NET chaîne d'options Cloudflare, Inc.

Échéance Cboe delayed options data · au 18:41 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 ±17.6% (246.16–350.96) · ATM IV 74.3% · P/C open interest 0.88

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
147.90	151.50		6	107.7%	1.00	0.0002	0.000	150	0	0.6000		97	105.5%	-0.00	0.0002	-0.017
142.75	146.60		9	101.0%	0.99	0.0002	-0.003	155	0	0.7000		287	103.1%	-0.01	0.0002	-0.020
137.60	141.70		13	94.4%	0.99	0.0002	-0.007	160	0.0300	0.4300		162	93.1%	-0.01	0.0002	-0.024
132.65	136.80		4	92.6%	0.99	0.0003	-0.013	165	0	0.7500		118	95.1%	-0.01	0.0003	-0.029
127.80	131.90		9	92.1%	0.99	0.0004	-0.019	170	0	0.7500		69	90.8%	-0.01	0.0004	-0.034
123.00	127.00		14	91.7%	0.99	0.0005	-0.026	175	0.1000	0.7500		40	88.3%	-0.01	0.0005	-0.041
118.30	122.10		12	91.6%	0.98	0.0006	-0.035	180	0.3400	0.7500	152	166	87.5%	-0.02	0.0006	-0.049
113.90	117.30		6	94.2%	0.98	0.0007	-0.044	185	0.1700	1.03		34	84.6%	-0.02	0.0007	-0.058
109.35	112.50		15	94.2%	0.97	0.0008	-0.055	190	0.5700	1.08	51	121	85.1%	-0.03	0.0008	-0.069
104.15	107.80		68	90.0%	0.97	0.0010	-0.068	195	0.5800	1.34	4	233	83.2%	-0.03	0.0010	-0.081
99.40	103.00		169	88.0%	0.96	0.0011	-0.082	200	1.03	1.40	69	829	82.7%	-0.04	0.0012	-0.094
90.20	93.70		51	86.1%	0.94	0.0016	-0.114	210	1.55	2.09	4	563	81.1%	-0.06	0.0016	-0.125
81.20	84.60		253	84.1%	0.92	0.0020	-0.151	220	2.40	3.10	14	497	80.3%	-0.08	0.0021	-0.161
72.45	75.95	10	60	82.6%	0.89	0.0026	-0.191	230	3.50	4.30	6	408	78.9%	-0.11	0.0026	-0.200
64.15	67.50		289	81.0%	0.86	0.0032	-0.233	240	5.10	5.85	18	1,572	77.8%	-0.14	0.0032	-0.241
59.85	63.50			79.8%	0.84	0.0035	-0.255	245	5.65	7.60	8		78.3%	-0.16	0.0036	-0.262
56.40	58.40	1	578	77.6%	0.82	0.0038	-0.275	250	7.10	7.95	22	666	77.1%	-0.18	0.0039	-0.283
52.30	55.75			78.7%	0.80	0.0042	-0.296	255	8.70	9.85	1		78.8%	-0.21	0.0042	-0.302
49.00	51.90	1	554	78.5%	0.77	0.0045	-0.315	260	9.05	10.55	8	306	75.3%	-0.23	0.0045	-0.321
45.85	48.40			78.6%	0.75	0.0047	-0.333	265	10.20	12.40	1		75.0%	-0.26	0.0048	-0.339
42.40	45.00	1	93	77.9%	0.72	0.0050	-0.349	270	12.15	13.70	3	1,469	74.7%	-0.28	0.0050	-0.355
40.50	43.40			77.3%	0.71	0.0051	-0.357	272.5	12.60	14.70	2		74.1%	-0.30	0.0052	-0.362
39.10	41.85			77.5%	0.69	0.0052	-0.364	275	13.45	15.55	1		73.8%	-0.31	0.0053	-0.369
37.65	40.35			77.5%	0.68	0.0054	-0.371	277.5	14.35	16.45	1		73.5%	-0.32	0.0054	-0.376
36.10	38.80	1	171	77.1%	0.66	0.0055	-0.377	280	15.75	17.45	11	316	74.0%	-0.34	0.0055	-0.382
34.70	37.35			77.1%	0.65	0.0056	-0.383	282.5	16.40	18.65			73.6%	-0.35	0.0056	-0.388
33.60	35.90			77.4%	0.63	0.0056	-0.388	285	17.45	19.70	3		73.4%	-0.37	0.0057	-0.392
32.20	34.50			77.2%	0.62	0.0057	-0.393	287.5	18.60	20.80	1		73.4%	-0.38	0.0058	-0.397
30.65	33.20	2	381	76.8%	0.60	0.0058	-0.397	290	21.15	21.85	6	592	75.2%	-0.40	0.0058	-0.401
29.25	31.95			76.6%	0.59	0.0059	-0.400	292.5	20.95	23.15			73.2%	-0.41	0.0059	-0.404
28.15	30.60			76.6%	0.57	0.0059	-0.403	295	22.15	24.65	2		73.5%	-0.43	0.0060	-0.406
26.40	29.40			75.8%	0.56	0.0060	-0.405	297.5	23.40	25.60			72.9%	-0.44	0.0060	-0.409
25.70	28.20	11	421	76.4%	0.54	0.0060	-0.407	300	25.60	26.90	14	440	74.0%	-0.46	0.0060	-0.410
24.80	27.10			76.7%	0.53	0.0060	-0.408	302.5	26.10	28.40			73.0%	-0.47	0.0061	-0.411
23.40	25.95			76.1%	0.52	0.0060	-0.408	305	27.50	29.80	1		72.9%	-0.49	0.0061	-0.411
22.25	24.90	21		76.0%	0.50	0.0060	-0.408	307.5	28.95	31.20	4		72.8%	-0.50	0.0061	-0.411
21.50	22.40	31	398	74.2%	0.49	0.0060	-0.408	310	30.35	32.65	34	229	72.6%	-0.52	0.0061	-0.410
20.25	22.85			75.9%	0.47	0.0060	-0.407	312.5	31.90	34.15	10		72.6%	-0.53	0.0061	-0.409
19.40	22.00	1		76.1%	0.46	0.0060	-0.405	315	33.40	36.10	5		73.1%	-0.55	0.0061	-0.407
18.35	21.00			75.8%	0.44	0.0060	-0.403	317.5	35.00	37.70	7		73.1%	-0.56	0.0061	-0.405
17.75	18.70	20	207	74.1%	0.43	0.0060	-0.400	320	36.65	38.85	20	314	72.5%	-0.58	0.0060	-0.402
16.05	18.15	3		75.6%	0.40	0.0059	-0.394	325	39.85	42.25			72.3%	-0.60	0.0060	-0.395
14.60	16.60	36	258	75.7%	0.37	0.0058	-0.385	330	43.35	46.10	5	351	72.8%	-0.63	0.0058	-0.387
13.20	15.45	10		76.2%	0.35	0.0056	-0.375	335	46.95	49.45	5		72.4%	-0.66	0.0057	-0.377
11.95	12.75	68	1,071	74.1%	0.32	0.0055	-0.364	340	50.75	53.10		178	72.4%	-0.68	0.0056	-0.365
9.70	10.20	41	680	73.7%	0.28	0.0051	-0.339	350	58.55	61.00		1,989	72.6%	-0.73	0.0052	-0.339
7.80	8.30	12	1,414	73.6%	0.24	0.0047	-0.310	360	66.55	68.90		109	71.9%	-0.77	0.0048	-0.310
6.25	6.80	32	2,189	73.8%	0.20	0.0043	-0.281	370	75.00	77.75		450	72.5%	-0.81	0.0044	-0.280
4.90	5.50	2	382	73.7%	0.17	0.0038	-0.251	380	83.35	86.70		22	71.9%	-0.84	0.0039	-0.250
4.00	4.25	12	310	73.6%	0.14	0.0034	-0.223	390	92.20	95.55		27	70.8%	-0.87	0.0035	-0.221
3.20	3.65	71	3,108	74.5%	0.12	0.0030	-0.196	400	101.45	105.10		35	71.7%	-0.89	0.0031	-0.193
2.51	2.89	14	452	74.3%	0.10	0.0026	-0.171	410	110.75	114.05			69.1%	-0.92	0.0028	-0.168
1.98	2.55	7	236	75.3%	0.08	0.0022	-0.149	420	120.30	123.60			68.2%	-0.93	0.0024	-0.145
1.58	2.50	2	74	77.4%	0.07	0.0019	-0.129	430	129.95	133.40		2	67.6%	-0.95	0.0021	-0.127
1.27	1.60	8	524	75.6%	0.06	0.0017	-0.112	440	139.70	142.95		2		-0.96	0.0018	-0.107

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.

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NET chaîne d'options Cloudflare, Inc.

Smile de volatilité — Nov 20, 2026

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