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 ±4.6% (88.55–97.09) · ATM IV 27.3% · P/C open interest 0.69
| 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 | |
| 11.50 | 14.20 | 16 | 0.97 | 0.0086 | -0.013 | 80 | 0 | 0.1500 | 16 | 37.6% | -0.03 | 0.0094 | -0.016 | |||
| 7.30 | 9.20 | 32.4% | 0.91 | 0.0261 | -0.035 | 85 | 0.1000 | 0.3000 | 64 | 30.1% | -0.10 | 0.0269 | -0.037 | |||
| 6.10 | 8.70 | 33.5% | 0.88 | 0.0318 | -0.041 | 86 | 0 | 0.5000 | 5 | 28.6% | -0.13 | 0.0325 | -0.043 | |||
| 5.50 | 7.20 | 120 | 28.7% | 0.85 | 0.0381 | -0.047 | 87 | 0.2000 | 0.6000 | 1 | 84 | 29.2% | -0.16 | 0.0387 | -0.049 | |
| 4.40 | 6.80 | 30.6% | 0.81 | 0.0450 | -0.054 | 88 | 0 | 0.8500 | 713 | 26.2% | -0.20 | 0.0454 | -0.055 | |||
| 4.10 | 5.60 | 31.0% | 0.76 | 0.0520 | -0.060 | 89 | 0.0500 | 1.25 | 2 | 6 | 26.7% | -0.25 | 0.0522 | -0.060 | ||
| 3.40 | 6.00 | 20 | 20 | 39.2% | 0.71 | 0.0586 | -0.066 | 90 | 0.9000 | 1.25 | 1,661 | 8,821 | 29.2% | -0.30 | 0.0586 | -0.066 |
| 2.80 | 5.00 | 2 | 36.7% | 0.65 | 0.0643 | -0.070 | 91 | 0.2500 | 2.75 | 1 | 100 | 30.2% | -0.36 | 0.0641 | -0.070 | |
| 1.30 | 4.50 | 35 | 31.0% | 0.58 | 0.0683 | -0.073 | 92 | 0.5500 | 3.30 | 186 | 30.3% | -0.43 | 0.0679 | -0.072 | ||
| 1.85 | 3.30 | 10 | 10 | 33.5% | 0.51 | 0.0702 | -0.073 | 93 | 0.6000 | 2.80 | 22 | 150 | 21.1% | -0.50 | 0.0696 | -0.073 |
| 0.4500 | 2.50 | 1 | 25.1% | 0.44 | 0.0697 | -0.072 | 94 | 1.10 | 4.60 | 180 | 28.8% | -0.57 | 0.0690 | -0.071 | ||
| 0.0500 | 3.20 | 35 | 32.2% | 0.38 | 0.0669 | -0.069 | 95 | 2.00 | 4.00 | 710 | 22.1% | -0.63 | 0.0662 | -0.068 | ||
| 0 | 1.30 | 12 | 22.5% | 0.31 | 0.0622 | -0.064 | 96 | 3.70 | 4.80 | 7 | 30.0% | -0.69 | 0.0614 | -0.063 | ||
| 0 | 2.15 | 7,011 | 33.1% | 0.26 | 0.0562 | -0.059 | 97 | 4.10 | 7.00 | 2 | 35 | 38.6% | -0.75 | 0.0555 | -0.058 | |
| 0.5000 | 1.05 | 3 | 11 | 32.0% | 0.21 | 0.0496 | -0.053 | 98 | 5.20 | 6.50 | 29 | 31.3% | -0.80 | 0.0489 | -0.051 | |
| 0 | 1.50 | 7 | 34.9% | 0.17 | 0.0429 | -0.046 | 99 | 5.50 | 7.60 | 28.6% | -0.84 | 0.0422 | -0.045 | |||
| 0.3000 | 0.5500 | 3 | 70 | 31.5% | 0.14 | 0.0365 | -0.040 | 100 | 6.50 | 8.60 | 1,542 | 31.6% | -0.87 | 0.0359 | -0.039 | |
| 0 | 0.4000 | 7 | 28.1% | 0.11 | 0.0308 | -0.035 | 101 | 6.80 | 9.40 | 3 | -0.90 | 0.0301 | -0.033 | |||
| 0.1000 | 0.3000 | 4 | 7,010 | 32.2% | 0.09 | 0.0257 | -0.030 | 102 | 8.50 | 10.10 | 7 | 29.5% | -0.92 | 0.0251 | -0.028 | |
| 0.1500 | 0.4500 | 1 | 24 | 36.3% | 0.07 | 0.0213 | -0.025 | 103 | 9.00 | 11.20 | 1 | -0.93 | 0.0208 | -0.024 | ||
| 0.1000 | 0.2000 | 9 | 33.2% | 0.06 | 0.0176 | -0.022 | 104 | 10.20 | 12.20 | 28.7% | -0.95 | 0.0171 | -0.020 | |||
| 0.0500 | 0.2500 | 12 | 3,815 | 35.4% | 0.05 | 0.0145 | -0.018 | 105 | 11.10 | 13.20 | 2 | 25.1% | -0.96 | 0.0141 | -0.016 | |
| 0 | 0.1500 | 163 | 33.1% | 0.04 | 0.0120 | -0.016 | 106 | 12.10 | 14.20 | 2 | 27.0% | -0.97 | 0.0116 | -0.014 | ||
| 0 | 2.10 | 10 | 30 | 65.0% | 0.03 | 0.0099 | -0.013 | 107 | 12.20 | 16.10 | 29.0% | -0.97 | 0.0095 | -0.011 | ||
| 0 | 0.4000 | 7 | 44.1% | 0.02 | 0.0082 | -0.011 | 108 | 13.10 | 17.10 | -0.98 | 0.0078 | -0.009 | ||||
| 0 | 0.3500 | 10 | 45.0% | 0.02 | 0.0068 | -0.010 | 109 | 14.20 | 18.10 | 32.9% | -0.98 | 0.0065 | -0.007 | |||
| 0 | 0.3500 | 21 | 47.0% | 0.02 | 0.0056 | -0.008 | 110 | 15.10 | 18.30 | 15 | -0.99 | 0.0053 | -0.006 | |||
| 0 | 0.5500 | 10 | 61.8% | 0.01 | 0.0023 | -0.004 | 115 | 20.00 | 23.90 | -1.00 | 0.0027 | -0.005 | ||||
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 18, 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.