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Échéance Cboe delayed options data · au 06:40 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 ±14.5% (124.20–166.30) · ATM IV 61.4% · P/C open interest 1.04

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
69.05	72.20		192	93.9%	1.00	0.0002	0.000	75	0	0.2900		2,863	89.1%	-0.00	0.0002	-0.005
64.30	66.90	5	237	88.9%	1.00	0.0004	0.000	80	0.0200	0.0700		1,436	80.2%	-0.00	0.0004	-0.006
60.35	60.90	10	215	81.0%	0.99	0.0006	-0.002	85	0.0600	0.0800	4	6,676	76.5%	-0.01	0.0006	-0.009
55.35	57.25	1	306	79.1%	0.99	0.0008	-0.006	90	0.0900	0.1200	5	2,161	72.3%	-0.01	0.0009	-0.013
50.45	51.95	1	688	74.0%	0.98	0.0013	-0.012	95	0.1200	0.2200		1,542	70.1%	-0.02	0.0013	-0.018
45.90	46.15	11	1,114	69.5%	0.97	0.0020	-0.021	100	0.2800	0.3100	70	1,412	68.5%	-0.03	0.0020	-0.027
41.10	41.35	37	2,577	67.8%	0.96	0.0030	-0.033	105	0.4700	0.6900	62	4,054	66.6%	-0.04	0.0030	-0.038
36.45	36.70	9	1,644	66.2%	0.94	0.0043	-0.049	110	0.7500	0.8200	46	1,682	65.4%	-0.06	0.0043	-0.053
31.90	32.25	13	700	65.6%	0.91	0.0059	-0.067	115	1.26	1.35	99	1,583	65.1%	-0.09	0.0059	-0.071
27.60	27.95	48	2,490	64.8%	0.87	0.0077	-0.088	120	1.70	2.01	235	2,573	63.9%	-0.13	0.0077	-0.091
23.55	23.90	30	2,208	63.9%	0.82	0.0096	-0.109	125	2.86	2.94	341	4,447	63.2%	-0.18	0.0096	-0.112
21.30	21.55			63.1%	0.79	0.0107	-0.121	128	3.55	3.65	122		63.0%	-0.21	0.0108	-0.123
20.30	20.85	1		63.2%	0.77	0.0111	-0.124	129	3.80	3.95			62.8%	-0.23	0.0111	-0.127
19.85	20.10	124	1,539	63.0%	0.76	0.0114	-0.128	130	4.10	4.20	307	2,938	62.6%	-0.24	0.0115	-0.131
19.15	19.40	2		63.0%	0.75	0.0118	-0.132	131	4.40	4.50	6		62.6%	-0.25	0.0118	-0.134
18.45	18.70	7		62.6%	0.74	0.0121	-0.135	132	4.70	4.80	15		62.4%	-0.26	0.0122	-0.138
17.80	18.05	4		62.5%	0.72	0.0124	-0.139	133	5.00	5.15	70		62.5%	-0.28	0.0125	-0.141
17.15	17.35	1		62.3%	0.71	0.0127	-0.142	134	5.35	5.45	37		62.2%	-0.29	0.0128	-0.144
16.50	16.70	37	2,295	62.4%	0.70	0.0130	-0.145	135	5.70	5.80	105	2,268	62.1%	-0.31	0.0131	-0.147
15.90	16.05			62.2%	0.68	0.0133	-0.147	136	6.05	6.20	92		62.3%	-0.32	0.0134	-0.149
15.25	15.45	5		62.2%	0.67	0.0136	-0.150	137	6.45	6.55	93		62.0%	-0.33	0.0136	-0.152
14.65	14.85	5		62.1%	0.65	0.0138	-0.152	138	6.85	6.95	6		61.9%	-0.35	0.0139	-0.154
14.05	14.25	5		62.0%	0.64	0.0140	-0.155	139	7.25	7.35	71		61.8%	-0.36	0.0141	-0.156
13.50	13.70	80	4,097	62.2%	0.62	0.0142	-0.157	140	7.65	7.80	384	4,811	61.8%	-0.38	0.0143	-0.158
12.95	13.15			62.0%	0.61	0.0144	-0.158	141	8.10	8.25	65		61.7%	-0.39	0.0145	-0.160
12.40	12.60	10		61.8%	0.59	0.0146	-0.160	142	8.55	8.70	28		61.7%	-0.41	0.0147	-0.161
11.85	12.10	11		61.6%	0.58	0.0147	-0.161	143	9.05	9.20	77		61.6%	-0.42	0.0148	-0.163
11.35	11.60	123		61.7%	0.56	0.0148	-0.162	144	9.30	9.70	155		61.6%	-0.44	0.0149	-0.164
10.85	11.05	907	2,575	61.5%	0.55	0.0149	-0.163	145	10.00	10.20	340	758	61.4%	-0.45	0.0150	-0.164
10.40	10.60	500		61.5%	0.54	0.0150	-0.164	146	10.55	10.70	52		61.5%	-0.47	0.0151	-0.165
9.90	10.60	74		61.3%	0.52	0.0150	-0.164	147	11.05	11.25			61.2%	-0.48	0.0152	-0.165
9.45	9.75	12		61.7%	0.51	0.0151	-0.164	148	11.60	11.80			61.2%	-0.50	0.0152	-0.165
9.05	9.25	44		61.4%	0.49	0.0151	-0.164	149	12.20	12.40			61.3%	-0.51	0.0152	-0.165
8.60	8.85	870	7,867	61.3%	0.48	0.0150	-0.164	150	12.80	12.95	56	445	61.4%	-0.53	0.0152	-0.165
7.65	7.85	113		61.2%	0.44	0.0149	-0.162	152.5	14.35	14.50	7		61.2%	-0.56	0.0151	-0.163
6.75	6.95	442	3,290	61.1%	0.40	0.0147	-0.159	155	15.95	16.10	176	535	61.2%	-0.60	0.0148	-0.160
6.00	6.15	26		61.2%	0.37	0.0143	-0.155	157.5	17.65	17.80	2		61.2%	-0.63	0.0145	-0.155
5.30	5.45	467	6,513	61.0%	0.34	0.0139	-0.150	160	19.45	19.60	14	128	61.3%	-0.67	0.0141	-0.150
4.45	4.80	201		61.0%	0.31	0.0133	-0.144	162.5	21.30	21.45	4		61.3%	-0.70	0.0135	-0.144
4.05	4.20	266	1,642	61.2%	0.28	0.0127	-0.138	165	23.20	23.40		130	61.5%	-0.73	0.0130	-0.138
3.10	3.20	564	3,304	61.1%	0.23	0.0114	-0.123	170	27.25	27.50	12	152	61.5%	-0.78	0.0117	-0.123
2.39	2.49	154	2,267	61.7%	0.18	0.0100	-0.108	175	31.45	31.75	30	170	61.4%	-0.82	0.0103	-0.108
1.80	1.88	239	1,997	61.6%	0.15	0.0086	-0.093	180	35.90	36.20		74	61.8%	-0.86	0.0089	-0.093
1.35	1.59	91	2,149	61.9%	0.12	0.0073	-0.079	185	40.55	41.10		22	62.8%	-0.89	0.0076	-0.078
1.01	1.21	113	1,291	62.1%	0.09	0.0061	-0.066	190	45.15	45.45		33	62.3%	-0.92	0.0065	-0.065
0.7500	0.9700	24	392	62.3%	0.07	0.0050	-0.055	195	49.90	50.20		8	62.2%	-0.94	0.0054	-0.054
0.5600	0.6100	65	559	62.8%	0.06	0.0041	-0.045	200	54.75	55.05		10	63.4%	-0.96	0.0045	-0.044
0.0800	0.3500	5	274	63.1%	0.03	0.0027	-0.030	210	63.25	65.10			63.1%	-0.98	0.0032	-0.026

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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Smile de volatilité — Nov 20, 2026

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