HIMS chaîne d'options Hims & Hers Health, 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 ±34.0% (18.94–38.44) · ATM IV 78.7% · P/C open interest 0.81
| 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 | |
| 13.65 | 15.10 | 228 | 86.0% | 0.96 | 0.0071 | -0.000 | 15 | 0.2000 | 0.4800 | 2 | 1,319 | 87.2% | -0.04 | 0.0072 | -0.005 | |
| 12.50 | 14.25 | 8 | 78.1% | 0.95 | 0.0089 | -0.002 | 16 | 0.0500 | 0.4100 | 1 | 126 | 73.0% | -0.06 | 0.0090 | -0.006 | |
| 10.95 | 13.25 | 118 | 43.6% | 0.94 | 0.0109 | -0.003 | 17 | 0.1800 | 0.5200 | 639 | 73.8% | -0.07 | 0.0110 | -0.007 | ||
| 10.95 | 12.45 | 20 | 78.8% | 0.92 | 0.0132 | -0.005 | 18 | 0.3000 | 0.6500 | 141 | 73.2% | -0.09 | 0.0133 | -0.009 | ||
| 10.35 | 11.55 | 4 | 80.3% | 0.90 | 0.0155 | -0.006 | 19 | 0.6700 | 0.9800 | 2 | 358 | 79.5% | -0.11 | 0.0157 | -0.010 | |
| 9.55 | 10.45 | 670 | 74.4% | 0.88 | 0.0180 | -0.008 | 20 | 0.6100 | 1.15 | 5 | 2,221 | 74.2% | -0.13 | 0.0182 | -0.012 | |
| 8.55 | 10.05 | 32 | 75.5% | 0.85 | 0.0204 | -0.010 | 21 | 0.9200 | 1.39 | 1 | 130 | 75.0% | -0.16 | 0.0207 | -0.013 | |
| 8.15 | 9.20 | 49 | 77.2% | 0.82 | 0.0228 | -0.012 | 22 | 1.26 | 1.74 | 4 | 1,024 | 76.3% | -0.19 | 0.0231 | -0.014 | |
| 7.45 | 8.60 | 897 | 77.3% | 0.79 | 0.0250 | -0.013 | 23 | 1.50 | 2.01 | 1,248 | 74.6% | -0.22 | 0.0254 | -0.016 | ||
| 6.90 | 7.85 | 170 | 76.6% | 0.76 | 0.0271 | -0.015 | 24 | 2.04 | 2.48 | 14 | 138 | 77.4% | -0.25 | 0.0275 | -0.017 | |
| 6.35 | 7.25 | 840 | 76.6% | 0.73 | 0.0289 | -0.016 | 25 | 2.48 | 2.78 | 16 | 3,070 | 76.6% | -0.28 | 0.0294 | -0.018 | |
| 5.80 | 6.70 | 215 | 76.5% | 0.69 | 0.0304 | -0.017 | 26 | 2.88 | 3.10 | 69 | 104 | 74.9% | -0.32 | 0.0310 | -0.019 | |
| 5.35 | 5.75 | 3 | 88 | 73.1% | 0.66 | 0.0316 | -0.018 | 27 | 3.35 | 3.80 | 34 | 338 | 77.1% | -0.35 | 0.0322 | -0.019 |
| 4.90 | 5.65 | 16 | 303 | 76.5% | 0.63 | 0.0325 | -0.019 | 28 | 3.80 | 4.85 | 14 | 869 | 80.5% | -0.38 | 0.0332 | -0.020 |
| 4.50 | 5.25 | 96 | 77.1% | 0.59 | 0.0332 | -0.020 | 29 | 4.35 | 5.40 | 12 | 725 | 80.3% | -0.42 | 0.0340 | -0.020 | |
| 4.15 | 4.70 | 20 | 4,160 | 76.3% | 0.56 | 0.0335 | -0.020 | 30 | 5.10 | 5.55 | 18 | 1,341 | 78.0% | -0.45 | 0.0344 | -0.021 |
| 3.20 | 4.45 | 12 | 172 | 72.7% | 0.53 | 0.0337 | -0.021 | 31 | 5.60 | 6.15 | 107 | 76.8% | -0.48 | 0.0346 | -0.021 | |
| 2.98 | 4.05 | 5 | 170 | 73.3% | 0.50 | 0.0336 | -0.021 | 32 | 6.40 | 6.85 | 10 | 75 | 78.4% | -0.51 | 0.0346 | -0.021 |
| 3.10 | 3.90 | 17 | 633 | 78.1% | 0.47 | 0.0333 | -0.021 | 33 | 6.75 | 8.05 | 16 | 2,705 | 80.0% | -0.54 | 0.0344 | -0.021 |
| 2.91 | 3.45 | 4 | 296 | 77.7% | 0.45 | 0.0329 | -0.021 | 34 | 7.50 | 8.30 | 271 | 76.7% | -0.57 | 0.0341 | -0.020 | |
| 2.80 | 3.65 | 45 | 1,294 | 82.9% | 0.42 | 0.0323 | -0.021 | 35 | 8.30 | 9.05 | 1 | 2,430 | 77.4% | -0.60 | 0.0336 | -0.020 |
| 2.45 | 2.85 | 12 | 351 | 77.5% | 0.40 | 0.0317 | -0.021 | 36 | 9.05 | 10.05 | 166 | 79.5% | -0.62 | 0.0330 | -0.020 | |
| 2.26 | 2.93 | 121 | 80.4% | 0.37 | 0.0309 | -0.021 | 37 | 9.80 | 10.85 | 136 | 79.6% | -0.65 | 0.0323 | -0.019 | ||
| 2.01 | 2.59 | 11 | 551 | 79.0% | 0.35 | 0.0301 | -0.021 | 38 | 10.60 | 12.10 | 802 | 83.8% | -0.67 | 0.0316 | -0.018 | |
| 1.90 | 2.37 | 3 | 312 | 79.5% | 0.33 | 0.0293 | -0.020 | 39 | 11.40 | 12.55 | 37 | 80.6% | -0.69 | 0.0308 | -0.018 | |
| 1.83 | 2.20 | 123 | 4,962 | 80.6% | 0.31 | 0.0284 | -0.020 | 40 | 12.60 | 13.20 | 61 | 2,743 | 82.6% | -0.71 | 0.0300 | -0.017 |
| 1.56 | 2.16 | 39 | 309 | 80.8% | 0.29 | 0.0275 | -0.019 | 41 | 13.05 | 14.30 | 45 | 81.4% | -0.73 | 0.0291 | -0.017 | |
| 1.47 | 2.01 | 176 | 488 | 81.4% | 0.28 | 0.0266 | -0.019 | 42 | 13.90 | 15.15 | 172 | 81.5% | -0.75 | 0.0283 | -0.016 | |
| 1.30 | 2.04 | 122 | 82.8% | 0.26 | 0.0256 | -0.018 | 43 | 14.65 | 16.00 | 3 | 80.1% | -0.77 | 0.0274 | -0.015 | ||
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 — Dec 18, 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.