NCLH chaîne d'options Norwegian Cruise Line Holdings Ltd.
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 ±13.5% (13.60–17.83) · ATM IV 57.9% · P/C open interest 0.73
| 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 | |
| 6.85 | 9.40 | 198.6% | 0.98 | 0.0088 | -0.004 | 8 | 0 | 0.7500 | 1 | 198.6% | -0.02 | 0.0088 | -0.004 | |||
| 6.00 | 7.60 | 104.4% | 0.97 | 0.0122 | -0.004 | 9 | 0 | 0.7500 | 2 | 170.4% | -0.03 | 0.0123 | -0.005 | |||
| 5.05 | 6.50 | 14 | 73.8% | 0.97 | 0.0176 | -0.004 | 10 | 0 | 0.1100 | 27 | 90.2% | -0.03 | 0.0177 | -0.005 | ||
| 4.35 | 5.00 | 30 | 0.95 | 0.0266 | -0.005 | 11 | 0.0200 | 0.1000 | 1 | 187 | 75.2% | -0.05 | 0.0267 | -0.005 | ||
| 3.40 | 4.20 | 57 | 53.2% | 0.93 | 0.0426 | -0.006 | 12 | 0.0500 | 0.1300 | 1 | 1,772 | 65.7% | -0.07 | 0.0428 | -0.006 | |
| 2.64 | 4.15 | 63.1% | 0.91 | 0.0551 | -0.007 | 12.5 | 0.1000 | 0.1400 | 52 | 62.3% | -0.09 | 0.0554 | -0.007 | |||
| 2.33 | 3.50 | 17 | 57.1% | 0.88 | 0.0712 | -0.008 | 13 | 0.1700 | 0.1900 | 26 | 2,595 | 61.2% | -0.12 | 0.0716 | -0.009 | |
| 1.94 | 3.05 | 56.6% | 0.84 | 0.0900 | -0.010 | 13.5 | 0.1900 | 0.2900 | 10 | 58.2% | -0.16 | 0.0905 | -0.011 | |||
| 1.59 | 2.54 | 269 | 53.1% | 0.78 | 0.1088 | -0.012 | 14 | 0.3400 | 0.3900 | 201 | 4,438 | 58.8% | -0.22 | 0.1095 | -0.013 | |
| 1.74 | 1.83 | 58.2% | 0.72 | 0.1254 | -0.014 | 14.5 | 0.3900 | 0.5300 | 3 | 55.0% | -0.28 | 0.1262 | -0.015 | |||
| 1.42 | 1.51 | 106 | 6,447 | 57.6% | 0.65 | 0.1385 | -0.016 | 15 | 0.6800 | 0.7100 | 39 | 6,343 | 58.0% | -0.35 | 0.1396 | -0.016 |
| 1.15 | 1.23 | 6 | 85 | 57.5% | 0.58 | 0.1475 | -0.017 | 15.5 | 0.9000 | 0.9500 | 5 | 2 | 58.2% | -0.43 | 0.1488 | -0.017 |
| 0.9300 | 0.9900 | 152 | 7,731 | 57.8% | 0.50 | 0.1517 | -0.017 | 16 | 1.15 | 1.22 | 1,072 | 1,941 | 57.9% | -0.50 | 0.1533 | -0.017 |
| 0.7100 | 0.7800 | 117 | 19 | 56.9% | 0.43 | 0.1508 | -0.016 | 16.5 | 1.31 | 1.51 | 53.7% | -0.58 | 0.1526 | -0.016 | ||
| 0.5500 | 0.5700 | 845 | 8,676 | 55.7% | 0.36 | 0.1448 | -0.015 | 17 | 1.72 | 1.83 | 11 | 3,440 | 55.2% | -0.65 | 0.1472 | -0.015 |
| 0.4000 | 0.4500 | 42 | 253 | 55.5% | 0.29 | 0.1343 | -0.014 | 17.5 | 2.03 | 2.20 | 53.3% | -0.72 | 0.1371 | -0.014 | ||
| 0.3000 | 0.3200 | 376 | 4,259 | 54.8% | 0.23 | 0.1205 | -0.012 | 18 | 2.06 | 2.63 | 214 | 38.1% | -0.78 | 0.1238 | -0.012 | |
| 0.2100 | 0.2400 | 8 | 7 | 54.4% | 0.18 | 0.1047 | -0.011 | 18.5 | 2.53 | 4.00 | 77.3% | -0.83 | 0.1084 | -0.011 | ||
| 0.1500 | 0.1800 | 33 | 446 | 54.5% | 0.14 | 0.0889 | -0.009 | 19 | 2.95 | 4.45 | 1 | 79.4% | -0.87 | 0.0929 | -0.009 | |
| 0.0400 | 0.7500 | 79.3% | 0.11 | 0.0745 | -0.008 | 19.5 | 3.40 | 4.90 | 81.8% | -0.90 | 0.0788 | -0.008 | ||||
| 0.0500 | 0.1500 | 8 | 446 | 56.7% | 0.09 | 0.0626 | -0.007 | 20 | 3.90 | 5.35 | 10 | 85.5% | -0.92 | 0.0669 | -0.007 | |
| 0.0200 | 0.1400 | 1 | 108 | 62.0% | 0.07 | 0.0456 | -0.006 | 21 | 4.90 | 6.30 | 93.9% | -0.95 | 0.0503 | -0.006 | ||
| 0.0100 | 0.1900 | 41 | 72.9% | 0.05 | 0.0352 | -0.005 | 22 | 5.80 | 7.30 | 98.9% | -0.96 | 0.0390 | -0.005 | |||
| 0 | 0.7500 | 111.5% | 0.04 | 0.0279 | -0.004 | 23 | 6.80 | 8.30 | 107.5% | -0.97 | 0.0328 | -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.