NU chaîne d'options Nu Holdings Ltd.
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% (12.37–16.57) · ATM IV 61.4% · P/C open interest 0.48
| 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 | |
| 5.60 | 7.30 | 2 | 0.98 | 0.0097 | -0.002 | 8 | 0 | 0.0600 | 674 | 102.3% | -0.02 | 0.0097 | -0.003 | |||
| 5.25 | 6.15 | 1 | 41 | 128.8% | 0.97 | 0.0172 | -0.003 | 9 | 0 | 0.0800 | 503 | 88.4% | -0.03 | 0.0173 | -0.004 | |
| 4.90 | 5.55 | 120.6% | 0.96 | 0.0228 | -0.004 | 9.5 | 0.0100 | 0.1000 | 84.7% | -0.04 | 0.0228 | -0.005 | ||||
| 4.45 | 4.75 | 3 | 308 | 89.1% | 0.95 | 0.0299 | -0.005 | 10 | 0.0500 | 0.0900 | 6 | 3,984 | 79.8% | -0.05 | 0.0300 | -0.006 |
| 3.95 | 4.65 | 107.0% | 0.93 | 0.0389 | -0.006 | 10.5 | 0.0600 | 0.1400 | 4 | 77.2% | -0.07 | 0.0390 | -0.007 | |||
| 3.35 | 4.10 | 496 | 87.0% | 0.91 | 0.0500 | -0.008 | 11 | 0.1100 | 0.1600 | 228 | 26.3K | 73.8% | -0.09 | 0.0502 | -0.008 | |
| 3.05 | 3.70 | 91.8% | 0.88 | 0.0635 | -0.009 | 11.5 | 0.1600 | 0.2400 | 4 | 72.9% | -0.12 | 0.0636 | -0.010 | |||
| 2.64 | 2.95 | 2,182 | 73.2% | 0.84 | 0.0791 | -0.011 | 12 | 0.2300 | 0.2900 | 341 | 16.5K | 69.3% | -0.16 | 0.0793 | -0.011 | |
| 2.26 | 2.84 | 83.2% | 0.80 | 0.0963 | -0.012 | 12.5 | 0.3200 | 0.3800 | 61 | 67.0% | -0.20 | 0.0967 | -0.013 | |||
| 1.95 | 2.15 | 5 | 6,795 | 71.0% | 0.75 | 0.1142 | -0.014 | 13 | 0.4500 | 0.5000 | 582 | 62.5K | 65.5% | -0.25 | 0.1147 | -0.014 |
| 1.60 | 1.82 | 69.2% | 0.68 | 0.1310 | -0.015 | 13.5 | 0.6000 | 0.6400 | 138 | 63.3% | -0.32 | 0.1316 | -0.015 | |||
| 1.29 | 1.37 | 103 | 117.4K | 63.1% | 0.61 | 0.1446 | -0.016 | 14 | 0.8100 | 0.8300 | 1,037 | 51.4K | 62.6% | -0.39 | 0.1454 | -0.016 |
| 1.00 | 1.11 | 11 | 61.6% | 0.54 | 0.1532 | -0.016 | 14.5 | 1.00 | 1.09 | 52 | 61.2% | -0.46 | 0.1542 | -0.016 | ||
| 0.7900 | 0.8700 | 5,412 | 41.9K | 60.9% | 0.46 | 0.1554 | -0.016 | 15 | 1.27 | 1.35 | 88 | 9,446 | 59.9% | -0.54 | 0.1566 | -0.016 |
| 0.6100 | 0.6700 | 37 | 60.2% | 0.39 | 0.1511 | -0.015 | 15.5 | 1.56 | 1.66 | 7 | 58.6% | -0.62 | 0.1527 | -0.015 | ||
| 0.4600 | 0.4700 | 251 | 52.3K | 58.2% | 0.32 | 0.1414 | -0.014 | 16 | 1.90 | 2.05 | 2 | 11.2K | 59.2% | -0.69 | 0.1433 | -0.014 |
| 0.3200 | 0.3600 | 18 | 57.4% | 0.26 | 0.1280 | -0.013 | 16.5 | 2.20 | 2.50 | 58.4% | -0.75 | 0.1301 | -0.013 | |||
| 0.2300 | 0.2700 | 163 | 41.4K | 57.3% | 0.21 | 0.1127 | -0.011 | 17 | 2.40 | 2.85 | 619 | 45.5% | -0.80 | 0.1151 | -0.011 | |
| 0.1600 | 0.1800 | 43 | 56.0% | 0.16 | 0.0971 | -0.010 | 17.5 | 2.73 | 3.35 | 35.8% | -0.84 | 0.0998 | -0.010 | |||
| 0.1200 | 0.1500 | 176 | 47.5K | 57.6% | 0.13 | 0.0823 | -0.008 | 18 | 3.40 | 3.75 | 1 | 67 | 49.1% | -0.88 | 0.0852 | -0.008 |
| 0.0700 | 0.1500 | 59.5% | 0.10 | 0.0690 | -0.007 | 18.5 | 3.60 | 4.35 | -0.90 | 0.0721 | -0.007 | |||||
| 0.0500 | 0.0800 | 6 | 48.9K | 57.0% | 0.08 | 0.0573 | -0.006 | 19 | 4.00 | 4.75 | 7 | -0.93 | 0.0607 | -0.006 | ||
| 0.0200 | 0.1100 | 61.2% | 0.06 | 0.0474 | -0.005 | 19.5 | 4.55 | 5.40 | -0.94 | 0.0509 | -0.005 | |||||
| 0.0100 | 0.0500 | 2 | 23.4K | 56.6% | 0.05 | 0.0391 | -0.004 | 20 | 5.00 | 5.85 | 2 | -0.96 | 0.0429 | -0.004 | ||
| 0 | 0.0800 | 63.1% | 0.04 | 0.0322 | -0.004 | 20.5 | 5.05 | 6.50 | -0.97 | 0.0356 | -0.003 | |||||
| 0 | 0.0600 | 2 | 1,376 | 63.5% | 0.03 | 0.0266 | -0.003 | 21 | 5.15 | 8.45 | 105.3% | -0.98 | 0.0311 | -0.003 | ||
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.