OKTA chaîne d'options Okta, Inc.
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 ±14.6% (137.22–184.28) · ATM IV 52.6% · P/C open interest 1.50
| 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 | |
| 74.90 | 78.00 | 89.1% | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.8400 | 2 | 96.9% | -0.00 | 0.0003 | -0.006 | |||
| 70.05 | 73.35 | 1 | 90.9% | 0.99 | 0.0004 | 0.000 | 90 | 0 | 0.6500 | 17 | 85.5% | -0.01 | 0.0004 | -0.007 | ||
| 65.15 | 68.40 | 11 | 85.0% | 0.99 | 0.0006 | 0.000 | 95 | 0 | 0.4700 | 14 | 74.6% | -0.01 | 0.0006 | -0.010 | ||
| 60.15 | 63.45 | 14 | 77.7% | 0.99 | 0.0009 | -0.002 | 100 | 0 | 0.5000 | 9 | 68.8% | -0.01 | 0.0009 | -0.012 | ||
| 55.30 | 58.55 | 73.3% | 0.98 | 0.0012 | -0.006 | 105 | 0.0100 | 0.3900 | 24 | 23 | 60.5% | -0.02 | 0.0012 | -0.016 | ||
| 50.15 | 53.65 | 14 | 65.4% | 0.98 | 0.0017 | -0.012 | 110 | 0.0600 | 0.5200 | 3 | 86 | 58.0% | -0.02 | 0.0017 | -0.021 | |
| 45.85 | 48.85 | 66.6% | 0.96 | 0.0024 | -0.019 | 115 | 0.0500 | 0.7300 | 46 | 55.0% | -0.04 | 0.0024 | -0.027 | |||
| 41.05 | 44.15 | 3 | 62.8% | 0.95 | 0.0034 | -0.028 | 120 | 0.4500 | 0.7900 | 10 | 13 | 53.9% | -0.05 | 0.0034 | -0.035 | |
| 36.55 | 39.55 | 6 | 60.8% | 0.93 | 0.0045 | -0.040 | 125 | 0.7000 | 1.17 | 40 | 52.5% | -0.07 | 0.0046 | -0.046 | ||
| 32.55 | 35.25 | 90 | 61.2% | 0.90 | 0.0060 | -0.053 | 130 | 1.49 | 1.77 | 9 | 111 | 53.8% | -0.10 | 0.0060 | -0.059 | |
| 27.85 | 30.95 | 21 | 56.7% | 0.86 | 0.0076 | -0.069 | 135 | 1.75 | 2.60 | 1 | 56 | 51.4% | -0.14 | 0.0077 | -0.074 | |
| 24.20 | 26.85 | 15 | 56.7% | 0.81 | 0.0093 | -0.085 | 140 | 3.35 | 3.75 | 1 | 104 | 53.4% | -0.19 | 0.0093 | -0.089 | |
| 20.60 | 22.90 | 7 | 55.2% | 0.75 | 0.0107 | -0.101 | 145 | 4.65 | 5.15 | 20 | 1,067 | 53.3% | -0.25 | 0.0108 | -0.104 | |
| 17.60 | 20.20 | 28 | 57.1% | 0.69 | 0.0120 | -0.114 | 150 | 6.30 | 7.00 | 11 | 236 | 53.4% | -0.31 | 0.0121 | -0.117 | |
| 14.35 | 15.40 | 67 | 51.6% | 0.63 | 0.0128 | -0.124 | 155 | 8.35 | 8.90 | 12 | 126 | 52.9% | -0.38 | 0.0130 | -0.126 | |
| 12.15 | 12.80 | 1 | 23 | 52.5% | 0.56 | 0.0133 | -0.130 | 160 | 10.70 | 11.40 | 96 | 52.8% | -0.44 | 0.0135 | -0.132 | |
| 9.85 | 10.55 | 2 | 85 | 52.3% | 0.49 | 0.0134 | -0.133 | 165 | 13.45 | 14.40 | 2 | 90 | 53.4% | -0.51 | 0.0136 | -0.134 |
| 8.10 | 8.75 | 176 | 53.0% | 0.43 | 0.0131 | -0.132 | 170 | 16.60 | 17.50 | 129 | 53.8% | -0.57 | 0.0133 | -0.132 | ||
| 6.55 | 7.20 | 2 | 56 | 53.4% | 0.37 | 0.0125 | -0.128 | 175 | 20.05 | 20.95 | 261 | 54.1% | -0.63 | 0.0127 | -0.128 | |
| 5.25 | 5.90 | 4 | 523 | 53.8% | 0.32 | 0.0117 | -0.121 | 180 | 22.00 | 24.65 | 454 | 50.2% | -0.69 | 0.0120 | -0.121 | |
| 4.10 | 4.80 | 148 | 53.9% | 0.27 | 0.0108 | -0.114 | 185 | 25.90 | 28.40 | 2 | 49.5% | -0.74 | 0.0111 | -0.113 | ||
| 3.25 | 3.90 | 13 | 125 | 54.3% | 0.23 | 0.0098 | -0.105 | 190 | 30.05 | 32.75 | 50.1% | -0.78 | 0.0101 | -0.103 | ||
| 2.66 | 3.20 | 2 | 166 | 55.1% | 0.19 | 0.0088 | -0.096 | 195 | 34.35 | 37.10 | 1 | 49.9% | -0.82 | 0.0091 | -0.094 | |
| 2.17 | 2.61 | 9 | 345 | 55.7% | 0.16 | 0.0078 | -0.086 | 200 | 38.70 | 41.55 | 7 | 48.9% | -0.85 | 0.0081 | -0.084 | |
| 1.25 | 2.15 | 7 | 58.1% | 0.12 | 0.0060 | -0.069 | 210 | 48.05 | 50.65 | 44.7% | -0.90 | 0.0064 | -0.065 | |||
| 0.8600 | 1.46 | 10 | 12 | 59.5% | 0.08 | 0.0046 | -0.055 | 220 | 57.60 | 60.40 | 1 | -0.93 | 0.0050 | -0.049 | ||
| 0.4500 | 1.09 | 21 | 60.4% | 0.06 | 0.0034 | -0.043 | 230 | 67.35 | 70.35 | -0.96 | 0.0040 | -0.040 | ||||
| 0.1600 | 0.8600 | 25 | 61.2% | 0.04 | 0.0026 | -0.034 | 240 | 77.25 | 80.65 | -0.98 | 0.0033 | -0.029 | ||||
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 — Oct 16, 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.