.90 | 61.80 | 0.99 | 0.0008 | 0.000 | 80 | 0 | 2.15 | 99.1% | -0.02 | 0.0012 | -0.019 | |||||
| 52.80 | 56.80 | 0.99 | 0.0011 | 0.000 | 85 | 0 | 2.15 | 90.0% | -0.02 | 0.0015 | -0.020 | |||||
| 47.80 | 51.90 | 0.99 | 0.0016 | 0.000 | 90 | 0 | 2.15 | 81.3% | -0.03 | 0.0019 | -0.022 | |||||
| 43.30 | 46.80 | 62.9% | 0.98 | 0.0022 | 0.000 | 95 | 0 | 2.15 | 73.0% | -0.04 | 0.0025 | -0.023 | ||||
| 38.30 | 41.80 | 55.4% | 0.98 | 0.0032 | -0.001 | 100 | 0 | 2.20 | 65.5% | -0.04 | 0.0032 | -0.025 | ||||
| 33.30 | 36.90 | 50.1% | 0.96 | 0.0046 | -0.010 | 105 | 0 | 2.35 | 58.8% | -0.06 | 0.0043 | -0.028 | ||||
| 28.20 | 32.10 | 44.2% | 0.94 | 0.0066 | -0.020 | 110 | 0 | 2.55 | 52.4% | -0.07 | 0.0058 | -0.033 | ||||
| 23.60 | 27.20 | 41.5% | 0.91 | 0.0092 | -0.031 | 115 | 0 | 2.90 | 46.7% | -0.10 | 0.0080 | -0.039 | ||||
| 19.10 | 22.70 | 39.7% | 0.86 | 0.0118 | -0.041 | 120 | 0 | 3.50 | 41.8% | -0.15 | 0.0108 | -0.049 | ||||
| 15.10 | 18.40 | 1 | 38.4% | 0.79 | 0.0143 | -0.052 | 125 | 0.7500 | 4.50 | 40.1% | -0.21 | 0.0140 | -0.059 | |||
| 11.90 | 15.00 | 39.8% | 0.71 | 0.0168 | -0.062 | 130 | 2.10 | 5.90 | 39.4% | -0.29 | 0.0170 | -0.069 | ||||
| 8.40 | 11.70 | 37.8% | 0.62 | 0.0187 | -0.072 | 135 | 4.40 | 7.80 | 1 | 40.1% | -0.39 | 0.0190 | -0.075 | |||
| 6.20 | 9.20 | 38.8% | 0.52 | 0.0195 | -0.076 | 140 | 6.70 | 10.20 | 39.6% | -0.49 | 0.0199 | -0.078 | ||||
| 3.80 | 7.50 | 38.8% | 0.43 | 0.0191 | -0.077 | 145 | 9.40 | 13.10 | 1 | 38.8% | -0.58 | 0.0196 | -0.075 | |||
| 2.15 | 6.10 | 39.2% | 0.34 | 0.0177 | -0.073 | 150 | 13.70 | 16.50 | 41.2% | -0.67 | 0.0183 | -0.069 | ||||
| 0.9000 | 4.70 | 38.6% | 0.27 | 0.0157 | -0.067 | 155 | 16.90 | 20.30 | 39.6% | -0.74 | 0.0163 | -0.061 | ||||
| 0.1500 | 4.00 | 39.8% | 0.21 | 0.0134 | -0.060 | 160 | 21.10 | 24.40 | 39.7% | -0.80 | 0.0140 | -0.051 | ||||
| 0 | 3.40 | 42.3% | 0.17 | 0.0113 | -0.054 | 165 | 25.60 | 28.80 | 40.2% | -0.85 | 0.0118 | -0.041 | ||||
| 0 | 2.95 | 45.1% | 0.13 | 0.0094 | -0.048 | 170 | 30.10 | 33.40 | 39.8% | -0.88 | 0.0098 | -0.032 | ||||
| 0 | 2.70 | 48.4% | 0.11 | 0.0079 | -0.044 | 175 | 34.70 | 38.20 | 38.9% | -0.91 | 0.0082 | -0.024 | ||||
| 0 | 2.50 | 51.5% | 0.09 | 0.0066 | -0.040 | 180 | 39.60 | 43.00 | 38.2% | -0.93 | 0.0068 | -0.017 | ||||
| 0 | 2.40 | 54.8% | 0.08 | 0.0057 | -0.037 | 185 | 44.40 | 48.20 | 41.6% | -0.94 | 0.0057 | -0.010 | ||||
| 0 | 2.30 | 57.9% | 0.07 | 0.0049 | -0.035 | 190 | 49.30 | 52.90 | -0.95 | 0.0049 | -0.004 | |||||
| 0 | 2.25 | 61.1% | 0.06 | 0.0043 | -0.033 | 195 | 54.30 | 58.00 | -0.96 | 0.0042 | 0.000 | |||||
| 0 | 2.20 | 64.2% | 0.05 | 0.0038 | -0.031 | 200 | 59.30 | 62.90 | -0.96 | 0.0036 | 0.000 | |||||
| 0 | 2.20 | 67.4% | 0.05 | 0.0033 | -0.029 | 205 | 64.30 | 67.80 | -0.97 | 0.0031 | 0.000 | |||||
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 — Oct 23, 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.