FXI chaîne d'options iShares China Large-Cap 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 ±13.6% (29.02–38.17) · ATM IV 25.8% · P/C open interest 1.04
| 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 | |
| 11.40 | 16.35 | 41.4% | 0.99 | 0.0055 | 0.000 | 20 | 0 | 0.2600 | 5 | 47.7% | -0.02 | 0.0056 | -0.002 | |||
| 6.70 | 11.65 | 35.4% | 0.96 | 0.0161 | -0.001 | 25 | 0 | 0.8800 | 1,224 | 40.8% | -0.06 | 0.0166 | -0.003 | |||
| 5.75 | 10.70 | 3 | 32.8% | 0.94 | 0.0204 | -0.002 | 26 | 0 | 5.00 | 11 | 74.0% | -0.07 | 0.0211 | -0.003 | ||
| 4.85 | 9.80 | 1 | 31.4% | 0.92 | 0.0260 | -0.002 | 27 | 0 | 0.2700 | 5,894 | 24.0% | -0.09 | 0.0271 | -0.003 | ||
| 4.00 | 8.85 | 1 | 29.6% | 0.90 | 0.0331 | -0.003 | 28 | 0 | 0.3400 | 1 | 3,025 | 22.2% | -0.11 | 0.0348 | -0.004 | |
| 3.10 | 7.95 | 3 | 27.5% | 0.87 | 0.0419 | -0.003 | 29 | 0 | 5.00 | 6,537 | 56.8% | -0.15 | 0.0444 | -0.004 | ||
| 2.31 | 7.25 | 134 | 27.6% | 0.82 | 0.0521 | -0.004 | 30 | 0 | 1.20 | 27.5K | 24.4% | -0.20 | 0.0557 | -0.005 | ||
| 1.11 | 6.05 | 16 | 20.0% | 0.77 | 0.0630 | -0.005 | 31 | 0 | 5.00 | 36.3K | 45.6% | -0.26 | 0.0682 | -0.005 | ||
| 0.3600 | 5.30 | 10.4K | 19.2% | 0.70 | 0.0735 | -0.005 | 32 | 0 | 5.00 | 8,683 | 40.0% | -0.33 | 0.0807 | -0.006 | ||
| 0 | 4.70 | 436 | 20.9% | 0.62 | 0.0822 | -0.006 | 33 | 0 | 5.00 | 1,759 | 34.1% | -0.42 | 0.0913 | -0.006 | ||
| 0 | 4.15 | 5,242 | 23.7% | 0.54 | 0.0877 | -0.006 | 34 | 0 | 5.00 | 5,041 | 27.9% | -0.51 | 0.0980 | -0.006 | ||
| 0 | 3.65 | 104 | 13.0K | 25.8% | 0.45 | 0.0889 | -0.006 | 35 | 0 | 3.60 | 72.2K | 11.9% | -0.61 | 0.0990 | -0.006 | |
| 0 | 3.05 | 31.4K | 26.6% | 0.37 | 0.0856 | -0.005 | 36 | 0.6100 | 5.55 | 61 | 19.9% | -0.70 | 0.0934 | -0.006 | ||
| 0 | 2.94 | 319 | 29.7% | 0.30 | 0.0787 | -0.005 | 37 | 1.21 | 6.15 | 948 | 16.4% | -0.78 | 0.0823 | -0.005 | ||
| 0 | 2.69 | 11.2K | 31.6% | 0.23 | 0.0692 | -0.004 | 38 | 2.11 | 7.05 | 3 | 16.5% | -0.85 | 0.0677 | -0.004 | ||
| 0 | 2.53 | 2 | 70.2K | 33.8% | 0.17 | 0.0586 | -0.004 | 39 | 2.96 | 7.90 | 5 | -0.90 | 0.0521 | -0.002 | ||
| 0 | 2.40 | 10.2K | 34.4% | 0.13 | 0.0480 | -0.003 | 40 | 3.90 | 8.90 | 84 | -0.94 | 0.0378 | -0.001 | |||
| 0 | 2.31 | 2,202 | 37.9% | 0.10 | 0.0385 | -0.002 | 41 | 5.05 | 10.00 | 1 | 21.5% | -0.96 | 0.0264 | -0.001 | ||
| 0 | 2.24 | 1,254 | 40.0% | 0.07 | 0.0306 | -0.002 | 42 | 5.85 | 10.85 | -0.98 | 0.0182 | 0.000 | ||||
| 0 | 2.20 | 96 | 42.1% | 0.06 | 0.0244 | -0.002 | 43 | 7.00 | 11.95 | 22.6% | -0.99 | 0.0127 | 0.000 | |||
| 0 | 2.17 | 40 | 44.2% | 0.04 | 0.0198 | -0.001 | 44 | 8.00 | 12.95 | 24.9% | -0.99 | 0.0111 | 0.000 | |||
| 0 | 2.16 | 7,111 | 46.4% | 0.04 | 0.0164 | -0.001 | 45 | 8.75 | 13.70 | -1.00 | 0.0000 | -0.002 | ||||
| 0 | 2.14 | 10 | 48.4% | 0.03 | 0.0138 | -0.001 | 46 | 9.95 | 14.95 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.13 | 56.0% | 0.02 | 0.0083 | -0.001 | 50 | 13.75 | 18.75 | -1.00 | 0.0000 | -0.008 | |||||
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.