NFLX chaîne d'options Netflix, 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 ±11.7% (72.59–91.89) · ATM IV 39.6% · P/C open interest —
| 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 | |
| 11.85 | 15.90 | 2 | 41.3% | 0.89 | 0.0152 | -0.015 | 70 | 0.6600 | 0.7900 | 13 | 40.7% | -0.11 | 0.0154 | -0.024 | ||
| 10.95 | 15.00 | 40.3% | 0.87 | 0.0170 | -0.018 | 71 | 0.7900 | 0.9700 | 40.3% | -0.13 | 0.0171 | -0.026 | ||||
| 10.10 | 14.10 | 39.5% | 0.85 | 0.0188 | -0.021 | 72 | 0.9600 | 1.10 | 4 | 40.5% | -0.15 | 0.0189 | -0.028 | |||
| 9.30 | 13.30 | 1 | 39.6% | 0.83 | 0.0206 | -0.024 | 73 | 1.15 | 1.26 | 2 | 40.2% | -0.17 | 0.0208 | -0.031 | ||
| 9.10 | 11.95 | 20 | 39.6% | 0.81 | 0.0224 | -0.027 | 74 | 1.34 | 1.51 | 1 | 40.1% | -0.20 | 0.0226 | -0.033 | ||
| 9.45 | 10.05 | 2 | 39.3% | 0.78 | 0.0241 | -0.030 | 75 | 1.57 | 1.74 | 37 | 40.1% | -0.22 | 0.0244 | -0.035 | ||
| 8.75 | 9.35 | 1 | 39.5% | 0.75 | 0.0258 | -0.033 | 76 | 1.87 | 2.04 | 13 | 40.1% | -0.25 | 0.0261 | -0.038 | ||
| 8.05 | 8.65 | 39.4% | 0.73 | 0.0273 | -0.036 | 77 | 2.17 | 2.35 | 1 | 40.0% | -0.28 | 0.0276 | -0.040 | |||
| 7.40 | 8.00 | 7 | 39.4% | 0.70 | 0.0286 | -0.038 | 78 | 2.50 | 2.68 | 39.9% | -0.31 | 0.0290 | -0.042 | |||
| 6.80 | 7.35 | 39.4% | 0.66 | 0.0298 | -0.040 | 79 | 2.87 | 3.05 | 10 | 39.8% | -0.34 | 0.0302 | -0.043 | |||
| 6.25 | 6.75 | 5 | 39.5% | 0.63 | 0.0308 | -0.042 | 80 | 3.25 | 3.45 | 47 | 39.7% | -0.37 | 0.0313 | -0.045 | ||
| 5.70 | 6.20 | 2 | 39.6% | 0.60 | 0.0316 | -0.044 | 81 | 3.70 | 3.90 | 3 | 39.8% | -0.40 | 0.0321 | -0.046 | ||
| 5.15 | 5.65 | 38 | 39.4% | 0.57 | 0.0321 | -0.045 | 82 | 4.15 | 4.35 | 3 | 39.7% | -0.44 | 0.0327 | -0.046 | ||
| 4.70 | 5.15 | 9 | 39.5% | 0.54 | 0.0325 | -0.045 | 83 | 4.65 | 4.85 | 2 | 39.7% | -0.47 | 0.0331 | -0.047 | ||
| 4.25 | 4.70 | 10 | 39.6% | 0.50 | 0.0326 | -0.046 | 84 | 5.20 | 5.45 | 39.7% | -0.50 | 0.0333 | -0.046 | |||
| 3.95 | 4.10 | 135 | 39.4% | 0.47 | 0.0326 | -0.046 | 85 | 5.65 | 6.15 | 39.8% | -0.53 | 0.0333 | -0.046 | |||
| 3.55 | 3.80 | 3 | 39.8% | 0.44 | 0.0323 | -0.046 | 86 | 6.20 | 6.75 | 39.5% | -0.57 | 0.0331 | -0.045 | |||
| 3.20 | 3.40 | 6 | 39.7% | 0.41 | 0.0319 | -0.045 | 87 | 6.80 | 7.40 | 39.4% | -0.60 | 0.0327 | -0.044 | |||
| 2.86 | 3.10 | 152 | 39.9% | 0.38 | 0.0313 | -0.044 | 88 | 7.45 | 8.05 | 39.2% | -0.63 | 0.0322 | -0.043 | |||
| 2.55 | 2.74 | 18 | 39.6% | 0.35 | 0.0305 | -0.043 | 89 | 8.15 | 8.75 | 39.3% | -0.66 | 0.0314 | -0.041 | |||
| 2.27 | 2.46 | 61 | 39.7% | 0.32 | 0.0295 | -0.042 | 90 | 8.85 | 9.50 | 39.3% | -0.69 | 0.0305 | -0.040 | |||
| 2.01 | 2.19 | 37 | 39.6% | 0.30 | 0.0284 | -0.041 | 91 | 9.60 | 10.30 | 39.6% | -0.71 | 0.0295 | -0.038 | |||
| 1.79 | 1.96 | 6 | 39.7% | 0.27 | 0.0272 | -0.039 | 92 | 10.40 | 11.05 | 39.6% | -0.74 | 0.0284 | -0.036 | |||
| 1.58 | 1.73 | 1 | 39.6% | 0.25 | 0.0260 | -0.038 | 93 | 11.10 | 11.85 | 39.1% | -0.76 | 0.0272 | -0.033 | |||
| 1.40 | 1.57 | 6 | 39.9% | 0.23 | 0.0246 | -0.036 | 94 | 11.95 | 12.70 | 39.5% | -0.79 | 0.0259 | -0.031 | |||
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 — Oct 23, 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.