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 ±3.4% (72.73–77.81) · ATM IV 21.4% · P/C open interest 1.53
| 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 | |
| 34.35 | 35.70 | 6 | 1.00 | 0.0001 | -0.001 | 40 | 0 | 0.0300 | 340 | 121.4% | -0.00 | 0.0001 | -0.001 | |||
| 29.35 | 30.65 | 3 | 1.00 | 0.0002 | -0.001 | 45 | 0 | 1.05 | 1,295 | 171.7% | -0.00 | 0.0002 | -0.001 | |||
| 24.35 | 25.60 | 2 | 1.00 | 0.0004 | -0.002 | 50 | 0 | 0.2800 | 8,608 | 109.6% | -0.00 | 0.0004 | -0.002 | |||
| 19.35 | 20.65 | 283 | 1.00 | 0.0011 | -0.003 | 55 | 0 | 0.0900 | 5,263 | 73.2% | -0.00 | 0.0011 | -0.003 | |||
| 18.35 | 19.70 | 1.00 | 0.0013 | -0.003 | 56 | 0 | 0.0900 | 727 | 69.5% | -0.00 | 0.0013 | -0.003 | ||||
| 17.40 | 18.75 | 0.99 | 0.0016 | -0.003 | 57 | 0 | 0.1000 | 5,407 | 66.8% | -0.00 | 0.0016 | -0.003 | ||||
| 16.35 | 17.85 | 0.99 | 0.0020 | -0.004 | 58 | 0 | 0.1000 | 2,088 | 63.2% | -0.01 | 0.0020 | -0.004 | ||||
| 15.25 | 16.85 | 1 | 0.99 | 0.0024 | -0.004 | 59 | 0 | 0.3000 | 379 | 71.4% | -0.01 | 0.0024 | -0.004 | |||
| 14.20 | 15.85 | 161 | 0.99 | 0.0030 | -0.005 | 60 | 0 | 0.1100 | 14.8K | 56.8% | -0.01 | 0.0030 | -0.005 | |||
| 13.25 | 14.85 | 88 | 0.99 | 0.0037 | -0.006 | 61 | 0 | 0.3000 | 4,242 | 63.2% | -0.01 | 0.0037 | -0.006 | |||
| 12.20 | 13.85 | 153 | 0.99 | 0.0046 | -0.006 | 62 | 0 | 0.3200 | 307 | 59.9% | -0.01 | 0.0046 | -0.007 | |||
| 11.20 | 12.85 | 166 | 0.98 | 0.0058 | -0.007 | 63 | 0 | 0.3300 | 485 | 56.2% | -0.01 | 0.0058 | -0.008 | |||
| 10.40 | 11.65 | 208 | 0.98 | 0.0074 | -0.009 | 64 | 0 | 0.1500 | 5,132 | 44.9% | -0.02 | 0.0074 | -0.009 | |||
| 9.45 | 10.65 | 3,304 | 0.98 | 0.0095 | -0.010 | 65 | 0 | 0.1400 | 2,104 | 22.1K | 40.8% | -0.02 | 0.0095 | -0.010 | ||
| 8.50 | 9.70 | 116 | 0.97 | 0.0123 | -0.012 | 66 | 0.0100 | 0.1400 | 1,264 | 37.7% | -0.03 | 0.0124 | -0.012 | |||
| 7.55 | 8.70 | 644 | 0.96 | 0.0161 | -0.014 | 67 | 0.0100 | 0.1500 | 7 | 3,515 | 34.5% | -0.04 | 0.0162 | -0.014 | ||
| 7.05 | 7.70 | 401 | 27.6% | 0.95 | 0.0213 | -0.016 | 68 | 0.0300 | 0.1800 | 8 | 7,475 | 32.6% | -0.05 | 0.0214 | -0.017 | |
| 5.80 | 6.60 | 26 | 358 | 0.93 | 0.0284 | -0.019 | 69 | 0.0500 | 0.2100 | 6,670 | 30.3% | -0.07 | 0.0285 | -0.019 | ||
| 5.70 | 6.15 | 21 | 26.1% | 0.92 | 0.0329 | -0.021 | 69.5 | 0.0100 | 0.2300 | 15 | 27.8% | -0.08 | 0.0330 | -0.021 | ||
| 5.20 | 5.85 | 23.4K | 29.0% | 0.91 | 0.0381 | -0.023 | 70 | 0.1200 | 0.2500 | 554 | 16.5K | 28.8% | -0.09 | 0.0383 | -0.023 | |
| 4.75 | 5.20 | 127 | 24.8% | 0.90 | 0.0443 | -0.025 | 70.5 | 0.0300 | 0.3400 | 191 | 221 | 26.7% | -0.10 | 0.0445 | -0.025 | |
| 4.30 | 4.90 | 925 | 27.3% | 0.88 | 0.0514 | -0.027 | 71 | 0.0200 | 0.3100 | 566 | 23.0K | 23.8% | -0.12 | 0.0517 | -0.027 | |
| 3.85 | 4.45 | 145 | 26.5% | 0.86 | 0.0596 | -0.029 | 71.5 | 0.1100 | 0.3600 | 6 | 545 | 24.1% | -0.14 | 0.0600 | -0.030 | |
| 3.40 | 4.00 | 5,674 | 25.4% | 0.83 | 0.0690 | -0.032 | 72 | 0.2500 | 0.3800 | 1,568 | 53.5K | 24.2% | -0.17 | 0.0694 | -0.032 | |
| 3.00 | 3.40 | 31 | 22.9% | 0.80 | 0.0795 | -0.034 | 72.5 | 0.2200 | 0.4900 | 11 | 1,161 | 22.8% | -0.20 | 0.0800 | -0.035 | |
| 0.8600 | 4.55 | 12 | 1,389 | 20.5% | 0.77 | 0.0909 | -0.037 | 73 | 0.3000 | 0.6100 | 797 | 24.0K | 22.5% | -0.23 | 0.0915 | -0.037 |
| 2.24 | 2.74 | 5 | 750 | 23.7% | 0.72 | 0.1026 | -0.039 | 73.5 | 0.3300 | 0.7100 | 183 | 21.1% | -0.28 | 0.1034 | -0.039 | |
| 1.86 | 2.22 | 70 | 1,945 | 21.6% | 0.67 | 0.1140 | -0.041 | 74 | 0.5300 | 0.8600 | 136 | 21.0K | 21.4% | -0.33 | 0.1149 | -0.041 |
| 0.6600 | 2.76 | 282 | 1,299 | 21.3% | 0.62 | 0.1238 | -0.042 | 74.5 | 0.5600 | 1.06 | 65 | 1,037 | 20.2% | -0.39 | 0.1248 | -0.043 |
| 1.28 | 1.61 | 343 | 36.3K | 21.6% | 0.55 | 0.1306 | -0.043 | 75 | 0.8300 | 1.25 | 69 | 26.1K | 20.4% | -0.45 | 0.1318 | -0.043 |
| 0.9300 | 1.34 | 296 | 814 | 20.6% | 0.49 | 0.1333 | -0.043 | 75.5 | 1.25 | 1.55 | 123 | 26 | 22.3% | -0.52 | 0.1346 | -0.043 |
| 0.8500 | 1.09 | 888 | 2,285 | 21.5% | 0.42 | 0.1313 | -0.042 | 76 | 1.35 | 1.74 | 103 | 7,069 | 19.9% | -0.58 | 0.1328 | -0.042 |
| 0.5700 | 0.8900 | 5 | 803 | 20.6% | 0.36 | 0.1250 | -0.040 | 76.5 | 1.75 | 2.26 | 4 | 8 | 22.6% | -0.65 | 0.1266 | -0.041 |
| 0.4700 | 0.7500 | 55 | 22.9K | 21.3% | 0.30 | 0.1153 | -0.038 | 77 | 1.37 | 3.15 | 200 | 1,268 | 21.0% | -0.70 | 0.1170 | -0.038 |
| 0.3600 | 0.5000 | 467 | 20.4% | 0.25 | 0.1038 | -0.035 | 77.5 | 2.43 | 3.05 | 1 | 3 | 23.3% | -0.75 | 0.1056 | -0.035 | |
| 0.2500 | 0.4500 | 32 | 11.0K | 21.0% | 0.21 | 0.0916 | -0.032 | 78 | 2.81 | 3.45 | 25 | 1,786 | 23.4% | -0.80 | 0.0934 | -0.033 |
| 0.1200 | 0.4100 | 3 | 3,956 | 21.0% | 0.17 | 0.0799 | -0.029 | 78.5 | 3.20 | 3.70 | 2 | 21.2% | -0.83 | 0.0816 | -0.030 | |
| 0.0700 | 0.2700 | 3 | 7,925 | 20.1% | 0.14 | 0.0690 | -0.026 | 79 | 3.65 | 4.15 | 134 | 21.8% | -0.86 | 0.0707 | -0.027 | |
| 0.0600 | 0.2300 | 1 | 21.1% | 0.12 | 0.0593 | -0.024 | 79.5 | 4.10 | 4.60 | 2 | 21.9% | -0.89 | 0.0608 | -0.024 | ||
| 0.0400 | 0.2500 | 81 | 34.8K | 22.9% | 0.10 | 0.0509 | -0.021 | 80 | 4.60 | 5.25 | 9 | 404 | 26.5% | -0.91 | 0.0521 | -0.022 |
| 0.0100 | 0.1800 | 6 | 22.3% | 0.09 | 0.0436 | -0.019 | 80.5 | 5.05 | 5.65 | 25.5% | -0.92 | 0.0446 | -0.020 | |||
| 0 | 0.1700 | 23.3% | 0.07 | 0.0374 | -0.017 | 81 | 5.35 | 6.25 | 24.7% | -0.94 | 0.0381 | -0.018 | ||||
| 0 | 0.1500 | 25.7% | 0.05 | 0.0277 | -0.014 | 82 | 5.30 | 8.20 | 24.0% | -0.96 | 0.0278 | -0.014 | ||||
| 0 | 0.1300 | 27.8% | 0.04 | 0.0207 | -0.012 | 83 | 6.25 | 9.10 | -0.97 | 0.0204 | -0.011 | |||||
| 0 | 0.1300 | 30.6% | 0.03 | 0.0157 | -0.009 | 84 | 7.25 | 10.20 | 24.5% | -0.98 | 0.0150 | -0.009 | ||||
| 0 | 0.3200 | 11.9K | 39.6% | 0.02 | 0.0120 | -0.008 | 85 | 8.25 | 11.10 | -0.98 | 0.0111 | -0.007 | ||||
| 0 | 0.1000 | 602 | 44.0% | 0.01 | 0.0037 | -0.003 | 90 | 14.25 | 15.95 | 66.6% | -1.00 | 0.0027 | -0.002 | |||
| 0 | 0.2900 | 520 | 65.0% | 0.00 | 0.0014 | -0.002 | 95 | 19.10 | 20.90 | 76.2% | -1.00 | 0.0007 | -0.001 | |||
| 0 | 0.2900 | 76.4% | 0.00 | 0.0006 | -0.001 | 100 | 24.40 | 25.90 | 96.5% | -1.00 | 0.0002 | -0.000 | ||||
| 0 | 0.0200 | 4 | 62.1% | 0.00 | 0.0003 | -0.001 | 105 | 29.20 | 30.90 | 103.5% | -1.00 | 0.0001 | -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 — 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.