ISRG chaîne d'options Intuitive Surgical, Inc.
Cboe delayed options data · au 15:35 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 ±36.5% (232.81–500.61) · ATM IV 38.8% · P/C open interest 0.33
| 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 | |
| 195.00 | 203.00 | 37.8% | 0.97 | 0.0005 | 0.000 | 185 | 3.40 | 5.60 | 2 | 44.9% | -0.05 | 0.0005 | -0.018 | |||
| 191.00 | 199.00 | 38.9% | 0.96 | 0.0005 | 0.000 | 190 | 4.50 | 6.10 | 2 | 45.3% | -0.05 | 0.0006 | -0.019 | |||
| 187.00 | 195.00 | 39.6% | 0.96 | 0.0006 | 0.000 | 195 | 5.00 | 6.60 | 45.0% | -0.06 | 0.0006 | -0.021 | ||||
| 183.00 | 191.00 | 1 | 40.1% | 0.95 | 0.0006 | 0.000 | 200 | 4.80 | 7.20 | 20 | 44.0% | -0.06 | 0.0006 | -0.022 | ||
| 175.40 | 183.00 | 15 | 40.9% | 0.94 | 0.0007 | 0.000 | 210 | 5.90 | 8.50 | 111 | 43.4% | -0.07 | 0.0007 | -0.025 | ||
| 167.40 | 175.00 | 7 | 40.8% | 0.93 | 0.0008 | -0.002 | 220 | 7.20 | 9.90 | 332 | 42.9% | -0.08 | 0.0008 | -0.027 | ||
| 159.60 | 167.00 | 6 | 40.5% | 0.92 | 0.0009 | -0.005 | 230 | 8.70 | 11.50 | 15 | 42.5% | -0.10 | 0.0010 | -0.030 | ||
| 151.00 | 159.00 | 2 | 39.5% | 0.90 | 0.0010 | -0.009 | 240 | 10.30 | 13.50 | 50 | 42.1% | -0.11 | 0.0011 | -0.033 | ||
| 144.20 | 152.00 | 17 | 40.1% | 0.89 | 0.0011 | -0.013 | 250 | 12.20 | 15.50 | 89 | 41.7% | -0.13 | 0.0012 | -0.036 | ||
| 136.30 | 145.00 | 13 | 39.7% | 0.87 | 0.0012 | -0.018 | 260 | 14.30 | 17.70 | 19 | 41.3% | -0.14 | 0.0013 | -0.039 | ||
| 130.80 | 138.00 | 3 | 40.3% | 0.86 | 0.0013 | -0.021 | 270 | 16.60 | 20.00 | 12 | 40.9% | -0.16 | 0.0014 | -0.042 | ||
| 123.80 | 129.50 | 1 | 14 | 39.2% | 0.84 | 0.0014 | -0.025 | 280 | 19.60 | 22.60 | 37 | 40.7% | -0.18 | 0.0016 | -0.044 | |
| 119.50 | 124.00 | 1 | 9 | 40.5% | 0.82 | 0.0016 | -0.029 | 290 | 22.40 | 25.70 | 48 | 40.5% | -0.20 | 0.0017 | -0.047 | |
| 111.60 | 118.00 | 73 | 39.8% | 0.80 | 0.0017 | -0.032 | 300 | 25.10 | 28.90 | 393 | 40.0% | -0.22 | 0.0018 | -0.050 | ||
| 104.80 | 112.00 | 14 | 39.4% | 0.78 | 0.0018 | -0.036 | 310 | 31.30 | 32.40 | 5 | 55 | 40.6% | -0.24 | 0.0019 | -0.052 | |
| 99.80 | 106.00 | 25 | 39.5% | 0.76 | 0.0019 | -0.039 | 320 | 31.80 | 36.80 | 105 | 39.7% | -0.27 | 0.0020 | -0.054 | ||
| 94.10 | 100.00 | 38 | 39.1% | 0.74 | 0.0020 | -0.042 | 330 | 38.30 | 40.40 | 36 | 40.3% | -0.29 | 0.0022 | -0.057 | ||
| 88.70 | 95.00 | 53 | 39.1% | 0.72 | 0.0020 | -0.044 | 340 | 39.00 | 45.20 | 59 | 39.1% | -0.31 | 0.0023 | -0.059 | ||
| 84.30 | 90.00 | 142 | 39.2% | 0.70 | 0.0021 | -0.047 | 350 | 43.00 | 49.30 | 361 | 38.6% | -0.34 | 0.0024 | -0.060 | ||
| 79.50 | 85.00 | 92 | 39.1% | 0.68 | 0.0022 | -0.049 | 360 | 50.00 | 54.10 | 4 | 55 | 39.2% | -0.36 | 0.0025 | -0.062 | |
| 74.90 | 80.00 | 2 | 198 | 38.9% | 0.65 | 0.0022 | -0.051 | 370 | 53.10 | 59.80 | 159 | 38.7% | -0.39 | 0.0026 | -0.063 | |
| 70.50 | 76.00 | 121 | 39.0% | 0.63 | 0.0023 | -0.053 | 380 | 59.00 | 64.60 | 129 | 38.6% | -0.41 | 0.0027 | -0.064 | ||
| 66.30 | 72.00 | 23 | 38.9% | 0.61 | 0.0023 | -0.054 | 390 | 64.00 | 70.70 | 70 | 38.4% | -0.44 | 0.0027 | -0.065 | ||
| 61.70 | 67.90 | 3 | 175 | 38.6% | 0.59 | 0.0024 | -0.055 | 400 | 70.10 | 76.50 | 523 | 38.4% | -0.47 | 0.0028 | -0.066 | |
| 58.40 | 64.00 | 29 | 38.6% | 0.56 | 0.0024 | -0.057 | 410 | 76.00 | 82.80 | 57 | 38.3% | -0.49 | 0.0029 | -0.066 | ||
| 54.80 | 60.00 | 39 | 38.5% | 0.54 | 0.0024 | -0.057 | 420 | 83.00 | 89.10 | 16 | 38.5% | -0.52 | 0.0029 | -0.067 | ||
| 51.20 | 54.50 | 76 | 37.7% | 0.52 | 0.0024 | -0.058 | 430 | 89.00 | 97.00 | 28 | 38.6% | -0.54 | 0.0030 | -0.067 | ||
| 46.90 | 53.90 | 332 | 38.1% | 0.50 | 0.0024 | -0.058 | 440 | 96.00 | 104.00 | 184 | 38.7% | -0.57 | 0.0030 | -0.067 | ||
| 44.10 | 48.20 | 113 | 37.3% | 0.48 | 0.0024 | -0.059 | 450 | 103.90 | 109.50 | 66 | 38.4% | -0.60 | 0.0031 | -0.067 | ||
| 42.50 | 48.00 | 93 | 38.4% | 0.46 | 0.0024 | -0.059 | 460 | 110.00 | 116.60 | 236 | 38.0% | -0.62 | 0.0031 | -0.066 | ||
| 39.00 | 42.80 | 40 | 37.4% | 0.44 | 0.0024 | -0.058 | 470 | 118.00 | 126.00 | 21 | 38.7% | -0.65 | 0.0031 | -0.066 | ||
| 37.10 | 43.00 | 48 | 38.4% | 0.42 | 0.0024 | -0.058 | 480 | 125.00 | 131.70 | 13 | 37.8% | -0.67 | 0.0032 | -0.065 | ||
| 33.80 | 37.90 | 91 | 37.2% | 0.40 | 0.0024 | -0.058 | 490 | 133.00 | 139.50 | 7 | 37.8% | -0.69 | 0.0032 | -0.065 | ||
| 33.00 | 37.70 | 3 | 191 | 38.2% | 0.39 | 0.0024 | -0.057 | 500 | 141.00 | 147.70 | 72 | 37.8% | -0.72 | 0.0032 | -0.064 | |
| 30.30 | 33.60 | 1 | 71 | 37.4% | 0.37 | 0.0023 | -0.057 | 510 | 149.00 | 157.00 | 9 | 38.1% | -0.74 | 0.0032 | -0.063 | |
| 30.00 | 33.20 | 11 | 2,616 | 38.4% | 0.35 | 0.0023 | -0.056 | 520 | 158.00 | 165.00 | 5 | 38.2% | -0.77 | 0.0032 | -0.062 | |
| 26.20 | 29.80 | 2,497 | 37.3% | 0.34 | 0.0022 | -0.055 | 530 | 166.00 | 173.00 | 37.7% | -0.79 | 0.0032 | -0.060 | |||
| 24.50 | 28.30 | 55 | 37.4% | 0.32 | 0.0022 | -0.054 | 540 | 175.00 | 183.00 | 48 | 38.4% | -0.81 | 0.0032 | -0.059 | ||
| 22.50 | 29.00 | 38 | 38.0% | 0.31 | 0.0022 | -0.053 | 550 | 184.00 | 191.00 | 3 | 38.1% | -0.83 | 0.0032 | -0.058 | ||
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 21, 2028
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