RDDT chaîne d'options Reddit, Inc.
Cboe delayed options data · au 00:43 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 ±18.5% (126.47–183.81) · ATM IV 78.4% · P/C open interest 1.04
| 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 | |
| 73.85 | 77.45 | 12 | 110.9% | 0.99 | 0.0004 | -0.002 | 80 | 0.0100 | 0.1800 | 1 | 1,842 | 95.5% | -0.01 | 0.0004 | -0.011 | |
| 69.00 | 72.55 | 3 | 107.0% | 0.99 | 0.0006 | -0.006 | 85 | 0 | 0.4000 | 57 | 96.7% | -0.01 | 0.0006 | -0.015 | ||
| 64.20 | 67.60 | 8 | 102.2% | 0.99 | 0.0008 | -0.012 | 90 | 0.0800 | 0.3600 | 3 | 162 | 89.7% | -0.01 | 0.0008 | -0.020 | |
| 59.15 | 62.75 | 2 | 94.3% | 0.98 | 0.0012 | -0.019 | 95 | 0.1600 | 0.4000 | 353 | 84.9% | -0.02 | 0.0012 | -0.027 | ||
| 54.80 | 57.70 | 26 | 93.5% | 0.97 | 0.0016 | -0.029 | 100 | 0.2800 | 0.4600 | 19 | 423 | 80.8% | -0.03 | 0.0016 | -0.036 | |
| 50.45 | 53.10 | 2 | 94.9% | 0.96 | 0.0023 | -0.042 | 105 | 0.5000 | 0.6900 | 18 | 388 | 79.9% | -0.04 | 0.0023 | -0.048 | |
| 45.80 | 48.45 | 17 | 91.0% | 0.94 | 0.0031 | -0.059 | 110 | 0.8700 | 1.07 | 34 | 1,199 | 80.0% | -0.06 | 0.0031 | -0.064 | |
| 40.95 | 43.30 | 51 | 81.5% | 0.92 | 0.0041 | -0.079 | 115 | 1.37 | 1.63 | 24 | 2,346 | 80.0% | -0.08 | 0.0041 | -0.084 | |
| 36.40 | 39.45 | 1 | 46 | 82.0% | 0.89 | 0.0052 | -0.101 | 120 | 2.03 | 2.27 | 115 | 2,614 | 79.3% | -0.11 | 0.0052 | -0.105 |
| 33.00 | 35.35 | 18 | 84.4% | 0.85 | 0.0063 | -0.125 | 125 | 2.87 | 3.25 | 40 | 934 | 79.2% | -0.15 | 0.0063 | -0.129 | |
| 28.75 | 31.35 | 1 | 277 | 81.3% | 0.81 | 0.0074 | -0.148 | 130 | 3.90 | 4.40 | 31 | 1,741 | 78.6% | -0.19 | 0.0074 | -0.152 |
| 25.50 | 27.30 | 70 | 80.4% | 0.77 | 0.0084 | -0.170 | 135 | 5.30 | 5.80 | 16 | 1,223 | 78.5% | -0.23 | 0.0085 | -0.173 | |
| 22.30 | 23.65 | 1 | 167 | 79.4% | 0.72 | 0.0093 | -0.189 | 140 | 6.95 | 7.40 | 99 | 846 | 78.1% | -0.28 | 0.0094 | -0.192 |
| 19.35 | 20.40 | 225 | 78.8% | 0.66 | 0.0101 | -0.204 | 145 | 8.85 | 9.45 | 63 | 645 | 78.1% | -0.34 | 0.0101 | -0.207 | |
| 18.80 | 19.85 | 78.9% | 0.65 | 0.0102 | -0.207 | 146 | 9.25 | 9.95 | 78.2% | -0.35 | 0.0102 | -0.209 | ||||
| 18.30 | 19.20 | 78.8% | 0.64 | 0.0103 | -0.209 | 147 | 9.60 | 10.40 | 78.0% | -0.36 | 0.0104 | -0.211 | ||||
| 17.85 | 18.50 | 78.6% | 0.63 | 0.0104 | -0.211 | 148 | 10.05 | 11.05 | 10 | 78.6% | -0.37 | 0.0105 | -0.213 | |||
| 17.20 | 18.25 | 79.0% | 0.62 | 0.0105 | -0.213 | 149 | 10.50 | 11.25 | 30 | 77.8% | -0.38 | 0.0106 | -0.215 | |||
| 16.65 | 17.60 | 8 | 829 | 78.6% | 0.61 | 0.0106 | -0.215 | 150 | 11.10 | 11.75 | 30 | 1,495 | 78.2% | -0.39 | 0.0106 | -0.217 |
| 15.35 | 16.35 | 6 | 78.5% | 0.58 | 0.0108 | -0.219 | 152.5 | 12.30 | 13.10 | 7 | 78.4% | -0.42 | 0.0108 | -0.221 | ||
| 14.35 | 15.10 | 36 | 986 | 78.8% | 0.55 | 0.0109 | -0.222 | 155 | 13.50 | 14.40 | 139 | 485 | 78.0% | -0.45 | 0.0110 | -0.223 |
| 13.15 | 13.95 | 81 | 78.4% | 0.53 | 0.0110 | -0.224 | 157.5 | 14.85 | 15.75 | 20 | 77.9% | -0.47 | 0.0111 | -0.225 | ||
| 12.10 | 12.85 | 93 | 2,123 | 77.3% | 0.50 | 0.0110 | -0.224 | 160 | 16.30 | 17.20 | 576 | 877 | 77.9% | -0.50 | 0.0111 | -0.225 |
| 11.10 | 11.90 | 10 | 78.3% | 0.47 | 0.0110 | -0.224 | 162.5 | 17.75 | 18.75 | 12 | 77.8% | -0.53 | 0.0111 | -0.225 | ||
| 10.25 | 11.05 | 134 | 930 | 78.7% | 0.45 | 0.0109 | -0.222 | 165 | 19.05 | 20.25 | 21 | 285 | 76.8% | -0.55 | 0.0110 | -0.223 |
| 9.25 | 10.10 | 1 | 78.1% | 0.42 | 0.0108 | -0.220 | 167.5 | 20.70 | 22.05 | 77.3% | -0.58 | 0.0109 | -0.220 | |||
| 8.60 | 9.30 | 116 | 1,274 | 78.5% | 0.40 | 0.0107 | -0.216 | 170 | 22.50 | 23.65 | 685 | 77.3% | -0.60 | 0.0108 | -0.217 | |
| 7.85 | 8.50 | 4 | 78.3% | 0.37 | 0.0105 | -0.212 | 172.5 | 24.20 | 25.75 | 78.1% | -0.63 | 0.0106 | -0.213 | |||
| 7.20 | 7.80 | 114 | 1,120 | 78.4% | 0.35 | 0.0102 | -0.208 | 175 | 26.00 | 27.25 | 3 | 217 | 77.2% | -0.65 | 0.0104 | -0.208 |
| 6.55 | 7.15 | 78.4% | 0.33 | 0.0100 | -0.203 | 177.5 | 28.00 | 29.10 | 25 | 77.6% | -0.67 | 0.0101 | -0.202 | |||
| 5.95 | 6.45 | 310 | 1,314 | 78.0% | 0.31 | 0.0097 | -0.197 | 180 | 29.70 | 31.00 | 2 | 72 | 76.9% | -0.70 | 0.0098 | -0.196 |
| 5.35 | 6.80 | 2 | 80.8% | 0.29 | 0.0094 | -0.191 | 182.5 | 31.70 | 33.55 | 79.0% | -0.72 | 0.0095 | -0.190 | |||
| 4.90 | 5.45 | 152 | 543 | 78.2% | 0.27 | 0.0091 | -0.184 | 185 | 33.45 | 35.20 | 67 | 77.0% | -0.74 | 0.0092 | -0.183 | |
| 4.10 | 4.65 | 274 | 1,031 | 78.9% | 0.23 | 0.0084 | -0.170 | 190 | 37.45 | 39.25 | 52 | 76.3% | -0.77 | 0.0086 | -0.169 | |
| 3.35 | 3.75 | 95 | 496 | 78.4% | 0.20 | 0.0077 | -0.156 | 195 | 41.30 | 43.60 | 40 | 74.8% | -0.81 | 0.0079 | -0.155 | |
| 2.77 | 3.10 | 204 | 2,049 | 78.6% | 0.17 | 0.0070 | -0.142 | 200 | 46.15 | 47.95 | 62 | 76.5% | -0.84 | 0.0072 | -0.140 | |
| 2.29 | 2.53 | 11 | 78.7% | 0.15 | 0.0063 | -0.128 | 205 | 51.20 | 52.45 | 79.2% | -0.86 | 0.0065 | -0.126 | |||
| 1.85 | 2.10 | 4 | 657 | 78.8% | 0.12 | 0.0056 | -0.115 | 210 | 55.65 | 57.15 | 16 | 79.4% | -0.88 | 0.0058 | -0.112 | |
| 1.27 | 1.45 | 23 | 456 | 79.6% | 0.09 | 0.0044 | -0.091 | 220 | 64.00 | 66.70 | 20 | 72.5% | -0.92 | 0.0047 | -0.088 | |
| 0.8700 | 1.05 | 22 | 801 | 80.7% | 0.07 | 0.0034 | -0.072 | 230 | 73.45 | 76.20 | 9 | 17 | -0.94 | 0.0037 | -0.069 | |
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.
callsputs