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 ±46.9% (184.77–510.92) · ATM IV 55.6% · P/C open interest 0.70
| 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 | |
| 189.00 | 197.00 | 100 | 61.0% | 0.94 | 0.0006 | -0.009 | 175 | 7.50 | 8.60 | 274 | 57.4% | -0.07 | 0.0006 | -0.033 | ||
| 185.80 | 192.20 | 106 | 60.4% | 0.93 | 0.0006 | -0.011 | 180 | 8.25 | 10.65 | 441 | 58.3% | -0.07 | 0.0006 | -0.035 | ||
| 182.00 | 188.85 | 165 | 60.6% | 0.92 | 0.0007 | -0.014 | 185 | 9.05 | 11.50 | 252 | 58.0% | -0.08 | 0.0007 | -0.037 | ||
| 178.00 | 185.00 | 136 | 60.0% | 0.92 | 0.0007 | -0.016 | 190 | 10.15 | 12.65 | 238 | 58.1% | -0.09 | 0.0007 | -0.039 | ||
| 173.55 | 181.00 | 200 | 58.9% | 0.91 | 0.0008 | -0.019 | 195 | 11.10 | 13.75 | 243 | 57.9% | -0.09 | 0.0008 | -0.041 | ||
| 169.85 | 178.00 | 303 | 59.2% | 0.91 | 0.0008 | -0.021 | 200 | 12.50 | 13.30 | 482 | 56.8% | -0.10 | 0.0008 | -0.043 | ||
| 162.60 | 170.00 | 282 | 58.1% | 0.89 | 0.0009 | -0.026 | 210 | 14.50 | 15.70 | 417 | 56.4% | -0.11 | 0.0009 | -0.047 | ||
| 156.30 | 161.95 | 150 | 57.5% | 0.88 | 0.0010 | -0.031 | 220 | 16.85 | 19.95 | 546 | 57.2% | -0.13 | 0.0010 | -0.051 | ||
| 150.00 | 156.00 | 379 | 57.9% | 0.86 | 0.0010 | -0.036 | 230 | 19.15 | 22.70 | 286 | 56.6% | -0.14 | 0.0011 | -0.055 | ||
| 143.00 | 149.70 | 721 | 57.5% | 0.85 | 0.0011 | -0.041 | 240 | 22.75 | 24.10 | 18 | 913 | 55.8% | -0.16 | 0.0012 | -0.059 | |
| 136.05 | 143.30 | 423 | 56.8% | 0.83 | 0.0012 | -0.045 | 250 | 26.25 | 27.20 | 31 | 654 | 55.7% | -0.18 | 0.0013 | -0.063 | |
| 131.00 | 138.00 | 188 | 57.4% | 0.81 | 0.0013 | -0.050 | 260 | 29.50 | 31.05 | 20 | 342 | 55.6% | -0.19 | 0.0014 | -0.066 | |
| 124.85 | 132.00 | 103 | 56.9% | 0.80 | 0.0014 | -0.054 | 270 | 31.90 | 34.75 | 355 | 54.8% | -0.21 | 0.0014 | -0.070 | ||
| 119.20 | 126.00 | 242 | 56.5% | 0.78 | 0.0014 | -0.058 | 280 | 36.95 | 40.25 | 699 | 55.8% | -0.23 | 0.0015 | -0.073 | ||
| 114.25 | 120.55 | 416 | 56.5% | 0.76 | 0.0015 | -0.062 | 290 | 40.25 | 43.00 | 237 | 54.7% | -0.25 | 0.0016 | -0.076 | ||
| 109.00 | 112.20 | 3,089 | 55.0% | 0.74 | 0.0016 | -0.065 | 300 | 45.50 | 48.40 | 726 | 55.3% | -0.27 | 0.0017 | -0.079 | ||
| 104.55 | 110.15 | 179 | 56.2% | 0.73 | 0.0016 | -0.069 | 310 | 49.90 | 53.30 | 54 | 55.2% | -0.29 | 0.0017 | -0.081 | ||
| 99.90 | 105.75 | 301 | 56.2% | 0.71 | 0.0017 | -0.071 | 320 | 54.80 | 58.15 | 78 | 55.1% | -0.31 | 0.0018 | -0.084 | ||
| 95.65 | 102.00 | 4 | 79 | 56.5% | 0.69 | 0.0017 | -0.074 | 330 | 60.20 | 63.65 | 105 | 55.2% | -0.33 | 0.0019 | -0.086 | |
| 90.55 | 97.40 | 1 | 85 | 56.0% | 0.67 | 0.0018 | -0.077 | 340 | 64.50 | 68.10 | 144 | 54.4% | -0.35 | 0.0019 | -0.088 | |
| 86.90 | 93.00 | 162 | 56.0% | 0.65 | 0.0018 | -0.079 | 350 | 70.75 | 75.50 | 92 | 55.3% | -0.37 | 0.0020 | -0.089 | ||
| 83.35 | 88.00 | 8 | 167 | 55.7% | 0.64 | 0.0018 | -0.081 | 360 | 75.50 | 80.05 | 22 | 54.4% | -0.39 | 0.0020 | -0.091 | |
| 79.20 | 85.00 | 361 | 55.8% | 0.62 | 0.0019 | -0.083 | 370 | 81.70 | 85.00 | 49 | 54.1% | -0.41 | 0.0021 | -0.092 | ||
| 75.60 | 78.05 | 171 | 54.5% | 0.60 | 0.0019 | -0.084 | 380 | 87.45 | 91.20 | 328 | 54.0% | -0.43 | 0.0021 | -0.093 | ||
| 71.85 | 74.60 | 1 | 968 | 54.4% | 0.58 | 0.0019 | -0.085 | 390 | 94.80 | 98.40 | 42 | 54.6% | -0.45 | 0.0021 | -0.094 | |
| 68.85 | 72.05 | 3 | 394 | 54.7% | 0.57 | 0.0019 | -0.086 | 400 | 100.50 | 104.70 | 35 | 54.2% | -0.46 | 0.0022 | -0.094 | |
| 66.15 | 68.20 | 645 | 54.6% | 0.55 | 0.0019 | -0.087 | 410 | 107.05 | 111.75 | 59 | 54.3% | -0.48 | 0.0022 | -0.095 | ||
| 62.90 | 65.00 | 789 | 54.4% | 0.53 | 0.0019 | -0.088 | 420 | 114.45 | 117.65 | 96 | 54.1% | -0.50 | 0.0022 | -0.095 | ||
| 60.05 | 62.20 | 1,759 | 54.4% | 0.52 | 0.0020 | -0.089 | 430 | 121.00 | 124.85 | 11 | 54.0% | -0.52 | 0.0022 | -0.095 | ||
| 56.80 | 59.40 | 563 | 54.1% | 0.50 | 0.0020 | -0.089 | 440 | 129.75 | 132.90 | 7 | 54.9% | -0.54 | 0.0022 | -0.095 | ||
| 54.85 | 58.00 | 73 | 54.7% | 0.49 | 0.0020 | -0.089 | 450 | 135.65 | 139.50 | 59 | 54.1% | -0.56 | 0.0023 | -0.094 | ||
| 52.40 | 54.60 | 197 | 54.4% | 0.47 | 0.0019 | -0.089 | 460 | 143.00 | 146.60 | 1 | 54.0% | -0.57 | 0.0023 | -0.094 | ||
| 50.00 | 53.10 | 83 | 54.6% | 0.46 | 0.0019 | -0.089 | 470 | 150.30 | 157.00 | 122 | 54.9% | -0.59 | 0.0023 | -0.093 | ||
| 47.85 | 49.95 | 314 | 54.4% | 0.44 | 0.0019 | -0.089 | 480 | 158.25 | 164.00 | 19 | 54.7% | -0.61 | 0.0023 | -0.093 | ||
| 45.85 | 48.20 | 107 | 54.5% | 0.43 | 0.0019 | -0.089 | 490 | 165.90 | 172.00 | 24 | 54.7% | -0.62 | 0.0023 | -0.092 | ||
| 43.75 | 45.80 | 571 | 54.4% | 0.42 | 0.0019 | -0.088 | 500 | 173.80 | 180.00 | 14 | 54.8% | -0.64 | 0.0023 | -0.091 | ||
| 41.90 | 43.80 | 131 | 54.4% | 0.40 | 0.0019 | -0.088 | 510 | 181.80 | 188.00 | 76 | 54.7% | -0.66 | 0.0023 | -0.090 | ||
| 40.30 | 42.05 | 54 | 54.5% | 0.39 | 0.0019 | -0.087 | 520 | 189.85 | 196.00 | 23 | 54.6% | -0.67 | 0.0023 | -0.089 | ||
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 — Dec 17, 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