KRE chaîne d'options State Street SPDR S&P Regional Banking 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 ±2.2% (68.22–71.34) · ATM IV 26.0% · P/C open interest 4.53
| 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 | |
| 28.40 | 31.60 | 285.0% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0100 | 178.2% | -0.00 | 0.0000 | -0.000 | ||||
| 23.40 | 26.60 | 231.6% | 1.00 | 0.0001 | 0.000 | 45 | 0 | 2.12 | 334.0% | -0.00 | 0.0001 | -0.000 | ||||
| 18.40 | 21.60 | 183.1% | 1.00 | 0.0002 | 0.000 | 50 | 0 | 2.13 | 270.8% | -0.00 | 0.0002 | -0.001 | ||||
| 13.40 | 16.65 | 141.5% | 1.00 | 0.0008 | 0.000 | 55 | 0 | 0.0100 | 176 | 81.3% | -0.00 | 0.0008 | -0.002 | |||
| 8.40 | 11.65 | 98.2% | 0.99 | 0.0042 | -0.005 | 60 | 0 | 0.0300 | 21 | 61.1% | -0.01 | 0.0042 | -0.006 | |||
| 8.30 | 9.90 | 1 | 96.4% | 0.99 | 0.0061 | -0.007 | 61 | 0 | 0.0800 | 198 | 599 | 63.6% | -0.01 | 0.0061 | -0.008 | |
| 7.35 | 8.95 | 1 | 91.3% | 0.99 | 0.0090 | -0.010 | 62 | 0.0100 | 0.0800 | 16 | 62 | 58.1% | -0.01 | 0.0090 | -0.011 | |
| 6.25 | 8.65 | 100.4% | 0.98 | 0.0136 | -0.015 | 63 | 0.0200 | 0.0800 | 165 | 883 | 52.4% | -0.02 | 0.0136 | -0.015 | ||
| 4.95 | 8.15 | 24 | 70.4% | 0.98 | 0.0168 | -0.018 | 63.5 | 0 | 0.1900 | 4 | 31 | 55.6% | -0.02 | 0.0168 | -0.018 | |
| 4.45 | 7.70 | 67.8% | 0.97 | 0.0208 | -0.021 | 64 | 0 | 1.13 | 32 | 85.4% | -0.03 | 0.0208 | -0.022 | |||
| 3.95 | 6.35 | 0.96 | 0.0260 | -0.025 | 64.5 | 0 | 2.09 | 86 | 103.5% | -0.04 | 0.0260 | -0.025 | ||||
| 3.55 | 6.05 | 5 | 24.6% | 0.95 | 0.0326 | -0.030 | 65 | 0 | 0.4000 | 186 | 53.5% | -0.05 | 0.0326 | -0.030 | ||
| 3.90 | 5.25 | 54.4% | 0.94 | 0.0410 | -0.035 | 65.5 | 0.0200 | 0.1100 | 31 | 160 | 37.4% | -0.06 | 0.0410 | -0.036 | ||
| 3.45 | 4.75 | 51.3% | 0.92 | 0.0516 | -0.042 | 66 | 0.0700 | 0.1700 | 771 | 39.1% | -0.08 | 0.0517 | -0.043 | |||
| 2.41 | 4.30 | 29.1% | 0.90 | 0.0650 | -0.050 | 66.5 | 0.0900 | 0.1500 | 15 | 182 | 35.1% | -0.10 | 0.0651 | -0.051 | ||
| 2.56 | 3.75 | 44.5% | 0.87 | 0.0816 | -0.059 | 67 | 0.1000 | 0.1700 | 85 | 1,638 | 32.1% | -0.13 | 0.0817 | -0.060 | ||
| 1.60 | 3.25 | 5 | 27.2% | 0.84 | 0.1017 | -0.069 | 67.5 | 0.1300 | 0.2200 | 20 | 7,771 | 30.3% | -0.16 | 0.1019 | -0.070 | |
| 1.78 | 2.21 | 8 | 26.7% | 0.79 | 0.1248 | -0.080 | 68 | 0.2400 | 0.2800 | 174 | 1,294 | 29.9% | -0.21 | 0.1251 | -0.080 | |
| 1.60 | 1.73 | 38 | 29.1% | 0.73 | 0.1497 | -0.090 | 68.5 | 0.3000 | 0.4100 | 822 | 28.7% | -0.27 | 0.1501 | -0.090 | ||
| 1.21 | 1.37 | 339 | 27.9% | 0.65 | 0.1731 | -0.098 | 69 | 0.4500 | 0.5500 | 4 | 292 | 28.2% | -0.35 | 0.1737 | -0.099 | |
| 0.8700 | 1.04 | 1 | 377 | 26.7% | 0.56 | 0.1903 | -0.102 | 69.5 | 0.6200 | 0.7200 | 783 | 27.2% | -0.44 | 0.1910 | -0.103 | |
| 0.5900 | 0.7600 | 10 | 662 | 25.7% | 0.47 | 0.1962 | -0.101 | 70 | 0.8400 | 0.9400 | 2,231 | 26.2% | -0.53 | 0.1970 | -0.102 | |
| 0.3800 | 0.5300 | 3 | 375 | 25.1% | 0.37 | 0.1881 | -0.095 | 70.5 | 1.14 | 1.23 | 195 | 26.1% | -0.63 | 0.1890 | -0.095 | |
| 0.2800 | 0.3500 | 55 | 223 | 25.5% | 0.28 | 0.1680 | -0.083 | 71 | 1.47 | 1.58 | 2,707 | 25.9% | -0.72 | 0.1688 | -0.084 | |
| 0.1500 | 0.2500 | 6 | 659 | 25.4% | 0.21 | 0.1413 | -0.070 | 71.5 | 1.59 | 2.42 | 255 | 30.1% | -0.79 | 0.1420 | -0.070 | |
| 0.1400 | 0.1800 | 20 | 395 | 27.6% | 0.15 | 0.1135 | -0.057 | 72 | 2.26 | 2.81 | 8,779 | 36.2% | -0.85 | 0.1140 | -0.057 | |
| 0.0900 | 0.1300 | 11 | 816 | 28.3% | 0.11 | 0.0884 | -0.045 | 72.5 | 1.91 | 4.05 | 46 | 38.1% | -0.89 | 0.0888 | -0.045 | |
| 0 | 2.15 | 433 | 76.3% | 0.08 | 0.0676 | -0.035 | 73 | 2.37 | 4.50 | 2 | 39.9% | -0.92 | 0.0680 | -0.035 | ||
| 0 | 0.3900 | 1,044 | 41.5% | 0.06 | 0.0512 | -0.028 | 73.5 | 3.05 | 4.30 | -0.94 | 0.0516 | -0.027 | ||||
| 0 | 0.9600 | 64 | 61.0% | 0.04 | 0.0387 | -0.021 | 74 | 3.65 | 5.05 | 41.8% | -0.96 | 0.0392 | -0.021 | |||
| 0 | 2.09 | 132 | 90.2% | 0.03 | 0.0292 | -0.017 | 74.5 | 3.65 | 6.65 | 2 | 63.7% | -0.97 | 0.0298 | -0.016 | ||
| 0 | 0.0900 | 148 | 37.8% | 0.02 | 0.0222 | -0.013 | 75 | 4.15 | 7.15 | 42 | 67.8% | -0.98 | 0.0226 | -0.013 | ||
| 0 | 0.0200 | 38 | 32.3% | 0.02 | 0.0169 | -0.010 | 75.5 | 5.00 | 7.80 | 84.3% | -0.99 | 0.0172 | -0.010 | |||
| 0 | 0.0200 | 412 | 34.6% | 0.01 | 0.0129 | -0.008 | 76 | 5.15 | 7.80 | 64.9% | -0.99 | 0.0130 | -0.008 | |||
| 0 | 0.0200 | 134 | 36.9% | 0.01 | 0.0100 | -0.006 | 76.5 | 5.65 | 8.65 | 79.4% | -0.99 | 0.0098 | -0.006 | |||
| 0 | 0.0200 | 51 | 39.2% | 0.01 | 0.0077 | -0.005 | 77 | 6.15 | 9.15 | 83.2% | -0.99 | 0.0073 | -0.005 | |||
| 0 | 0.0200 | 123 | 41.4% | 0.01 | 0.0060 | -0.004 | 77.5 | 6.65 | 9.65 | 86.8% | -1.00 | 0.0054 | -0.004 | |||
| 0 | 0.0200 | 43.6% | 0.00 | 0.0047 | -0.003 | 78 | 7.30 | 10.30 | 99.1% | -1.00 | 0.0040 | -0.004 | ||||
| 0 | 0.0200 | 13 | 45.8% | 0.00 | 0.0038 | -0.003 | 78.5 | 7.65 | 10.55 | 90.7% | -1.00 | 0.0029 | -0.004 | |||
| 0 | 0.0200 | 37 | 47.9% | 0.00 | 0.0030 | -0.002 | 79 | 8.15 | 11.15 | 97.4% | -1.00 | 0.0021 | -0.003 | |||
| 0 | 0.0200 | 1 | 50.1% | 0.00 | 0.0024 | -0.002 | 79.5 | 8.65 | 11.55 | 97.5% | -1.00 | 0.0015 | -0.003 | |||
| 0 | 0.0200 | 44 | 52.2% | 0.00 | 0.0019 | -0.001 | 80 | 9.15 | 12.15 | 104.2% | -1.00 | 0.0010 | -0.003 | |||
| 0 | 0.0200 | 6 | 54.3% | 0.00 | 0.0016 | -0.001 | 80.5 | 9.65 | 12.80 | 112.4% | -1.00 | 0.0007 | -0.003 | |||
| 0 | 0.0200 | 23 | 56.3% | 0.00 | 0.0013 | -0.001 | 81 | 10.15 | 13.15 | 110.7% | -1.00 | 0.0005 | -0.003 | |||
| 0 | 0.0200 | 7 | 60.4% | 0.00 | 0.0008 | -0.001 | 82 | 11.15 | 14.30 | 122.2% | -1.00 | 0.0002 | -0.003 | |||
| 0 | 2.05 | 157.7% | 0.00 | 0.0006 | -0.001 | 83 | 12.15 | 15.15 | 123.4% | -1.00 | 0.0001 | -0.003 | ||||
| 0 | 0.0600 | 1 | 82.3% | 0.00 | 0.0003 | -0.000 | 85 | 14.15 | 17.30 | 140.9% | -1.00 | 0.0000 | -0.003 | |||
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 23, 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.