JD chaîne d'options JD.com, 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 ±8.7% (24.47–29.13) · ATM IV 36.5% · 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 | |
| 7.05 | 10.95 | 86.1% | 0.99 | 0.0046 | -0.000 | 18 | 0 | 0.1700 | 78.3% | -0.01 | 0.0046 | -0.001 | ||||
| 7.65 | 9.20 | 111.6% | 0.99 | 0.0073 | -0.001 | 19 | 0 | 0.3800 | 2 | 82.4% | -0.01 | 0.0074 | -0.002 | |||
| 6.50 | 7.85 | 184 | 82.2% | 0.98 | 0.0118 | -0.002 | 20 | 0 | 0.1000 | 25 | 54.8% | -0.02 | 0.0119 | -0.003 | ||
| 5.05 | 6.90 | 53.9% | 0.97 | 0.0192 | -0.003 | 21 | 0 | 0.1600 | 1 | 104 | 51.6% | -0.03 | 0.0193 | -0.004 | ||
| 4.65 | 6.05 | 880 | 71.5% | 0.95 | 0.0311 | -0.005 | 22 | 0 | 0.1500 | 70 | 38.8% | -0.05 | 0.0313 | -0.006 | ||
| 3.15 | 5.05 | 12 | 46.3% | 0.91 | 0.0492 | -0.007 | 23 | 0.0500 | 0.5400 | 18 | 1,163 | 51.2% | -0.09 | 0.0496 | -0.008 | |
| 2.98 | 3.65 | 3,060 | 47.8% | 0.85 | 0.0748 | -0.010 | 24 | 0.2100 | 0.2500 | 137 | 340 | 37.9% | -0.15 | 0.0755 | -0.011 | |
| 2.58 | 3.60 | 53.7% | 0.81 | 0.0897 | -0.012 | 24.5 | 0.0200 | 0.6300 | 26 | 37.8% | -0.19 | 0.0906 | -0.013 | |||
| 2.18 | 2.50 | 302 | 37.8% | 0.77 | 0.1050 | -0.014 | 25 | 0.0900 | 0.5900 | 29 | 617 | 33.2% | -0.24 | 0.1062 | -0.014 | |
| 1.52 | 2.58 | 39.8% | 0.71 | 0.1195 | -0.015 | 25.5 | 0.3100 | 0.5800 | 6 | 32.0% | -0.29 | 0.1210 | -0.015 | |||
| 1.18 | 1.96 | 4 | 377 | 34.1% | 0.65 | 0.1315 | -0.016 | 26 | 0.7100 | 0.7600 | 19 | 2,104 | 36.0% | -0.36 | 0.1335 | -0.017 |
| 1.17 | 1.73 | 39.4% | 0.58 | 0.1396 | -0.017 | 26.5 | 0.6900 | 1.00 | 10 | 32.6% | -0.43 | 0.1420 | -0.017 | |||
| 1.05 | 1.08 | 199 | 13.9K | 35.1% | 0.51 | 0.1429 | -0.017 | 27 | 1.17 | 1.36 | 130 | 1,504 | 38.0% | -0.50 | 0.1458 | -0.018 |
| 0.6000 | 1.13 | 1 | 35.5% | 0.44 | 0.1411 | -0.017 | 27.5 | 0.9100 | 1.55 | 27.6% | -0.57 | 0.1445 | -0.017 | |||
| 0.5100 | 0.6800 | 40 | 1,708 | 32.6% | 0.37 | 0.1348 | -0.017 | 28 | 1.12 | 2.46 | 4 | 731 | 35.3% | -0.64 | 0.1387 | -0.017 |
| 0.1000 | 1.04 | 36.9% | 0.31 | 0.1251 | -0.015 | 28.5 | 1.84 | 2.28 | 32.3% | -0.70 | 0.1294 | -0.016 | ||||
| 0.2600 | 0.4400 | 184 | 692 | 33.2% | 0.26 | 0.1132 | -0.014 | 29 | 2.17 | 2.65 | 472 | 30.4% | -0.76 | 0.1180 | -0.015 | |
| 0 | 0.4400 | 5 | 31.3% | 0.21 | 0.1004 | -0.013 | 29.5 | 2.54 | 3.70 | 43.5% | -0.80 | 0.1055 | -0.013 | |||
| 0.2000 | 0.3000 | 71 | 1,894 | 36.4% | 0.17 | 0.0876 | -0.012 | 30 | 3.30 | 3.45 | 3 | 533 | 36.2% | -0.84 | 0.0930 | -0.012 |
| 0 | 0.2500 | 32.6% | 0.14 | 0.0754 | -0.010 | 30.5 | 3.15 | 4.30 | -0.88 | 0.0813 | -0.011 | |||||
| 0.1500 | 0.3000 | 37 | 720 | 41.9% | 0.12 | 0.0644 | -0.009 | 31 | 3.60 | 4.90 | 90 | 33.2% | -0.91 | 0.0705 | -0.009 | |
| 0 | 0.5000 | 46.5% | 0.09 | 0.0545 | -0.008 | 31.5 | 4.25 | 5.20 | -0.93 | 0.0610 | -0.008 | |||||
| 0.0800 | 0.1000 | 87 | 128 | 38.3% | 0.08 | 0.0460 | -0.007 | 32 | 4.35 | 6.10 | 23 | -0.95 | 0.0515 | -0.007 | ||
| 0.0100 | 0.1200 | 2 | 269 | 37.9% | 0.05 | 0.0323 | -0.005 | 33 | 5.20 | 7.25 | 442 | -0.98 | 0.0395 | -0.005 | ||
| 0 | 0.0900 | 293 | 43.9% | 0.03 | 0.0226 | -0.004 | 34 | 5.15 | 8.85 | -0.99 | 0.0188 | -0.004 | ||||
| 0.0100 | 0.1200 | 289 | 49.6% | 0.02 | 0.0158 | -0.003 | 35 | 6.15 | 9.50 | -1.00 | 0.0017 | -0.004 | ||||
| 0 | 0.3000 | 63.3% | 0.02 | 0.0111 | -0.002 | 36 | 7.15 | 10.50 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.2000 | 62.5% | 0.01 | 0.0079 | -0.002 | 37 | 8.15 | 11.50 | -1.00 | 0.0000 | -0.004 | |||||
| 0 | 0.0500 | 59.9% | 0.00 | 0.0029 | -0.001 | 40 | 11.15 | 14.50 | -1.00 | 0.0000 | -0.004 | |||||
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.