UBER chaîne d'options Uber 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 ±9.6% (69.84–84.74) · ATM IV 34.7% · P/C open interest 0.64
| 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 | |
| 34.65 | 38.95 | 2 | 78.8% | 1.00 | 0.0005 | 0.000 | 40 | 0 | 0.1000 | 3 | 80.7% | -0.00 | 0.0006 | -0.002 | ||
| 32.25 | 36.45 | 3 | 74.2% | 1.00 | 0.0007 | 0.000 | 42.5 | 0 | 0.8400 | 2 | 103.8% | -0.00 | 0.0007 | -0.003 | ||
| 29.70 | 33.70 | 2 | 0.99 | 0.0010 | 0.000 | 45 | 0 | 0.4600 | 140 | 84.8% | -0.01 | 0.0010 | -0.003 | |||
| 27.25 | 31.50 | 1 | 73.7% | 0.99 | 0.0013 | 0.000 | 47.5 | 0 | 0.5400 | 42 | 79.6% | -0.01 | 0.0013 | -0.004 | ||
| 24.90 | 28.90 | 11 | 64.0% | 0.99 | 0.0018 | 0.000 | 50 | 0 | 0.1400 | 25 | 162 | 59.0% | -0.01 | 0.0018 | -0.004 | |
| 19.80 | 23.95 | 21 | 0.98 | 0.0035 | -0.003 | 55 | 0.0100 | 0.2000 | 410 | 49.4% | -0.02 | 0.0036 | -0.006 | |||
| 16.75 | 17.95 | 10 | 110 | 53.6% | 0.96 | 0.0073 | -0.007 | 60 | 0.0400 | 0.2800 | 65 | 3,667 | 41.1% | -0.04 | 0.0074 | -0.010 |
| 14.10 | 15.55 | 74 | 45.8% | 0.94 | 0.0108 | -0.011 | 62.5 | 0.1200 | 0.3000 | 3 | 753 | 37.4% | -0.06 | 0.0109 | -0.013 | |
| 12.10 | 13.20 | 1 | 171 | 45.3% | 0.91 | 0.0160 | -0.016 | 65 | 0.3500 | 0.4700 | 194 | 6,034 | 37.1% | -0.09 | 0.0161 | -0.018 |
| 9.80 | 10.70 | 3 | 296 | 39.4% | 0.86 | 0.0227 | -0.022 | 67.5 | 0.7200 | 0.7700 | 102 | 3,799 | 37.0% | -0.14 | 0.0229 | -0.024 |
| 7.40 | 8.45 | 32 | 3,485 | 34.1% | 0.79 | 0.0298 | -0.030 | 70 | 1.18 | 1.30 | 170 | 4,654 | 36.5% | -0.21 | 0.0302 | -0.031 |
| 6.10 | 6.50 | 3 | 930 | 35.9% | 0.70 | 0.0363 | -0.036 | 72.5 | 1.83 | 1.93 | 109 | 7,328 | 35.4% | -0.30 | 0.0368 | -0.037 |
| 4.60 | 4.85 | 280 | 2,811 | 35.3% | 0.61 | 0.0410 | -0.040 | 75 | 2.72 | 2.89 | 393 | 3,098 | 34.9% | -0.40 | 0.0418 | -0.041 |
| 3.35 | 3.55 | 299 | 2,892 | 35.1% | 0.50 | 0.0430 | -0.042 | 77.5 | 3.85 | 4.15 | 98 | 1,257 | 34.4% | -0.51 | 0.0440 | -0.042 |
| 2.30 | 2.45 | 527 | 5,481 | 34.3% | 0.40 | 0.0417 | -0.040 | 80 | 5.35 | 5.65 | 56 | 1,080 | 34.2% | -0.61 | 0.0430 | -0.041 |
| 1.64 | 1.71 | 258 | 2,125 | 34.9% | 0.30 | 0.0378 | -0.036 | 82.5 | 6.85 | 7.45 | 8 | 347 | 32.9% | -0.71 | 0.0393 | -0.037 |
| 1.10 | 1.17 | 624 | 14.5K | 35.1% | 0.22 | 0.0322 | -0.031 | 85 | 8.65 | 9.40 | 1 | 48 | 31.0% | -0.79 | 0.0340 | -0.032 |
| 0.7100 | 0.8300 | 164 | 648 | 35.6% | 0.16 | 0.0261 | -0.026 | 87.5 | 10.65 | 11.70 | 16 | 29.5% | -0.86 | 0.0280 | -0.026 | |
| 0.5000 | 0.5600 | 433 | 13.7K | 36.3% | 0.12 | 0.0205 | -0.021 | 90 | 12.75 | 14.10 | 56 | -0.91 | 0.0226 | -0.020 | ||
| 0.2000 | 0.2500 | 10 | 1,887 | 37.0% | 0.06 | 0.0121 | -0.013 | 95 | 17.40 | 19.20 | -0.97 | 0.0161 | -0.015 | |||
| 0.0200 | 0.1900 | 2 | 2,250 | 38.4% | 0.04 | 0.0072 | -0.009 | 100 | 21.30 | 25.55 | -1.00 | 0.0037 | -0.014 | |||
| 0.0100 | 0.2600 | 263 | 45.9% | 0.02 | 0.0046 | -0.007 | 105 | 26.45 | 30.45 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 0.5400 | 24 | 57.8% | 0.02 | 0.0032 | -0.005 | 110 | 31.45 | 35.45 | 61.9% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1000 | 1 | 6 | 49.4% | 0.01 | 0.0024 | -0.004 | 115 | 37.15 | 40.55 | 72.9% | -1.00 | 0.0000 | -0.014 | ||
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 16, 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.