BITO chaîne d'options ProShares Bitcoin ETF
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 ±4.9% (10.39–11.45) · ATM IV 34.6% · P/C open interest 0.10
| 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 | |
| 5.05 | 6.10 | 297.7% | 0.98 | 0.0110 | -0.006 | 5.5 | 0 | 0.7500 | 377.6% | -0.02 | 0.0106 | -0.006 | ||||
| 4.45 | 6.10 | 337.3% | 0.98 | 0.0140 | -0.006 | 6 | 0 | 1.35 | 424.4% | -0.02 | 0.0134 | -0.006 | ||||
| 3.45 | 5.65 | 226.3% | 0.98 | 0.0179 | -0.006 | 6.5 | 0 | 0.7800 | 308.1% | -0.02 | 0.0173 | -0.006 | ||||
| 3.45 | 4.65 | 199.7% | 0.97 | 0.0232 | -0.006 | 7 | 0 | 0.7500 | 271.0% | -0.03 | 0.0225 | -0.007 | ||||
| 2.75 | 4.65 | 219.4% | 0.97 | 0.0308 | -0.007 | 7.5 | 0 | 0.7700 | 242.6% | -0.03 | 0.0300 | -0.007 | ||||
| 2.75 | 3.10 | 4 | 91.9% | 0.96 | 0.0418 | -0.007 | 8 | 0 | 0.1500 | 14 | 127.4% | -0.04 | 0.0408 | -0.007 | ||
| 2.16 | 3.00 | 6 | 136.7% | 0.95 | 0.0588 | -0.007 | 8.5 | 0 | 0.7500 | 3 | 183.1% | -0.05 | 0.0576 | -0.007 | ||
| 1.33 | 2.25 | 12 | 0.94 | 0.0867 | -0.007 | 9 | 0 | 0.1500 | 34 | 88.0% | -0.06 | 0.0854 | -0.007 | |||
| 1.21 | 1.93 | 5 | 89.4% | 0.92 | 0.1376 | -0.008 | 9.5 | 0.0100 | 0.1300 | 48 | 69.0% | -0.08 | 0.1359 | -0.008 | ||
| 0.7000 | 1.25 | 13 | 47.6% | 0.87 | 0.2443 | -0.008 | 10 | 0.0300 | 0.1100 | 2 | 151 | 41.1% | -0.13 | 0.2423 | -0.009 | |
| 0.2600 | 1.04 | 94 | 55.8% | 0.73 | 0.4667 | -0.011 | 10.5 | 0.0800 | 0.1800 | 28 | 80 | 39.1% | -0.27 | 0.4643 | -0.011 | |
| 0.2200 | 0.2600 | 42 | 3,110 | 37.3% | 0.46 | 0.5826 | -0.013 | 11 | 0.1800 | 0.4000 | 6 | 278 | 31.9% | -0.54 | 0.5804 | -0.013 |
| 0.0100 | 0.0800 | 61 | 329 | 35.5% | 0.21 | 0.4212 | -0.009 | 11.5 | 0.3800 | 0.9000 | 18 | 32 | 30.5% | -0.79 | 0.4198 | -0.009 |
| 0.0200 | 0.0600 | 3,021 | 632 | 42.8% | 0.07 | 0.1993 | -0.004 | 12 | 0.9300 | 1.37 | 6 | 48.2% | -0.92 | 0.1988 | -0.004 | |
| 0 | 0.0500 | 237 | 49.9% | 0.04 | 0.0988 | -0.003 | 12.5 | 1.50 | 2.25 | 2 | 106.0% | -0.96 | 0.0987 | -0.003 | ||
| 0 | 0.1000 | 78 | 70.7% | 0.03 | 0.0655 | -0.003 | 13 | 1.62 | 2.35 | -0.97 | 0.0656 | -0.002 | ||||
| 0 | 0.5100 | 20 | 130.4% | 0.02 | 0.0479 | -0.003 | 13.5 | 2.00 | 3.20 | 63.2% | -0.97 | 0.0483 | -0.002 | |||
| 0 | 0.0100 | 1,774 | 62.8% | 0.02 | 0.0370 | -0.003 | 14 | 2.42 | 3.45 | 2 | -0.98 | 0.0376 | -0.002 | |||
| 0 | 0.0200 | 2 | 77.1% | 0.02 | 0.0296 | -0.002 | 14.5 | 3.50 | 4.05 | 141.8% | -0.98 | 0.0304 | -0.002 | |||
| 0 | 0.0200 | 21 | 84.8% | 0.01 | 0.0243 | -0.002 | 15 | 4.00 | 4.20 | 2 | 89.6% | -0.98 | 0.0252 | -0.002 | ||
| 0 | 0.0900 | 97.5% | 0.01 | 0.0204 | -0.002 | 15.5 | 4.50 | 5.05 | 163.4% | -0.99 | 0.0213 | -0.002 | ||||
| 0 | 1.00 | 235.4% | 0.01 | 0.0174 | -0.002 | 16 | 5.00 | 5.30 | 2 | 1 | 134.9% | -0.99 | 0.0183 | -0.002 | ||
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 — Oct 30, 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.