ITB chaîne d'options iShares U.S. Home Construction 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 ±11.2% (77.31–96.91) · ATM IV 28.2% · P/C open interest 0.94
| 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 | |
| 40.50 | 44.60 | 29 | 1.00 | 0.0002 | -0.001 | 43.96 | 0 | 0.1500 | 61 | 60.8% | -0.00 | 0.0002 | -0.001 | |||
| 36.10 | 40.20 | 5 | 1.00 | 0.0005 | -0.001 | 48.47 | 0 | 0.3500 | 311 | 59.8% | -0.00 | 0.0006 | -0.001 | |||
| 31.10 | 35.30 | 23 | 0.99 | 0.0012 | -0.002 | 53.47 | 0 | 0.7500 | 72 | 58.3% | -0.01 | 0.0012 | -0.002 | |||
| 26.20 | 30.40 | 1 | 0.98 | 0.0025 | -0.004 | 58.47 | 0 | 0.2500 | 479 | 41.6% | -0.02 | 0.0026 | -0.004 | |||
| 22.80 | 24.20 | 22 | 21.1% | 0.96 | 0.0050 | -0.007 | 63.47 | 0 | 0.5500 | 422 | 38.1% | -0.04 | 0.0051 | -0.007 | ||
| 20.10 | 24.00 | 28.0% | 0.95 | 0.0061 | -0.008 | 65 | 0 | 0.6000 | 1 | 1 | 36.3% | -0.05 | 0.0062 | -0.008 | ||
| 16.70 | 20.70 | 28 | 27.0% | 0.93 | 0.0091 | -0.011 | 68.47 | 0.0500 | 0.8500 | 3,332 | 34.0% | -0.07 | 0.0092 | -0.012 | ||
| 15.50 | 19.40 | 30.9% | 0.91 | 0.0107 | -0.013 | 70 | 0.4000 | 0.7000 | 251 | 1,061 | 33.1% | -0.09 | 0.0109 | -0.013 | ||
| 13.90 | 16.20 | 45 | 37.5% | 0.86 | 0.0150 | -0.017 | 73.47 | 0.8000 | 1.25 | 1 | 480 | 33.1% | -0.14 | 0.0153 | -0.018 | |
| 11.30 | 15.00 | 10 | 30.7% | 0.84 | 0.0170 | -0.019 | 75 | 1.00 | 1.60 | 1 | 21 | 33.0% | -0.16 | 0.0174 | -0.020 | |
| 10.00 | 12.20 | 152 | 35.3% | 0.77 | 0.0218 | -0.023 | 78.47 | 1.55 | 2.70 | 316 | 32.8% | -0.24 | 0.0222 | -0.024 | ||
| 7.60 | 11.00 | 6 | 32.0% | 0.72 | 0.0243 | -0.025 | 80.46 | 2.45 | 3.50 | 20 | 832 | 34.4% | -0.28 | 0.0248 | -0.026 | |
| 6.70 | 10.30 | 31.0% | 0.69 | 0.0254 | -0.026 | 81.46 | 1.80 | 3.90 | 19 | 31.1% | -0.31 | 0.0260 | -0.027 | |||
| 7.40 | 8.20 | 30.5% | 0.67 | 0.0265 | -0.027 | 82.46 | 1.95 | 4.90 | 1 | 1,254 | 32.4% | -0.34 | 0.0271 | -0.028 | ||
| 5.20 | 7.60 | 334 | 25.5% | 0.64 | 0.0274 | -0.028 | 83.47 | 2.15 | 4.60 | 182 | 29.5% | -0.37 | 0.0280 | -0.029 | ||
| 5.80 | 6.50 | 1 | 234 | 30.7% | 0.58 | 0.0288 | -0.029 | 85.46 | 3.70 | 5.20 | 2 | 188 | 30.6% | -0.42 | 0.0295 | -0.030 |
| 5.30 | 5.90 | 5 | 417 | 30.4% | 0.55 | 0.0292 | -0.029 | 86.46 | 4.80 | 5.50 | 383 | 31.8% | -0.45 | 0.0300 | -0.030 | |
| 3.50 | 5.50 | 133 | 26.8% | 0.53 | 0.0295 | -0.029 | 87.46 | 4.50 | 6.10 | 164 | 29.6% | -0.48 | 0.0303 | -0.030 | ||
| 4.50 | 5.00 | 11 | 4,261 | 30.9% | 0.50 | 0.0296 | -0.029 | 88.47 | 5.90 | 6.70 | 247 | 32.2% | -0.51 | 0.0304 | -0.030 | |
| 3.60 | 4.30 | 1,456 | 30.8% | 0.44 | 0.0294 | -0.029 | 90.46 | 7.00 | 8.20 | 212 | 32.8% | -0.57 | 0.0302 | -0.030 | ||
| 1.75 | 3.90 | 1 | 104 | 26.2% | 0.41 | 0.0290 | -0.029 | 91.46 | 6.40 | 8.80 | 113 | 29.0% | -0.60 | 0.0299 | -0.030 | |
| 2.40 | 3.60 | 6 | 435 | 29.3% | 0.39 | 0.0284 | -0.028 | 92.46 | 7.20 | 9.40 | 128 | 29.1% | -0.63 | 0.0295 | -0.029 | |
| 2.60 | 4.20 | 102 | 33.7% | 0.36 | 0.0278 | -0.028 | 93.47 | 9.00 | 10.00 | 385 | 32.3% | -0.66 | 0.0289 | -0.029 | ||
| 1.15 | 3.80 | 404 | 29.6% | 0.33 | 0.0270 | -0.027 | 94.47 | 8.40 | 11.90 | 456 | 31.9% | -0.68 | 0.0283 | -0.028 | ||
| 1.05 | 3.60 | 50 | 30.3% | 0.31 | 0.0262 | -0.026 | 95.47 | 9.10 | 12.70 | 14 | 31.9% | -0.71 | 0.0276 | -0.027 | ||
| 0.8500 | 3.30 | 80 | 30.3% | 0.29 | 0.0252 | -0.025 | 96.47 | 10.40 | 12.80 | 11 | 31.5% | -0.73 | 0.0268 | -0.027 | ||
| 1.20 | 2.95 | 140 | 31.8% | 0.27 | 0.0242 | -0.024 | 97.47 | 10.70 | 14.20 | 74 | 32.0% | -0.75 | 0.0260 | -0.026 | ||
| 1.05 | 2.60 | 46 | 31.5% | 0.25 | 0.0232 | -0.023 | 98.47 | 11.50 | 14.80 | 61 | 31.2% | -0.78 | 0.0251 | -0.025 | ||
| 1.30 | 1.85 | 1 | 718 | 31.0% | 0.23 | 0.0222 | -0.022 | 99.46 | 12.30 | 15.70 | 1,614 | 31.5% | -0.80 | 0.0243 | -0.025 | |
| 0.6000 | 2.45 | 23 | 30.6% | 0.23 | 0.0221 | -0.022 | 99.47 | 12.40 | 14.80 | 47 | 27.8% | -0.80 | 0.0243 | -0.025 | ||
| 0.4500 | 2.15 | 166 | 30.1% | 0.21 | 0.0211 | -0.021 | 100.47 | 13.10 | 15.80 | 19 | 27.5% | -0.82 | 0.0234 | -0.024 | ||
| 0.8500 | 1.75 | 4 | 25 | 31.4% | 0.19 | 0.0199 | -0.020 | 101.47 | 14.10 | 16.60 | 26 | 27.5% | -0.84 | 0.0226 | -0.023 | |
| 0.4500 | 2.00 | 20 | 32.0% | 0.18 | 0.0189 | -0.019 | 102.47 | 15.00 | 18.20 | 46 | 31.6% | -0.85 | 0.0218 | -0.022 | ||
| 0.0500 | 2.65 | 10 | 34.4% | 0.16 | 0.0178 | -0.018 | 103.47 | 16.20 | 19.60 | 14 | 35.8% | -0.87 | 0.0210 | -0.022 | ||
| 0.3500 | 1.55 | 139 | 31.8% | 0.15 | 0.0168 | -0.018 | 104.46 | 16.60 | 20.50 | 11 | 33.6% | -0.89 | 0.0203 | -0.021 | ||
| 0.0500 | 2.50 | 24 | 34.9% | 0.15 | 0.0168 | -0.017 | 104.47 | 16.80 | 20.40 | 2 | 34.0% | -0.89 | 0.0202 | -0.021 | ||
| 0.2000 | 1.40 | 12 | 31.3% | 0.14 | 0.0158 | -0.017 | 105.47 | 17.70 | 21.40 | 13 | 34.6% | -0.90 | 0.0194 | -0.020 | ||
| 0.3000 | 1.15 | 54 | 31.5% | 0.13 | 0.0148 | -0.016 | 106.47 | 18.90 | 22.30 | 1 | 36.4% | -0.91 | 0.0185 | -0.020 | ||
| 0.2500 | 1.25 | 22 | 32.8% | 0.12 | 0.0138 | -0.015 | 107.47 | 19.90 | 23.40 | 56 | 38.1% | -0.93 | 0.0175 | -0.019 | ||
| 0.1000 | 1.15 | 25 | 32.2% | 0.11 | 0.0130 | -0.014 | 108.47 | 20.90 | 24.20 | 30 | 38.0% | -0.94 | 0.0165 | -0.019 | ||
| 0.3500 | 0.7500 | 679 | 32.2% | 0.10 | 0.0121 | -0.013 | 109.46 | 21.30 | 25.00 | 1,078 | 32.7% | -0.95 | 0.0151 | -0.018 | ||
| 0.1000 | 1.85 | 79 | 37.4% | 0.10 | 0.0121 | -0.013 | 109.47 | 21.30 | 25.20 | 23 | 34.7% | -0.95 | 0.0151 | -0.018 | ||
| 0.0500 | 1.10 | 39 | 33.5% | 0.09 | 0.0113 | -0.012 | 110.47 | 22.50 | 26.00 | 35.7% | -0.96 | 0.0137 | -0.016 | |||
| 0.1500 | 0.8000 | 1 | 24 | 32.9% | 0.08 | 0.0106 | -0.012 | 111.47 | 23.40 | 27.20 | 37.6% | -0.97 | 0.0120 | -0.014 | ||
| 0.0500 | 0.8500 | 5 | 33.4% | 0.07 | 0.0098 | -0.011 | 112.47 | 24.40 | 28.20 | 38.6% | -0.97 | 0.0103 | -0.012 | |||
| 0.0500 | 0.8000 | 27 | 33.9% | 0.07 | 0.0092 | -0.010 | 113.47 | 25.10 | 29.30 | 37.6% | -0.98 | 0.0086 | -0.010 | |||
| 0.1000 | 0.7500 | 1,005 | 34.7% | 0.06 | 0.0085 | -0.010 | 114.46 | 26.10 | 30.30 | 38.7% | -0.99 | 0.0071 | -0.008 | |||
| 0 | 1.75 | 53 | 41.2% | 0.06 | 0.0085 | -0.010 | 114.47 | 26.10 | 30.30 | 38.5% | -0.99 | 0.0071 | -0.008 | |||
| 0 | 1.50 | 351 | 40.5% | 0.06 | 0.0079 | -0.009 | 115.47 | 27.10 | 31.20 | 38.1% | -0.99 | 0.0055 | -0.005 | |||
| 0 | 0.7000 | 10 | 35.0% | 0.05 | 0.0074 | -0.009 | 116.47 | 28.10 | 32.30 | 40.3% | -0.99 | 0.0041 | -0.003 | |||
| 0 | 1.00 | 27 | 38.5% | 0.05 | 0.0069 | -0.008 | 117.47 | 29.10 | 33.30 | 41.2% | -0.99 | 0.0030 | -0.002 | |||
| 0 | 0.6000 | 11 | 35.5% | 0.04 | 0.0064 | -0.007 | 118.47 | 30.10 | 34.30 | 42.1% | -1.00 | 0.0021 | -0.001 | |||
| 0.1000 | 1.05 | 171 | 41.4% | 0.04 | 0.0060 | -0.007 | 119.46 | 31.10 | 35.20 | 41.8% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.6000 | 35 | 36.2% | 0.04 | 0.0059 | -0.007 | 119.47 | 31.10 | 35.30 | 43.0% | -1.00 | 0.0014 | 0.000 | |||
| 0 | 0.5500 | 13 | 36.4% | 0.04 | 0.0055 | -0.007 | 120.47 | 32.10 | 36.30 | 43.8% | -1.00 | 0.0009 | 0.000 | |||
| 0 | 0.5000 | 9 | 36.5% | 0.04 | 0.0051 | -0.006 | 121.47 | 33.10 | 37.30 | 44.7% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.3500 | 12 | 35.0% | 0.03 | 0.0048 | -0.006 | 122.47 | 34.10 | 38.30 | 45.5% | -1.00 | 0.0003 | 0.000 | |||
| 0 | 0.4500 | 22 | 37.2% | 0.03 | 0.0044 | -0.005 | 123.47 | 35.10 | 39.30 | 46.3% | -1.00 | 0.0001 | 0.000 | |||
| 0.0500 | 0.4500 | 561 | 38.6% | 0.03 | 0.0041 | -0.005 | 124.46 | 36.10 | 40.20 | 46.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.5000 | 12 | 38.6% | 0.03 | 0.0041 | -0.005 | 124.47 | 36.10 | 40.30 | 47.2% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.5000 | 6 | 39.3% | 0.03 | 0.0038 | -0.005 | 125.47 | 37.10 | 41.30 | 48.0% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.2500 | 19 | 35.8% | 0.02 | 0.0036 | -0.004 | 126.47 | 38.10 | 42.30 | 48.8% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 1.65 | 3 | 51.5% | 0.02 | 0.0033 | -0.004 | 127.47 | 39.10 | 43.30 | 49.6% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.4000 | 4 | 39.8% | 0.02 | 0.0031 | -0.004 | 128.47 | 40.10 | 44.30 | 50.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.5500 | 843 | 35.1% | 0.02 | 0.0029 | -0.004 | 129.46 | 41.10 | 45.20 | 49.9% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.2500 | 241 | 37.7% | 0.02 | 0.0029 | -0.004 | 129.47 | 41.20 | 45.30 | 52.5% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.2000 | 37.1% | 0.02 | 0.0027 | -0.004 | 130.47 | 42.10 | 46.30 | 51.9% | -1.00 | 0.0000 | 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 — Jan 15, 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.