HIMS chaîne d'options Hims & Hers Health, Inc.
Cboe delayed options data · au 15:39 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 ±21.1% (22.40–34.40) · ATM IV 89.2% · P/C open interest 0.68
| 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 | |
| 12.55 | 14.30 | 102 | 0.99 | 0.0036 | -0.002 | 15 | 0.0100 | 0.1100 | 2,696 | 109.6% | -0.01 | 0.0036 | -0.004 | |||
| 11.35 | 13.55 | 3 | 0.98 | 0.0053 | -0.004 | 16 | 0.0100 | 0.1300 | 722 | 102.3% | -0.02 | 0.0053 | -0.006 | |||
| 10.60 | 12.30 | 404 | 0.97 | 0.0075 | -0.006 | 17 | 0.0400 | 0.1300 | 966 | 96.0% | -0.03 | 0.0075 | -0.008 | |||
| 9.65 | 11.40 | 16 | 80.9% | 0.96 | 0.0104 | -0.009 | 18 | 0.0400 | 0.1600 | 1,398 | 89.3% | -0.04 | 0.0104 | -0.010 | ||
| 8.70 | 10.45 | 91 | 80.8% | 0.95 | 0.0140 | -0.012 | 19 | 0.1300 | 0.2300 | 674 | 90.8% | -0.05 | 0.0140 | -0.013 | ||
| 7.95 | 9.40 | 334 | 83.2% | 0.93 | 0.0183 | -0.015 | 20 | 0.2100 | 0.2900 | 57 | 2,482 | 88.0% | -0.07 | 0.0184 | -0.017 | |
| 7.30 | 8.20 | 978 | 80.0% | 0.90 | 0.0233 | -0.020 | 21 | 0.3100 | 0.4000 | 3 | 1,276 | 86.3% | -0.10 | 0.0233 | -0.021 | |
| 6.20 | 7.55 | 991 | 78.6% | 0.87 | 0.0286 | -0.024 | 22 | 0.4500 | 0.5500 | 6 | 1,170 | 85.1% | -0.13 | 0.0287 | -0.025 | |
| 5.75 | 6.55 | 308 | 82.9% | 0.83 | 0.0342 | -0.028 | 23 | 0.6900 | 0.7700 | 7 | 1,480 | 86.1% | -0.17 | 0.0343 | -0.029 | |
| 5.05 | 6.55 | 84.1% | 0.81 | 0.0369 | -0.030 | 23.5 | 0.7900 | 0.9000 | 6 | 85.6% | -0.19 | 0.0370 | -0.031 | |||
| 5.15 | 5.85 | 12 | 575 | 86.7% | 0.79 | 0.0395 | -0.033 | 24 | 0.9500 | 1.03 | 12 | 1,507 | 85.9% | -0.21 | 0.0397 | -0.033 |
| 4.40 | 5.85 | 85.5% | 0.76 | 0.0420 | -0.035 | 24.5 | 1.08 | 1.20 | 85.8% | -0.24 | 0.0422 | -0.035 | ||||
| 4.75 | 5.00 | 11 | 743 | 88.5% | 0.74 | 0.0443 | -0.036 | 25 | 1.29 | 1.36 | 128 | 6,121 | 86.4% | -0.26 | 0.0445 | -0.037 |
| 4.35 | 4.80 | 88.9% | 0.71 | 0.0464 | -0.038 | 25.5 | 1.44 | 1.55 | 86.0% | -0.29 | 0.0467 | -0.039 | ||||
| 4.05 | 4.50 | 1 | 591 | 88.9% | 0.69 | 0.0483 | -0.040 | 26 | 1.64 | 1.76 | 125 | 1,319 | 86.3% | -0.31 | 0.0486 | -0.040 |
| 3.80 | 4.15 | 10 | 88.4% | 0.66 | 0.0499 | -0.041 | 26.5 | 1.87 | 2.02 | 10 | 87.4% | -0.34 | 0.0502 | -0.042 | ||
| 3.50 | 3.90 | 4 | 2,297 | 88.2% | 0.63 | 0.0513 | -0.043 | 27 | 2.10 | 2.23 | 138 | 1,602 | 87.1% | -0.37 | 0.0516 | -0.043 |
| 3.30 | 3.65 | 89.2% | 0.61 | 0.0523 | -0.044 | 27.5 | 2.34 | 2.48 | 2 | 87.3% | -0.40 | 0.0526 | -0.044 | |||
| 3.10 | 3.20 | 13 | 2,976 | 86.8% | 0.58 | 0.0531 | -0.044 | 28 | 2.62 | 2.72 | 433 | 1,514 | 87.4% | -0.42 | 0.0534 | -0.045 |
| 2.91 | 3.15 | 2 | 90.1% | 0.55 | 0.0536 | -0.045 | 28.5 | 2.89 | 3.05 | 88.3% | -0.45 | 0.0539 | -0.045 | |||
| 2.71 | 2.86 | 51 | 963 | 89.2% | 0.53 | 0.0538 | -0.045 | 29 | 3.20 | 3.35 | 20 | 4,669 | 89.0% | -0.48 | 0.0542 | -0.046 |
| 2.51 | 2.66 | 13 | 89.3% | 0.50 | 0.0538 | -0.046 | 29.5 | 3.45 | 3.65 | 36 | 88.4% | -0.50 | 0.0542 | -0.046 | ||
| 2.33 | 2.44 | 151 | 4,085 | 89.1% | 0.48 | 0.0535 | -0.046 | 30 | 3.80 | 3.95 | 52 | 2,656 | 88.9% | -0.53 | 0.0539 | -0.046 |
| 2.16 | 2.26 | 3 | 89.2% | 0.45 | 0.0530 | -0.046 | 30.5 | 4.10 | 4.30 | 89.1% | -0.55 | 0.0535 | -0.046 | |||
| 2.00 | 2.13 | 50 | 876 | 89.9% | 0.43 | 0.0524 | -0.045 | 31 | 4.35 | 4.65 | 21 | 487 | 88.2% | -0.58 | 0.0528 | -0.045 |
| 1.84 | 1.97 | 8 | 89.9% | 0.40 | 0.0515 | -0.045 | 31.5 | 4.70 | 5.00 | 88.4% | -0.60 | 0.0520 | -0.045 | |||
| 1.73 | 1.79 | 117 | 3,326 | 89.9% | 0.38 | 0.0505 | -0.044 | 32 | 5.05 | 5.35 | 1 | 849 | 88.3% | -0.62 | 0.0510 | -0.044 |
| 1.58 | 1.70 | 11 | 90.5% | 0.36 | 0.0494 | -0.044 | 32.5 | 5.40 | 5.70 | 87.9% | -0.64 | 0.0499 | -0.044 | |||
| 1.46 | 1.54 | 107 | 2,170 | 90.1% | 0.34 | 0.0482 | -0.043 | 33 | 5.80 | 6.15 | 322 | 89.6% | -0.66 | 0.0487 | -0.043 | |
| 1.34 | 1.48 | 1 | 91.1% | 0.32 | 0.0469 | -0.042 | 33.5 | 6.15 | 6.50 | 88.6% | -0.68 | 0.0475 | -0.042 | |||
| 1.24 | 1.33 | 37 | 1,269 | 90.6% | 0.30 | 0.0455 | -0.041 | 34 | 6.50 | 7.00 | 1 | 144 | 89.8% | -0.70 | 0.0461 | -0.041 |
| 1.15 | 1.26 | 8 | 91.5% | 0.29 | 0.0441 | -0.040 | 34.5 | 7.00 | 8.10 | 103.6% | -0.72 | 0.0447 | -0.040 | |||
| 1.07 | 1.17 | 121 | 4,723 | 91.9% | 0.27 | 0.0426 | -0.039 | 35 | 7.35 | 8.15 | 477 | 96.9% | -0.73 | 0.0433 | -0.039 | |
| 0.9100 | 1.01 | 30 | 1,962 | 92.4% | 0.24 | 0.0397 | -0.037 | 36 | 8.00 | 9.30 | 213 | 99.9% | -0.76 | 0.0404 | -0.037 | |
| 0.7900 | 0.8500 | 11 | 975 | 92.8% | 0.21 | 0.0368 | -0.035 | 37 | 9.00 | 10.10 | 175 | 102.4% | -0.79 | 0.0375 | -0.035 | |
| 0.6800 | 0.7300 | 19 | 1,132 | 93.4% | 0.19 | 0.0339 | -0.033 | 38 | 9.75 | 11.15 | 108 | 104.2% | -0.82 | 0.0347 | -0.033 | |
| 0.5600 | 0.6600 | 8 | 3,554 | 94.2% | 0.17 | 0.0312 | -0.031 | 39 | 10.60 | 12.05 | 66 | 104.5% | -0.84 | 0.0320 | -0.030 | |
| 0.4700 | 0.5700 | 80 | 3,410 | 94.5% | 0.15 | 0.0286 | -0.029 | 40 | 11.70 | 13.00 | 553 | 110.7% | -0.86 | 0.0295 | -0.028 | |
| 0.4200 | 0.5000 | 19 | 3,099 | 95.8% | 0.13 | 0.0262 | -0.027 | 41 | 12.55 | 13.70 | 1 | 91 | 105.0% | -0.87 | 0.0271 | -0.026 |
| 0.3500 | 0.4300 | 4 | 721 | 95.9% | 0.12 | 0.0240 | -0.025 | 42 | 13.30 | 14.85 | 95 | 107.0% | -0.89 | 0.0249 | -0.024 | |
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 — Nov 20, 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