XYZ chaîne d'options Block, Inc.
Cboe delayed options data · au 15:39 UTC
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 ±7.6% (76.24–88.78) · ATM IV 38.3% · P/C open interest 0.40
| 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 | |
| 36.50 | 39.60 | 142.1% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.1400 | 110.3% | -0.00 | 0.0001 | -0.001 | ||||
| 31.40 | 34.60 | 116.0% | 1.00 | 0.0004 | 0.000 | 50 | 0 | 0.1400 | 92.9% | -0.00 | 0.0004 | -0.002 | ||||
| 26.50 | 29.65 | 1 | 100.7% | 1.00 | 0.0009 | 0.000 | 55 | 0 | 0.1500 | 77.8% | -0.00 | 0.0009 | -0.003 | |||
| 22.20 | 23.35 | 9 | 55.4% | 0.99 | 0.0022 | 0.000 | 60 | 0 | 0.1600 | 19 | 63.6% | -0.01 | 0.0022 | -0.006 | ||
| 17.25 | 18.35 | 2 | 44.8% | 0.98 | 0.0053 | -0.004 | 65 | 0.0100 | 0.1700 | 12 | 50.6% | -0.02 | 0.0054 | -0.012 | ||
| 16.25 | 17.40 | 45.1% | 0.97 | 0.0064 | -0.006 | 66 | 0.0100 | 0.2100 | 2 | 49.5% | -0.03 | 0.0064 | -0.014 | |||
| 15.30 | 16.45 | 46.6% | 0.97 | 0.0076 | -0.009 | 67 | 0.0100 | 0.2100 | 4 | 46.7% | -0.03 | 0.0077 | -0.016 | |||
| 14.30 | 15.45 | 2 | 43.7% | 0.96 | 0.0091 | -0.012 | 68 | 0.0100 | 0.2300 | 7 | 44.6% | -0.04 | 0.0092 | -0.018 | ||
| 13.35 | 14.45 | 42.4% | 0.95 | 0.0108 | -0.015 | 69 | 0.0100 | 0.2700 | 4 | 43.0% | -0.05 | 0.0109 | -0.021 | |||
| 12.40 | 13.50 | 2 | 42.1% | 0.94 | 0.0129 | -0.018 | 70 | 0.0500 | 0.2900 | 29 | 41.8% | -0.06 | 0.0130 | -0.024 | ||
| 11.45 | 12.50 | 1 | 40.2% | 0.93 | 0.0152 | -0.022 | 71 | 0.1000 | 0.3400 | 119 | 41.1% | -0.07 | 0.0154 | -0.027 | ||
| 10.50 | 11.45 | 37.2% | 0.91 | 0.0180 | -0.026 | 72 | 0.1600 | 0.4100 | 39 | 40.6% | -0.09 | 0.0181 | -0.031 | |||
| 9.60 | 10.50 | 1 | 36.9% | 0.90 | 0.0210 | -0.030 | 73 | 0.2500 | 0.4900 | 1 | 12 | 40.1% | -0.11 | 0.0212 | -0.035 | |
| 8.70 | 9.60 | 5 | 36.7% | 0.87 | 0.0244 | -0.035 | 74 | 0.4300 | 0.6900 | 1 | 29 | 41.7% | -0.13 | 0.0246 | -0.039 | |
| 7.85 | 8.75 | 17 | 37.1% | 0.85 | 0.0282 | -0.040 | 75 | 0.4800 | 0.7900 | 4 | 199 | 39.8% | -0.15 | 0.0284 | -0.044 | |
| 7.05 | 7.90 | 2 | 37.2% | 0.82 | 0.0321 | -0.045 | 76 | 0.7400 | 0.8600 | 1 | 33 | 39.4% | -0.18 | 0.0324 | -0.048 | |
| 6.25 | 6.95 | 7 | 35.7% | 0.79 | 0.0361 | -0.050 | 77 | 0.9300 | 1.07 | 34 | 38.9% | -0.22 | 0.0365 | -0.053 | ||
| 5.55 | 6.45 | 28 | 38.2% | 0.75 | 0.0401 | -0.055 | 78 | 1.17 | 1.33 | 1 | 55 | 38.8% | -0.25 | 0.0405 | -0.057 | |
| 4.90 | 5.55 | 54 | 37.0% | 0.71 | 0.0438 | -0.059 | 79 | 1.47 | 1.63 | 23 | 38.7% | -0.30 | 0.0442 | -0.061 | ||
| 4.20 | 4.95 | 122 | 37.1% | 0.66 | 0.0469 | -0.063 | 80 | 1.82 | 1.98 | 120 | 38.6% | -0.34 | 0.0474 | -0.065 | ||
| 3.90 | 4.35 | 77 | 39.1% | 0.61 | 0.0494 | -0.066 | 81 | 2.21 | 2.41 | 2 | 20 | 38.7% | -0.39 | 0.0500 | -0.067 | |
| 3.05 | 3.65 | 171 | 36.2% | 0.56 | 0.0510 | -0.068 | 82 | 2.66 | 2.86 | 4 | 32 | 38.6% | -0.44 | 0.0516 | -0.069 | |
| 2.89 | 3.15 | 1 | 486 | 38.3% | 0.51 | 0.0516 | -0.069 | 83 | 3.10 | 3.40 | 129 | 38.4% | -0.50 | 0.0523 | -0.070 | |
| 2.43 | 2.89 | 1 | 14 | 39.3% | 0.46 | 0.0512 | -0.069 | 84 | 3.70 | 3.95 | 9 | 38.6% | -0.55 | 0.0520 | -0.069 | |
| 2.01 | 2.29 | 2 | 101 | 37.9% | 0.41 | 0.0499 | -0.068 | 85 | 4.15 | 4.80 | 12 | 39.2% | -0.60 | 0.0508 | -0.068 | |
| 1.71 | 1.97 | 2 | 9 | 38.4% | 0.36 | 0.0479 | -0.066 | 86 | 4.90 | 5.55 | 5 | 40.5% | -0.64 | 0.0488 | -0.066 | |
| 1.38 | 1.64 | 6 | 54 | 38.0% | 0.32 | 0.0453 | -0.063 | 87 | 5.50 | 6.30 | 40.3% | -0.69 | 0.0462 | -0.063 | ||
| 1.16 | 1.42 | 63 | 38.7% | 0.28 | 0.0422 | -0.060 | 88 | 6.25 | 7.00 | 40.2% | -0.73 | 0.0433 | -0.059 | |||
| 0.9500 | 1.20 | 35 | 38.9% | 0.25 | 0.0390 | -0.057 | 89 | 7.05 | 7.85 | 9 | 41.0% | -0.76 | 0.0401 | -0.056 | ||
| 0.7700 | 1.01 | 360 | 39.1% | 0.22 | 0.0357 | -0.053 | 90 | 7.90 | 8.70 | 4 | 41.9% | -0.80 | 0.0368 | -0.052 | ||
| 0.6200 | 0.8600 | 60 | 39.4% | 0.19 | 0.0325 | -0.050 | 91 | 8.75 | 9.55 | 42.3% | -0.82 | 0.0335 | -0.048 | |||
| 0.4000 | 0.7300 | 60 | 38.7% | 0.16 | 0.0293 | -0.046 | 92 | 9.60 | 10.45 | 42.8% | -0.85 | 0.0304 | -0.043 | |||
| 0.3800 | 0.6200 | 60 | 39.8% | 0.14 | 0.0264 | -0.042 | 93 | 10.50 | 11.35 | 43.4% | -0.87 | 0.0273 | -0.039 | |||
| 0.2000 | 0.5300 | 113 | 38.9% | 0.12 | 0.0237 | -0.039 | 94 | 11.45 | 12.25 | 44.3% | -0.89 | 0.0245 | -0.035 | |||
| 0.1800 | 0.3800 | 4 | 64 | 38.6% | 0.11 | 0.0212 | -0.036 | 95 | 12.20 | 13.20 | 42.6% | -0.90 | 0.0219 | -0.032 | ||
| 0.1700 | 0.3900 | 19 | 40.8% | 0.09 | 0.0189 | -0.033 | 96 | 13.05 | 14.15 | 41.5% | -0.92 | 0.0197 | -0.028 | |||
| 0.0200 | 0.2400 | 131 | 42.2% | 0.06 | 0.0119 | -0.023 | 100 | 16.80 | 18.05 | -0.96 | 0.0145 | -0.017 | ||||
| 0.0100 | 0.2000 | 9 | 49.1% | 0.03 | 0.0068 | -0.015 | 105 | 21.85 | 23.00 | -0.99 | 0.0073 | -0.021 | ||||
| 0.0100 | 0.1700 | 1 | 55.6% | 0.02 | 0.0040 | -0.010 | 110 | 26.85 | 28.15 | 61.6% | -1.00 | 0.0013 | -0.033 | |||
| 0 | 0.1600 | 266 | 61.7% | 0.01 | 0.0024 | -0.006 | 115 | 31.80 | 33.15 | 65.7% | -1.00 | 0.0000 | -0.040 | |||
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 — Sep 25, 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.
callsputs