TOST chaîne d'options Toast, 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 ±18.1% (27.79–40.09) · ATM IV 48.7% · P/C open interest 0.36
| 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 | |
| 15.20 | 17.85 | 83.1% | 1.00 | 0.0027 | 0.000 | 18 | 0 | 0.0500 | 61.1% | -0.01 | 0.0027 | -0.002 | ||||
| 14.65 | 16.95 | 1 | 94.9% | 0.99 | 0.0037 | 0.000 | 19 | 0.0100 | 0.1200 | 64.7% | -0.01 | 0.0038 | -0.002 | |||
| 13.85 | 15.90 | 91.4% | 0.99 | 0.0050 | 0.000 | 20 | 0.0300 | 0.1400 | 62.5% | -0.02 | 0.0051 | -0.003 | ||||
| 13.20 | 14.65 | 86.6% | 0.98 | 0.0067 | 0.000 | 21 | 0.0600 | 0.1600 | 3 | 60.2% | -0.03 | 0.0068 | -0.004 | |||
| 12.25 | 13.70 | 1 | 81.8% | 0.97 | 0.0088 | 0.000 | 22 | 0.0900 | 0.2100 | 7 | 58.7% | -0.04 | 0.0089 | -0.005 | ||
| 11.30 | 12.65 | 1 | 75.1% | 0.96 | 0.0114 | -0.001 | 23 | 0.1400 | 0.2600 | 42 | 57.2% | -0.05 | 0.0115 | -0.006 | ||
| 10.40 | 11.65 | 70.4% | 0.94 | 0.0143 | -0.003 | 24 | 0.2000 | 0.3300 | 37 | 55.8% | -0.07 | 0.0145 | -0.007 | |||
| 9.50 | 10.75 | 1 | 67.4% | 0.92 | 0.0177 | -0.005 | 25 | 0.2800 | 0.4200 | 80 | 54.5% | -0.09 | 0.0180 | -0.009 | ||
| 8.55 | 9.80 | 2 | 62.7% | 0.90 | 0.0216 | -0.007 | 26 | 0.3900 | 0.5400 | 21 | 53.6% | -0.11 | 0.0218 | -0.010 | ||
| 7.70 | 8.90 | 2 | 59.9% | 0.87 | 0.0257 | -0.009 | 27 | 0.4000 | 0.6800 | 28 | 50.6% | -0.14 | 0.0261 | -0.012 | ||
| 6.95 | 8.10 | 108 | 59.2% | 0.84 | 0.0300 | -0.011 | 28 | 0.6700 | 0.8600 | 12 | 51.3% | -0.17 | 0.0305 | -0.013 | ||
| 6.20 | 7.35 | 47 | 58.2% | 0.80 | 0.0343 | -0.012 | 29 | 0.8600 | 1.10 | 24 | 50.6% | -0.21 | 0.0349 | -0.015 | ||
| 5.50 | 6.25 | 308 | 53.6% | 0.76 | 0.0384 | -0.014 | 30 | 1.13 | 1.38 | 45 | 50.2% | -0.25 | 0.0393 | -0.016 | ||
| 4.85 | 5.55 | 51 | 52.9% | 0.72 | 0.0422 | -0.016 | 31 | 1.30 | 1.72 | 41 | 48.6% | -0.29 | 0.0433 | -0.017 | ||
| 4.25 | 4.90 | 253 | 52.3% | 0.67 | 0.0455 | -0.017 | 32 | 1.65 | 2.21 | 57 | 49.1% | -0.34 | 0.0468 | -0.018 | ||
| 3.70 | 4.30 | 268 | 51.8% | 0.63 | 0.0481 | -0.018 | 33 | 2.05 | 2.55 | 82 | 47.9% | -0.39 | 0.0496 | -0.019 | ||
| 3.20 | 3.45 | 3 | 82 | 49.0% | 0.58 | 0.0498 | -0.019 | 34 | 2.55 | 3.10 | 126 | 48.4% | -0.44 | 0.0516 | -0.020 | |
| 2.79 | 3.25 | 104 | 51.3% | 0.53 | 0.0508 | -0.019 | 35 | 3.50 | 3.65 | 210 | 51.5% | -0.49 | 0.0528 | -0.020 | ||
| 2.39 | 2.89 | 85 | 51.6% | 0.48 | 0.0509 | -0.019 | 36 | 4.10 | 4.25 | 164 | 51.5% | -0.54 | 0.0532 | -0.019 | ||
| 2.03 | 2.52 | 131 | 51.5% | 0.43 | 0.0502 | -0.019 | 37 | 4.75 | 4.90 | 56 | 51.6% | -0.59 | 0.0528 | -0.019 | ||
| 1.72 | 2.05 | 1 | 77 | 50.3% | 0.39 | 0.0488 | -0.019 | 38 | 4.85 | 5.55 | 54 | 46.2% | -0.64 | 0.0517 | -0.018 | |
| 1.45 | 1.70 | 23 | 49.8% | 0.34 | 0.0469 | -0.018 | 39 | 5.65 | 6.30 | 46.7% | -0.68 | 0.0500 | -0.017 | |||
| 1.23 | 1.67 | 461 | 51.8% | 0.31 | 0.0446 | -0.017 | 40 | 6.30 | 7.10 | 3 | 45.5% | -0.73 | 0.0479 | -0.016 | ||
| 1.04 | 1.27 | 3 | 147 | 50.3% | 0.27 | 0.0419 | -0.016 | 41 | 7.10 | 7.90 | 44.8% | -0.76 | 0.0455 | -0.015 | ||
| 0.8700 | 1.18 | 1 | 635 | 51.3% | 0.24 | 0.0390 | -0.015 | 42 | 7.90 | 8.75 | 43.7% | -0.80 | 0.0429 | -0.014 | ||
| 0.7300 | 1.10 | 116 | 52.4% | 0.21 | 0.0361 | -0.014 | 43 | 8.75 | 9.60 | 2 | 41.8% | -0.83 | 0.0402 | -0.013 | ||
| 0.5200 | 0.8900 | 51 | 53.7% | 0.16 | 0.0303 | -0.012 | 45 | 10.30 | 11.40 | 2 | -0.88 | 0.0345 | -0.010 | |||
| 0.3600 | 0.5400 | 16 | 52.0% | 0.12 | 0.0250 | -0.010 | 47 | 11.95 | 13.25 | -0.93 | 0.0281 | -0.007 | ||||
| 0.2100 | 0.3700 | 78 | 53.2% | 0.08 | 0.0183 | -0.008 | 50 | 14.75 | 16.15 | -0.98 | 0.0293 | -0.001 | ||||
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.