ZS chaîne d'options Zscaler, 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 ±20.4% (169.35–256.25) · ATM IV 63.6% · P/C open interest 1.08
| 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 | |
| 101.95 | 105.30 | 50 | 77.8% | 0.99 | 0.0005 | -0.004 | 110 | 0 | 0.9700 | 3 | 234 | 84.0% | -0.01 | 0.0005 | -0.017 | |
| 97.10 | 100.50 | 14 | 77.4% | 0.98 | 0.0006 | -0.008 | 115 | 0.0100 | 0.8100 | 646 | 76.8% | -0.02 | 0.0006 | -0.021 | ||
| 92.20 | 95.65 | 103 | 74.9% | 0.98 | 0.0008 | -0.014 | 120 | 0.1600 | 0.6800 | 1 | 1,466 | 75.0% | -0.02 | 0.0008 | -0.026 | |
| 88.10 | 90.85 | 217 | 79.7% | 0.97 | 0.0010 | -0.020 | 125 | 0.2000 | 1.10 | 595 | 73.1% | -0.03 | 0.0010 | -0.031 | ||
| 82.65 | 86.10 | 177 | 72.5% | 0.97 | 0.0012 | -0.027 | 130 | 0.4100 | 1.44 | 2,721 | 73.1% | -0.03 | 0.0012 | -0.038 | ||
| 78.10 | 81.40 | 354 | 72.5% | 0.96 | 0.0014 | -0.035 | 135 | 0.8000 | 1.46 | 1 | 261 | 72.5% | -0.04 | 0.0014 | -0.045 | |
| 73.25 | 76.50 | 52 | 68.7% | 0.95 | 0.0018 | -0.044 | 140 | 1.05 | 1.92 | 1 | 422 | 70.6% | -0.05 | 0.0018 | -0.053 | |
| 68.95 | 72.10 | 1 | 125 | 70.1% | 0.94 | 0.0021 | -0.053 | 145 | 1.46 | 2.41 | 449 | 70.1% | -0.07 | 0.0021 | -0.063 | |
| 64.25 | 67.50 | 126 | 67.8% | 0.92 | 0.0025 | -0.064 | 150 | 2.05 | 2.60 | 9 | 305 | 68.5% | -0.08 | 0.0025 | -0.072 | |
| 60.55 | 63.25 | 320 | 69.9% | 0.90 | 0.0029 | -0.075 | 155 | 2.37 | 3.65 | 169 | 68.4% | -0.10 | 0.0029 | -0.083 | ||
| 55.45 | 59.10 | 136 | 66.8% | 0.88 | 0.0033 | -0.086 | 160 | 3.05 | 4.00 | 2 | 375 | 66.5% | -0.12 | 0.0034 | -0.093 | |
| 51.45 | 54.95 | 103 | 66.5% | 0.86 | 0.0038 | -0.098 | 165 | 4.00 | 4.90 | 3 | 135 | 66.4% | -0.14 | 0.0038 | -0.104 | |
| 48.10 | 50.95 | 648 | 67.5% | 0.84 | 0.0043 | -0.109 | 170 | 4.70 | 6.20 | 15 | 288 | 66.0% | -0.16 | 0.0043 | -0.115 | |
| 43.50 | 47.15 | 1,141 | 65.3% | 0.81 | 0.0047 | -0.120 | 175 | 5.85 | 7.30 | 353 | 65.5% | -0.19 | 0.0048 | -0.126 | ||
| 40.15 | 43.55 | 2 | 1,070 | 65.6% | 0.78 | 0.0052 | -0.131 | 180 | 7.40 | 8.65 | 9 | 579 | 65.6% | -0.22 | 0.0052 | -0.137 |
| 36.75 | 40.05 | 1 | 258 | 65.3% | 0.75 | 0.0056 | -0.141 | 185 | 8.75 | 10.40 | 3 | 985 | 65.4% | -0.25 | 0.0057 | -0.146 |
| 33.40 | 36.80 | 2 | 434 | 64.9% | 0.72 | 0.0060 | -0.151 | 190 | 9.95 | 12.45 | 14 | 387 | 64.9% | -0.28 | 0.0061 | -0.155 |
| 30.35 | 33.55 | 5 | 300 | 64.5% | 0.69 | 0.0064 | -0.159 | 195 | 11.70 | 13.95 | 2 | 304 | 63.8% | -0.31 | 0.0064 | -0.163 |
| 27.50 | 30.85 | 12 | 819 | 64.7% | 0.65 | 0.0067 | -0.166 | 200 | 13.45 | 15.30 | 7 | 789 | 61.9% | -0.35 | 0.0068 | -0.170 |
| 22.35 | 25.20 | 36 | 520 | 63.8% | 0.58 | 0.0071 | -0.176 | 210 | 18.35 | 21.00 | 32 | 216 | 63.4% | -0.42 | 0.0072 | -0.179 |
| 18.55 | 20.45 | 16 | 551 | 64.1% | 0.51 | 0.0072 | -0.180 | 220 | 24.00 | 26.80 | 12 | 677 | 63.9% | -0.49 | 0.0074 | -0.182 |
| 15.00 | 17.25 | 12 | 1,127 | 65.1% | 0.44 | 0.0072 | -0.178 | 230 | 30.20 | 32.40 | 4 | 104 | 62.8% | -0.56 | 0.0073 | -0.180 |
| 11.85 | 13.35 | 26 | 509 | 63.9% | 0.38 | 0.0069 | -0.172 | 240 | 36.75 | 40.05 | 13 | 350 | 63.4% | -0.63 | 0.0071 | -0.173 |
| 9.30 | 10.75 | 8 | 824 | 63.9% | 0.32 | 0.0065 | -0.162 | 250 | 43.95 | 47.50 | 239 | 63.1% | -0.69 | 0.0067 | -0.162 | |
| 7.25 | 8.70 | 1 | 350 | 64.1% | 0.27 | 0.0060 | -0.150 | 260 | 52.15 | 55.30 | 24 | 63.3% | -0.74 | 0.0062 | -0.149 | |
| 5.30 | 7.10 | 7 | 581 | 63.8% | 0.22 | 0.0054 | -0.136 | 270 | 60.35 | 63.70 | 15 | 63.1% | -0.79 | 0.0056 | -0.135 | |
| 4.05 | 5.80 | 8 | 364 | 64.1% | 0.19 | 0.0048 | -0.122 | 280 | 69.10 | 71.35 | 2 | 60 | 60.7% | -0.83 | 0.0051 | -0.120 |
| 3.10 | 4.60 | 7 | 163 | 64.2% | 0.15 | 0.0042 | -0.108 | 290 | 78.10 | 81.60 | 50 | 63.8% | -0.86 | 0.0045 | -0.106 | |
| 2.23 | 3.85 | 18 | 377 | 64.5% | 0.13 | 0.0037 | -0.095 | 300 | 87.35 | 90.85 | 1 | 64.1% | -0.89 | 0.0040 | -0.092 | |
| 1.61 | 3.10 | 3 | 123 | 64.5% | 0.10 | 0.0032 | -0.083 | 310 | 96.75 | 100.35 | 7 | 64.4% | -0.91 | 0.0035 | -0.080 | |
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.