LULU chaîne d'options Lululemon Athletica 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 ±23.9% (91.67–149.37) · ATM IV 49.7% · P/C open interest 0.51
| 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 | |
| 55.25 | 57.80 | 24 | 52.9% | 0.98 | 0.0012 | 0.000 | 65 | 0.1800 | 0.4600 | 1 | 441 | 54.7% | -0.02 | 0.0012 | -0.007 | |
| 50.45 | 53.10 | 11 | 51.6% | 0.97 | 0.0018 | 0.000 | 70 | 0.2200 | 0.8800 | 44 | 54.1% | -0.03 | 0.0018 | -0.010 | ||
| 46.60 | 48.55 | 14 | 56.8% | 0.95 | 0.0025 | -0.001 | 75 | 0.6200 | 1.42 | 1 | 327 | 55.2% | -0.05 | 0.0025 | -0.013 | |
| 42.15 | 44.05 | 57 | 55.1% | 0.93 | 0.0034 | -0.006 | 80 | 0.8500 | 1.69 | 7 | 5,012 | 51.9% | -0.07 | 0.0035 | -0.018 | |
| 37.85 | 39.75 | 25 | 53.9% | 0.91 | 0.0045 | -0.013 | 85 | 1.66 | 2.07 | 1 | 189 | 51.1% | -0.09 | 0.0045 | -0.023 | |
| 33.15 | 35.45 | 30 | 50.3% | 0.87 | 0.0056 | -0.019 | 90 | 2.24 | 2.99 | 2 | 910 | 50.2% | -0.13 | 0.0057 | -0.028 | |
| 29.85 | 31.85 | 121 | 52.3% | 0.84 | 0.0067 | -0.025 | 95 | 3.25 | 4.25 | 27 | 1,264 | 50.3% | -0.17 | 0.0068 | -0.034 | |
| 26.35 | 27.90 | 687 | 51.2% | 0.79 | 0.0078 | -0.032 | 100 | 4.60 | 5.60 | 38 | 1,630 | 50.1% | -0.21 | 0.0080 | -0.038 | |
| 23.10 | 24.70 | 202 | 51.3% | 0.74 | 0.0088 | -0.037 | 105 | 6.30 | 7.00 | 11 | 414 | 49.6% | -0.26 | 0.0090 | -0.043 | |
| 19.55 | 21.70 | 17 | 242 | 50.0% | 0.69 | 0.0097 | -0.042 | 110 | 8.10 | 9.30 | 33 | 2,802 | 49.9% | -0.31 | 0.0099 | -0.046 |
| 16.85 | 18.80 | 25 | 300 | 49.6% | 0.64 | 0.0103 | -0.046 | 115 | 10.40 | 11.55 | 30 | 1,432 | 50.0% | -0.37 | 0.0106 | -0.049 |
| 14.95 | 16.00 | 18 | 654 | 49.9% | 0.58 | 0.0108 | -0.048 | 120 | 12.55 | 14.20 | 10 | 1,579 | 49.5% | -0.42 | 0.0111 | -0.050 |
| 12.15 | 14.05 | 15 | 376 | 49.1% | 0.53 | 0.0110 | -0.050 | 125 | 15.40 | 17.05 | 7 | 1,090 | 49.6% | -0.48 | 0.0114 | -0.051 |
| 10.30 | 11.80 | 25 | 1,328 | 48.5% | 0.48 | 0.0110 | -0.050 | 130 | 18.25 | 19.70 | 3 | 1,121 | 48.4% | -0.53 | 0.0115 | -0.050 |
| 9.05 | 9.90 | 50 | 287 | 48.8% | 0.43 | 0.0109 | -0.050 | 135 | 21.70 | 23.00 | 3 | 776 | 48.6% | -0.59 | 0.0114 | -0.049 |
| 8.00 | 8.80 | 5 | 645 | 50.1% | 0.38 | 0.0105 | -0.049 | 140 | 24.80 | 27.25 | 722 | 49.0% | -0.63 | 0.0112 | -0.047 | |
| 6.20 | 7.65 | 1,057 | 49.4% | 0.34 | 0.0101 | -0.047 | 145 | 28.90 | 31.25 | 819 | 50.1% | -0.68 | 0.0108 | -0.044 | ||
| 5.45 | 6.15 | 43 | 2,915 | 49.2% | 0.30 | 0.0096 | -0.045 | 150 | 32.75 | 35.20 | 1,264 | 50.0% | -0.72 | 0.0104 | -0.041 | |
| 4.70 | 5.40 | 1 | 235 | 49.9% | 0.27 | 0.0090 | -0.043 | 155 | 36.85 | 38.55 | 1 | 1,189 | 48.3% | -0.76 | 0.0098 | -0.038 |
| 4.00 | 4.90 | 15 | 1,949 | 50.7% | 0.23 | 0.0084 | -0.040 | 160 | 41.10 | 42.95 | 1,609 | 48.5% | -0.80 | 0.0093 | -0.034 | |
| 3.20 | 4.30 | 10 | 694 | 50.7% | 0.21 | 0.0077 | -0.037 | 165 | 45.50 | 47.40 | 1,261 | 48.5% | -0.83 | 0.0087 | -0.030 | |
| 2.50 | 3.60 | 5 | 1,202 | 50.1% | 0.18 | 0.0071 | -0.035 | 170 | 49.95 | 52.40 | 2,121 | 49.9% | -0.86 | 0.0081 | -0.027 | |
| 2.30 | 3.10 | 3 | 432 | 50.9% | 0.16 | 0.0065 | -0.032 | 175 | 54.70 | 56.60 | 1,338 | 48.9% | -0.88 | 0.0076 | -0.023 | |
| 1.78 | 2.68 | 8 | 1,219 | 50.7% | 0.14 | 0.0059 | -0.029 | 180 | 59.40 | 62.00 | 906 | 51.9% | -0.91 | 0.0070 | -0.019 | |
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 15, 2027
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.