NVDA chaîne d'options NVIDIA Corporation
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 ±4.1% (216.12–234.66) · ATM IV 29.8% · P/C open interest 0.24
| 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 | |
| 71.40 | 78.05 | 101.8% | 1.00 | 0.0003 | -0.004 | 150 | 0.0300 | 0.0500 | 45 | 10 | 85.4% | -0.00 | 0.0004 | -0.016 | ||
| 66.45 | 73.80 | 117.2% | 1.00 | 0.0004 | -0.006 | 155 | 0.0400 | 0.0700 | 4 | 1 | 81.9% | -0.01 | 0.0004 | -0.018 | ||
| 61.40 | 68.75 | 108.5% | 0.99 | 0.0005 | -0.009 | 160 | 0.0500 | 0.0800 | 6 | 77.0% | -0.01 | 0.0006 | -0.020 | |||
| 56.85 | 63.95 | 106.6% | 0.99 | 0.0007 | -0.013 | 165 | 0.0700 | 0.1000 | 7 | 1 | 73.0% | -0.01 | 0.0007 | -0.023 | ||
| 51.45 | 58.65 | 1 | 91.0% | 0.99 | 0.0009 | -0.017 | 170 | 0.0800 | 0.1200 | 3 | 2 | 67.6% | -0.01 | 0.0010 | -0.026 | |
| 46.50 | 53.90 | 85.0% | 0.99 | 0.0012 | -0.021 | 175 | 0.1000 | 0.1400 | 13 | 63.3% | -0.01 | 0.0012 | -0.030 | |||
| 41.60 | 49.00 | 1 | 78.8% | 0.99 | 0.0016 | -0.026 | 180 | 0.1200 | 0.1700 | 132 | 170 | 58.3% | -0.02 | 0.0017 | -0.035 | |
| 36.50 | 43.95 | 2 | 71.3% | 0.98 | 0.0021 | -0.033 | 185 | 0.1500 | 0.2000 | 7 | 8 | 53.5% | -0.02 | 0.0022 | -0.040 | |
| 31.60 | 39.00 | 2 | 63.8% | 0.98 | 0.0030 | -0.041 | 190 | 0.1900 | 0.2300 | 10 | 18 | 48.8% | -0.03 | 0.0031 | -0.047 | |
| 26.75 | 32.15 | 10 | 12 | 0.97 | 0.0043 | -0.051 | 195 | 0.2500 | 0.2900 | 24 | 744 | 44.3% | -0.04 | 0.0045 | -0.057 | |
| 24.65 | 26.30 | 3 | 4 | 38.9% | 0.95 | 0.0065 | -0.065 | 200 | 0.3400 | 0.3800 | 214 | 145 | 39.9% | -0.05 | 0.0066 | -0.070 |
| 18.45 | 21.50 | 5 | 36.0% | 0.92 | 0.0101 | -0.087 | 205 | 0.5100 | 0.5500 | 147 | 53 | 36.1% | -0.08 | 0.0101 | -0.090 | |
| 13.75 | 16.85 | 174 | 134 | 32.9% | 0.87 | 0.0157 | -0.119 | 210 | 0.8700 | 0.9700 | 482 | 281 | 33.5% | -0.13 | 0.0156 | -0.120 |
| 10.90 | 11.25 | 218 | 158 | 31.2% | 0.78 | 0.0232 | -0.159 | 215 | 1.60 | 1.76 | 796 | 444 | 31.7% | -0.22 | 0.0230 | -0.159 |
| 7.00 | 8.65 | 1,791 | 666 | 30.4% | 0.65 | 0.0301 | -0.194 | 220 | 2.84 | 3.15 | 1,370 | 70 | 30.6% | -0.35 | 0.0300 | -0.194 |
| 4.50 | 4.65 | 1,493 | 358 | 29.7% | 0.49 | 0.0331 | -0.205 | 225 | 4.20 | 5.20 | 1,798 | 53 | 30.0% | -0.51 | 0.0331 | -0.205 |
| 2.46 | 2.58 | 12.3K | 3,134 | 29.2% | 0.33 | 0.0305 | -0.183 | 230 | 7.90 | 9.40 | 174 | 31 | 29.5% | -0.67 | 0.0306 | -0.183 |
| 1.27 | 1.36 | 1,382 | 3,650 | 29.2% | 0.20 | 0.0236 | -0.139 | 235 | 11.50 | 12.05 | 62 | 41 | 29.5% | -0.80 | 0.0237 | -0.138 |
| 0.6000 | 0.6600 | 769 | 175 | 29.5% | 0.11 | 0.0157 | -0.092 | 240 | 14.65 | 17.80 | 43 | 30.0% | -0.89 | 0.0157 | -0.090 | |
| 0.2800 | 0.3200 | 564 | 45 | 30.3% | 0.06 | 0.0095 | -0.058 | 245 | 20.75 | 22.50 | 10 | 1 | 30.8% | -0.94 | 0.0094 | -0.054 |
| 0.1300 | 0.1600 | 514 | 158 | 31.2% | 0.03 | 0.0056 | -0.036 | 250 | 21.65 | 28.80 | 4 | -0.97 | 0.0054 | -0.032 | ||
| 0.0600 | 0.1000 | 27 | 11 | 32.8% | 0.02 | 0.0034 | -0.024 | 255 | 29.10 | 33.75 | 2 | 51.5% | -0.98 | 0.0032 | -0.019 | |
| 0.0300 | 0.0700 | 103 | 1 | 34.8% | 0.01 | 0.0022 | -0.017 | 260 | 31.40 | 38.80 | -0.99 | 0.0020 | -0.011 | |||
| 0.0200 | 0.0500 | 52 | 1 | 37.1% | 0.01 | 0.0014 | -0.012 | 265 | 36.45 | 43.70 | -0.99 | 0.0013 | -0.006 | |||
| 0.0100 | 0.0400 | 1 | 106 | 39.2% | 0.01 | 0.0010 | -0.009 | 270 | 41.25 | 48.80 | -1.00 | 0.0009 | -0.003 | |||
| 0.0100 | 0.0400 | 2 | 1 | 42.7% | 0.00 | 0.0007 | -0.007 | 275 | 46.40 | 53.70 | -1.00 | 0.0008 | -0.001 | |||
| 0 | 0.0300 | 8 | 18 | 45.0% | 0.00 | 0.0005 | -0.006 | 280 | 51.35 | 58.75 | -1.00 | 0.0006 | -0.002 | |||
| 0 | 0.0300 | 3 | 1 | 46.9% | 0.00 | 0.0004 | -0.004 | 285 | 56.30 | 63.75 | -1.00 | 0.0002 | -0.006 | |||
| 0 | 0.0300 | 2 | 49.9% | 0.00 | 0.0003 | -0.004 | 290 | 61.35 | 68.75 | -1.00 | 0.0001 | -0.012 | ||||
| 0 | 0.0200 | 11 | 51.0% | 0.00 | 0.0002 | -0.003 | 295 | 66.35 | 73.75 | 2 | -1.00 | 0.0000 | -0.017 | |||
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 — Sep 14, 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.