OKLO chaîne d'options Oklo Inc.
Cboe delayed options data · au 09:36 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% (35.03–43.91) · ATM IV 67.2% · P/C open interest 0.84
| 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 | |
| 17.90 | 20.10 | 1 | 1.00 | 0.0003 | 0.000 | 20 | 0 | 0.1000 | 8 | 152.2% | -0.00 | 0.0003 | -0.001 | |||
| 15.70 | 17.20 | 2 | 1.00 | 0.0008 | 0.000 | 22.5 | 0 | 0.1000 | 24 | 128.3% | -0.00 | 0.0008 | -0.001 | |||
| 13.75 | 15.15 | 39 | 0.99 | 0.0021 | -0.002 | 25 | 0.0100 | 0.0300 | 2,200 | 12.1K | 94.2% | -0.01 | 0.0021 | -0.003 | ||
| 8.80 | 10.00 | 128 | 0.96 | 0.0123 | -0.014 | 30 | 0.0500 | 0.1400 | 59 | 2,643 | 76.9% | -0.04 | 0.0124 | -0.015 | ||
| 7.65 | 9.05 | 0.95 | 0.0168 | -0.018 | 31 | 0.0500 | 0.2500 | 3 | 46 | 76.1% | -0.05 | 0.0168 | -0.019 | |||
| 7.35 | 8.20 | 33 | 71.9% | 0.93 | 0.0224 | -0.024 | 32 | 0.1200 | 0.3200 | 29 | 142 | 74.6% | -0.07 | 0.0225 | -0.025 | |
| 6.50 | 7.30 | 72.9% | 0.90 | 0.0292 | -0.030 | 33 | 0.2300 | 0.2900 | 8 | 193 | 69.2% | -0.10 | 0.0294 | -0.031 | ||
| 5.80 | 6.50 | 2 | 6 | 77.8% | 0.87 | 0.0371 | -0.037 | 34 | 0.3200 | 0.4100 | 152 | 450 | 67.2% | -0.13 | 0.0373 | -0.038 |
| 4.80 | 5.30 | 35 | 289 | 62.8% | 0.82 | 0.0456 | -0.045 | 35 | 0.5500 | 0.5700 | 177 | 9,297 | 66.6% | -0.18 | 0.0458 | -0.046 |
| 4.10 | 4.80 | 35 | 69.9% | 0.77 | 0.0542 | -0.052 | 36 | 0.7200 | 0.7900 | 34 | 797 | 65.8% | -0.23 | 0.0544 | -0.053 | |
| 3.75 | 4.25 | 66.2% | 0.74 | 0.0582 | -0.056 | 36.5 | 0.7900 | 0.9900 | 12 | 397 | 65.6% | -0.26 | 0.0584 | -0.057 | ||
| 3.50 | 4.00 | 69.3% | 0.71 | 0.0618 | -0.059 | 37 | 1.01 | 1.24 | 22 | 513 | 68.2% | -0.29 | 0.0622 | -0.060 | ||
| 3.20 | 3.55 | 2 | 11 | 67.4% | 0.68 | 0.0651 | -0.062 | 37.5 | 1.17 | 1.36 | 12 | 316 | 66.9% | -0.32 | 0.0654 | -0.063 |
| 2.92 | 3.20 | 4 | 21 | 67.0% | 0.64 | 0.0678 | -0.064 | 38 | 1.34 | 1.58 | 76 | 338 | 66.8% | -0.36 | 0.0682 | -0.065 |
| 2.66 | 2.84 | 116 | 13 | 66.2% | 0.61 | 0.0699 | -0.066 | 38.5 | 1.60 | 1.76 | 51 | 205 | 67.0% | -0.39 | 0.0703 | -0.067 |
| 2.37 | 2.57 | 52 | 1,537 | 65.8% | 0.57 | 0.0714 | -0.068 | 39 | 1.78 | 2.00 | 53 | 102 | 66.2% | -0.43 | 0.0718 | -0.068 |
| 2.13 | 2.39 | 54 | 34 | 67.0% | 0.54 | 0.0721 | -0.069 | 39.5 | 2.09 | 2.27 | 416 | 88 | 67.4% | -0.47 | 0.0726 | -0.069 |
| 1.78 | 2.22 | 251 | 1,789 | 69.1% | 0.50 | 0.0723 | -0.069 | 40 | 2.36 | 2.54 | 105 | 4,434 | 67.4% | -0.50 | 0.0728 | -0.070 |
| 1.74 | 1.90 | 5 | 1,080 | 67.1% | 0.47 | 0.0718 | -0.069 | 40.5 | 2.61 | 2.82 | 6 | 192 | 66.7% | -0.54 | 0.0723 | -0.070 |
| 1.53 | 1.71 | 11 | 101 | 66.9% | 0.43 | 0.0707 | -0.069 | 41 | 2.90 | 3.15 | 19 | 385 | 66.9% | -0.57 | 0.0712 | -0.069 |
| 1.39 | 1.54 | 17 | 145 | 67.7% | 0.40 | 0.0690 | -0.068 | 41.5 | 3.15 | 3.50 | 8 | 144 | 66.2% | -0.61 | 0.0696 | -0.068 |
| 1.25 | 1.32 | 34 | 231 | 67.2% | 0.37 | 0.0670 | -0.066 | 42 | 3.50 | 3.85 | 13 | 156 | 66.6% | -0.64 | 0.0676 | -0.067 |
| 1.08 | 1.27 | 42 | 90 | 68.5% | 0.34 | 0.0646 | -0.065 | 42.5 | 3.85 | 4.20 | 5 | 27 | 66.5% | -0.67 | 0.0652 | -0.065 |
| 0.9800 | 1.10 | 28 | 812 | 68.5% | 0.31 | 0.0619 | -0.063 | 43 | 4.20 | 4.60 | 8 | 80 | 66.8% | -0.69 | 0.0625 | -0.063 |
| 0.8700 | 1.00 | 13 | 74 | 69.2% | 0.28 | 0.0591 | -0.061 | 43.5 | 4.50 | 5.10 | 9 | 67.5% | -0.72 | 0.0597 | -0.061 | |
| 0.7800 | 0.9300 | 49 | 1,159 | 70.4% | 0.26 | 0.0561 | -0.058 | 44 | 4.95 | 5.50 | 23 | 68.8% | -0.75 | 0.0567 | -0.059 | |
| 0.6200 | 0.8300 | 7 | 102 | 69.3% | 0.24 | 0.0530 | -0.056 | 44.5 | 5.50 | 5.80 | 6 | 4 | 69.7% | -0.77 | 0.0536 | -0.056 |
| 0.6200 | 0.7100 | 819 | 3,520 | 70.5% | 0.22 | 0.0500 | -0.053 | 45 | 5.95 | 6.25 | 27 | 4,098 | 72.4% | -0.79 | 0.0506 | -0.054 |
| 0.5500 | 0.6700 | 20 | 1,049 | 71.7% | 0.20 | 0.0470 | -0.051 | 45.5 | 6.20 | 6.80 | 6 | 70.6% | -0.81 | 0.0476 | -0.051 | |
| 0.4900 | 0.6600 | 47 | 98 | 73.5% | 0.18 | 0.0440 | -0.049 | 46 | 6.65 | 7.20 | 2 | 8 | 70.4% | -0.82 | 0.0446 | -0.049 |
| 0.3700 | 0.5800 | 11 | 55 | 72.0% | 0.17 | 0.0412 | -0.046 | 46.5 | 7.25 | 7.70 | 1 | 76.1% | -0.84 | 0.0417 | -0.046 | |
| 0.3300 | 0.4600 | 6 | 1,106 | 71.0% | 0.15 | 0.0385 | -0.044 | 47 | 7.55 | 8.00 | 9 | 68.6% | -0.85 | 0.0390 | -0.043 | |
| 0.3300 | 0.5000 | 4 | 29 | 75.0% | 0.14 | 0.0359 | -0.041 | 47.5 | 7.80 | 8.50 | 3 | 63.1% | -0.87 | 0.0364 | -0.041 | |
| 0.2500 | 0.4900 | 19 | 221 | 75.4% | 0.13 | 0.0334 | -0.039 | 48 | 8.50 | 8.95 | 3 | 16 | 71.2% | -0.88 | 0.0339 | -0.039 |
| 0.2500 | 0.3700 | 13 | 131 | 77.1% | 0.11 | 0.0289 | -0.035 | 49 | 9.50 | 9.90 | 32 | 74.8% | -0.90 | 0.0295 | -0.034 | |
| 0.2000 | 0.2500 | 580 | 9,399 | 76.1% | 0.09 | 0.0249 | -0.031 | 50 | 10.35 | 11.15 | 9 | 6,720 | 83.5% | -0.92 | 0.0257 | -0.030 |
| 0.1300 | 0.2500 | 12 | 118 | 77.9% | 0.07 | 0.0215 | -0.028 | 51 | 11.05 | 12.55 | 9 | 91.9% | -0.93 | 0.0225 | -0.027 | |
| 0.0100 | 0.1700 | 1 | 110 | 71.3% | 0.06 | 0.0186 | -0.025 | 52 | 12.05 | 13.65 | 1 | 28 | 100.2% | -0.94 | 0.0196 | -0.024 |
| 0.1100 | 0.3400 | 1 | 136 | 90.0% | 0.05 | 0.0160 | -0.022 | 53 | 13.15 | 14.20 | 3 | 14 | 92.0% | -0.95 | 0.0172 | -0.022 |
| 0.0200 | 0.1900 | 51 | 135 | 81.3% | 0.05 | 0.0139 | -0.019 | 54 | 14.20 | 15.90 | 11 | 122.0% | -0.96 | 0.0152 | -0.021 | |
| 0.0800 | 0.1600 | 138 | 1,789 | 87.1% | 0.04 | 0.0120 | -0.017 | 55 | 15.20 | 15.85 | 32 | 2,368 | 80.7% | -0.97 | 0.0137 | -0.018 |
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 18, 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