ZM chaîne d'options Zoom Communications, 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 ±15.0% (82.33–111.39) · ATM IV 46.2% · P/C open interest 0.61
| 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 | |
| 45.20 | 48.25 | 58 | 0.99 | 0.0005 | 0.000 | 50 | 0 | 0.1800 | 600 | 73.6% | -0.00 | 0.0005 | -0.003 | |||
| 40.20 | 43.15 | 35 | 0.99 | 0.0009 | 0.000 | 55 | 0 | 0.2200 | 1,961 | 65.8% | -0.01 | 0.0009 | -0.004 | |||
| 37.75 | 40.75 | 103 | 0.99 | 0.0012 | -0.000 | 57.5 | 0 | 0.2500 | 713 | 62.3% | -0.01 | 0.0012 | -0.005 | |||
| 35.70 | 38.10 | 38 | 0.98 | 0.0016 | -0.002 | 60 | 0.0500 | 0.2800 | 651 | 60.4% | -0.01 | 0.0016 | -0.007 | |||
| 32.85 | 36.00 | 1 | 13 | 0.98 | 0.0022 | -0.004 | 62.5 | 0 | 0.3300 | 443 | 55.9% | -0.02 | 0.0022 | -0.009 | ||
| 30.95 | 32.95 | 612 | 0.97 | 0.0029 | -0.007 | 65 | 0.0600 | 0.3800 | 1,151 | 54.1% | -0.03 | 0.0029 | -0.011 | |||
| 28.00 | 30.75 | 42 | 0.96 | 0.0038 | -0.010 | 67.5 | 0.1300 | 0.4600 | 156 | 52.5% | -0.04 | 0.0038 | -0.014 | |||
| 26.10 | 28.15 | 333 | 0.95 | 0.0049 | -0.013 | 70 | 0.2500 | 0.6400 | 2,408 | 52.3% | -0.05 | 0.0049 | -0.017 | |||
| 23.60 | 25.90 | 50 | 28.3% | 0.93 | 0.0062 | -0.017 | 72.5 | 0.4100 | 0.8600 | 285 | 51.8% | -0.06 | 0.0062 | -0.021 | ||
| 21.05 | 23.55 | 1 | 325 | 29.0% | 0.92 | 0.0077 | -0.022 | 75 | 0.6200 | 1.09 | 1,141 | 50.8% | -0.08 | 0.0078 | -0.025 | |
| 19.15 | 21.35 | 360 | 39.5% | 0.89 | 0.0095 | -0.027 | 77.5 | 0.9100 | 1.51 | 686 | 50.9% | -0.11 | 0.0096 | -0.029 | ||
| 17.05 | 19.10 | 1 | 1,378 | 40.1% | 0.86 | 0.0114 | -0.032 | 80 | 1.31 | 1.54 | 1 | 1,039 | 48.3% | -0.14 | 0.0115 | -0.034 |
| 15.00 | 17.10 | 187 | 41.0% | 0.83 | 0.0134 | -0.037 | 82.5 | 1.74 | 1.93 | 215 | 47.3% | -0.17 | 0.0136 | -0.039 | ||
| 13.10 | 15.10 | 397 | 41.2% | 0.79 | 0.0155 | -0.042 | 85 | 2.31 | 2.50 | 300 | 46.9% | -0.21 | 0.0156 | -0.044 | ||
| 12.15 | 13.30 | 240 | 45.0% | 0.74 | 0.0174 | -0.047 | 87.5 | 3.00 | 3.25 | 1 | 277 | 46.8% | -0.26 | 0.0176 | -0.049 | |
| 11.00 | 11.60 | 559 | 46.6% | 0.70 | 0.0191 | -0.051 | 90 | 3.80 | 4.10 | 1 | 1,674 | 46.5% | -0.31 | 0.0193 | -0.053 | |
| 9.45 | 10.05 | 182 | 46.2% | 0.64 | 0.0204 | -0.055 | 92.5 | 4.75 | 5.05 | 1 | 192 | 46.2% | -0.36 | 0.0207 | -0.056 | |
| 8.25 | 8.65 | 12 | 822 | 46.5% | 0.59 | 0.0214 | -0.057 | 95 | 5.80 | 6.20 | 1 | 171 | 45.9% | -0.41 | 0.0217 | -0.058 |
| 7.00 | 7.45 | 233 | 46.4% | 0.53 | 0.0219 | -0.059 | 97.5 | 7.15 | 7.45 | 33 | 106 | 46.1% | -0.47 | 0.0222 | -0.059 | |
| 6.00 | 6.25 | 36 | 6,966 | 46.3% | 0.48 | 0.0219 | -0.059 | 100 | 8.55 | 8.80 | 511 | 45.8% | -0.52 | 0.0223 | -0.060 | |
| 4.20 | 4.50 | 9 | 1,180 | 46.3% | 0.38 | 0.0209 | -0.057 | 105 | 11.70 | 13.50 | 27 | 50.5% | -0.62 | 0.0214 | -0.057 | |
| 2.86 | 3.20 | 2,717 | 46.4% | 0.29 | 0.0187 | -0.052 | 110 | 15.35 | 17.10 | 40 | 50.7% | -0.71 | 0.0193 | -0.052 | ||
| 1.97 | 2.28 | 2 | 1,681 | 47.0% | 0.22 | 0.0160 | -0.045 | 115 | 19.35 | 21.40 | 16 | 52.4% | -0.79 | 0.0167 | -0.045 | |
| 1.24 | 1.55 | 3,020 | 46.7% | 0.17 | 0.0132 | -0.038 | 120 | 23.65 | 25.85 | 104 | 54.0% | -0.85 | 0.0140 | -0.038 | ||
| 0.7500 | 1.09 | 379 | 46.8% | 0.12 | 0.0106 | -0.032 | 125 | 28.05 | 30.75 | 30 | 56.7% | -0.89 | 0.0116 | -0.031 | ||
| 0.2900 | 0.7300 | 5 | 877 | 45.3% | 0.09 | 0.0084 | -0.026 | 130 | 32.95 | 35.25 | 3 | 59.0% | -0.93 | 0.0095 | -0.025 | |
| 0.1700 | 0.6200 | 298 | 47.2% | 0.07 | 0.0066 | -0.021 | 135 | 37.85 | 40.15 | 62.9% | -0.95 | 0.0076 | -0.019 | |||
| 0.2800 | 0.4700 | 1,080 | 50.8% | 0.05 | 0.0051 | -0.017 | 140 | 42.40 | 45.30 | 65.7% | -0.98 | 0.0064 | -0.015 | |||
| 0.0200 | 0.3900 | 66 | 49.3% | 0.04 | 0.0040 | -0.013 | 145 | 47.40 | 50.30 | 70.3% | -0.99 | 0.0039 | -0.012 | |||
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 — Dec 18, 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.