JETS chaîne d'options U.S. Global Jets 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 ±6.5% (26.48–30.18) · ATM IV 28.4% · P/C open interest 0.00
| 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 | |
| 7.55 | 8.95 | 0.99 | 0.0089 | -0.003 | 20 | 0 | 0.6700 | 97.2% | -0.01 | 0.0075 | -0.003 | |||||
| 6.55 | 7.95 | 0.99 | 0.0149 | -0.004 | 21 | 0 | 0.7500 | 89.4% | -0.02 | 0.0113 | -0.003 | |||||
| 5.55 | 7.00 | 0.98 | 0.0197 | -0.004 | 22 | 0 | 0.7500 | 78.9% | -0.03 | 0.0172 | -0.004 | |||||
| 4.75 | 5.85 | 0.96 | 0.0286 | -0.005 | 23 | 0 | 0.7000 | 67.1% | -0.05 | 0.0264 | -0.005 | |||||
| 3.75 | 4.95 | 33.2% | 0.93 | 0.0427 | -0.007 | 24 | 0 | 0.3000 | 44.2% | -0.07 | 0.0408 | -0.007 | ||||
| 2.85 | 4.05 | 35.9% | 0.89 | 0.0650 | -0.009 | 25 | 0 | 0.4000 | 1 | 39.0% | -0.11 | 0.0629 | -0.009 | |||
| 2.00 | 3.20 | 35.1% | 0.82 | 0.0971 | -0.012 | 26 | 0 | 0.6100 | 3 | 35.1% | -0.18 | 0.0948 | -0.012 | |||
| 1.70 | 2.65 | 33.2% | 0.78 | 0.1162 | -0.013 | 26.5 | 0.1100 | 0.4900 | 26 | 29.9% | -0.23 | 0.1140 | -0.013 | |||
| 1.30 | 2.43 | 34.8% | 0.72 | 0.1357 | -0.014 | 27 | 0.1000 | 0.6000 | 1 | 6 | 26.7% | -0.28 | 0.1336 | -0.014 | ||
| 0.9500 | 1.70 | 27.3% | 0.65 | 0.1529 | -0.015 | 27.5 | 0.3000 | 1.45 | 8 | 38.7% | -0.35 | 0.1509 | -0.015 | |||
| 0.6500 | 1.40 | 5 | 27.1% | 0.57 | 0.1639 | -0.016 | 28 | 0.6400 | 0.9000 | 1 | 77 | 28.3% | -0.43 | 0.1626 | -0.016 | |
| 0.4100 | 1.14 | 1 | 26.9% | 0.48 | 0.1668 | -0.016 | 28.5 | 0.7000 | 1.45 | 1 | 29.9% | -0.51 | 0.1658 | -0.016 | ||
| 0.2000 | 0.9400 | 2 | 26.8% | 0.40 | 0.1611 | -0.015 | 29 | 1.00 | 1.75 | 51 | 30.0% | -0.59 | 0.1600 | -0.015 | ||
| 0.0300 | 0.7800 | 3 | 26.7% | 0.33 | 0.1482 | -0.015 | 29.5 | 0.9900 | 2.10 | 5 | 24.4% | -0.67 | 0.1472 | -0.014 | ||
| 0.2500 | 0.3900 | 21 | 7 | 28.1% | 0.27 | 0.1315 | -0.014 | 30 | 1.48 | 2.63 | 3 | 29.4% | -0.73 | 0.1308 | -0.013 | |
| 0.0200 | 0.9400 | 38.6% | 0.22 | 0.1140 | -0.013 | 30.5 | 2.00 | 3.20 | 4 | 35.5% | -0.78 | 0.1135 | -0.012 | |||
| 0 | 0.5700 | 34.7% | 0.18 | 0.0975 | -0.011 | 31 | 2.30 | 3.50 | 30.7% | -0.82 | 0.0971 | -0.011 | ||||
| 0 | 0.6200 | 39.5% | 0.15 | 0.0829 | -0.010 | 31.5 | 2.80 | 3.95 | 49 | 32.9% | -0.85 | 0.0826 | -0.010 | |||
| 0 | 0.4800 | 39.6% | 0.12 | 0.0703 | -0.009 | 32 | 3.25 | 4.45 | 4 | 34.7% | -0.87 | 0.0700 | -0.009 | |||
| 0 | 0.7300 | 24.0K | 49.1% | 0.10 | 0.0596 | -0.009 | 32.5 | 3.75 | 4.90 | 36.2% | -0.89 | 0.0595 | -0.008 | |||
| 0 | 0.9100 | 56.7% | 0.09 | 0.0508 | -0.008 | 33 | 4.20 | 5.40 | 37.2% | -0.91 | 0.0506 | -0.007 | ||||
| 0 | 0.9000 | 59.8% | 0.07 | 0.0434 | -0.007 | 33.5 | 4.70 | 5.90 | 40.1% | -0.92 | 0.0433 | -0.006 | ||||
| 0 | 0.7500 | 59.4% | 0.06 | 0.0372 | -0.006 | 34 | 5.05 | 6.55 | 42.9% | -0.93 | 0.0372 | -0.006 | ||||
| 0 | 0.6900 | 60.8% | 0.05 | 0.0321 | -0.006 | 34.5 | 5.55 | 7.05 | 45.6% | -0.94 | 0.0322 | -0.005 | ||||
| 0 | 0.7100 | 24.0K | 64.3% | 0.05 | 0.0278 | -0.005 | 35 | 6.05 | 7.55 | 48.2% | -0.95 | 0.0279 | -0.004 | |||
| 0 | 0.8800 | 71.7% | 0.04 | 0.0242 | -0.005 | 35.5 | 6.55 | 8.05 | 50.8% | -0.95 | 0.0244 | -0.004 | ||||
| 0 | 0.8700 | 74.3% | 0.04 | 0.0212 | -0.004 | 36 | 7.05 | 8.55 | 53.3% | -0.96 | 0.0214 | -0.004 | ||||
| 0 | 0.8700 | 77.1% | 0.03 | 0.0186 | -0.004 | 36.5 | 7.55 | 9.05 | 55.8% | -0.96 | 0.0189 | -0.003 | ||||
| 0 | 0.7500 | 76.4% | 0.03 | 0.0165 | -0.004 | 37 | 8.05 | 9.55 | 58.2% | -0.97 | 0.0168 | -0.003 | ||||
| 0 | 0.6700 | 76.6% | 0.02 | 0.0146 | -0.004 | 37.5 | 8.55 | 10.05 | 60.5% | -0.97 | 0.0150 | -0.003 | ||||
| 0 | 0.6600 | 78.8% | 0.02 | 0.0130 | -0.003 | 38 | 9.05 | 10.55 | 62.8% | -0.97 | 0.0134 | -0.002 | ||||
| 0 | 0.6600 | 88.2% | 0.01 | 0.0084 | -0.003 | 40 | 10.60 | 12.80 | 56.2% | -0.98 | 0.0091 | -0.001 | ||||
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 — Oct 02, 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.