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 ±18.3% (62.85–91.10) · ATM IV 37.8% · P/C open interest 1.11
| 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 | |
| 36.35 | 38.75 | 557 | 63.3% | 0.99 | 0.0011 | 0.000 | 40 | 0.0400 | 0.1100 | 2,741 | 49.4% | -0.01 | 0.0011 | -0.002 | ||
| 33.65 | 36.30 | 89 | 54.0% | 0.99 | 0.0016 | 0.000 | 42.5 | 0 | 0.5500 | 3,270 | 55.6% | -0.01 | 0.0016 | -0.003 | ||
| 31.95 | 33.95 | 288 | 61.3% | 0.98 | 0.0022 | 0.000 | 45 | 0.0700 | 0.3700 | 166 | 5,093 | 48.9% | -0.02 | 0.0022 | -0.004 | |
| 29.45 | 31.50 | 119 | 55.8% | 0.97 | 0.0030 | 0.000 | 47.5 | 0.1600 | 0.3100 | 3,488 | 45.2% | -0.03 | 0.0030 | -0.005 | ||
| 27.45 | 28.60 | 1 | 3,225 | 51.1% | 0.96 | 0.0040 | 0.000 | 50 | 0.2200 | 0.4200 | 167 | 7,966 | 43.6% | -0.04 | 0.0040 | -0.006 |
| 24.90 | 26.80 | 154 | 51.0% | 0.95 | 0.0052 | -0.001 | 52.5 | 0.3700 | 0.5100 | 12 | 4,032 | 42.3% | -0.05 | 0.0053 | -0.007 | |
| 22.45 | 23.40 | 903 | 38.8% | 0.93 | 0.0068 | -0.003 | 55 | 0.5100 | 0.7100 | 6,908 | 41.2% | -0.07 | 0.0068 | -0.009 | ||
| 20.65 | 21.35 | 2 | 135 | 42.5% | 0.91 | 0.0086 | -0.006 | 57.5 | 0.7700 | 0.9700 | 3,860 | 40.7% | -0.09 | 0.0087 | -0.011 | |
| 18.25 | 19.65 | 3 | 1,872 | 42.4% | 0.88 | 0.0106 | -0.008 | 60 | 1.13 | 1.27 | 7 | 13.0K | 40.0% | -0.12 | 0.0108 | -0.013 |
| 16.40 | 17.35 | 353 | 41.2% | 0.85 | 0.0127 | -0.011 | 62.5 | 1.53 | 1.77 | 17 | 7,053 | 39.7% | -0.15 | 0.0130 | -0.016 | |
| 14.40 | 15.40 | 9 | 2,186 | 40.2% | 0.81 | 0.0150 | -0.014 | 65 | 1.96 | 2.30 | 36 | 12.1K | 38.7% | -0.19 | 0.0153 | -0.018 |
| 12.70 | 13.80 | 102 | 759 | 40.7% | 0.77 | 0.0171 | -0.017 | 67.5 | 2.58 | 3.00 | 1 | 5,315 | 38.4% | -0.24 | 0.0176 | -0.020 |
| 11.10 | 11.95 | 27 | 3,578 | 39.9% | 0.72 | 0.0190 | -0.019 | 70 | 3.45 | 3.70 | 136 | 13.2K | 37.9% | -0.29 | 0.0196 | -0.022 |
| 9.45 | 10.20 | 19 | 1,888 | 38.5% | 0.66 | 0.0207 | -0.021 | 72.5 | 4.30 | 4.65 | 50 | 6,636 | 37.4% | -0.34 | 0.0214 | -0.023 |
| 8.20 | 8.40 | 50 | 8,317 | 37.4% | 0.61 | 0.0219 | -0.023 | 75 | 5.35 | 5.80 | 134 | 12.7K | 37.2% | -0.40 | 0.0228 | -0.024 |
| 6.95 | 7.50 | 31 | 5,316 | 38.2% | 0.55 | 0.0227 | -0.024 | 77.5 | 6.55 | 7.25 | 678 | 11.9K | 37.4% | -0.46 | 0.0238 | -0.025 |
| 5.90 | 6.30 | 278 | 13.3K | 37.9% | 0.50 | 0.0230 | -0.024 | 80 | 7.90 | 9.25 | 1 | 8,508 | 38.8% | -0.52 | 0.0242 | -0.025 |
| 4.90 | 5.40 | 506 | 3,642 | 37.8% | 0.44 | 0.0228 | -0.024 | 82.5 | 9.40 | 9.95 | 2,374 | 36.2% | -0.58 | 0.0243 | -0.024 | |
| 4.15 | 4.40 | 103 | 10.2K | 37.5% | 0.39 | 0.0222 | -0.024 | 85 | 11.10 | 11.80 | 10 | 5,362 | 36.6% | -0.63 | 0.0239 | -0.023 |
| 3.40 | 3.70 | 36 | 2,918 | 37.4% | 0.35 | 0.0212 | -0.023 | 87.5 | 12.80 | 13.50 | 2,471 | 35.9% | -0.68 | 0.0232 | -0.022 | |
| 2.90 | 2.99 | 47 | 13.1K | 37.3% | 0.30 | 0.0200 | -0.022 | 90 | 14.85 | 15.65 | 1 | 3,380 | 36.9% | -0.73 | 0.0222 | -0.021 |
| 2.29 | 2.77 | 33 | 2,829 | 38.0% | 0.26 | 0.0186 | -0.020 | 92.5 | 16.75 | 17.50 | 1,147 | 35.7% | -0.77 | 0.0210 | -0.019 | |
| 1.95 | 2.10 | 32 | 9,494 | 37.5% | 0.23 | 0.0172 | -0.019 | 95 | 18.70 | 20.10 | 1,681 | 36.9% | -0.81 | 0.0197 | -0.017 | |
| 1.57 | 1.86 | 95 | 1,527 | 38.0% | 0.20 | 0.0156 | -0.017 | 97.5 | 20.80 | 22.05 | 532 | 34.9% | -0.85 | 0.0183 | -0.015 | |
| 1.38 | 1.50 | 77 | 12.2K | 38.2% | 0.17 | 0.0142 | -0.016 | 100 | 23.10 | 24.15 | 603 | 32.8% | -0.88 | 0.0169 | -0.013 | |
| 0.9000 | 1.14 | 4 | 2,926 | 38.9% | 0.13 | 0.0114 | -0.013 | 105 | 27.15 | 29.30 | 106 | -0.93 | 0.0152 | -0.009 | ||
| 0.6700 | 0.7700 | 12 | 8,560 | 39.4% | 0.09 | 0.0091 | -0.011 | 110 | 31.90 | 34.85 | 7 | -0.97 | 0.0117 | -0.010 | ||
| 0.4100 | 0.5500 | 3 | 4,235 | 39.4% | 0.07 | 0.0072 | -0.009 | 115 | 36.30 | 40.55 | -0.99 | 0.0031 | -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 — Jan 15, 2027
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.