PANW chaîne d'options Palo Alto Networks, Inc.
Cboe delayed options data · au 18:41 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 ±27.9% (250.65–445.05) · ATM IV 54.6% · P/C open interest 0.90
| 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 | |
| 175.45 | 182.30 | 1,284 | 68.9% | 0.97 | 0.0004 | -0.011 | 175 | 1.15 | 2.28 | 201 | 63.9% | -0.03 | 0.0004 | -0.029 | ||
| 171.20 | 177.40 | 167 | 68.3% | 0.97 | 0.0005 | -0.014 | 180 | 1.36 | 2.53 | 410 | 63.2% | -0.03 | 0.0005 | -0.031 | ||
| 166.25 | 173.00 | 729 | 67.0% | 0.97 | 0.0005 | -0.017 | 185 | 1.62 | 2.89 | 269 | 62.8% | -0.03 | 0.0006 | -0.034 | ||
| 161.80 | 168.10 | 78 | 65.8% | 0.96 | 0.0006 | -0.021 | 190 | 2.05 | 3.20 | 259 | 62.6% | -0.04 | 0.0006 | -0.037 | ||
| 157.10 | 163.75 | 215 | 65.1% | 0.96 | 0.0007 | -0.025 | 195 | 2.20 | 3.60 | 164 | 61.7% | -0.04 | 0.0007 | -0.041 | ||
| 152.90 | 159.20 | 2 | 356 | 64.9% | 0.95 | 0.0007 | -0.029 | 200 | 2.79 | 3.65 | 1 | 351 | 61.0% | -0.05 | 0.0007 | -0.044 |
| 143.80 | 150.25 | 273 | 63.1% | 0.94 | 0.0009 | -0.037 | 210 | 3.35 | 5.00 | 179 | 60.3% | -0.06 | 0.0009 | -0.052 | ||
| 134.90 | 140.85 | 1,203 | 60.6% | 0.93 | 0.0011 | -0.046 | 220 | 4.70 | 5.50 | 436 | 59.0% | -0.07 | 0.0011 | -0.060 | ||
| 127.70 | 132.35 | 384 | 61.5% | 0.91 | 0.0012 | -0.056 | 230 | 5.90 | 7.05 | 309 | 58.5% | -0.09 | 0.0012 | -0.069 | ||
| 119.35 | 124.00 | 111 | 60.4% | 0.89 | 0.0014 | -0.066 | 240 | 7.45 | 8.25 | 8 | 355 | 57.5% | -0.11 | 0.0014 | -0.079 | |
| 111.30 | 116.05 | 345 | 59.6% | 0.87 | 0.0016 | -0.077 | 250 | 9.30 | 9.90 | 42 | 555 | 56.9% | -0.13 | 0.0017 | -0.088 | |
| 103.70 | 108.25 | 266 | 58.9% | 0.85 | 0.0018 | -0.087 | 260 | 11.25 | 12.30 | 430 | 56.6% | -0.15 | 0.0019 | -0.098 | ||
| 96.60 | 100.75 | 129 | 58.5% | 0.83 | 0.0020 | -0.098 | 270 | 13.80 | 14.50 | 8 | 1,073 | 56.1% | -0.18 | 0.0021 | -0.108 | |
| 89.30 | 93.15 | 166 | 57.4% | 0.80 | 0.0022 | -0.107 | 280 | 16.35 | 18.00 | 2 | 722 | 56.2% | -0.20 | 0.0023 | -0.117 | |
| 82.50 | 86.30 | 251 | 56.8% | 0.77 | 0.0024 | -0.117 | 290 | 19.30 | 21.45 | 1,164 | 56.0% | -0.23 | 0.0025 | -0.125 | ||
| 76.25 | 79.90 | 669 | 56.6% | 0.74 | 0.0026 | -0.125 | 300 | 22.80 | 24.05 | 4 | 813 | 55.1% | -0.26 | 0.0027 | -0.133 | |
| 69.65 | 73.70 | 347 | 55.8% | 0.71 | 0.0028 | -0.133 | 310 | 26.25 | 28.25 | 288 | 54.9% | -0.29 | 0.0028 | -0.140 | ||
| 64.55 | 68.10 | 445 | 56.0% | 0.68 | 0.0029 | -0.139 | 320 | 30.30 | 32.50 | 895 | 54.6% | -0.32 | 0.0030 | -0.146 | ||
| 58.55 | 63.65 | 1 | 156 | 55.8% | 0.65 | 0.0030 | -0.145 | 330 | 35.45 | 36.95 | 6 | 800 | 54.8% | -0.36 | 0.0031 | -0.152 |
| 54.50 | 58.60 | 1 | 328 | 56.2% | 0.62 | 0.0031 | -0.149 | 340 | 40.95 | 41.85 | 10 | 638 | 54.9% | -0.39 | 0.0032 | -0.156 |
| 48.95 | 52.55 | 4 | 137 | 54.7% | 0.59 | 0.0032 | -0.153 | 350 | 45.80 | 47.10 | 50 | 706 | 54.6% | -0.42 | 0.0033 | -0.159 |
| 45.50 | 49.10 | 46 | 2,149 | 55.5% | 0.56 | 0.0032 | -0.155 | 360 | 51.65 | 52.65 | 4 | 1,066 | 54.6% | -0.46 | 0.0034 | -0.161 |
| 41.60 | 44.25 | 20 | 307 | 55.0% | 0.52 | 0.0033 | -0.156 | 370 | 56.25 | 58.75 | 3 | 393 | 53.9% | -0.49 | 0.0034 | -0.162 |
| 38.00 | 40.30 | 20 | 177 | 54.9% | 0.49 | 0.0033 | -0.157 | 380 | 63.55 | 64.70 | 1 | 484 | 54.2% | -0.52 | 0.0034 | -0.161 |
| 33.85 | 37.40 | 498 | 54.7% | 0.46 | 0.0033 | -0.156 | 390 | 68.10 | 72.60 | 7 | 256 | 53.8% | -0.55 | 0.0034 | -0.161 | |
| 31.25 | 32.80 | 6 | 696 | 54.1% | 0.44 | 0.0032 | -0.155 | 400 | 74.75 | 78.65 | 987 | 53.2% | -0.58 | 0.0034 | -0.159 | |
| 28.95 | 29.75 | 1 | 367 | 54.3% | 0.41 | 0.0032 | -0.153 | 410 | 81.90 | 86.30 | 120 | 53.5% | -0.61 | 0.0034 | -0.156 | |
| 25.50 | 26.90 | 3 | 681 | 53.7% | 0.38 | 0.0031 | -0.150 | 420 | 88.85 | 93.55 | 7 | 132 | 53.1% | -0.64 | 0.0034 | -0.153 |
| 23.15 | 26.10 | 36 | 262 | 54.7% | 0.36 | 0.0031 | -0.146 | 430 | 96.80 | 100.85 | 99 | 53.1% | -0.67 | 0.0033 | -0.150 | |
| 21.25 | 25.30 | 1 | 300 | 55.7% | 0.33 | 0.0030 | -0.143 | 440 | 104.10 | 108.80 | 75 | 52.8% | -0.69 | 0.0032 | -0.146 | |
| 19.60 | 21.25 | 10 | 479 | 54.7% | 0.31 | 0.0029 | -0.139 | 450 | 112.45 | 116.75 | 50 | 52.9% | -0.72 | 0.0032 | -0.141 | |
| 17.80 | 19.55 | 161 | 54.9% | 0.29 | 0.0028 | -0.134 | 460 | 120.15 | 124.90 | 106 | 52.5% | -0.74 | 0.0031 | -0.137 | ||
| 16.15 | 17.20 | 4 | 359 | 54.5% | 0.27 | 0.0027 | -0.130 | 470 | 128.90 | 133.15 | 3 | 52.6% | -0.76 | 0.0030 | -0.132 | |
| 14.70 | 15.55 | 2 | 979 | 54.5% | 0.25 | 0.0026 | -0.125 | 480 | 137.20 | 141.65 | 21 | 52.2% | -0.78 | 0.0029 | -0.127 | |
| 13.30 | 14.10 | 227 | 54.4% | 0.23 | 0.0025 | -0.120 | 490 | 145.95 | 150.40 | 15 | 52.2% | -0.80 | 0.0028 | -0.122 | ||
| 12.00 | 12.55 | 61 | 2,883 | 54.2% | 0.21 | 0.0024 | -0.115 | 500 | 154.60 | 159.20 | 103 | 51.8% | -0.82 | 0.0027 | -0.117 | |
| 11.00 | 12.20 | 323 | 55.0% | 0.20 | 0.0023 | -0.110 | 510 | 164.35 | 168.15 | 6 | 52.4% | -0.84 | 0.0026 | -0.112 | ||
| 10.10 | 10.70 | 203 | 54.8% | 0.18 | 0.0022 | -0.106 | 520 | 172.35 | 177.90 | 2 | 51.7% | -0.86 | 0.0025 | -0.108 | ||
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 — Mar 19, 2027
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