W chaîne d'options Wayfair 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 ±27.6% (68.08–119.92) · ATM IV 56.7% · P/C open interest 1.37
| 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 | |
| 46.15 | 48.95 | 48 | 60.6% | 0.97 | 0.0017 | -0.004 | 47.5 | 0 | 1.75 | 16 | 76.1% | -0.03 | 0.0017 | -0.009 | ||
| 43.45 | 46.50 | 188 | 51.6% | 0.97 | 0.0021 | -0.006 | 50 | 0.0800 | 1.16 | 102 | 66.1% | -0.04 | 0.0021 | -0.011 | ||
| 41.60 | 44.30 | 83 | 61.2% | 0.96 | 0.0025 | -0.007 | 52.5 | 0.1500 | 1.31 | 46 | 64.0% | -0.04 | 0.0025 | -0.012 | ||
| 38.95 | 42.00 | 29 | 56.7% | 0.95 | 0.0030 | -0.010 | 55 | 0.5600 | 1.30 | 81 | 63.2% | -0.05 | 0.0030 | -0.014 | ||
| 37.10 | 39.80 | 53 | 60.1% | 0.94 | 0.0035 | -0.012 | 57.5 | 0.7400 | 1.34 | 36 | 60.7% | -0.06 | 0.0035 | -0.016 | ||
| 34.65 | 37.15 | 1,553 | 54.7% | 0.93 | 0.0041 | -0.014 | 60 | 0.7700 | 1.59 | 270 | 58.4% | -0.08 | 0.0041 | -0.018 | ||
| 32.15 | 35.30 | 43 | 54.4% | 0.91 | 0.0047 | -0.017 | 62.5 | 1.18 | 2.27 | 815 | 60.5% | -0.09 | 0.0048 | -0.021 | ||
| 30.75 | 33.45 | 26 | 59.2% | 0.89 | 0.0054 | -0.020 | 65 | 1.35 | 2.94 | 569 | 60.2% | -0.11 | 0.0055 | -0.023 | ||
| 28.40 | 31.55 | 35 | 57.8% | 0.87 | 0.0061 | -0.023 | 67.5 | 2.33 | 3.20 | 134 | 61.1% | -0.13 | 0.0062 | -0.026 | ||
| 26.50 | 29.10 | 3,193 | 55.7% | 0.85 | 0.0068 | -0.026 | 70 | 2.31 | 3.85 | 7,603 | 58.9% | -0.15 | 0.0069 | -0.029 | ||
| 24.80 | 27.80 | 17 | 58.2% | 0.83 | 0.0076 | -0.029 | 72.5 | 2.73 | 4.60 | 6 | 68 | 58.5% | -0.17 | 0.0077 | -0.032 | |
| 23.15 | 25.45 | 2,337 | 56.5% | 0.81 | 0.0082 | -0.031 | 75 | 3.80 | 4.95 | 1 | 3,783 | 58.4% | -0.20 | 0.0084 | -0.034 | |
| 21.20 | 24.30 | 52 | 57.3% | 0.78 | 0.0089 | -0.034 | 77.5 | 4.85 | 6.15 | 74 | 60.2% | -0.22 | 0.0091 | -0.037 | ||
| 20.15 | 22.65 | 416 | 58.7% | 0.75 | 0.0095 | -0.036 | 80 | 5.70 | 6.60 | 2 | 621 | 58.8% | -0.25 | 0.0097 | -0.039 | |
| 18.45 | 20.50 | 23 | 56.4% | 0.72 | 0.0101 | -0.039 | 82.5 | 5.95 | 8.10 | 91 | 58.3% | -0.28 | 0.0103 | -0.041 | ||
| 17.15 | 19.25 | 2,374 | 57.2% | 0.70 | 0.0106 | -0.041 | 85 | 6.95 | 9.40 | 25 | 178 | 58.8% | -0.31 | 0.0108 | -0.043 | |
| 15.90 | 17.75 | 77 | 57.1% | 0.67 | 0.0110 | -0.043 | 87.5 | 8.20 | 10.30 | 53 | 58.5% | -0.34 | 0.0113 | -0.044 | ||
| 14.55 | 16.85 | 216 | 57.7% | 0.64 | 0.0114 | -0.044 | 90 | 9.45 | 11.00 | 1 | 449 | 57.3% | -0.37 | 0.0117 | -0.046 | |
| 13.35 | 15.30 | 99 | 56.9% | 0.61 | 0.0117 | -0.045 | 92.5 | 10.65 | 12.30 | 18 | 57.2% | -0.40 | 0.0120 | -0.047 | ||
| 11.80 | 14.35 | 136 | 56.3% | 0.58 | 0.0119 | -0.046 | 95 | 11.85 | 13.85 | 304 | 57.2% | -0.43 | 0.0123 | -0.048 | ||
| 10.75 | 13.15 | 48 | 55.9% | 0.55 | 0.0120 | -0.047 | 97.5 | 13.40 | 15.35 | 1,928 | 57.6% | -0.46 | 0.0124 | -0.048 | ||
| 10.30 | 12.15 | 173 | 57.0% | 0.52 | 0.0121 | -0.047 | 100 | 15.65 | 16.60 | 2,023 | 58.6% | -0.49 | 0.0126 | -0.048 | ||
| 8.60 | 9.65 | 111 | 9,648 | 55.4% | 0.47 | 0.0121 | -0.047 | 105 | 18.10 | 19.95 | 108 | 57.1% | -0.55 | 0.0126 | -0.048 | |
| 7.35 | 8.85 | 320 | 57.5% | 0.41 | 0.0119 | -0.046 | 110 | 21.70 | 23.45 | 125 | 57.4% | -0.60 | 0.0125 | -0.047 | ||
| 5.95 | 7.00 | 885 | 55.9% | 0.36 | 0.0114 | -0.044 | 115 | 25.45 | 27.60 | 60 | 58.5% | -0.65 | 0.0121 | -0.045 | ||
| 5.00 | 6.35 | 611 | 57.2% | 0.32 | 0.0109 | -0.042 | 120 | 29.55 | 31.10 | 101 | 58.0% | -0.70 | 0.0116 | -0.043 | ||
| 3.65 | 5.60 | 1,644 | 56.6% | 0.28 | 0.0102 | -0.040 | 125 | 33.75 | 35.35 | 97 | 58.8% | -0.74 | 0.0111 | -0.040 | ||
| 3.10 | 4.55 | 49 | 56.5% | 0.24 | 0.0095 | -0.037 | 130 | 37.20 | 39.65 | 47 | 56.7% | -0.78 | 0.0104 | -0.037 | ||
| 2.55 | 4.05 | 320 | 57.2% | 0.21 | 0.0088 | -0.035 | 135 | 42.20 | 44.45 | 19 | 60.1% | -0.82 | 0.0098 | -0.034 | ||
| 1.43 | 3.30 | 911 | 54.6% | 0.18 | 0.0080 | -0.032 | 140 | 46.75 | 48.85 | 26 | 60.2% | -0.85 | 0.0091 | -0.031 | ||
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.