DOCU chaîne d'options DocuSign, Inc.
Cboe delayed options data · au 00:36 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 ±4.4% (73.20–80.00) · ATM IV 52.6% · P/C open interest 1.19
| 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 | |
| 34.70 | 38.40 | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 209.6% | 0.00 | 0.0000 | -0.000 | |||||
| 29.65 | 33.70 | 1 | 1.00 | 0.0000 | 0.000 | 45 | 0 | 2.13 | 1 | 389.8% | -0.00 | 0.0000 | -0.000 | |||
| 26.65 | 30.70 | 2 | 1.00 | 0.0001 | 0.000 | 48 | 0 | 2.13 | 11 | 351.4% | -0.00 | 0.0001 | -0.000 | |||
| 25.65 | 29.70 | 5 | 1.00 | 0.0001 | 0.000 | 49 | 0 | 2.13 | 339.1% | -0.00 | 0.0001 | -0.001 | ||||
| 24.65 | 28.50 | 14 | 9 | 1.00 | 0.0001 | 0.000 | 50 | 0 | 2.13 | 3 | 327.0% | -0.00 | 0.0001 | -0.001 | ||
| 23.65 | 27.60 | 15 | 1 | 1.00 | 0.0001 | 0.000 | 51 | 0 | 2.13 | 315.0% | -0.00 | 0.0001 | -0.001 | |||
| 22.65 | 26.70 | 1 | 1 | 1.00 | 0.0002 | 0.000 | 52 | 0 | 2.12 | 3 | 302.9% | -0.00 | 0.0002 | -0.001 | ||
| 21.65 | 25.45 | 3 | 1.00 | 0.0002 | 0.000 | 53 | 0 | 2.13 | 11 | 291.8% | -0.00 | 0.0002 | -0.001 | |||
| 20.65 | 24.70 | 1 | 1.00 | 0.0003 | 0.000 | 54 | 0 | 2.13 | 9 | 280.4% | -0.00 | 0.0003 | -0.001 | |||
| 19.65 | 23.70 | 2 | 8 | 1.00 | 0.0003 | 0.000 | 55 | 0 | 2.13 | 10 | 269.2% | -0.00 | 0.0003 | -0.002 | ||
| 18.65 | 22.70 | 5 | 4 | 1.00 | 0.0004 | 0.000 | 56 | 0 | 0.9500 | 9 | 208.3% | -0.00 | 0.0004 | -0.002 | ||
| 17.65 | 21.50 | 2 | 1.00 | 0.0006 | 0.000 | 57 | 0 | 0.9500 | 16 | 198.8% | -0.00 | 0.0006 | -0.002 | |||
| 16.65 | 20.50 | 2 | 1.00 | 0.0007 | -0.001 | 58 | 0 | 1.53 | 98 | 214.5% | -0.00 | 0.0007 | -0.003 | |||
| 15.70 | 19.45 | 5 | 1.00 | 0.0009 | -0.001 | 59 | 0 | 1.74 | 6 | 212.2% | -0.00 | 0.0009 | -0.004 | |||
| 14.70 | 18.50 | 11 | 1.00 | 0.0012 | -0.003 | 60 | 0 | 0.9500 | 102 | 171.2% | -0.00 | 0.0012 | -0.004 | |||
| 13.70 | 17.50 | 1 | 1.00 | 0.0016 | -0.004 | 61 | 0 | 0.9500 | 22 | 162.2% | -0.00 | 0.0016 | -0.006 | |||
| 12.75 | 16.70 | 1 | 4 | 1.00 | 0.0022 | -0.005 | 62 | 0 | 0.7400 | 1 | 11 | 143.9% | -0.00 | 0.0022 | -0.007 | |
| 11.75 | 15.55 | 5 | 0.99 | 0.0029 | -0.007 | 63 | 0 | 0.9500 | 12 | 144.3% | -0.01 | 0.0029 | -0.009 | |||
| 10.80 | 14.35 | 8 | 0.99 | 0.0039 | -0.010 | 64 | 0 | 0.0500 | 15 | 77.5% | -0.01 | 0.0039 | -0.012 | |||
| 9.80 | 13.65 | 4 | 23 | 0.99 | 0.0053 | -0.014 | 65 | 0 | 0.6500 | 34 | 114.7% | -0.01 | 0.0053 | -0.015 | ||
| 8.80 | 12.55 | 11 | 0.98 | 0.0072 | -0.019 | 66 | 0 | 0.0900 | 50 | 49 | 71.9% | -0.02 | 0.0072 | -0.020 | ||
| 7.80 | 11.35 | 20 | 0.98 | 0.0099 | -0.025 | 67 | 0 | 0.1100 | 4 | 9 | 67.9% | -0.02 | 0.0099 | -0.026 | ||
| 7.80 | 10.40 | 2 | 27 | 93.3% | 0.97 | 0.0136 | -0.034 | 68 | 0 | 0.2000 | 4 | 22 | 68.7% | -0.03 | 0.0137 | -0.035 |
| 5.85 | 9.55 | 24 | 0.96 | 0.0189 | -0.045 | 69 | 0 | 0.3400 | 5 | 27 | 69.4% | -0.04 | 0.0189 | -0.046 | ||
| 5.50 | 7.85 | 74 | 0.94 | 0.0260 | -0.061 | 70 | 0.0200 | 0.3200 | 59 | 141 | 62.0% | -0.06 | 0.0260 | -0.062 | ||
| 4.55 | 7.35 | 1 | 19 | 0.91 | 0.0354 | -0.081 | 71 | 0.1100 | 0.3900 | 106 | 60.5% | -0.09 | 0.0355 | -0.082 | ||
| 3.60 | 6.30 | 24 | 29.3% | 0.88 | 0.0473 | -0.106 | 72 | 0.1500 | 0.4600 | 39 | 387 | 55.8% | -0.12 | 0.0474 | -0.107 | |
| 2.94 | 6.15 | 1 | 32 | 69.9% | 0.82 | 0.0611 | -0.136 | 73 | 0.1800 | 0.6200 | 47 | 69 | 52.0% | -0.18 | 0.0613 | -0.136 |
| 2.65 | 4.65 | 4 | 64 | 68.6% | 0.76 | 0.0753 | -0.166 | 74 | 0.3300 | 0.6500 | 37 | 26 | 46.6% | -0.24 | 0.0756 | -0.167 |
| 2.34 | 2.98 | 52 | 73 | 51.9% | 0.68 | 0.0877 | -0.193 | 75 | 0.6400 | 1.15 | 12 | 34 | 50.9% | -0.33 | 0.0882 | -0.194 |
| 1.66 | 2.33 | 27 | 201 | 50.0% | 0.58 | 0.0960 | -0.210 | 76 | 0.5500 | 2.75 | 4 | 29 | 62.4% | -0.42 | 0.0965 | -0.211 |
| 1.20 | 1.93 | 111 | 42 | 52.6% | 0.48 | 0.0984 | -0.214 | 77 | 1.56 | 2.10 | 18 | 52.5% | -0.52 | 0.0990 | -0.215 | |
| 0.7600 | 1.88 | 174 | 70 | 58.2% | 0.39 | 0.0946 | -0.205 | 78 | 1.65 | 2.86 | 13 | 47.4% | -0.61 | 0.0952 | -0.206 | |
| 0.4800 | 1.35 | 39 | 48 | 56.1% | 0.30 | 0.0857 | -0.183 | 79 | 2.44 | 4.35 | 71.6% | -0.70 | 0.0862 | -0.184 | ||
| 0.3000 | 0.6000 | 144 | 120 | 47.9% | 0.23 | 0.0735 | -0.155 | 80 | 2.78 | 5.10 | 3 | 65.3% | -0.78 | 0.0739 | -0.156 | |
| 0.0500 | 0.4000 | 10 | 22 | 44.5% | 0.16 | 0.0600 | -0.124 | 81 | 3.25 | 5.95 | 54.8% | -0.84 | 0.0604 | -0.125 | ||
| 0.0100 | 0.7500 | 3 | 46 | 60.3% | 0.12 | 0.0469 | -0.095 | 82 | 3.50 | 6.85 | 49.2% | -0.89 | 0.0472 | -0.095 | ||
| 0.0700 | 0.3700 | 2 | 64 | 57.6% | 0.08 | 0.0352 | -0.069 | 83 | 4.65 | 7.75 | 57.5% | -0.93 | 0.0354 | -0.068 | ||
| 0.0100 | 0.2900 | 3 | 1 | 58.2% | 0.05 | 0.0254 | -0.048 | 84 | 5.45 | 8.70 | 51.7% | -0.95 | 0.0258 | -0.047 | ||
| 0 | 0.1200 | 125 | 12 | 53.4% | 0.03 | 0.0177 | -0.032 | 85 | 6.65 | 10.30 | 67.7% | -0.97 | 0.0183 | -0.030 | ||
| 0 | 0.0900 | 49 | 10 | 55.6% | 0.02 | 0.0120 | -0.020 | 86 | 7.35 | 11.30 | 51.2% | -0.98 | 0.0124 | -0.019 | ||
| 0 | 0.0100 | 56.3% | 0.00 | 0.0024 | -0.004 | 90 | 11.70 | 15.35 | 100.0% | -1.00 | 0.0009 | -0.009 | ||||
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.
callsputs