NFLX chaîne d'options Netflix, Inc.
Cboe delayed options data · au 20:04 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 ±11.2% (60.73–76.08) · ATM IV 48.4% · P/C open interest 1.08
| 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 | |
| 32.90 | 35.65 | 12 | 160.7% | 1.00 | 0.0006 | 0.000 | 35 | 0 | 0.0800 | 1 | 192 | 97.5% | -0.00 | 0.0006 | -0.003 | |
| 27.95 | 30.25 | 79 | 124.3% | 0.99 | 0.0010 | -0.000 | 40 | 0.0200 | 0.0300 | 33 | 11.5K | 75.2% | -0.01 | 0.0010 | -0.004 | |
| 23.20 | 25.10 | 26 | 102.7% | 0.99 | 0.0020 | -0.002 | 45 | 0.0300 | 0.0600 | 27 | 1,517 | 64.8% | -0.01 | 0.0020 | -0.005 | |
| 18.45 | 19.15 | 17 | 569 | 65.1% | 0.98 | 0.0044 | -0.006 | 50 | 0.0400 | 0.0900 | 86 | 2,061 | 52.9% | -0.02 | 0.0044 | -0.008 |
| 13.65 | 14.60 | 36 | 246 | 60.0% | 0.94 | 0.0112 | -0.016 | 55 | 0.2300 | 0.2400 | 2,982 | 14.1K | 49.4% | -0.06 | 0.0112 | -0.017 |
| 11.30 | 13.00 | 112 | 63.3% | 0.91 | 0.0172 | -0.024 | 57.5 | 0.4300 | 0.4500 | 1,611 | 1,335 | 48.4% | -0.09 | 0.0173 | -0.026 | |
| 10.15 | 11.70 | 62.4% | 0.87 | 0.0215 | -0.030 | 59 | 0.6000 | 0.6600 | 834 | 27 | 48.0% | -0.13 | 0.0216 | -0.032 | ||
| 9.35 | 9.60 | 25 | 807 | 49.1% | 0.85 | 0.0244 | -0.035 | 60 | 0.7900 | 0.8100 | 6,486 | 52.0K | 48.0% | -0.15 | 0.0246 | -0.036 |
| 8.55 | 10.05 | 59.9% | 0.82 | 0.0274 | -0.039 | 61 | 0.9800 | 1.01 | 373 | 311 | 47.8% | -0.18 | 0.0276 | -0.040 | ||
| 7.75 | 9.30 | 58.8% | 0.79 | 0.0303 | -0.044 | 62 | 1.21 | 1.25 | 339 | 637 | 47.8% | -0.21 | 0.0305 | -0.045 | ||
| 7.40 | 8.45 | 30 | 173 | 54.8% | 0.77 | 0.0316 | -0.046 | 62.5 | 1.36 | 1.40 | 1,420 | 5,530 | 48.1% | -0.23 | 0.0318 | -0.047 |
| 7.10 | 7.50 | 30 | 3 | 50.4% | 0.75 | 0.0329 | -0.048 | 63 | 1.46 | 1.54 | 1,803 | 214 | 47.7% | -0.25 | 0.0332 | -0.049 |
| 6.40 | 6.70 | 51 | 22 | 49.3% | 0.72 | 0.0353 | -0.051 | 64 | 1.78 | 1.86 | 218 | 127 | 47.9% | -0.29 | 0.0356 | -0.052 |
| 5.75 | 5.95 | 137 | 1,563 | 48.4% | 0.68 | 0.0373 | -0.055 | 65 | 2.16 | 2.22 | 12.0K | 22.5K | 48.1% | -0.32 | 0.0376 | -0.056 |
| 5.15 | 5.35 | 65 | 5 | 48.4% | 0.64 | 0.0390 | -0.058 | 66 | 2.53 | 2.62 | 307 | 369 | 47.9% | -0.36 | 0.0393 | -0.058 |
| 4.60 | 4.80 | 15 | 27 | 48.6% | 0.60 | 0.0402 | -0.060 | 67 | 2.97 | 3.10 | 965 | 61 | 48.2% | -0.41 | 0.0406 | -0.060 |
| 4.35 | 4.50 | 214 | 2,888 | 48.4% | 0.58 | 0.0406 | -0.060 | 67.5 | 3.20 | 3.30 | 602 | 15.3K | 48.0% | -0.43 | 0.0410 | -0.061 |
| 4.10 | 4.25 | 363 | 17 | 48.5% | 0.56 | 0.0410 | -0.061 | 68 | 3.45 | 3.55 | 2,261 | 126 | 48.3% | -0.45 | 0.0414 | -0.062 |
| 3.60 | 3.75 | 2,989 | 84 | 48.2% | 0.51 | 0.0414 | -0.061 | 69 | 3.95 | 4.10 | 2,269 | 42 | 48.0% | -0.49 | 0.0418 | -0.062 |
| 3.20 | 3.25 | 4,709 | 10.1K | 48.0% | 0.47 | 0.0413 | -0.061 | 70 | 4.55 | 4.65 | 9,361 | 22.1K | 48.2% | -0.53 | 0.0418 | -0.062 |
| 2.78 | 2.87 | 636 | 123 | 47.9% | 0.43 | 0.0409 | -0.061 | 71 | 5.10 | 5.25 | 279 | 67 | 47.8% | -0.57 | 0.0414 | -0.061 |
| 2.43 | 2.50 | 1,186 | 38 | 47.9% | 0.39 | 0.0401 | -0.059 | 72 | 5.75 | 5.95 | 292 | 24 | 48.2% | -0.61 | 0.0406 | -0.060 |
| 2.27 | 2.33 | 2,589 | 9,838 | 47.9% | 0.38 | 0.0395 | -0.058 | 72.5 | 6.10 | 6.20 | 924 | 12.1K | 47.8% | -0.63 | 0.0401 | -0.059 |
| 2.09 | 2.17 | 3,642 | 212 | 47.8% | 0.36 | 0.0389 | -0.057 | 73 | 6.45 | 6.60 | 35 | 10 | 48.2% | -0.65 | 0.0396 | -0.058 |
| 1.80 | 1.87 | 1,468 | 58 | 47.6% | 0.32 | 0.0374 | -0.055 | 74 | 7.15 | 7.35 | 39 | 4 | 48.4% | -0.68 | 0.0381 | -0.055 |
| 1.55 | 1.58 | 6,585 | 15.6K | 47.4% | 0.29 | 0.0357 | -0.052 | 75 | 7.80 | 8.05 | 428 | 10.9K | 47.3% | -0.72 | 0.0365 | -0.052 |
| 1.32 | 1.37 | 1,478 | 168 | 47.5% | 0.26 | 0.0337 | -0.049 | 76 | 8.15 | 9.00 | 4 | 6 | 45.2% | -0.75 | 0.0346 | -0.049 |
| 1.12 | 1.15 | 1,631 | 218 | 47.3% | 0.23 | 0.0316 | -0.045 | 77 | 8.25 | 9.70 | 10 | 37.0% | -0.78 | 0.0325 | -0.046 | |
| 1.03 | 1.06 | 5,584 | 13.0K | 47.3% | 0.21 | 0.0305 | -0.044 | 77.5 | 9.65 | 10.05 | 355 | 3,638 | 46.0% | -0.80 | 0.0314 | -0.044 |
| 0.9600 | 1.00 | 236 | 117 | 47.6% | 0.20 | 0.0293 | -0.042 | 78 | 9.95 | 10.65 | 46.5% | -0.81 | 0.0303 | -0.042 | ||
| 0.8000 | 0.8500 | 247 | 290 | 47.5% | 0.17 | 0.0270 | -0.039 | 79 | 9.95 | 11.45 | 1 | 34.2% | -0.84 | 0.0280 | -0.039 | |
| 0.6900 | 0.7000 | 6,429 | 28.2K | 47.5% | 0.15 | 0.0247 | -0.035 | 80 | 11.90 | 12.30 | 1,527 | 19.2K | 47.9% | -0.86 | 0.0258 | -0.035 |
| 0.5800 | 0.6000 | 74 | 27 | 47.6% | 0.13 | 0.0225 | -0.032 | 81 | 12.45 | 13.30 | 44.7% | -0.88 | 0.0235 | -0.032 | ||
| 0.5000 | 0.5200 | 1,165 | 56 | 48.0% | 0.12 | 0.0203 | -0.029 | 82 | 12.60 | 14.40 | 2 | -0.90 | 0.0215 | -0.029 | ||
| 0.4400 | 0.4700 | 848 | 10.8K | 47.7% | 0.11 | 0.0193 | -0.028 | 82.5 | 14.00 | 14.60 | 9 | 3,104 | 45.8% | -0.90 | 0.0205 | -0.028 |
| 0.4200 | 0.4400 | 136 | 170 | 48.2% | 0.10 | 0.0183 | -0.027 | 83 | 13.55 | 15.15 | -0.91 | 0.0196 | -0.027 | |||
| 0.3000 | 0.3200 | 5,907 | 15.2K | 48.6% | 0.08 | 0.0148 | -0.022 | 85 | 16.40 | 16.95 | 73 | 4,221 | 45.7% | -0.94 | 0.0162 | -0.022 |
| 0.1500 | 0.1600 | 1,780 | 14.7K | 50.9% | 0.04 | 0.0088 | -0.014 | 90 | 21.05 | 21.85 | 13 | 3,417 | -0.98 | 0.0106 | -0.015 | |
| 0.0900 | 0.1200 | 745 | 7,491 | 55.3% | 0.03 | 0.0055 | -0.010 | 95 | 25.25 | 26.85 | 1 | 79 | -0.99 | 0.0052 | -0.010 | |
| 0.0600 | 0.1000 | 527 | 13.9K | 60.0% | 0.02 | 0.0036 | -0.008 | 100 | 30.25 | 31.95 | 6 | 127 | -1.00 | 0.0013 | -0.008 | |
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.
callsputs