SE chaîne d'options Sea Limited
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 ±20.3% (89.68–135.28) · ATM IV 47.0% · P/C open interest 0.88
| 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 | |
| 52.00 | 55.65 | 51 | 61.1% | 0.99 | 0.0010 | 0.000 | 60 | 0 | 1.41 | 545 | 73.4% | -0.01 | 0.0010 | -0.005 | ||
| 46.95 | 50.80 | 39 | 53.7% | 0.98 | 0.0015 | 0.000 | 65 | 0 | 0.9100 | 138 | 60.0% | -0.02 | 0.0015 | -0.008 | ||
| 42.45 | 45.40 | 10 | 46.9% | 0.97 | 0.0023 | 0.000 | 70 | 0.0100 | 0.7000 | 144 | 50.7% | -0.04 | 0.0023 | -0.012 | ||
| 39.85 | 43.20 | 45.9% | 0.96 | 0.0028 | 0.000 | 72.5 | 0.2400 | 1.05 | 2 | 80 | 53.6% | -0.04 | 0.0028 | -0.014 | ||
| 37.50 | 40.85 | 14 | 45.7% | 0.95 | 0.0034 | -0.002 | 75 | 0.3800 | 1.24 | 1,050 | 52.8% | -0.05 | 0.0034 | -0.016 | ||
| 35.25 | 38.75 | 2 | 47.8% | 0.93 | 0.0040 | -0.006 | 77.5 | 0.4800 | 1.39 | 42 | 51.2% | -0.07 | 0.0040 | -0.019 | ||
| 33.10 | 36.55 | 20 | 49.8% | 0.92 | 0.0047 | -0.009 | 80 | 0.7100 | 1.70 | 2,171 | 51.7% | -0.08 | 0.0047 | -0.021 | ||
| 30.85 | 34.35 | 5 | 47.9% | 0.91 | 0.0054 | -0.013 | 82.5 | 0.0100 | 3.40 | 40 | 52.5% | -0.10 | 0.0054 | -0.024 | ||
| 29.40 | 32.00 | 13 | 49.8% | 0.89 | 0.0062 | -0.017 | 85 | 1.22 | 2.46 | 350 | 50.1% | -0.11 | 0.0062 | -0.027 | ||
| 27.10 | 29.95 | 10 | 48.6% | 0.87 | 0.0070 | -0.021 | 87.5 | 1.20 | 4.35 | 36 | 51.0% | -0.13 | 0.0070 | -0.030 | ||
| 24.60 | 28.45 | 109 | 48.3% | 0.85 | 0.0078 | -0.025 | 90 | 2.05 | 3.15 | 565 | 48.5% | -0.16 | 0.0079 | -0.033 | ||
| 22.70 | 26.55 | 48 | 48.3% | 0.82 | 0.0086 | -0.028 | 92.5 | 2.00 | 3.75 | 2 | 22 | 46.5% | -0.18 | 0.0087 | -0.036 | |
| 21.65 | 24.00 | 140 | 48.4% | 0.80 | 0.0094 | -0.032 | 95 | 3.75 | 4.10 | 1 | 123 | 48.9% | -0.21 | 0.0096 | -0.039 | |
| 19.65 | 22.90 | 359 | 49.3% | 0.77 | 0.0102 | -0.035 | 97.5 | 4.45 | 5.40 | 29 | 50.3% | -0.23 | 0.0104 | -0.042 | ||
| 19.25 | 21.25 | 2 | 318 | 52.3% | 0.74 | 0.0109 | -0.038 | 100 | 4.25 | 6.00 | 3 | 434 | 46.9% | -0.27 | 0.0111 | -0.044 |
| 14.95 | 18.20 | 558 | 49.0% | 0.68 | 0.0122 | -0.044 | 105 | 7.15 | 8.15 | 6 | 68 | 49.8% | -0.33 | 0.0124 | -0.048 | |
| 12.25 | 15.00 | 4 | 362 | 47.7% | 0.61 | 0.0130 | -0.048 | 110 | 8.25 | 10.10 | 133 | 46.4% | -0.40 | 0.0134 | -0.051 | |
| 10.80 | 11.65 | 2 | 81 | 47.4% | 0.54 | 0.0135 | -0.050 | 115 | 12.00 | 12.45 | 3 | 281 | 48.1% | -0.46 | 0.0140 | -0.052 |
| 7.85 | 11.25 | 312 | 48.8% | 0.48 | 0.0136 | -0.051 | 120 | 13.35 | 17.20 | 1 | 2,986 | 48.4% | -0.53 | 0.0141 | -0.051 | |
| 7.15 | 9.50 | 2 | 1,165 | 50.8% | 0.42 | 0.0133 | -0.051 | 125 | 17.10 | 20.50 | 53 | 49.5% | -0.60 | 0.0139 | -0.049 | |
| 4.70 | 7.65 | 2 | 2,282 | 47.8% | 0.36 | 0.0127 | -0.049 | 130 | 21.20 | 24.05 | 42 | 50.6% | -0.66 | 0.0134 | -0.046 | |
| 4.00 | 6.35 | 5 | 1,312 | 48.8% | 0.31 | 0.0120 | -0.046 | 135 | 24.00 | 27.90 | 27 | 48.5% | -0.71 | 0.0127 | -0.042 | |
| 3.50 | 5.40 | 53 | 606 | 50.1% | 0.26 | 0.0110 | -0.043 | 140 | 29.05 | 31.75 | 20 | 50.7% | -0.76 | 0.0118 | -0.037 | |
| 3.05 | 4.50 | 2 | 1,326 | 51.1% | 0.22 | 0.0100 | -0.040 | 145 | 32.80 | 36.10 | 87 | 50.0% | -0.80 | 0.0109 | -0.033 | |
| 1.58 | 3.50 | 3 | 652 | 47.9% | 0.19 | 0.0090 | -0.036 | 150 | 37.10 | 40.35 | 33 | 49.4% | -0.84 | 0.0100 | -0.028 | |
| 1.12 | 3.00 | 168 | 48.3% | 0.16 | 0.0080 | -0.032 | 155 | 41.65 | 44.85 | 6 | 49.6% | -0.88 | 0.0091 | -0.023 | ||
| 0.9500 | 2.73 | 137 | 50.0% | 0.13 | 0.0070 | -0.029 | 160 | 46.65 | 49.55 | 9 | 51.7% | -0.90 | 0.0081 | -0.018 | ||
| 0.9800 | 1.70 | 7 | 193 | 48.9% | 0.11 | 0.0062 | -0.026 | 165 | 50.90 | 54.00 | 47.4% | -0.93 | 0.0072 | -0.013 | ||
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 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.