DOCU chaîne d'options DocuSign, 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 ±20.4% (60.95–92.25) · ATM IV 52.2% · P/C open interest 0.80
| 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 | |
| 35.75 | 38.65 | 112 | 70.5% | 0.98 | 0.0015 | 0.000 | 40 | 0 | 0.6100 | 2,529 | 75.7% | -0.01 | 0.0015 | -0.005 | ||
| 32.75 | 36.75 | 80 | 65.9% | 0.98 | 0.0020 | -0.000 | 42.5 | 0.1000 | 0.4800 | 189 | 69.0% | -0.02 | 0.0020 | -0.006 | ||
| 30.35 | 34.15 | 52 | 58.9% | 0.97 | 0.0026 | -0.002 | 45 | 0 | 0.9800 | 593 | 70.2% | -0.03 | 0.0026 | -0.008 | ||
| 28.05 | 31.75 | 86 | 58.7% | 0.96 | 0.0034 | -0.005 | 47.5 | 0 | 1.31 | 456 | 68.6% | -0.04 | 0.0035 | -0.010 | ||
| 25.60 | 29.60 | 239 | 58.5% | 0.95 | 0.0045 | -0.007 | 50 | 0 | 0.9000 | 740 | 57.5% | -0.05 | 0.0045 | -0.012 | ||
| 23.35 | 27.10 | 80 | 55.4% | 0.93 | 0.0058 | -0.011 | 52.5 | 0.1400 | 1.20 | 41 | 57.2% | -0.06 | 0.0058 | -0.015 | ||
| 21.35 | 24.90 | 207 | 56.9% | 0.91 | 0.0073 | -0.014 | 55 | 0.8000 | 1.42 | 587 | 59.4% | -0.08 | 0.0073 | -0.018 | ||
| 19.15 | 22.90 | 146 | 56.6% | 0.89 | 0.0090 | -0.018 | 57.5 | 0.7400 | 1.64 | 1 | 426 | 54.6% | -0.11 | 0.0090 | -0.022 | |
| 17.45 | 20.40 | 215 | 56.1% | 0.86 | 0.0108 | -0.022 | 60 | 1.20 | 1.89 | 7 | 275 | 53.3% | -0.14 | 0.0109 | -0.025 | |
| 15.10 | 17.90 | 583 | 49.6% | 0.83 | 0.0126 | -0.026 | 62.5 | 1.65 | 2.51 | 1 | 52 | 53.1% | -0.17 | 0.0127 | -0.029 | |
| 13.75 | 15.85 | 1,969 | 51.1% | 0.79 | 0.0144 | -0.030 | 65 | 2.19 | 3.90 | 5 | 259 | 55.8% | -0.21 | 0.0146 | -0.033 | |
| 12.20 | 14.45 | 522 | 53.0% | 0.74 | 0.0162 | -0.034 | 67.5 | 2.55 | 3.95 | 2 | 634 | 50.6% | -0.26 | 0.0164 | -0.036 | |
| 10.20 | 13.15 | 1 | 517 | 51.1% | 0.70 | 0.0177 | -0.037 | 70 | 3.15 | 5.00 | 1 | 324 | 50.0% | -0.30 | 0.0180 | -0.038 |
| 9.45 | 10.80 | 2 | 315 | 51.3% | 0.65 | 0.0190 | -0.039 | 72.5 | 3.95 | 6.60 | 435 | 51.2% | -0.35 | 0.0193 | -0.040 | |
| 8.35 | 9.30 | 1 | 203 | 51.4% | 0.60 | 0.0200 | -0.041 | 75 | 4.90 | 7.10 | 3 | 108 | 48.1% | -0.40 | 0.0204 | -0.042 |
| 7.05 | 8.90 | 1 | 274 | 53.5% | 0.55 | 0.0206 | -0.042 | 77.5 | 6.20 | 9.15 | 5 | 18 | 50.9% | -0.46 | 0.0211 | -0.043 |
| 5.00 | 6.80 | 983 | 46.6% | 0.50 | 0.0209 | -0.042 | 80 | 8.15 | 9.95 | 57 | 50.1% | -0.51 | 0.0214 | -0.042 | ||
| 3.90 | 7.00 | 182 | 49.7% | 0.45 | 0.0208 | -0.041 | 82.5 | 9.00 | 12.05 | 11 | 49.0% | -0.56 | 0.0214 | -0.042 | ||
| 4.15 | 6.10 | 400 | 53.2% | 0.40 | 0.0204 | -0.040 | 85 | 10.75 | 13.60 | 7 | 49.3% | -0.61 | 0.0211 | -0.040 | ||
| 2.60 | 5.35 | 172 | 51.6% | 0.35 | 0.0197 | -0.039 | 87.5 | 12.90 | 15.40 | 72 | 52.2% | -0.66 | 0.0205 | -0.039 | ||
| 2.82 | 4.50 | 657 | 52.4% | 0.31 | 0.0188 | -0.037 | 90 | 14.35 | 17.30 | 71 | 49.4% | -0.70 | 0.0196 | -0.036 | ||
| 1.85 | 3.85 | 534 | 50.4% | 0.27 | 0.0177 | -0.035 | 92.5 | 15.90 | 19.75 | 16 | 49.1% | -0.74 | 0.0186 | -0.034 | ||
| 1.33 | 2.96 | 605 | 48.2% | 0.24 | 0.0165 | -0.032 | 95 | 19.05 | 21.80 | 4 | 53.9% | -0.78 | 0.0175 | -0.031 | ||
| 1.38 | 2.42 | 157 | 49.4% | 0.21 | 0.0152 | -0.030 | 97.5 | 20.15 | 23.50 | 3 | 49.4% | -0.81 | 0.0163 | -0.029 | ||
| 1.21 | 2.02 | 311 | 49.8% | 0.18 | 0.0139 | -0.027 | 100 | 23.50 | 26.20 | 55.7% | -0.84 | 0.0151 | -0.026 | |||
| 0.5800 | 1.58 | 4 | 350 | 49.5% | 0.13 | 0.0114 | -0.022 | 105 | 26.85 | 30.85 | 50.3% | -0.89 | 0.0128 | -0.021 | ||
| 0.3100 | 1.37 | 304 | 51.2% | 0.10 | 0.0091 | -0.018 | 110 | 31.60 | 35.60 | 51.3% | -0.93 | 0.0108 | -0.016 | |||
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 — Jan 15, 2027
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.