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 ±23.9% (85.18–138.78) · ATM IV 61.7% · P/C open interest 1.61
| 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 | |
| 54.00 | 56.70 | 53 | 71.6% | 0.98 | 0.0011 | -0.000 | 57.5 | 0.1600 | 0.4200 | 46 | 71.9% | -0.02 | 0.0012 | -0.010 | ||
| 51.40 | 54.10 | 1,551 | 61.4% | 0.98 | 0.0014 | -0.003 | 60 | 0.2500 | 0.5300 | 30 | 306 | 71.4% | -0.02 | 0.0014 | -0.012 | |
| 49.05 | 51.70 | 43 | 62.4% | 0.97 | 0.0017 | -0.005 | 62.5 | 0.3200 | 0.6500 | 815 | 70.1% | -0.03 | 0.0017 | -0.014 | ||
| 46.90 | 49.35 | 26 | 65.7% | 0.96 | 0.0021 | -0.008 | 65 | 0.4200 | 0.8100 | 568 | 69.3% | -0.04 | 0.0021 | -0.017 | ||
| 44.35 | 47.05 | 35 | 63.0% | 0.96 | 0.0025 | -0.011 | 67.5 | 0.4100 | 1.00 | 130 | 67.1% | -0.04 | 0.0025 | -0.019 | ||
| 42.15 | 44.75 | 3,193 | 63.8% | 0.95 | 0.0029 | -0.015 | 70 | 0.6000 | 1.24 | 7,628 | 67.0% | -0.05 | 0.0029 | -0.022 | ||
| 39.95 | 42.55 | 17 | 64.4% | 0.94 | 0.0034 | -0.018 | 72.5 | 0.8500 | 1.52 | 63 | 67.0% | -0.06 | 0.0034 | -0.026 | ||
| 37.95 | 40.35 | 2,332 | 65.5% | 0.92 | 0.0040 | -0.022 | 75 | 1.14 | 1.86 | 3,784 | 67.0% | -0.08 | 0.0040 | -0.029 | ||
| 35.60 | 38.20 | 52 | 64.0% | 0.91 | 0.0045 | -0.027 | 77.5 | 1.51 | 2.07 | 4 | 129 | 66.1% | -0.09 | 0.0046 | -0.033 | |
| 33.75 | 36.10 | 381 | 65.0% | 0.89 | 0.0051 | -0.031 | 80 | 1.82 | 2.31 | 1 | 626 | 64.6% | -0.11 | 0.0052 | -0.037 | |
| 31.75 | 34.05 | 24 | 64.8% | 0.88 | 0.0058 | -0.035 | 82.5 | 2.26 | 3.25 | 115 | 66.6% | -0.13 | 0.0058 | -0.041 | ||
| 29.50 | 32.80 | 2,371 | 66.3% | 0.86 | 0.0064 | -0.040 | 85 | 2.68 | 3.85 | 1,079 | 66.2% | -0.14 | 0.0064 | -0.045 | ||
| 27.80 | 30.15 | 77 | 64.0% | 0.83 | 0.0070 | -0.044 | 87.5 | 3.10 | 4.05 | 9 | 221 | 63.9% | -0.17 | 0.0071 | -0.049 | |
| 26.00 | 28.35 | 215 | 64.0% | 0.81 | 0.0077 | -0.048 | 90 | 3.85 | 4.40 | 9 | 3,598 | 63.1% | -0.19 | 0.0077 | -0.053 | |
| 24.35 | 26.45 | 99 | 63.7% | 0.79 | 0.0083 | -0.052 | 92.5 | 4.55 | 5.15 | 2 | 115 | 63.1% | -0.21 | 0.0084 | -0.057 | |
| 22.70 | 24.75 | 133 | 63.7% | 0.76 | 0.0089 | -0.056 | 95 | 5.30 | 5.85 | 5 | 427 | 62.6% | -0.24 | 0.0090 | -0.060 | |
| 21.05 | 23.15 | 50 | 63.4% | 0.74 | 0.0094 | -0.060 | 97.5 | 5.20 | 6.70 | 12 | 1,966 | 59.7% | -0.26 | 0.0095 | -0.063 | |
| 19.85 | 21.55 | 176 | 64.0% | 0.71 | 0.0099 | -0.063 | 100 | 6.25 | 8.00 | 4 | 2,037 | 61.0% | -0.29 | 0.0100 | -0.066 | |
| 16.80 | 18.60 | 5,702 | 62.9% | 0.66 | 0.0108 | -0.068 | 105 | 9.05 | 10.80 | 268 | 64.3% | -0.35 | 0.0109 | -0.071 | ||
| 14.40 | 15.55 | 15 | 326 | 61.9% | 0.60 | 0.0114 | -0.072 | 110 | 11.45 | 12.20 | 7 | 208 | 61.5% | -0.41 | 0.0116 | -0.074 |
| 12.20 | 13.15 | 39 | 3,255 | 61.5% | 0.54 | 0.0117 | -0.074 | 115 | 14.30 | 14.95 | 5 | 85 | 61.7% | -0.46 | 0.0119 | -0.075 |
| 10.20 | 11.15 | 18 | 612 | 61.2% | 0.48 | 0.0118 | -0.074 | 120 | 17.05 | 18.00 | 3 | 122 | 61.1% | -0.52 | 0.0121 | -0.075 |
| 8.60 | 9.40 | 8 | 1,629 | 61.2% | 0.43 | 0.0116 | -0.073 | 125 | 20.25 | 21.45 | 4 | 131 | 61.2% | -0.58 | 0.0120 | -0.073 |
| 6.25 | 7.90 | 4 | 51 | 58.9% | 0.38 | 0.0113 | -0.071 | 130 | 23.80 | 24.85 | 7 | 59 | 60.9% | -0.63 | 0.0116 | -0.071 |
| 5.90 | 6.60 | 329 | 60.9% | 0.33 | 0.0108 | -0.068 | 135 | 27.05 | 29.50 | 2 | 18 | 61.9% | -0.68 | 0.0112 | -0.067 | |
| 4.90 | 5.45 | 2 | 1,070 | 60.8% | 0.29 | 0.0101 | -0.064 | 140 | 31.15 | 33.45 | 1 | 26 | 62.3% | -0.72 | 0.0106 | -0.062 |
| 3.45 | 4.55 | 2 | 94 | 59.1% | 0.25 | 0.0094 | -0.060 | 145 | 35.35 | 37.45 | 1 | 62.3% | -0.76 | 0.0100 | -0.058 | |
| 2.88 | 3.80 | 10 | 79 | 59.5% | 0.22 | 0.0087 | -0.055 | 150 | 39.65 | 41.75 | 10 | 62.6% | -0.80 | 0.0093 | -0.052 | |
| 2.58 | 3.15 | 2 | 52 | 60.4% | 0.19 | 0.0079 | -0.050 | 155 | 43.90 | 46.25 | 62.6% | -0.83 | 0.0086 | -0.047 | ||
| 2.20 | 2.67 | 1 | 47 | 61.0% | 0.16 | 0.0072 | -0.045 | 160 | 48.45 | 51.00 | 1 | 64.0% | -0.86 | 0.0079 | -0.042 | |
| 1.66 | 2.30 | 259 | 60.9% | 0.14 | 0.0065 | -0.041 | 165 | 53.10 | 55.60 | 64.5% | -0.89 | 0.0072 | -0.037 | |||
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.