RGTI chaîne d'options Rigetti Computing, 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 ±10.7% (13.57–16.81) · ATM IV 66.1% · P/C open interest 0.71
| 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 | |
| 6.20 | 8.35 | 68 | 196.1% | 1.00 | 0.0017 | 0.000 | 8 | 0 | 0.7500 | 1,460 | 275.9% | -0.00 | 0.0016 | -0.001 | ||
| 5.20 | 6.45 | 49 | 1.00 | 0.0038 | 0.000 | 9 | 0 | 0.3800 | 226 | 193.3% | -0.00 | 0.0037 | -0.001 | |||
| 4.20 | 6.15 | 1,039 | 0.99 | 0.0087 | 0.000 | 10 | 0 | 0.0100 | 3,996 | 84.7% | -0.01 | 0.0087 | -0.002 | |||
| 3.25 | 5.10 | 162 | 0.98 | 0.0201 | -0.002 | 11 | 0 | 0.3200 | 3,568 | 125.8% | -0.02 | 0.0201 | -0.004 | |||
| 3.05 | 4.65 | 2 | 113.3% | 0.97 | 0.0303 | -0.004 | 11.5 | 0 | 0.3200 | 129 | 112.3% | -0.03 | 0.0304 | -0.005 | ||
| 2.80 | 3.45 | 135 | 0.95 | 0.0451 | -0.006 | 12 | 0.0100 | 0.0500 | 18 | 2,686 | 66.8% | -0.05 | 0.0452 | -0.007 | ||
| 1.99 | 3.70 | 7 | 86.0% | 0.92 | 0.0659 | -0.009 | 12.5 | 0.0500 | 0.0700 | 50 | 66.2% | -0.08 | 0.0660 | -0.010 | ||
| 1.85 | 2.99 | 2 | 1,648 | 83.9% | 0.88 | 0.0930 | -0.012 | 13 | 0.0600 | 0.1500 | 80 | 4,519 | 64.6% | -0.12 | 0.0932 | -0.013 |
| 1.78 | 2.08 | 5 | 71.3% | 0.83 | 0.1252 | -0.016 | 13.5 | 0.0500 | 0.2400 | 15 | 203 | 58.8% | -0.17 | 0.1254 | -0.017 | |
| 1.43 | 1.58 | 12 | 8,415 | 65.2% | 0.75 | 0.1580 | -0.020 | 14 | 0.2900 | 0.4000 | 106 | 1,311 | 68.2% | -0.25 | 0.1584 | -0.021 |
| 1.01 | 1.26 | 20 | 58 | 61.7% | 0.66 | 0.1846 | -0.024 | 14.5 | 0.4400 | 0.5800 | 140 | 284 | 67.4% | -0.34 | 0.1851 | -0.024 |
| 0.8700 | 0.9700 | 49 | 1,518 | 67.3% | 0.56 | 0.1986 | -0.026 | 15 | 0.6500 | 0.7500 | 150 | 3,797 | 64.9% | -0.44 | 0.1992 | -0.026 |
| 0.6400 | 0.7000 | 145 | 1,124 | 65.7% | 0.47 | 0.1979 | -0.026 | 15.5 | 0.9100 | 1.08 | 174 | 641 | 67.0% | -0.53 | 0.1986 | -0.026 |
| 0.4800 | 0.5200 | 398 | 3,823 | 66.9% | 0.38 | 0.1851 | -0.026 | 16 | 1.03 | 1.40 | 73 | 3,420 | 58.8% | -0.62 | 0.1858 | -0.026 |
| 0.3400 | 0.4000 | 67 | 2,227 | 68.2% | 0.30 | 0.1651 | -0.024 | 16.5 | 1.13 | 1.85 | 5 | 220 | 49.2% | -0.70 | 0.1659 | -0.024 |
| 0.2400 | 0.3100 | 162 | 6,343 | 69.8% | 0.24 | 0.1426 | -0.022 | 17 | 1.95 | 2.19 | 78 | 21.2K | 72.0% | -0.76 | 0.1435 | -0.021 |
| 0.1200 | 0.2500 | 52 | 511 | 68.9% | 0.19 | 0.1206 | -0.020 | 17.5 | 1.80 | 3.25 | 2 | 9 | 72.8% | -0.81 | 0.1215 | -0.019 |
| 0.1300 | 0.1600 | 147 | 3,151 | 71.9% | 0.15 | 0.1007 | -0.017 | 18 | 2.85 | 3.10 | 96 | 2,224 | 79.0% | -0.85 | 0.1016 | -0.016 |
| 0.1000 | 0.1400 | 11 | 183 | 75.6% | 0.12 | 0.0836 | -0.015 | 18.5 | 3.25 | 3.70 | 74 | 82.9% | -0.88 | 0.0844 | -0.014 | |
| 0.0500 | 0.1000 | 1,071 | 2,667 | 73.8% | 0.09 | 0.0692 | -0.013 | 19 | 3.80 | 4.30 | 9 | 870 | 101.2% | -0.91 | 0.0700 | -0.011 |
| 0.0500 | 0.1000 | 14 | 77 | 80.2% | 0.08 | 0.0573 | -0.011 | 19.5 | 3.75 | 5.15 | 17 | 93.4% | -0.93 | 0.0580 | -0.009 | |
| 0.0500 | 0.0700 | 430 | 6,540 | 82.4% | 0.06 | 0.0475 | -0.010 | 20 | 4.70 | 5.15 | 24 | 895 | 95.3% | -0.94 | 0.0481 | -0.008 |
| 0.0200 | 0.2000 | 254 | 125 | 100.1% | 0.05 | 0.0395 | -0.009 | 20.5 | 5.20 | 5.65 | 111.0% | -0.95 | 0.0399 | -0.006 | ||
| 0.0300 | 0.1100 | 34 | 1,819 | 96.3% | 0.04 | 0.0330 | -0.008 | 21 | 5.70 | 6.10 | 6 | 773 | 101.9% | -0.96 | 0.0335 | -0.005 |
| 0 | 0.2700 | 23 | 117.0% | 0.03 | 0.0277 | -0.007 | 21.5 | 5.65 | 6.85 | 1 | -0.97 | 0.0291 | -0.004 | |||
| 0.0200 | 0.0300 | 102 | 1,537 | 89.6% | 0.03 | 0.0233 | -0.006 | 22 | 6.60 | 7.00 | 5 | 468 | -0.97 | 0.0253 | -0.002 | |
| 0.0100 | 0.1400 | 64 | 113.3% | 0.02 | 0.0197 | -0.005 | 22.5 | 6.65 | 8.30 | 1 | 135.0% | -0.98 | 0.0230 | -0.002 | ||
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 — Sep 18, 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.