ROKU chaîne d'options Roku, 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 ±16.2% (129.54–179.54) · ATM IV 18.1% · P/C open interest 0.39
| 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 | |
| 74.50 | 79.00 | 74 | 38.6% | 0.94 | 0.0014 | 0.000 | 80 | 0 | 5.00 | 41 | 47.2% | -0.04 | 0.0013 | -0.007 | ||
| 70.00 | 74.00 | 34 | 35.8% | 0.93 | 0.0016 | 0.000 | 85 | 0 | 5.00 | 5 | 43.8% | -0.05 | 0.0015 | -0.007 | ||
| 65.50 | 70.00 | 35 | 36.0% | 0.93 | 0.0018 | 0.000 | 90 | 0.3000 | 5.00 | 210 | 41.1% | -0.05 | 0.0017 | -0.007 | ||
| 61.00 | 65.50 | 51 | 34.4% | 0.92 | 0.0020 | -0.000 | 95 | 0 | 5.00 | 1 | 37.4% | -0.06 | 0.0020 | -0.007 | ||
| 56.00 | 60.50 | 131 | 30.3% | 0.91 | 0.0024 | -0.001 | 100 | 0 | 5.00 | 69 | 34.4% | -0.07 | 0.0024 | -0.008 | ||
| 51.50 | 56.00 | 150 | 28.7% | 0.90 | 0.0028 | -0.002 | 105 | 0 | 5.00 | 19 | 31.6% | -0.08 | 0.0028 | -0.008 | ||
| 47.00 | 51.50 | 83 | 27.1% | 0.89 | 0.0032 | -0.003 | 110 | 0 | 5.00 | 32 | 28.9% | -0.09 | 0.0033 | -0.008 | ||
| 42.50 | 47.50 | 58 | 26.1% | 0.88 | 0.0038 | -0.003 | 115 | 0 | 5.00 | 70 | 26.2% | -0.10 | 0.0040 | -0.009 | ||
| 38.00 | 43.00 | 71 | 24.2% | 0.86 | 0.0045 | -0.004 | 120 | 0 | 5.00 | 58 | 23.7% | -0.12 | 0.0048 | -0.009 | ||
| 34.00 | 39.00 | 138 | 23.6% | 0.84 | 0.0054 | -0.005 | 125 | 0 | 5.00 | 2 | 21.2% | -0.14 | 0.0057 | -0.010 | ||
| 29.50 | 34.50 | 153 | 21.6% | 0.81 | 0.0064 | -0.006 | 130 | 0.5000 | 5.50 | 10 | 20.0% | -0.17 | 0.0068 | -0.010 | ||
| 26.00 | 30.50 | 298 | 21.1% | 0.78 | 0.0075 | -0.007 | 135 | 1.50 | 6.50 | 1 | 19.7% | -0.20 | 0.0081 | -0.011 | ||
| 22.00 | 27.00 | 46 | 20.2% | 0.74 | 0.0087 | -0.008 | 140 | 4.00 | 7.50 | 7 | 20.3% | -0.25 | 0.0096 | -0.012 | ||
| 18.50 | 23.40 | 18 | 19.4% | 0.70 | 0.0099 | -0.009 | 145 | 4.00 | 8.50 | 18.2% | -0.30 | 0.0111 | -0.013 | |||
| 15.50 | 20.00 | 222 | 18.8% | 0.65 | 0.0110 | -0.010 | 150 | 5.50 | 10.50 | 11 | 18.0% | -0.36 | 0.0126 | -0.013 | ||
| 12.50 | 17.50 | 46 | 18.6% | 0.59 | 0.0120 | -0.011 | 155 | 7.50 | 12.50 | 1 | 17.6% | -0.42 | 0.0141 | -0.014 | ||
| 10.00 | 14.50 | 127 | 17.9% | 0.53 | 0.0127 | -0.011 | 160 | 9.80 | 14.50 | 20 | 16.8% | -0.50 | 0.0155 | -0.014 | ||
| 7.50 | 12.50 | 283 | 17.6% | 0.47 | 0.0130 | -0.011 | 165 | 12.50 | 17.50 | 12 | 16.6% | -0.58 | 0.0165 | -0.014 | ||
| 5.50 | 10.50 | 112 | 17.2% | 0.41 | 0.0128 | -0.011 | 170 | 16.00 | 20.50 | 16.4% | -0.66 | 0.0173 | -0.014 | |||
| 4.00 | 9.00 | 45 | 17.2% | 0.35 | 0.0124 | -0.011 | 175 | 19.55 | 24.50 | 16.4% | -0.74 | 0.0178 | -0.014 | |||
| 3.00 | 7.50 | 25 | 17.3% | 0.30 | 0.0116 | -0.010 | 180 | 23.50 | 28.50 | 16.0% | -0.82 | 0.0179 | -0.013 | |||
| 2.00 | 6.50 | 280 | 17.3% | 0.25 | 0.0106 | -0.010 | 185 | 28.00 | 33.00 | 15.9% | -0.89 | 0.0178 | -0.013 | |||
| 1.00 | 5.50 | 59 | 17.1% | 0.22 | 0.0096 | -0.009 | 190 | 33.00 | 38.00 | 17.5% | -0.94 | 0.0147 | -0.013 | |||
| 0.5000 | 5.00 | 3 | 17.5% | 0.19 | 0.0086 | -0.009 | 195 | 38.00 | 43.00 | 19.1% | -0.97 | 0.0103 | -0.011 | |||
| 0 | 5.00 | 7 | 18.3% | 0.17 | 0.0076 | -0.008 | 200 | 43.00 | 48.00 | 20.6% | -0.99 | 0.0047 | -0.011 | |||
| 0 | 5.00 | 20.9% | 0.14 | 0.0062 | -0.008 | 210 | 53.00 | 58.00 | 23.4% | -1.00 | 0.0008 | -0.011 | ||||
| 0 | 5.00 | 23.2% | 0.12 | 0.0052 | -0.008 | 220 | 63.00 | 68.00 | 26.1% | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 5.00 | 25.4% | 0.11 | 0.0045 | -0.008 | 230 | 73.00 | 78.00 | 28.6% | -1.00 | 0.0000 | -0.011 | ||||
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 — Jan 21, 2028
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.