EWZ chaîne d'options iShares MSCI Brazil 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 ±6.4% (35.66–40.52) · ATM IV 31.6% · P/C open interest 1.15
| 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 | |
| 11.05 | 15.20 | 4 | 1.00 | 0.0012 | 0.000 | 25 | 0 | 2.13 | 168.8% | -0.00 | 0.0013 | -0.001 | ||||
| 9.35 | 13.20 | 69.8% | 1.00 | 0.0025 | -0.000 | 27 | 0 | 0.6700 | 19 | 102.8% | -0.00 | 0.0025 | -0.001 | |||
| 8.10 | 12.20 | 0.99 | 0.0036 | -0.001 | 28 | 0 | 1.26 | 113.0% | -0.01 | 0.0036 | -0.002 | |||||
| 7.10 | 11.20 | 0.99 | 0.0053 | -0.001 | 29 | 0 | 1.93 | 182 | 120.1% | -0.01 | 0.0053 | -0.002 | ||||
| 6.10 | 10.20 | 0.99 | 0.0078 | -0.002 | 30 | 0 | 0.4900 | 2 | 71.6% | -0.01 | 0.0078 | -0.003 | ||||
| 5.90 | 9.70 | 50.4% | 0.98 | 0.0096 | -0.003 | 30.5 | 0 | 0.0400 | 2 | 542 | 42.0% | -0.02 | 0.0096 | -0.003 | ||
| 5.60 | 8.75 | 0.98 | 0.0118 | -0.003 | 31 | 0 | 0.2600 | 575 | 54.9% | -0.02 | 0.0118 | -0.004 | ||||
| 5.15 | 8.70 | 56.0% | 0.98 | 0.0145 | -0.004 | 31.5 | 0.0300 | 0.0500 | 3 | 1,087 | 41.0% | -0.02 | 0.0146 | -0.004 | ||
| 5.95 | 6.55 | 30.2% | 0.97 | 0.0181 | -0.004 | 32 | 0.0200 | 0.0600 | 5 | 1,036 | 38.1% | -0.03 | 0.0182 | -0.005 | ||
| 5.35 | 6.10 | 0.96 | 0.0225 | -0.005 | 32.5 | 0 | 0.2700 | 352 | 32 | 45.3% | -0.04 | 0.0226 | -0.006 | |||
| 4.95 | 5.55 | 1 | 411 | 24.1% | 0.95 | 0.0281 | -0.006 | 33 | 0.0100 | 0.2900 | 2 | 13 | 43.0% | -0.05 | 0.0283 | -0.007 |
| 4.45 | 5.10 | 502 | 28.1% | 0.94 | 0.0352 | -0.008 | 33.5 | 0.0500 | 0.1200 | 1 | 37 | 34.6% | -0.06 | 0.0354 | -0.008 | |
| 4.00 | 4.60 | 1 | 411 | 28.4% | 0.92 | 0.0441 | -0.009 | 34 | 0.1000 | 0.2200 | 2 | 30 | 36.9% | -0.08 | 0.0443 | -0.010 |
| 3.55 | 4.05 | 411 | 25.4% | 0.90 | 0.0548 | -0.011 | 34.5 | 0 | 0.3800 | 20 | 397 | 35.1% | -0.10 | 0.0551 | -0.012 | |
| 2.85 | 4.45 | 4 | 714 | 40.9% | 0.87 | 0.0674 | -0.013 | 35 | 0.1600 | 0.2500 | 21 | 966 | 32.4% | -0.13 | 0.0678 | -0.014 |
| 2.84 | 3.25 | 17 | 21 | 32.6% | 0.84 | 0.0813 | -0.016 | 35.5 | 0.0300 | 0.3100 | 4 | 366 | 27.0% | -0.16 | 0.0819 | -0.016 |
| 2.06 | 2.93 | 50 | 230 | 26.5% | 0.79 | 0.0956 | -0.018 | 36 | 0.1100 | 0.5100 | 2 | 29.2% | -0.21 | 0.0964 | -0.019 | |
| 1.92 | 2.90 | 1 | 16 | 36.3% | 0.74 | 0.1091 | -0.021 | 36.5 | 0.2500 | 0.7300 | 31.1% | -0.26 | 0.1100 | -0.021 | ||
| 1.59 | 2.16 | 532 | 30.3% | 0.68 | 0.1206 | -0.023 | 37 | 0.4100 | 0.8800 | 1 | 4 | 30.9% | -0.32 | 0.1218 | -0.023 | |
| 1.44 | 1.79 | 1 | 410 | 31.7% | 0.62 | 0.1290 | -0.025 | 37.5 | 0.5900 | 1.07 | 30.8% | -0.39 | 0.1306 | -0.025 | ||
| 1.04 | 1.51 | 89 | 109 | 29.9% | 0.55 | 0.1338 | -0.025 | 38 | 0.8100 | 1.49 | 76 | 2 | 33.3% | -0.45 | 0.1356 | -0.026 |
| 0.7400 | 1.63 | 205 | 93 | 33.9% | 0.48 | 0.1346 | -0.026 | 38.5 | 1.06 | 1.58 | 2 | 16 | 30.9% | -0.52 | 0.1366 | -0.026 |
| 0.7500 | 0.9400 | 1,303 | 483 | 30.5% | 0.42 | 0.1314 | -0.025 | 39 | 1.38 | 1.92 | 4 | 31.9% | -0.59 | 0.1337 | -0.026 | |
| 0.4200 | 0.8800 | 377 | 10 | 30.0% | 0.36 | 0.1249 | -0.024 | 39.5 | 1.70 | 2.08 | 18 | 29.6% | -0.65 | 0.1273 | -0.025 | |
| 0.3800 | 0.7700 | 23 | 32.2% | 0.30 | 0.1157 | -0.023 | 40 | 2.03 | 2.54 | 12 | 30.8% | -0.71 | 0.1184 | -0.023 | ||
| 0.1900 | 0.6300 | 259 | 30.8% | 0.25 | 0.1049 | -0.021 | 40.5 | 2.44 | 3.05 | 6 | 33.4% | -0.76 | 0.1076 | -0.021 | ||
| 0.0600 | 0.5000 | 4 | 29.6% | 0.21 | 0.0932 | -0.019 | 41 | 2.81 | 3.45 | 8 | 33.0% | -0.80 | 0.0959 | -0.019 | ||
| 0.2200 | 0.4600 | 35.2% | 0.17 | 0.0814 | -0.017 | 41.5 | 3.25 | 3.85 | 17 | 33.1% | -0.84 | 0.0841 | -0.017 | |||
| 0 | 0.4200 | 4 | 32.7% | 0.14 | 0.0701 | -0.015 | 42 | 3.45 | 4.50 | 32.5% | -0.88 | 0.0729 | -0.015 | |||
| 0.0900 | 0.2000 | 34.6% | 0.09 | 0.0503 | -0.011 | 43 | 4.45 | 5.45 | 36.5% | -0.93 | 0.0547 | -0.011 | ||||
| 0 | 2.17 | 77.0% | 0.06 | 0.0350 | -0.008 | 44 | 4.85 | 7.95 | 62.2% | -0.96 | 0.0410 | -0.009 | ||||
| 0 | 2.15 | 83.0% | 0.04 | 0.0241 | -0.006 | 45 | 4.90 | 9.00 | 46.4% | -0.98 | 0.0293 | -0.007 | ||||
| 0 | 2.14 | 88.9% | 0.02 | 0.0166 | -0.004 | 46 | 5.90 | 10.00 | 51.0% | -1.00 | 0.0118 | -0.004 | ||||
| 0 | 2.13 | 110.3% | 0.01 | 0.0043 | -0.001 | 50 | 9.90 | 14.00 | 67.7% | -1.00 | 0.0000 | -0.004 | ||||
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.