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 ±6.6% (14.58–16.64) · ATM IV 39.3% · P/C open interest 0.79
| 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 | |
| 7.10 | 8.20 | 5 | 164.7% | 0.99 | 0.0072 | -0.005 | 8 | 0 | 0.0500 | 1 | 845 | 154.7% | -0.01 | 0.0072 | -0.006 | |
| 5.40 | 6.00 | 47 | 134.3% | 0.98 | 0.0141 | -0.005 | 10 | 0 | 0.0200 | 704 | 114.0% | -0.02 | 0.0141 | -0.005 | ||
| 4.30 | 5.00 | 1 | 90.6% | 0.97 | 0.0209 | -0.005 | 11 | 0 | 0.0700 | 92.7% | -0.03 | 0.0210 | -0.005 | |||
| 3.50 | 4.00 | 2 | 97.6% | 0.96 | 0.0332 | -0.005 | 12 | 0 | 0.0700 | 72.8% | -0.04 | 0.0333 | -0.006 | |||
| 2.40 | 3.05 | 281 | 69.6% | 0.95 | 0.0589 | -0.006 | 13 | 0 | 0.0300 | 1 | 24.5K | 46.2% | -0.05 | 0.0592 | -0.006 | |
| 1.58 | 2.11 | 6 | 62.9% | 0.90 | 0.1275 | -0.007 | 14 | 0 | 0.2700 | 12 | 37 | 52.4% | -0.10 | 0.1285 | -0.008 | |
| 0.8500 | 1.40 | 55 | 1,138 | 60.4% | 0.70 | 0.2552 | -0.015 | 15 | 0.1600 | 0.3300 | 1,679 | 16.3K | 38.8% | -0.31 | 0.2576 | -0.015 |
| 0.4000 | 0.8000 | 105 | 112 | 41.1% | 0.56 | 0.2883 | -0.017 | 15.5 | 0.1900 | 0.6700 | 373 | 379 | 37.6% | -0.45 | 0.2915 | -0.017 |
| 0.3600 | 0.4500 | 476 | 5,188 | 43.3% | 0.41 | 0.2828 | -0.017 | 16 | 0.5300 | 0.9700 | 19 | 3,758 | 40.8% | -0.59 | 0.2868 | -0.017 |
| 0.1800 | 0.2700 | 80 | 116 | 41.4% | 0.29 | 0.2444 | -0.015 | 16.5 | 0.7500 | 1.54 | 6 | 214 | 45.2% | -0.72 | 0.2486 | -0.015 |
| 0.1300 | 0.1500 | 350 | 3,893 | 43.2% | 0.19 | 0.1917 | -0.012 | 17 | 1.40 | 1.58 | 37 | 10.1K | 39.3% | -0.82 | 0.1958 | -0.012 |
| 0.0600 | 0.2000 | 1 | 256 | 50.9% | 0.12 | 0.1378 | -0.009 | 17.5 | 1.81 | 2.10 | 226 | 42.2% | -0.90 | 0.1443 | -0.009 | |
| 0.0300 | 0.0700 | 46 | 2,390 | 45.8% | 0.07 | 0.0927 | -0.006 | 18 | 2.33 | 2.51 | 211 | 8,766 | 39.8% | -0.95 | 0.1040 | -0.006 |
| 0.0200 | 0.0300 | 22 | 123 | 45.6% | 0.05 | 0.0638 | -0.004 | 18.5 | 2.53 | 3.05 | 1 | -0.97 | 0.0777 | -0.005 | ||
| 0.0200 | 0.0300 | 62 | 9,923 | 51.3% | 0.04 | 0.0484 | -0.004 | 19 | 3.30 | 3.50 | 74 | 2,628 | -0.98 | 0.0577 | -0.004 | |
| 0 | 0.0800 | 35 | 61.8% | 0.03 | 0.0395 | -0.004 | 19.5 | 3.55 | 4.05 | -0.99 | 0.0463 | -0.004 | ||||
| 0.0100 | 0.1000 | 36 | 7,324 | 71.6% | 0.03 | 0.0332 | -0.004 | 20 | 4.20 | 4.50 | 10 | 6,178 | -0.99 | 0.0386 | -0.004 | |
| 0 | 0.0700 | 204 | 70.9% | 0.03 | 0.0285 | -0.004 | 20.5 | 4.55 | 5.05 | 1 | -0.99 | 0.0329 | -0.004 | |||
| 0.0100 | 0.2300 | 22 | 13.5K | 66.4% | 0.02 | 0.0248 | -0.004 | 21 | 5.30 | 5.50 | 1,587 | -0.99 | 0.0271 | -0.004 | ||
| 0 | 0.0700 | 1 | 80.7% | 0.02 | 0.0218 | -0.004 | 21.5 | 5.55 | 6.05 | 1 | -0.99 | 0.0225 | -0.004 | |||
| 0 | 0.1100 | 4 | 18.0K | 92.4% | 0.02 | 0.0194 | -0.004 | 22 | 5.95 | 6.55 | 1,734 | -0.99 | 0.0190 | -0.003 | ||
| 0 | 0.0700 | 89.9% | 0.02 | 0.0174 | -0.003 | 22.5 | 6.50 | 7.05 | -0.99 | 0.0161 | -0.003 | |||||
| 0 | 0.0700 | 5,075 | 94.3% | 0.02 | 0.0156 | -0.003 | 23 | 7.00 | 7.70 | 1 | -1.00 | 0.0137 | -0.003 | |||
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 — Sep 18, 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.