DIA chaîne d'options State Street SPDR Dow Jones Industrial Average ETF Trust
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 ±7.7% (478.72–559.02) · ATM IV 14.8% · P/C open interest 1.67
| 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 | |
| 167.35 | 171.35 | 1 | 33.0% | 0.98 | 0.0005 | -0.002 | 355 | 0.8700 | 1.14 | 5 | 32.4% | -0.02 | 0.0005 | -0.019 | ||
| 162.50 | 166.50 | 32.2% | 0.98 | 0.0006 | -0.003 | 360 | 0.9400 | 1.21 | 20 | 31.8% | -0.03 | 0.0006 | -0.020 | |||
| 157.70 | 161.65 | 31.6% | 0.97 | 0.0006 | -0.004 | 365 | 1.00 | 1.28 | 3 | 31.1% | -0.03 | 0.0006 | -0.021 | |||
| 152.85 | 156.85 | 1 | 30.9% | 0.97 | 0.0006 | -0.006 | 370 | 1.07 | 1.35 | 4 | 30.4% | -0.03 | 0.0007 | -0.022 | ||
| 148.05 | 152.00 | 30.3% | 0.97 | 0.0007 | -0.007 | 375 | 1.14 | 1.43 | 84 | 29.8% | -0.03 | 0.0007 | -0.023 | |||
| 143.15 | 147.10 | 29.3% | 0.97 | 0.0008 | -0.008 | 380 | 1.22 | 1.52 | 65 | 29.1% | -0.03 | 0.0008 | -0.024 | |||
| 138.35 | 142.35 | 28.8% | 0.96 | 0.0008 | -0.010 | 385 | 1.30 | 1.61 | 39 | 28.4% | -0.04 | 0.0008 | -0.025 | |||
| 133.50 | 137.50 | 3 | 28.0% | 0.96 | 0.0009 | -0.011 | 390 | 1.39 | 1.71 | 3 | 27.8% | -0.04 | 0.0009 | -0.026 | ||
| 128.75 | 132.75 | 27.5% | 0.96 | 0.0010 | -0.013 | 395 | 1.49 | 1.82 | 7 | 27.2% | -0.04 | 0.0010 | -0.027 | |||
| 123.90 | 127.95 | 3 | 26.8% | 0.95 | 0.0011 | -0.014 | 400 | 1.60 | 1.93 | 121 | 26.5% | -0.05 | 0.0011 | -0.028 | ||
| 119.20 | 123.10 | 26.2% | 0.95 | 0.0012 | -0.016 | 405 | 1.71 | 2.06 | 27 | 25.9% | -0.05 | 0.0012 | -0.029 | |||
| 114.35 | 118.40 | 1 | 25.5% | 0.95 | 0.0013 | -0.018 | 410 | 1.84 | 2.20 | 94 | 25.3% | -0.05 | 0.0013 | -0.030 | ||
| 109.60 | 113.55 | 18 | 24.8% | 0.94 | 0.0014 | -0.019 | 415 | 1.99 | 2.34 | 3 | 24.7% | -0.06 | 0.0014 | -0.032 | ||
| 104.90 | 108.90 | 24.4% | 0.94 | 0.0015 | -0.021 | 420 | 2.15 | 2.50 | 14 | 1,007 | 24.1% | -0.06 | 0.0016 | -0.033 | ||
| 100.15 | 104.10 | 23.6% | 0.93 | 0.0017 | -0.023 | 425 | 2.32 | 2.68 | 66 | 23.5% | -0.07 | 0.0017 | -0.034 | |||
| 95.40 | 99.45 | 6 | 23.1% | 0.93 | 0.0018 | -0.025 | 430 | 2.52 | 2.89 | 236 | 22.9% | -0.08 | 0.0019 | -0.036 | ||
| 90.70 | 94.75 | 5 | 22.5% | 0.92 | 0.0020 | -0.027 | 435 | 2.74 | 3.10 | 63 | 22.3% | -0.08 | 0.0021 | -0.037 | ||
| 86.05 | 90.00 | 4 | 21.8% | 0.91 | 0.0022 | -0.029 | 440 | 2.99 | 3.35 | 18 | 74 | 21.7% | -0.09 | 0.0023 | -0.039 | |
| 81.45 | 85.45 | 1 | 21.4% | 0.90 | 0.0024 | -0.031 | 445 | 3.25 | 3.65 | 10 | 44 | 21.2% | -0.10 | 0.0025 | -0.041 | |
| 77.25 | 80.80 | 2 | 21.1% | 0.89 | 0.0027 | -0.034 | 450 | 3.55 | 3.95 | 15 | 822 | 20.6% | -0.11 | 0.0028 | -0.042 | |
| 72.30 | 76.25 | 14 | 20.3% | 0.88 | 0.0029 | -0.036 | 455 | 3.90 | 4.35 | 3 | 79 | 20.1% | -0.12 | 0.0030 | -0.044 | |
| 67.70 | 71.80 | 3 | 19.7% | 0.87 | 0.0032 | -0.038 | 460 | 4.35 | 4.70 | 1 | 2,423 | 19.6% | -0.13 | 0.0033 | -0.046 | |
| 63.25 | 67.30 | 3 | 19.2% | 0.86 | 0.0035 | -0.040 | 465 | 4.80 | 5.20 | 64 | 126 | 19.1% | -0.15 | 0.0037 | -0.048 | |
| 58.90 | 62.90 | 12 | 18.8% | 0.84 | 0.0039 | -0.043 | 470 | 5.40 | 5.75 | 60 | 42 | 18.7% | -0.16 | 0.0040 | -0.050 | |
| 54.50 | 58.60 | 3 | 18.2% | 0.83 | 0.0042 | -0.045 | 475 | 6.00 | 6.40 | 1 | 97 | 18.2% | -0.18 | 0.0044 | -0.053 | |
| 51.10 | 53.45 | 11 | 17.8% | 0.81 | 0.0046 | -0.048 | 480 | 6.70 | 7.15 | 79 | 17.8% | -0.20 | 0.0048 | -0.055 | ||
| 46.95 | 49.85 | 8 | 17.6% | 0.79 | 0.0051 | -0.050 | 485 | 7.50 | 7.95 | 70 | 17.4% | -0.22 | 0.0053 | -0.057 | ||
| 42.85 | 45.80 | 11 | 17.2% | 0.76 | 0.0055 | -0.053 | 490 | 8.40 | 8.85 | 106 | 17.0% | -0.25 | 0.0058 | -0.059 | ||
| 38.75 | 41.50 | 15 | 16.5% | 0.74 | 0.0060 | -0.055 | 495 | 9.45 | 9.90 | 61 | 16.6% | -0.28 | 0.0063 | -0.061 | ||
| 34.95 | 38.15 | 87 | 16.3% | 0.71 | 0.0064 | -0.057 | 500 | 10.60 | 11.10 | 554 | 16.2% | -0.31 | 0.0068 | -0.063 | ||
| 31.45 | 34.25 | 57 | 15.9% | 0.68 | 0.0068 | -0.059 | 505 | 11.95 | 12.45 | 39 | 15.8% | -0.34 | 0.0073 | -0.065 | ||
| 27.85 | 30.60 | 35 | 15.4% | 0.65 | 0.0073 | -0.060 | 510 | 13.40 | 13.95 | 1,081 | 15.5% | -0.37 | 0.0078 | -0.067 | ||
| 25.40 | 26.95 | 3 | 16 | 15.3% | 0.61 | 0.0076 | -0.061 | 515 | 15.10 | 15.65 | 157 | 15.1% | -0.41 | 0.0082 | -0.068 | |
| 22.60 | 23.15 | 67 | 14.8% | 0.57 | 0.0080 | -0.062 | 520 | 17.00 | 17.55 | 2 | 1,923 | 14.8% | -0.46 | 0.0087 | -0.068 | |
| 19.70 | 20.20 | 63 | 14.5% | 0.53 | 0.0082 | -0.062 | 525 | 19.15 | 19.70 | 725 | 14.5% | -0.50 | 0.0090 | -0.068 | ||
| 17.00 | 17.50 | 130 | 14.2% | 0.49 | 0.0084 | -0.061 | 530 | 21.10 | 22.40 | 59 | 14.2% | -0.55 | 0.0093 | -0.067 | ||
| 14.55 | 15.05 | 392 | 14.0% | 0.45 | 0.0085 | -0.060 | 535 | 23.35 | 25.70 | 435 | 14.0% | -0.59 | 0.0095 | -0.066 | ||
| 12.40 | 12.90 | 294 | 13.8% | 0.41 | 0.0084 | -0.058 | 540 | 26.00 | 28.65 | 298 | 13.6% | -0.64 | 0.0096 | -0.064 | ||
| 10.45 | 10.90 | 66 | 13.6% | 0.36 | 0.0083 | -0.055 | 545 | 29.45 | 32.10 | 1,052 | 13.6% | -0.69 | 0.0098 | -0.063 | ||
| 8.75 | 9.20 | 361 | 13.5% | 0.32 | 0.0080 | -0.052 | 550 | 32.55 | 35.50 | 8 | 13.2% | -0.74 | 0.0099 | -0.062 | ||
| 7.25 | 7.70 | 59 | 13.3% | 0.29 | 0.0077 | -0.049 | 555 | 36.15 | 40.05 | 5 | 13.3% | -0.80 | 0.0101 | -0.062 | ||
| 5.95 | 6.40 | 33 | 13.2% | 0.25 | 0.0072 | -0.045 | 560 | 40.15 | 44.30 | 13.3% | -0.85 | 0.0107 | -0.060 | |||
| 4.85 | 5.30 | 177 | 13.1% | 0.21 | 0.0067 | -0.041 | 565 | 44.65 | 48.75 | 13.4% | -0.90 | 0.0109 | -0.068 | |||
| 3.95 | 4.40 | 393 | 13.1% | 0.18 | 0.0061 | -0.037 | 570 | 49.45 | 53.40 | 13.7% | -0.95 | 0.0097 | -0.082 | |||
| 3.20 | 3.65 | 145 | 13.1% | 0.16 | 0.0056 | -0.034 | 575 | 54.30 | 58.30 | 14.3% | -0.99 | 0.0038 | -0.056 | |||
| 2.59 | 2.98 | 203 | 13.0% | 0.13 | 0.0050 | -0.030 | 580 | 59.30 | 63.25 | 1 | 15.0% | -1.00 | 0.0002 | -0.056 | ||
| 2.09 | 2.37 | 52 | 284 | 13.0% | 0.11 | 0.0044 | -0.027 | 585 | 64.25 | 68.25 | 15.8% | -1.00 | 0.0000 | -0.056 | ||
| 1.69 | 1.97 | 27 | 124 | 13.1% | 0.09 | 0.0039 | -0.024 | 590 | 69.25 | 73.30 | 16.7% | -1.00 | 0.0000 | -0.056 | ||
| 1.37 | 1.72 | 451 | 13.2% | 0.08 | 0.0034 | -0.021 | 595 | 74.25 | 78.25 | 17.4% | -1.00 | 0.0000 | -0.056 | |||
| 1.11 | 1.44 | 2,112 | 13.3% | 0.07 | 0.0030 | -0.018 | 600 | 79.25 | 83.25 | 18.2% | -1.00 | 0.0000 | -0.056 | |||
| 0.9000 | 1.23 | 590 | 13.4% | 0.06 | 0.0026 | -0.016 | 605 | 84.25 | 88.30 | 19.0% | -1.00 | 0.0000 | -0.056 | |||
| 0.7300 | 1.04 | 83 | 13.5% | 0.05 | 0.0023 | -0.015 | 610 | 89.30 | 93.20 | 19.7% | -1.00 | 0.0000 | -0.056 | |||
| 0.6000 | 0.8900 | 24 | 13.7% | 0.04 | 0.0020 | -0.013 | 615 | 94.30 | 98.20 | 20.4% | -1.00 | 0.0000 | -0.056 | |||
| 0.5000 | 0.7700 | 20 | 13.8% | 0.04 | 0.0017 | -0.012 | 620 | 99.30 | 103.25 | 21.3% | -1.00 | 0.0000 | -0.056 | |||
| 0.4200 | 0.6700 | 10 | 14.0% | 0.03 | 0.0015 | -0.011 | 625 | 104.25 | 108.30 | 22.0% | -1.00 | 0.0000 | -0.056 | |||
| 0.3500 | 0.5800 | 29 | 14.2% | 0.03 | 0.0014 | -0.010 | 630 | 109.25 | 113.30 | 22.7% | -1.00 | 0.0000 | -0.056 | |||
| 0.2900 | 0.5200 | 862 | 14.4% | 0.02 | 0.0012 | -0.009 | 635 | 114.25 | 118.25 | 23.3% | -1.00 | 0.0000 | -0.056 | |||
| 0.2500 | 0.4600 | 7 | 14.6% | 0.02 | 0.0011 | -0.008 | 640 | 119.25 | 123.25 | 24.0% | -1.00 | 0.0000 | -0.056 | |||
| 0.2100 | 0.4200 | 4 | 14.8% | 0.02 | 0.0009 | -0.007 | 645 | 124.25 | 128.25 | 24.7% | -1.00 | 0.0000 | -0.056 | |||
| 0.1800 | 0.3800 | 4 | 15.0% | 0.02 | 0.0008 | -0.007 | 650 | 129.25 | 133.20 | 25.2% | -1.00 | 0.0000 | -0.056 | |||
| 0.1600 | 0.3500 | 15.3% | 0.02 | 0.0008 | -0.006 | 655 | 134.30 | 138.25 | 26.1% | -1.00 | 0.0000 | -0.056 | ||||
| 0.1300 | 0.3300 | 15.6% | 0.01 | 0.0007 | -0.006 | 660 | 139.25 | 143.25 | 26.7% | -1.00 | 0.0000 | -0.056 | ||||
| 0.1200 | 0.3100 | 15.9% | 0.01 | 0.0006 | -0.005 | 665 | 144.25 | 148.25 | 27.3% | -1.00 | 0.0000 | -0.056 | ||||
| 0.1000 | 0.2900 | 2 | 16.1% | 0.01 | 0.0006 | -0.005 | 670 | 149.30 | 153.30 | 28.2% | -1.00 | 0.0000 | -0.056 | |||
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 — Mar 19, 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.