ORCL chaîne d'options Oracle Corporation

Échéance Cboe delayed options data · au 22:00 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 ±13.5% (112.11–147.16) · ATM IV 57.0% · P/C open interest 0.79

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
64.80	65.20		41	101.0%	0.99	0.0004	-0.002	65	0.0800	0.1000	43	250	100.7%	-0.01	0.0004	-0.009
59.80	60.25		32	91.5%	0.99	0.0006	-0.004	70	0.0800	0.1400	12	2,080	93.2%	-0.01	0.0006	-0.011
54.85	55.30		58	85.2%	0.99	0.0008	-0.007	75	0.1000	0.1400	70	1,023	84.7%	-0.01	0.0008	-0.013
49.95	50.30	1	77	80.2%	0.99	0.0012	-0.010	80	0.1400	0.1600	408	7,940	78.2%	-0.01	0.0012	-0.016
45.00	45.40	1	119	74.4%	0.98	0.0017	-0.015	85	0.2000	0.2200	2	1,573	73.2%	-0.02	0.0017	-0.020
40.15	40.40		92	68.0%	0.97	0.0025	-0.022	90	0.3000	0.3300	116	4,063	69.2%	-0.03	0.0025	-0.027
35.40	35.60		131	64.5%	0.96	0.0037	-0.032	95	0.4300	0.5300	127	1,137	65.7%	-0.04	0.0037	-0.036
30.65	30.90	38	420	62.7%	0.93	0.0054	-0.045	100	0.7600	0.8000	11.5K	4,470	63.5%	-0.07	0.0054	-0.049
26.15	26.40	33	300	60.8%	0.90	0.0076	-0.062	105	1.23	1.28	1,045	15.3K	61.6%	-0.10	0.0076	-0.066
21.85	22.15	52	332	59.7%	0.85	0.0102	-0.082	110	1.95	2.01	507	11.7K	60.2%	-0.15	0.0102	-0.085
17.95	18.15	11	602	58.7%	0.79	0.0128	-0.101	115	2.99	3.10	1,203	10.9K	59.2%	-0.22	0.0129	-0.103
16.50	16.75	1		58.5%	0.76	0.0138	-0.108	117	3.50	3.65	135		58.9%	-0.24	0.0139	-0.111
15.80	16.00	9		58.2%	0.74	0.0143	-0.112	118	3.75	3.95	119		58.6%	-0.26	0.0144	-0.114
15.15	15.35	12		58.2%	0.73	0.0148	-0.115	119	4.10	4.25	723		58.6%	-0.28	0.0149	-0.117
14.40	14.60	57	1,131	58.1%	0.71	0.0152	-0.118	120	4.40	4.55	1,409	19.0K	58.2%	-0.29	0.0154	-0.120
13.75	14.00	16		57.8%	0.69	0.0157	-0.121	121	4.75	4.90	24		58.2%	-0.31	0.0158	-0.123
13.15	13.35	19		57.8%	0.68	0.0161	-0.124	122	5.10	5.30	75		58.1%	-0.32	0.0162	-0.126
12.50	12.75	18		57.5%	0.66	0.0164	-0.126	123	5.45	5.65	29		58.0%	-0.34	0.0166	-0.128
11.90	12.15	14		57.5%	0.64	0.0168	-0.128	124	5.85	6.05	56		57.7%	-0.36	0.0169	-0.130
11.35	11.55	20	886	57.5%	0.63	0.0171	-0.130	125	6.25	6.40	737	9,520	57.5%	-0.38	0.0172	-0.132
10.75	10.95	7		57.4%	0.61	0.0173	-0.132	126	6.70	6.95	23		57.6%	-0.39	0.0175	-0.134
10.20	10.40	2		57.3%	0.59	0.0176	-0.133	127	7.15	7.40	18		57.5%	-0.41	0.0177	-0.135
9.70	9.90	24		57.1%	0.57	0.0178	-0.134	128	7.60	7.85	121		57.4%	-0.43	0.0179	-0.136
9.20	9.40	8		57.0%	0.55	0.0179	-0.135	129	8.10	8.35	192		57.4%	-0.45	0.0181	-0.137
8.70	8.90	2,880	2,655	56.9%	0.54	0.0180	-0.136	130	8.60	8.85	614	10.7K	57.2%	-0.47	0.0182	-0.137
8.20	8.40	230		56.9%	0.52	0.0181	-0.136	131	9.15	9.40	199		57.2%	-0.48	0.0183	-0.137
7.75	7.95	86		56.8%	0.50	0.0182	-0.136	132	9.70	9.95	62		57.1%	-0.50	0.0184	-0.137
7.30	7.55	1,178		56.6%	0.48	0.0182	-0.136	133	10.25	10.50	71		57.0%	-0.52	0.0184	-0.137
6.90	7.10	12		56.7%	0.46	0.0182	-0.135	134	10.85	11.10	21		56.9%	-0.54	0.0184	-0.136
6.50	6.70	1,599	4,288	56.6%	0.45	0.0181	-0.134	135	11.45	11.70	90	8,779	56.8%	-0.56	0.0183	-0.135
6.10	6.35	87		56.4%	0.43	0.0180	-0.133	136	12.05	12.30	13		57.0%	-0.57	0.0182	-0.134
5.75	5.95	62		56.4%	0.41	0.0179	-0.132	137	12.70	12.95	2		56.8%	-0.59	0.0181	-0.133
5.40	5.60	27		56.4%	0.40	0.0177	-0.130	138	13.35	13.60	3		56.8%	-0.61	0.0180	-0.131
5.10	5.30	13		56.2%	0.38	0.0175	-0.128	139	14.05	14.30	5		56.7%	-0.63	0.0178	-0.129
4.80	4.95	2,460	9,910	56.4%	0.36	0.0173	-0.126	140	14.70	15.00	69	15.3K	56.8%	-0.64	0.0175	-0.127
4.45	4.65	88		56.1%	0.35	0.0170	-0.124	141	15.40	15.70	9		56.7%	-0.66	0.0173	-0.125
4.20	4.40	69		56.2%	0.33	0.0167	-0.122	142	16.15	16.40	2		56.8%	-0.67	0.0170	-0.123
3.90	4.10	101		56.1%	0.32	0.0164	-0.119	143	16.85	17.15	1		56.7%	-0.69	0.0167	-0.120
3.45	3.60	787	6,796	56.2%	0.29	0.0157	-0.114	145	18.40	18.65	84	8,787	56.8%	-0.72	0.0160	-0.115
2.50	2.58	2,568	18.0K	56.3%	0.22	0.0137	-0.100	150	22.40	22.70	194	5,738	57.0%	-0.79	0.0141	-0.100
2.09	2.19	515		56.4%	0.19	0.0127	-0.092	152.5	24.30	24.80	6		57.3%	-0.81	0.0131	-0.093
1.77	1.82	530	9,717	56.4%	0.17	0.0116	-0.085	155	26.70	27.00	12	2,858	57.5%	-0.84	0.0120	-0.085
1.26	1.32	2,405	18.4K	57.0%	0.13	0.0096	-0.071	160	31.15	31.50	62	2,312	58.4%	-0.88	0.0100	-0.071
0.9000	0.9800	822	18.5K	57.8%	0.10	0.0078	-0.059	165	35.85	36.20	27	5,078	59.1%	-0.91	0.0083	-0.059
0.6600	0.7200	1,130	10.5K	58.7%	0.08	0.0062	-0.049	170	40.60	40.95	20	4,844	60.8%	-0.94	0.0068	-0.048
0.4900	0.5300	421	4,490	59.7%	0.06	0.0050	-0.040	175	45.45	45.75	1	995	62.2%	-0.96	0.0055	-0.039
0.3700	0.4000	580	9,905	60.8%	0.04	0.0040	-0.033	180	50.40	50.65	34	3,071	63.7%	-0.97	0.0046	-0.032
0.2700	0.3100	62	4,609	61.8%	0.03	0.0032	-0.027	185	55.15	55.65	1	1,000	62.0%	-0.98	0.0039	-0.024
0.2300	0.2400	118	6,419	63.4%	0.03	0.0026	-0.023	190	60.20	60.60	12	2,115	62.9%	-0.99	0.0026	-0.021

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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