RIOT chaîne d'options Riot Platforms, 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 ±4.9% (17.68–19.50) · ATM IV 82.4% · P/C open interest 1.12
| 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 | |
| 7.80 | 10.10 | 9 | 54 | 658.7% | 1.00 | 0.0007 | 0.000 | 10 | 0 | 0.0200 | 16 | 351.8% | -0.00 | 0.0007 | -0.001 | |
| 6.70 | 8.90 | 6 | 13 | 487.4% | 1.00 | 0.0013 | -0.000 | 11 | 0 | 0.5900 | 1,016 | 564.3% | -0.00 | 0.0013 | -0.001 | |
| 5.55 | 7.35 | 4 | 6 | 1.00 | 0.0023 | -0.001 | 12 | 0 | 0.6500 | 26 | 503.1% | -0.00 | 0.0023 | -0.002 | ||
| 4.90 | 7.00 | 6 | 6 | 427.4% | 1.00 | 0.0039 | -0.002 | 13 | 0 | 0.3500 | 76 | 362.3% | -0.00 | 0.0039 | -0.003 | |
| 3.35 | 5.95 | 11 | 6 | 183.7% | 1.00 | 0.0068 | -0.003 | 14 | 0 | 0.0200 | 102 | 174.7% | -0.01 | 0.0068 | -0.003 | |
| 3.15 | 5.40 | 6 | 4 | 257.3% | 0.99 | 0.0092 | -0.003 | 14.5 | 0 | 0.3100 | 2 | 264.9% | -0.01 | 0.0092 | -0.004 | |
| 2.48 | 5.05 | 7 | 6 | 225.6% | 0.99 | 0.0128 | -0.004 | 15 | 0 | 0.0100 | 4 | 644 | 125.0% | -0.01 | 0.0128 | -0.004 |
| 2.18 | 4.25 | 5 | 17 | 175.3% | 0.99 | 0.0187 | -0.005 | 15.5 | 0 | 0.0200 | 263 | 33 | 118.9% | -0.01 | 0.0187 | -0.005 |
| 1.43 | 4.15 | 49 | 67 | 182.6% | 0.98 | 0.0302 | -0.007 | 16 | 0 | 0.0100 | 74 | 4,314 | 91.5% | -0.02 | 0.0302 | -0.007 |
| 1.84 | 2.29 | 7 | 44 | 0.97 | 0.0566 | -0.013 | 16.5 | 0.0100 | 0.0300 | 104 | 1,377 | 94.0% | -0.03 | 0.0566 | -0.014 | |
| 0.9900 | 2.46 | 73 | 66 | 107.3% | 0.93 | 0.1123 | -0.030 | 17 | 0.0300 | 0.0400 | 1,281 | 4,622 | 84.2% | -0.07 | 0.1125 | -0.030 |
| 1.20 | 1.40 | 672 | 475 | 103.6% | 0.85 | 0.1998 | -0.062 | 17.5 | 0.0600 | 0.0900 | 1,541 | 3,609 | 78.4% | -0.15 | 0.2004 | -0.062 |
| 0.8000 | 0.8800 | 2,519 | 1,669 | 83.0% | 0.72 | 0.2915 | -0.103 | 18 | 0.1700 | 0.2100 | 691 | 2,115 | 80.4% | -0.28 | 0.2927 | -0.103 |
| 0.4900 | 0.5600 | 1,931 | 2,081 | 82.1% | 0.56 | 0.3436 | -0.130 | 18.5 | 0.3700 | 0.4100 | 831 | 11.7K | 82.6% | -0.44 | 0.3458 | -0.131 |
| 0.3000 | 0.3300 | 3,369 | 5,308 | 84.9% | 0.39 | 0.3305 | -0.126 | 19 | 0.6500 | 0.6900 | 859 | 2,370 | 83.4% | -0.61 | 0.3333 | -0.127 |
| 0.1600 | 0.2100 | 6,554 | 4,010 | 88.9% | 0.25 | 0.2668 | -0.099 | 19.5 | 0.9600 | 1.10 | 60 | 9,633 | 84.5% | -0.75 | 0.2691 | -0.100 |
| 0.0900 | 0.1100 | 3,376 | 4,397 | 90.9% | 0.15 | 0.1903 | -0.067 | 20 | 1.24 | 1.57 | 57 | 1,127 | 68.6% | -0.85 | 0.1914 | -0.068 |
| 0.0400 | 0.0600 | 406 | 1,594 | 92.1% | 0.09 | 0.1274 | -0.044 | 20.5 | 1.61 | 2.30 | 24 | 1,179 | 107.4% | -0.91 | 0.1277 | -0.043 |
| 0.0100 | 0.0300 | 551 | 2,913 | 90.3% | 0.06 | 0.0844 | -0.029 | 21 | 1.87 | 2.98 | 8 | 5,179 | 112.9% | -0.95 | 0.0845 | -0.027 |
| 0.0100 | 0.0300 | 736 | 3,057 | 104.5% | 0.04 | 0.0572 | -0.020 | 21.5 | 2.43 | 3.80 | 203 | 195.7% | -0.96 | 0.0571 | -0.018 | |
| 0.0100 | 0.0200 | 809 | 6,696 | 112.6% | 0.03 | 0.0400 | -0.015 | 22 | 2.81 | 3.65 | 23 | 230 | -0.98 | 0.0398 | -0.013 | |
| 0 | 0.0300 | 15 | 2,752 | 125.2% | 0.02 | 0.0289 | -0.011 | 22.5 | 2.80 | 4.35 | 14 | 79 | -0.98 | 0.0285 | -0.010 | |
| 0 | 0.0200 | 204 | 661 | 129.5% | 0.02 | 0.0214 | -0.008 | 23 | 3.05 | 5.80 | 22 | 173.6% | -0.99 | 0.0208 | -0.008 | |
| 0 | 0.2900 | 41 | 3,202 | 230.4% | 0.01 | 0.0162 | -0.007 | 23.5 | 3.90 | 6.00 | 40 | 202.3% | -0.99 | 0.0154 | -0.006 | |
| 0 | 0.0100 | 13 | 982 | 138.9% | 0.01 | 0.0124 | -0.005 | 24 | 4.05 | 6.65 | 1 | 4 | -0.99 | 0.0114 | -0.005 | |
| 0 | 0.0800 | 203 | 199.4% | 0.01 | 0.0096 | -0.004 | 24.5 | 4.65 | 7.15 | 2 | 191.4% | -1.00 | 0.0086 | -0.004 | ||
| 0 | 0.0100 | 20 | 2,356 | 158.2% | 0.01 | 0.0076 | -0.003 | 25 | 6.15 | 6.95 | 10 | 215 | 290.3% | -1.00 | 0.0065 | -0.004 |
| 0 | 0.0500 | 94 | 206.4% | 0.00 | 0.0061 | -0.003 | 25.5 | 6.50 | 7.45 | 1 | 269.2% | -1.00 | 0.0050 | -0.004 | ||
| 0 | 0.0100 | 845 | 176.5% | 0.00 | 0.0049 | -0.002 | 26 | 6.30 | 7.95 | 2 | -1.00 | 0.0038 | -0.003 | |||
| 0 | 0.1500 | 15 | 272.8% | 0.00 | 0.0040 | -0.002 | 26.5 | 6.40 | 8.60 | 2 | 2 | -1.00 | 0.0029 | -0.003 | ||
| 0 | 0.0100 | 403 | 193.8% | 0.00 | 0.0032 | -0.002 | 27 | 7.10 | 9.65 | 4 | 2 | 173.3% | -1.00 | 0.0022 | -0.003 | |
| 0 | 0.1100 | 7 | 279.3% | 0.00 | 0.0027 | -0.001 | 27.5 | 7.40 | 10.50 | 4 | 301.1% | -1.00 | 0.0017 | -0.003 | ||
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 04, 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.