SOFI chaîne d'options SoFi Technologies, 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 ±4.3% (13.76–15.01) · ATM IV 50.6% · P/C open interest 0.66
| 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 | |
| 5.35 | 5.45 | 40 | 19 | 1.00 | 0.0010 | 0.000 | 9 | 0 | 0.0100 | 6 | 181.8% | -0.00 | 0.0010 | -0.000 | ||
| 4.35 | 4.45 | 58 | 109 | 1.00 | 0.0028 | -0.000 | 10 | 0 | 0.0100 | 186 | 144.4% | -0.00 | 0.0028 | -0.001 | ||
| 3.35 | 3.45 | 54 | 84 | 1.00 | 0.0091 | -0.001 | 11 | 0 | 0.0100 | 200 | 1,945 | 110.1% | -0.00 | 0.0091 | -0.002 | |
| 2.86 | 2.95 | 8 | 9 | 84.6% | 0.99 | 0.0168 | -0.003 | 11.5 | 0 | 0.0100 | 4 | 56 | 93.8% | -0.01 | 0.0168 | -0.003 |
| 2.37 | 2.45 | 3 | 216 | 81.4% | 0.98 | 0.0319 | -0.004 | 12 | 0 | 0.0100 | 2 | 928 | 78.0% | -0.02 | 0.0319 | -0.005 |
| 1.87 | 1.95 | 12 | 139 | 64.8% | 0.97 | 0.0624 | -0.008 | 12.5 | 0 | 0.0100 | 411 | 488 | 62.6% | -0.03 | 0.0626 | -0.008 |
| 1.37 | 1.46 | 145 | 379 | 53.9% | 0.94 | 0.1253 | -0.013 | 13 | 0.0100 | 0.0200 | 1,563 | 2,932 | 57.0% | -0.06 | 0.1259 | -0.013 |
| 0.9100 | 0.9900 | 212 | 248 | 52.3% | 0.87 | 0.2499 | -0.022 | 13.5 | 0.0500 | 0.0600 | 3,178 | 6,339 | 55.3% | -0.14 | 0.2517 | -0.022 |
| 0.5400 | 0.5600 | 1,953 | 3,605 | 51.1% | 0.71 | 0.4407 | -0.034 | 14 | 0.1500 | 0.1600 | 9,862 | 11.4K | 52.8% | -0.29 | 0.4453 | -0.034 |
| 0.2500 | 0.2700 | 6,761 | 5,813 | 50.0% | 0.46 | 0.5302 | -0.039 | 14.5 | 0.3600 | 0.3700 | 5,324 | 14.2K | 51.3% | -0.55 | 0.5369 | -0.039 |
| 0.1000 | 0.1100 | 13.6K | 7,615 | 51.2% | 0.24 | 0.3917 | -0.031 | 15 | 0.7000 | 0.7300 | 2,341 | 11.6K | 53.3% | -0.77 | 0.3960 | -0.031 |
| 0.0400 | 0.0500 | 12.4K | 14.4K | 55.7% | 0.12 | 0.2304 | -0.021 | 15.5 | 1.10 | 1.20 | 642 | 7,421 | 56.2% | -0.89 | 0.2329 | -0.021 |
| 0.0200 | 0.0300 | 4,757 | 14.9K | 63.1% | 0.07 | 0.1316 | -0.014 | 16 | 1.61 | 1.66 | 981 | 8,971 | 65.6% | -0.94 | 0.1346 | -0.014 |
| 0.0100 | 0.0200 | 1,758 | 7,174 | 70.2% | 0.04 | 0.0777 | -0.009 | 16.5 | 2.07 | 2.15 | 196 | 3,945 | -0.97 | 0.0801 | -0.009 | |
| 0 | 0.0100 | 5,034 | 16.2K | 70.0% | 0.02 | 0.0480 | -0.006 | 17 | 2.57 | 2.64 | 139 | 2,991 | -0.98 | 0.0479 | -0.006 | |
| 0 | 0.0100 | 552 | 6,690 | 80.4% | 0.02 | 0.0310 | -0.005 | 17.5 | 3.05 | 3.15 | 151 | 902 | -0.99 | 0.0284 | -0.005 | |
| 0 | 0.0100 | 223 | 7,433 | 90.3% | 0.01 | 0.0208 | -0.003 | 18 | 3.55 | 3.65 | 16 | 288 | -1.00 | 0.0167 | -0.004 | |
| 0 | 0.0100 | 4 | 2,950 | 99.8% | 0.01 | 0.0145 | -0.003 | 18.5 | 4.05 | 4.15 | 2 | 83 | -1.00 | 0.0097 | -0.004 | |
| 0 | 0.0100 | 44 | 5,644 | 108.9% | 0.01 | 0.0104 | -0.002 | 19 | 4.55 | 4.65 | 15 | -1.00 | 0.0056 | -0.004 | ||
| 0 | 0.0100 | 41 | 1,570 | 117.7% | 0.00 | 0.0076 | -0.002 | 19.5 | 5.05 | 5.15 | 1 | 2 | -1.00 | 0.0033 | -0.004 | |
| 0 | 0.0100 | 61 | 4,103 | 126.2% | 0.00 | 0.0057 | -0.001 | 20 | 5.55 | 5.65 | 47 | -1.00 | 0.0018 | -0.003 | ||
| 0 | 0.0100 | 12 | 1,893 | 134.4% | 0.00 | 0.0044 | -0.001 | 20.5 | 6.05 | 6.15 | -1.00 | 0.0011 | -0.003 | |||
| 0 | 0.0100 | 15 | 1,157 | 142.3% | 0.00 | 0.0034 | -0.001 | 21 | 6.55 | 6.65 | -1.00 | 0.0006 | -0.003 | |||
| 0 | 0.0100 | 947 | 150.0% | 0.00 | 0.0027 | -0.001 | 21.5 | 7.05 | 7.15 | -1.00 | 0.0004 | -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 — Oct 23, 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.