HYG chaîne d'options iShares iBoxx $ High Yield Corporate Bond ETF
Cboe delayed options data · au 16:03 UTC
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 ±1.4% (75.81–78.02) · ATM IV 5.5% · P/C open interest 2.21
| 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 | |
| 31.85 | 32.10 | 2 | 84.8% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 0.0100 | 2,001 | 61.4% | -0.00 | 0.0004 | -0.001 | ||
| 26.80 | 27.10 | 1.00 | 0.0002 | 0.000 | 50 | 0 | 0.0100 | 50.0% | -0.00 | 0.0008 | -0.002 | |||||
| 21.85 | 22.15 | 57.3% | 1.00 | 0.0005 | 0.000 | 55 | 0.0100 | 0.0200 | 166 | 44.2% | -0.01 | 0.0014 | -0.002 | |||
| 16.80 | 17.15 | 6 | 36.0% | 1.00 | 0.0011 | 0.000 | 60 | 0.0100 | 0.0300 | 100.8K | 34.8% | -0.01 | 0.0029 | -0.003 | ||
| 11.85 | 12.15 | 29.8% | 0.99 | 0.0030 | 0.000 | 65 | 0.0200 | 0.0400 | 67.7K | 25.9% | -0.02 | 0.0066 | -0.004 | |||
| 10.85 | 11.15 | 27.3% | 0.99 | 0.0037 | -0.000 | 66 | 0.0200 | 0.0500 | 4 | 24.4% | -0.02 | 0.0081 | -0.004 | |||
| 9.85 | 10.15 | 24.8% | 0.99 | 0.0048 | -0.001 | 67 | 0.0300 | 0.0500 | 802 | 22.7% | -0.02 | 0.0100 | -0.004 | |||
| 8.85 | 9.15 | 22.3% | 0.99 | 0.0064 | -0.001 | 68 | 0.0300 | 0.0600 | 8 | 21.0% | -0.03 | 0.0126 | -0.004 | |||
| 7.85 | 8.10 | 0.99 | 0.0087 | -0.001 | 69 | 0.0400 | 0.0600 | 6,487 | 19.1% | -0.03 | 0.0161 | -0.005 | ||||
| 6.90 | 7.10 | 17.4% | 0.99 | 0.0120 | -0.002 | 70 | 0.0500 | 0.0800 | 18 | 36.0K | 17.8% | -0.04 | 0.0212 | -0.005 | ||
| 5.90 | 6.10 | 15.0% | 0.98 | 0.0176 | -0.003 | 71 | 0.0600 | 0.0900 | 32.0K | 15.9% | -0.05 | 0.0286 | -0.006 | |||
| 4.85 | 5.10 | 0.97 | 0.0265 | -0.004 | 72 | 0.0800 | 0.1100 | 42 | 220.5K | 14.3% | -0.07 | 0.0399 | -0.006 | |||
| 3.90 | 4.10 | 22 | 10.2% | 0.96 | 0.0422 | -0.005 | 73 | 0.1100 | 0.1400 | 47.3K | 12.7% | -0.09 | 0.0579 | -0.007 | ||
| 3.40 | 3.60 | 9.0% | 0.95 | 0.0544 | -0.005 | 73.5 | 0.1200 | 0.1600 | 11.7% | -0.11 | 0.0708 | -0.008 | ||||
| 2.95 | 3.15 | 10.9% | 0.93 | 0.0712 | -0.006 | 74 | 0.1500 | 0.1800 | 145.4K | 10.9% | -0.13 | 0.0873 | -0.008 | |||
| 2.47 | 2.61 | 9.2% | 0.91 | 0.0950 | -0.007 | 74.5 | 0.1800 | 0.2200 | 10.1% | -0.16 | 0.1094 | -0.009 | ||||
| 2.01 | 2.12 | 10 | 8.5% | 0.88 | 0.1286 | -0.008 | 75 | 0.2300 | 0.2500 | 13 | 255.2K | 9.1% | -0.21 | 0.1387 | -0.009 | |
| 1.57 | 1.67 | 8.2% | 0.83 | 0.1762 | -0.009 | 75.5 | 0.2800 | 0.3200 | 1,099 | 8.3% | -0.26 | 0.1770 | -0.010 | |||
| 1.13 | 1.20 | 5,243 | 7.2% | 0.75 | 0.2400 | -0.011 | 76 | 0.3800 | 0.4000 | 267 | 238.6K | 7.5% | -0.35 | 0.2250 | -0.010 | |
| 0.7300 | 0.7900 | 6.4% | 0.64 | 0.3170 | -0.011 | 76.5 | 0.4800 | 0.5200 | 172 | 6.4% | -0.46 | 0.2799 | -0.010 | |||
| 0.3800 | 0.4300 | 166 | 42.1K | 5.5% | 0.48 | 0.3879 | -0.010 | 77 | 0.6900 | 0.7100 | 705 | 365.7K | 5.6% | -0.62 | 0.3256 | -0.008 |
| 0.1500 | 0.1900 | 1,090 | 4.9% | 0.27 | 0.3623 | -0.006 | 77.5 | 0.9400 | 1.04 | 4.5% | -0.82 | 0.2855 | -0.005 | |||
| 0.0500 | 0.0600 | 1,498 | 152.1K | 4.5% | 0.12 | 0.2092 | -0.003 | 78 | 1.35 | 1.51 | 7 | 250.1K | 4.4% | -0.93 | 0.1486 | -0.002 |
| 0.0100 | 0.0300 | 4.6% | 0.05 | 0.1005 | -0.002 | 78.5 | 1.81 | 2.01 | -0.98 | 0.0587 | -0.001 | |||||
| 0.0100 | 0.0200 | 498 | 223.0K | 5.3% | 0.03 | 0.0542 | -0.001 | 79 | 2.32 | 2.48 | 10 | 144.4K | -0.99 | 0.0269 | -0.000 | |
| 0 | 0.0200 | 5.9% | 0.02 | 0.0340 | -0.001 | 79.5 | 2.80 | 3.00 | -0.99 | 0.0156 | 0.000 | |||||
| 0 | 0.0200 | 186.2K | 6.7% | 0.01 | 0.0246 | -0.001 | 80 | 3.25 | 3.50 | 76.4K | -0.99 | 0.0110 | 0.000 | |||
| 0 | 0.0100 | 6.9% | 0.01 | 0.0191 | -0.001 | 80.5 | 3.75 | 4.00 | -1.00 | 0.0086 | 0.000 | |||||
| 0 | 0.0100 | 244.3K | 7.7% | 0.01 | 0.0156 | -0.001 | 81 | 4.25 | 4.55 | 97 | -1.00 | 0.0072 | 0.000 | |||
| 0 | 0.0100 | 8.5% | 0.01 | 0.0131 | -0.001 | 81.5 | 4.75 | 5.00 | -1.00 | 0.0062 | 0.000 | |||||
| 0 | 0.0100 | 5,945 | 9.2% | 0.01 | 0.0112 | -0.001 | 82 | 5.25 | 5.55 | 180 | -1.00 | 0.0054 | 0.000 | |||
| 0 | 0.0100 | 9.9% | 0.01 | 0.0096 | -0.001 | 82.5 | 5.75 | 6.00 | -1.00 | 0.0047 | 0.000 | |||||
| 0 | 0.0100 | 10.0K | 10.7% | 0.01 | 0.0084 | -0.001 | 83 | 6.25 | 6.50 | 214 | -1.00 | 0.0042 | 0.000 | |||
| 0 | 0.0100 | 30.0K | 12.1% | 0.01 | 0.0066 | -0.001 | 84 | 7.25 | 7.55 | 228 | -1.00 | 0.0034 | 0.000 | |||
| 0 | 0.0100 | 13.5% | 0.01 | 0.0054 | -0.001 | 85 | 8.20 | 8.55 | 16 | -1.00 | 0.0028 | 0.000 | ||||
| 0 | 0.0100 | 14.8% | 0.01 | 0.0044 | -0.001 | 86 | 9.20 | 9.55 | 25 | -1.00 | 0.0023 | 0.000 | ||||
| 0 | 0.0100 | 16.1% | 0.00 | 0.0038 | -0.001 | 87 | 10.20 | 10.50 | 3 | -1.00 | 0.0020 | 0.000 | ||||
| 0 | 0.0100 | 17.4% | 0.00 | 0.0032 | -0.001 | 88 | 11.20 | 11.55 | 2 | -1.00 | 0.0017 | 0.000 | ||||
| 0 | 0.0100 | 18.7% | 0.00 | 0.0028 | -0.001 | 89 | 12.25 | 12.55 | 1 | 21.8% | -1.00 | 0.0015 | 0.000 | |||
| 0 | 0.0100 | 19.9% | 0.00 | 0.0024 | -0.001 | 90 | 13.25 | 13.50 | 1 | -1.00 | 0.0013 | 0.000 | ||||
| 0 | 0.0100 | 21.2% | 0.00 | 0.0021 | -0.001 | 91 | 14.25 | 14.50 | 2 | -1.00 | 0.0011 | 0.000 | ||||
| 0 | 0.0100 | 22.4% | 0.00 | 0.0019 | -0.001 | 92 | 15.20 | 15.55 | 4 | -1.00 | 0.0010 | 0.000 | ||||
| 0 | 0.0100 | 25.9% | 0.00 | 0.0014 | -0.001 | 95 | 18.25 | 18.50 | -1.00 | 0.0007 | 0.000 | |||||
| 0 | 0.0100 | 31.4% | 0.00 | 0.0009 | -0.001 | 100 | 23.25 | 23.50 | 33.5% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.0100 | 36.5% | 0.00 | 0.0006 | -0.001 | 105 | 28.20 | 28.50 | -1.00 | 0.0003 | 0.000 | |||||
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 — Nov 20, 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.
callsputs