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 ±22.1% (64.64–101.39) · ATM IV 37.8% · P/C open interest 0.66
| 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 | |
| 38.80 | 40.40 | 470 | 52.1% | 0.98 | 0.0019 | 0.000 | 45 | 0.1400 | 0.3500 | 897 | 46.4% | -0.02 | 0.0019 | -0.004 | ||
| 34.10 | 36.00 | 590 | 50.3% | 0.96 | 0.0030 | -0.000 | 50 | 0.3200 | 0.5100 | 3,276 | 43.8% | -0.04 | 0.0030 | -0.006 | ||
| 29.60 | 30.85 | 501 | 43.5% | 0.94 | 0.0046 | -0.003 | 55 | 0.6500 | 0.8200 | 2 | 3,073 | 42.1% | -0.06 | 0.0047 | -0.008 | |
| 25.30 | 26.45 | 3 | 306 | 41.9% | 0.90 | 0.0068 | -0.007 | 60 | 1.14 | 1.43 | 4 | 3,638 | 41.0% | -0.10 | 0.0069 | -0.011 |
| 21.15 | 22.45 | 792 | 40.8% | 0.86 | 0.0093 | -0.011 | 65 | 1.93 | 2.26 | 13.5K | 40.0% | -0.15 | 0.0095 | -0.014 | ||
| 19.40 | 20.55 | 1 | 192 | 40.8% | 0.83 | 0.0106 | -0.013 | 67.5 | 2.43 | 2.80 | 2,579 | 39.5% | -0.18 | 0.0109 | -0.016 | |
| 17.70 | 18.50 | 1,724 | 40.1% | 0.80 | 0.0119 | -0.014 | 70 | 3.05 | 3.40 | 4 | 8,643 | 39.1% | -0.21 | 0.0123 | -0.017 | |
| 16.00 | 16.75 | 3,192 | 39.7% | 0.76 | 0.0131 | -0.016 | 72.5 | 3.75 | 4.20 | 2 | 2,717 | 38.8% | -0.25 | 0.0136 | -0.019 | |
| 14.35 | 15.10 | 1 | 2,519 | 39.2% | 0.72 | 0.0143 | -0.018 | 75 | 4.65 | 4.90 | 6,401 | 38.3% | -0.29 | 0.0148 | -0.020 | |
| 12.90 | 13.55 | 10 | 1,589 | 38.9% | 0.68 | 0.0152 | -0.019 | 77.5 | 5.50 | 5.90 | 727 | 38.0% | -0.33 | 0.0159 | -0.021 | |
| 11.55 | 12.10 | 13 | 18.6K | 38.7% | 0.64 | 0.0160 | -0.020 | 80 | 6.60 | 6.95 | 6 | 4,886 | 37.8% | -0.37 | 0.0168 | -0.022 |
| 10.25 | 10.55 | 50 | 925 | 37.9% | 0.60 | 0.0166 | -0.021 | 82.5 | 7.75 | 8.20 | 447 | 37.7% | -0.41 | 0.0176 | -0.023 | |
| 9.10 | 9.55 | 6 | 3,032 | 38.2% | 0.56 | 0.0170 | -0.022 | 85 | 9.05 | 9.55 | 1 | 2,774 | 37.6% | -0.46 | 0.0181 | -0.023 |
| 7.10 | 7.50 | 7 | 5,668 | 38.0% | 0.48 | 0.0173 | -0.022 | 90 | 11.95 | 12.55 | 7,960 | 37.4% | -0.55 | 0.0187 | -0.023 | |
| 5.45 | 5.80 | 21 | 6,572 | 37.8% | 0.40 | 0.0168 | -0.022 | 95 | 15.30 | 16.00 | 2,222 | 37.4% | -0.63 | 0.0185 | -0.022 | |
| 4.20 | 4.45 | 13 | 39.3K | 37.8% | 0.33 | 0.0158 | -0.020 | 100 | 18.95 | 19.80 | 3,426 | 37.3% | -0.71 | 0.0179 | -0.021 | |
| 3.15 | 3.50 | 1 | 4,466 | 37.9% | 0.27 | 0.0143 | -0.019 | 105 | 23.00 | 23.95 | 751 | 37.5% | -0.78 | 0.0168 | -0.019 | |
| 2.40 | 2.65 | 2 | 2,888 | 37.9% | 0.22 | 0.0127 | -0.017 | 110 | 27.30 | 28.30 | 773 | 37.5% | -0.84 | 0.0155 | -0.017 | |
| 1.88 | 2.12 | 18 | 2,131 | 38.5% | 0.18 | 0.0111 | -0.015 | 115 | 31.65 | 33.00 | 1 | 37.2% | -0.89 | 0.0141 | -0.015 | |
| 1.40 | 1.70 | 9,119 | 38.8% | 0.14 | 0.0096 | -0.013 | 120 | 36.30 | 37.65 | -0.93 | 0.0126 | -0.012 | ||||
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 — Mar 19, 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.