SMCI chaîne d'options Super Micro Computer, Inc.
Cboe delayed options data · au 06:42 UTC
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 ±20.1% (25.73–38.67) · ATM IV 85.7% · P/C open interest 0.62
| 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 | |
| 14.90 | 15.60 | 5 | 58 | 115.4% | 0.98 | 0.0042 | -0.005 | 17 | 0.0500 | 0.1000 | 160 | 111.3% | -0.02 | 0.0042 | -0.007 | |
| 14.20 | 14.35 | 6 | 58 | 110.1% | 0.98 | 0.0054 | -0.007 | 18 | 0.0700 | 0.1300 | 209 | 107.5% | -0.02 | 0.0055 | -0.009 | |
| 13.20 | 13.35 | 41 | 104.4% | 0.97 | 0.0071 | -0.009 | 19 | 0.1100 | 0.1600 | 685 | 104.4% | -0.03 | 0.0071 | -0.011 | ||
| 12.30 | 12.40 | 16 | 212 | 101.5% | 0.96 | 0.0091 | -0.011 | 20 | 0.1700 | 0.1800 | 362 | 2,377 | 100.8% | -0.04 | 0.0091 | -0.013 |
| 11.35 | 11.50 | 90 | 99.9% | 0.95 | 0.0116 | -0.014 | 21 | 0.2100 | 0.2600 | 31 | 509 | 98.3% | -0.05 | 0.0116 | -0.015 | |
| 10.45 | 10.55 | 6 | 260 | 96.8% | 0.93 | 0.0146 | -0.017 | 22 | 0.3000 | 0.3300 | 402 | 2,128 | 96.2% | -0.07 | 0.0146 | -0.019 |
| 9.55 | 9.65 | 7 | 365 | 94.4% | 0.91 | 0.0180 | -0.021 | 23 | 0.3800 | 0.4200 | 31 | 6,355 | 93.2% | -0.09 | 0.0181 | -0.022 |
| 8.65 | 8.80 | 609 | 92.2% | 0.89 | 0.0218 | -0.025 | 24 | 0.5100 | 0.5500 | 141 | 1,792 | 91.7% | -0.11 | 0.0219 | -0.026 | |
| 7.80 | 7.95 | 668 | 90.0% | 0.86 | 0.0259 | -0.029 | 25 | 0.6700 | 0.7200 | 659 | 5,901 | 90.4% | -0.14 | 0.0260 | -0.030 | |
| 7.05 | 7.20 | 1 | 432 | 90.7% | 0.83 | 0.0300 | -0.034 | 26 | 0.8700 | 0.9600 | 657 | 3,046 | 90.0% | -0.18 | 0.0302 | -0.034 |
| 6.30 | 6.45 | 561 | 89.6% | 0.79 | 0.0342 | -0.037 | 27 | 1.11 | 1.17 | 146 | 2,125 | 88.2% | -0.21 | 0.0343 | -0.038 | |
| 5.60 | 5.70 | 248 | 88.0% | 0.75 | 0.0380 | -0.041 | 28 | 1.40 | 1.48 | 359 | 2,140 | 87.6% | -0.25 | 0.0382 | -0.042 | |
| 4.95 | 5.05 | 122 | 554 | 87.4% | 0.70 | 0.0415 | -0.044 | 29 | 1.74 | 1.81 | 296 | 1,421 | 86.7% | -0.30 | 0.0417 | -0.045 |
| 4.35 | 4.45 | 191 | 1,876 | 86.8% | 0.66 | 0.0444 | -0.047 | 30 | 2.13 | 2.23 | 1,132 | 3,427 | 86.4% | -0.34 | 0.0447 | -0.048 |
| 3.80 | 3.90 | 58 | 978 | 86.3% | 0.61 | 0.0467 | -0.049 | 31 | 2.57 | 2.66 | 105 | 1,403 | 85.6% | -0.39 | 0.0470 | -0.049 |
| 3.30 | 3.40 | 253 | 1,245 | 85.9% | 0.56 | 0.0482 | -0.050 | 32 | 3.05 | 3.20 | 200 | 3,264 | 85.5% | -0.44 | 0.0486 | -0.050 |
| 3.05 | 3.20 | 28 | 85.8% | 0.54 | 0.0487 | -0.050 | 32.5 | 3.30 | 3.45 | 114 | 84.8% | -0.46 | 0.0491 | -0.051 | ||
| 2.87 | 2.94 | 515 | 2,096 | 85.6% | 0.51 | 0.0490 | -0.050 | 33 | 3.60 | 3.75 | 387 | 2,126 | 85.1% | -0.49 | 0.0494 | -0.051 |
| 2.66 | 2.73 | 79 | 85.3% | 0.49 | 0.0491 | -0.050 | 33.5 | 3.90 | 4.05 | 10 | 85.1% | -0.51 | 0.0495 | -0.051 | ||
| 2.47 | 2.54 | 1,092 | 1,970 | 85.3% | 0.47 | 0.0490 | -0.050 | 34 | 4.20 | 4.35 | 76 | 2,097 | 84.8% | -0.54 | 0.0494 | -0.050 |
| 2.29 | 2.35 | 55 | 85.1% | 0.44 | 0.0487 | -0.050 | 34.5 | 4.50 | 4.65 | 7 | 84.2% | -0.56 | 0.0492 | -0.050 | ||
| 2.11 | 2.18 | 1,212 | 3,123 | 84.9% | 0.42 | 0.0483 | -0.049 | 35 | 4.85 | 5.00 | 52 | 3,856 | 84.7% | -0.58 | 0.0488 | -0.049 |
| 1.95 | 2.02 | 101 | 84.8% | 0.40 | 0.0477 | -0.049 | 35.5 | 5.15 | 5.35 | 4 | 84.2% | -0.60 | 0.0482 | -0.049 | ||
| 1.81 | 1.84 | 1,008 | 1,836 | 84.4% | 0.38 | 0.0470 | -0.048 | 36 | 5.50 | 5.70 | 155 | 1,495 | 84.1% | -0.63 | 0.0475 | -0.048 |
| 1.65 | 1.73 | 105 | 84.5% | 0.36 | 0.0462 | -0.047 | 36.5 | 5.90 | 6.05 | 24 | 84.5% | -0.65 | 0.0467 | -0.047 | ||
| 1.51 | 1.60 | 343 | 10.5K | 84.3% | 0.34 | 0.0452 | -0.046 | 37 | 6.25 | 6.40 | 222 | 2,442 | 83.8% | -0.67 | 0.0458 | -0.046 |
| 1.39 | 1.48 | 89 | 84.3% | 0.32 | 0.0441 | -0.045 | 37.5 | 6.65 | 6.80 | 19 | 84.4% | -0.69 | 0.0447 | -0.045 | ||
| 1.30 | 1.36 | 367 | 3,772 | 84.5% | 0.30 | 0.0430 | -0.043 | 38 | 7.00 | 7.20 | 37 | 1,606 | 84.0% | -0.71 | 0.0436 | -0.043 |
| 1.20 | 1.26 | 53 | 84.6% | 0.28 | 0.0418 | -0.042 | 38.5 | 7.40 | 7.60 | 5 | 84.1% | -0.72 | 0.0424 | -0.042 | ||
| 1.11 | 1.17 | 373 | 2,527 | 84.8% | 0.26 | 0.0405 | -0.041 | 39 | 7.85 | 8.00 | 19 | 1,432 | 84.8% | -0.74 | 0.0412 | -0.041 |
| 0.9400 | 0.9700 | 3,019 | 14.5K | 84.5% | 0.23 | 0.0378 | -0.038 | 40 | 8.65 | 8.80 | 142 | 3,623 | 83.9% | -0.77 | 0.0385 | -0.038 |
| 0.7700 | 0.8500 | 196 | 1,750 | 84.6% | 0.20 | 0.0350 | -0.035 | 41 | 9.50 | 9.65 | 51 | 2,315 | 83.7% | -0.80 | 0.0358 | -0.035 |
| 0.6800 | 0.7000 | 420 | 3,114 | 84.9% | 0.18 | 0.0322 | -0.033 | 42 | 10.40 | 10.55 | 4 | 1,234 | 84.7% | -0.83 | 0.0331 | -0.032 |
| 0.5600 | 0.6300 | 116 | 1,559 | 85.6% | 0.16 | 0.0295 | -0.030 | 43 | 11.30 | 11.45 | 5 | 783 | 85.1% | -0.85 | 0.0304 | -0.030 |
| 0.5000 | 0.5300 | 241 | 2,951 | 86.3% | 0.14 | 0.0269 | -0.028 | 44 | 12.20 | 12.35 | 452 | 84.6% | -0.87 | 0.0278 | -0.027 | |
| 0.4200 | 0.4500 | 928 | 6,725 | 86.4% | 0.12 | 0.0244 | -0.025 | 45 | 13.15 | 13.30 | 22 | 1,418 | 86.0% | -0.89 | 0.0254 | -0.025 |
| 0.3400 | 0.4100 | 107 | 2,287 | 87.0% | 0.11 | 0.0221 | -0.023 | 46 | 14.10 | 14.25 | 1 | 445 | 87.0% | -0.90 | 0.0232 | -0.023 |
| 0.3100 | 0.3600 | 51 | 972 | 88.3% | 0.09 | 0.0200 | -0.021 | 47 | 15.05 | 15.20 | 291 | 87.4% | -0.92 | 0.0211 | -0.021 | |
| 0.2400 | 0.2900 | 28 | 2,104 | 87.1% | 0.08 | 0.0181 | -0.020 | 48 | 16.00 | 16.15 | 106 | 87.2% | -0.93 | 0.0193 | -0.019 | |
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 — Nov 20, 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.
callsputs