IONQ chaîne d'options IonQ, 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 ±18.6% (32.24–46.94) · ATM IV 73.8% · P/C open interest 0.27
| 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 | |
| 17.70 | 21.60 | 113.9% | 1.00 | 0.0020 | 0.000 | 20 | 0 | 0.9900 | 3 | 155.2% | -0.01 | 0.0017 | -0.003 | |||
| 12.80 | 15.35 | 0.97 | 0.0068 | -0.004 | 25 | 0 | 0.4000 | 32 | 90.5% | -0.03 | 0.0065 | -0.009 | ||||
| 10.90 | 13.50 | 0.95 | 0.0107 | -0.009 | 27 | 0 | 0.8700 | 93.5% | -0.05 | 0.0102 | -0.013 | |||||
| 10.15 | 12.40 | 0.94 | 0.0131 | -0.012 | 28 | 0 | 0.7500 | 83.1% | -0.06 | 0.0127 | -0.016 | |||||
| 9.00 | 11.75 | 0.92 | 0.0158 | -0.015 | 29 | 0 | 0.8700 | 79.6% | -0.08 | 0.0154 | -0.019 | |||||
| 8.80 | 10.90 | 66.1% | 0.90 | 0.0189 | -0.019 | 30 | 0.0800 | 0.7000 | 60 | 70.7% | -0.10 | 0.0186 | -0.022 | |||
| 7.95 | 10.00 | 66.1% | 0.88 | 0.0223 | -0.022 | 31 | 0.2700 | 1.04 | 6 | 75.5% | -0.12 | 0.0219 | -0.025 | |||
| 6.50 | 9.30 | 56.2% | 0.85 | 0.0258 | -0.026 | 32 | 0.4900 | 1.03 | 5 | 87 | 72.2% | -0.15 | 0.0255 | -0.029 | ||
| 5.70 | 8.55 | 58.8% | 0.82 | 0.0294 | -0.030 | 33 | 0.6600 | 1.10 | 15 | 68.9% | -0.18 | 0.0291 | -0.032 | |||
| 6.00 | 7.50 | 7 | 70.8% | 0.78 | 0.0329 | -0.034 | 34 | 1.05 | 1.66 | 8 | 74.9% | -0.22 | 0.0326 | -0.036 | ||
| 5.50 | 6.75 | 7 | 72.5% | 0.74 | 0.0361 | -0.037 | 35 | 1.38 | 1.83 | 2 | 46 | 73.2% | -0.26 | 0.0358 | -0.039 | |
| 5.10 | 6.10 | 75.1% | 0.70 | 0.0389 | -0.041 | 36 | 1.68 | 2.26 | 11 | 73.3% | -0.30 | 0.0387 | -0.042 | |||
| 4.70 | 5.30 | 1 | 4 | 74.8% | 0.66 | 0.0412 | -0.043 | 37 | 2.11 | 2.54 | 174 | 72.1% | -0.34 | 0.0410 | -0.044 | |
| 3.10 | 4.95 | 86 | 65.7% | 0.61 | 0.0428 | -0.045 | 38 | 2.55 | 3.00 | 2 | 10 | 72.1% | -0.38 | 0.0427 | -0.046 | |
| 3.60 | 4.25 | 2 | 150 | 74.1% | 0.57 | 0.0439 | -0.047 | 39 | 3.05 | 3.45 | 5 | 38 | 71.8% | -0.43 | 0.0438 | -0.047 |
| 3.15 | 3.90 | 38 | 75.2% | 0.52 | 0.0442 | -0.048 | 40 | 3.60 | 4.05 | 2 | 8 | 72.5% | -0.47 | 0.0442 | -0.048 | |
| 1.56 | 3.45 | 2 | 62.9% | 0.48 | 0.0440 | -0.049 | 41 | 4.00 | 4.60 | 4 | 70.3% | -0.51 | 0.0440 | -0.048 | ||
| 2.37 | 2.97 | 26 | 73.8% | 0.44 | 0.0433 | -0.048 | 42 | 4.75 | 5.40 | 73.3% | -0.55 | 0.0433 | -0.047 | |||
| 2.05 | 2.67 | 92 | 74.4% | 0.40 | 0.0422 | -0.048 | 43 | 5.40 | 5.95 | 3 | 72.0% | -0.59 | 0.0422 | -0.046 | ||
| 1.78 | 2.42 | 3 | 75.2% | 0.37 | 0.0407 | -0.047 | 44 | 6.00 | 6.65 | 1 | 71.0% | -0.63 | 0.0407 | -0.045 | ||
| 1.60 | 2.16 | 3 | 38 | 76.3% | 0.33 | 0.0390 | -0.046 | 45 | 6.75 | 7.50 | 11 | 45 | 72.4% | -0.66 | 0.0390 | -0.044 |
| 1.49 | 1.80 | 3 | 6 | 76.4% | 0.30 | 0.0370 | -0.044 | 46 | 7.50 | 9.75 | 53 | 89.0% | -0.69 | 0.0371 | -0.042 | |
| 1.24 | 1.70 | 10 | 4 | 77.3% | 0.27 | 0.0350 | -0.043 | 47 | 8.35 | 8.95 | 4 | 71.7% | -0.72 | 0.0352 | -0.040 | |
| 1.06 | 1.52 | 1 | 1 | 77.6% | 0.25 | 0.0330 | -0.041 | 48 | 9.00 | 11.30 | 88.5% | -0.75 | 0.0331 | -0.038 | ||
| 0.4500 | 1.47 | 1 | 1,513 | 73.2% | 0.23 | 0.0310 | -0.039 | 49 | 9.65 | 11.75 | 1 | 82.1% | -0.77 | 0.0311 | -0.036 | |
| 0.7500 | 0.9800 | 27 | 338 | 74.5% | 0.20 | 0.0290 | -0.037 | 50 | 10.70 | 12.50 | 83.8% | -0.79 | 0.0292 | -0.033 | ||
| 0.6500 | 1.03 | 2 | 77.6% | 0.19 | 0.0270 | -0.036 | 51 | 11.35 | 13.10 | 77.1% | -0.81 | 0.0272 | -0.031 | |||
| 0 | 0.9500 | 1 | 68.6% | 0.17 | 0.0252 | -0.034 | 52 | 12.45 | 15.00 | 4 | 95.4% | -0.83 | 0.0254 | -0.029 | ||
| 0 | 1.30 | 1 | 78.5% | 0.15 | 0.0234 | -0.032 | 53 | 13.35 | 15.75 | 7 | 94.4% | -0.84 | 0.0237 | -0.027 | ||
| 0.4400 | 0.9200 | 82.9% | 0.14 | 0.0217 | -0.030 | 54 | 14.40 | 16.20 | 90.5% | -0.86 | 0.0220 | -0.025 | ||||
| 0.3800 | 0.6800 | 10 | 2 | 80.4% | 0.13 | 0.0202 | -0.029 | 55 | 15.35 | 17.60 | 10 | 99.4% | -0.87 | 0.0205 | -0.023 | |
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 09, 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.