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 ±18.0% (72.75–104.59) · ATM IV 55.9% · P/C open interest 1.43
| 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 | |
| 42.45 | 46.10 | 99.7% | 0.99 | 0.0006 | 0.000 | 45 | 0 | 0.5500 | 8 | 90.5% | -0.00 | 0.0006 | -0.003 | |||
| 40.10 | 43.20 | 1 | 86.5% | 0.99 | 0.0008 | 0.000 | 47.5 | 0 | 0.5700 | 3 | 84.7% | -0.01 | 0.0008 | -0.004 | ||
| 37.65 | 40.75 | 81.7% | 0.99 | 0.0012 | -0.000 | 50 | 0 | 0.6100 | 312 | 79.5% | -0.01 | 0.0012 | -0.005 | |||
| 33.20 | 35.90 | 25 | 79.8% | 0.98 | 0.0023 | -0.005 | 55 | 0 | 0.3800 | 195 | 62.5% | -0.02 | 0.0023 | -0.010 | ||
| 28.40 | 30.50 | 51 | 64.2% | 0.96 | 0.0041 | -0.012 | 60 | 0.2300 | 0.4500 | 55 | 546 | 58.6% | -0.04 | 0.0041 | -0.016 | |
| 23.85 | 26.45 | 40 | 66.2% | 0.93 | 0.0067 | -0.021 | 65 | 0.6200 | 0.8400 | 79 | 144 | 57.9% | -0.07 | 0.0067 | -0.025 | |
| 19.50 | 21.60 | 9 | 59.3% | 0.88 | 0.0099 | -0.032 | 70 | 1.13 | 1.40 | 8 | 146 | 55.4% | -0.12 | 0.0100 | -0.035 | |
| 17.55 | 20.05 | 61.7% | 0.84 | 0.0117 | -0.038 | 72.5 | 1.54 | 1.82 | 2 | 88 | 54.7% | -0.16 | 0.0118 | -0.040 | ||
| 15.70 | 18.10 | 13 | 60.9% | 0.81 | 0.0135 | -0.043 | 75 | 2.13 | 2.30 | 98 | 1,086 | 54.4% | -0.19 | 0.0137 | -0.045 | |
| 13.95 | 15.65 | 2 | 57.6% | 0.77 | 0.0153 | -0.048 | 77.5 | 2.77 | 2.98 | 38 | 50 | 54.1% | -0.23 | 0.0154 | -0.050 | |
| 12.25 | 13.70 | 22 | 56.0% | 0.72 | 0.0169 | -0.053 | 80 | 3.50 | 3.80 | 61 | 2,351 | 53.8% | -0.28 | 0.0171 | -0.055 | |
| 10.65 | 12.10 | 1 | 4 | 55.4% | 0.68 | 0.0183 | -0.057 | 82.5 | 4.40 | 5.35 | 1 | 53 | 56.0% | -0.32 | 0.0185 | -0.059 |
| 9.40 | 10.55 | 19 | 55.5% | 0.63 | 0.0194 | -0.060 | 85 | 5.20 | 6.25 | 36 | 388 | 54.2% | -0.37 | 0.0196 | -0.061 | |
| 8.40 | 9.25 | 10 | 11 | 56.4% | 0.58 | 0.0201 | -0.062 | 87.5 | 6.70 | 7.50 | 115 | 31 | 55.4% | -0.43 | 0.0204 | -0.063 |
| 6.85 | 7.80 | 99 | 122 | 53.9% | 0.53 | 0.0206 | -0.063 | 90 | 8.00 | 8.50 | 132 | 602 | 54.1% | -0.48 | 0.0209 | -0.064 |
| 5.80 | 8.15 | 49 | 58.6% | 0.48 | 0.0206 | -0.063 | 92.5 | 9.10 | 9.95 | 4 | 50 | 52.7% | -0.53 | 0.0210 | -0.064 | |
| 5.00 | 7.20 | 94 | 159 | 58.9% | 0.43 | 0.0203 | -0.062 | 95 | 10.65 | 11.45 | 124 | 10.3K | 52.3% | -0.58 | 0.0208 | -0.063 |
| 4.30 | 5.80 | 1 | 459 | 57.3% | 0.38 | 0.0198 | -0.060 | 97.5 | 12.20 | 13.10 | 9 | 73 | 51.5% | -0.63 | 0.0203 | -0.061 |
| 3.50 | 5.00 | 36 | 330 | 56.7% | 0.34 | 0.0190 | -0.058 | 100 | 14.05 | 14.85 | 3 | 1,260 | 51.4% | -0.67 | 0.0195 | -0.058 |
| 2.68 | 2.96 | 125 | 598 | 54.5% | 0.26 | 0.0168 | -0.052 | 105 | 17.55 | 19.05 | 2 | 10.1K | 50.7% | -0.75 | 0.0175 | -0.052 |
| 1.73 | 2.09 | 47 | 699 | 53.8% | 0.20 | 0.0144 | -0.045 | 110 | 21.90 | 23.65 | 83 | 172 | 53.1% | -0.81 | 0.0152 | -0.044 |
| 1.21 | 1.62 | 26 | 378 | 55.1% | 0.15 | 0.0119 | -0.037 | 115 | 26.10 | 28.15 | 11 | 287 | 51.7% | -0.87 | 0.0128 | -0.037 |
| 0.6400 | 1.21 | 26 | 633 | 54.4% | 0.11 | 0.0096 | -0.031 | 120 | 30.60 | 32.80 | 6 | 3,041 | 49.5% | -0.91 | 0.0106 | -0.030 |
| 0.5700 | 0.9000 | 14 | 903 | 56.4% | 0.08 | 0.0077 | -0.025 | 125 | 35.65 | 37.50 | 58 | 50.4% | -0.94 | 0.0088 | -0.024 | |
| 0.3800 | 0.7400 | 59 | 2,291 | 57.7% | 0.06 | 0.0060 | -0.020 | 130 | 40.45 | 42.55 | 1 | 44 | -0.96 | 0.0071 | -0.018 | |
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.