KWEB chaîne d'options KraneShares CSI China Internet 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% (22.78–25.97) · ATM IV 27.8% · P/C open interest 0.34
| 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 | |
| 8.95 | 10.25 | 5,222 | 105.9% | 0.99 | 0.0065 | -0.002 | 15 | 0 | 0.1300 | 1,077 | 91.2% | -0.02 | 0.0066 | -0.003 | ||
| 7.95 | 9.25 | 1 | 93.5% | 0.98 | 0.0087 | -0.003 | 16 | 0 | 0.1400 | 1,004 | 81.8% | -0.02 | 0.0087 | -0.004 | ||
| 6.95 | 8.25 | 81.8% | 0.98 | 0.0117 | -0.003 | 17 | 0 | 0.1400 | 3 | 71.8% | -0.02 | 0.0118 | -0.004 | |||
| 6.00 | 7.25 | 7 | 73.6% | 0.97 | 0.0160 | -0.004 | 18 | 0 | 0.1300 | 1 | 61.3% | -0.03 | 0.0161 | -0.004 | ||
| 5.00 | 6.10 | 53.6% | 0.96 | 0.0225 | -0.004 | 19 | 0 | 0.1600 | 2,431 | 54.4% | -0.04 | 0.0227 | -0.005 | |||
| 4.00 | 5.10 | 2,545 | 44.1% | 0.95 | 0.0328 | -0.004 | 20 | 0 | 0.1800 | 3,243 | 46.5% | -0.05 | 0.0331 | -0.005 | ||
| 3.55 | 4.45 | 30.8% | 0.94 | 0.0404 | -0.005 | 20.5 | 0 | 0.1700 | 41.4% | -0.06 | 0.0408 | -0.005 | ||||
| 3.05 | 4.10 | 4 | 37.6% | 0.93 | 0.0509 | -0.005 | 21 | 0.0500 | 0.1000 | 18 | 1,748 | 35.9% | -0.07 | 0.0514 | -0.006 | |
| 2.60 | 3.50 | 30.4% | 0.91 | 0.0655 | -0.006 | 21.5 | 0.0300 | 0.2300 | 36.4% | -0.09 | 0.0662 | -0.006 | ||||
| 2.14 | 3.15 | 433 | 33.5% | 0.88 | 0.0857 | -0.007 | 22 | 0.1000 | 0.1600 | 21 | 9,356 | 31.6% | -0.12 | 0.0868 | -0.007 | |
| 1.71 | 2.40 | 21.9% | 0.84 | 0.1116 | -0.008 | 22.5 | 0.1400 | 0.2300 | 3 | 30.1% | -0.16 | 0.1132 | -0.008 | |||
| 1.71 | 1.83 | 548 | 29.5% | 0.78 | 0.1409 | -0.010 | 23 | 0.2400 | 0.3000 | 3 | 6,916 | 29.0% | -0.22 | 0.1431 | -0.010 | |
| 1.34 | 1.49 | 1 | 29.5% | 0.70 | 0.1688 | -0.011 | 23.5 | 0.3700 | 0.4500 | 270 | 28.9% | -0.30 | 0.1720 | -0.011 | ||
| 1.02 | 1.15 | 3 | 1,696 | 28.8% | 0.61 | 0.1900 | -0.012 | 24 | 0.5400 | 0.6200 | 89 | 16.4K | 28.2% | -0.39 | 0.1943 | -0.013 |
| 0.7500 | 0.8500 | 3 | 28.1% | 0.52 | 0.2000 | -0.013 | 24.5 | 0.7500 | 0.8400 | 27.5% | -0.49 | 0.2057 | -0.013 | |||
| 0.5500 | 0.6000 | 129 | 16.7K | 27.8% | 0.42 | 0.1969 | -0.012 | 25 | 1.04 | 1.12 | 12.4K | 27.4% | -0.59 | 0.2042 | -0.013 | |
| 0.3500 | 0.4600 | 4 | 27.8% | 0.33 | 0.1818 | -0.011 | 25.5 | 1.36 | 1.45 | 1 | 26.9% | -0.69 | 0.1908 | -0.012 | ||
| 0.2700 | 0.2900 | 145 | 20.2K | 27.9% | 0.25 | 0.1586 | -0.010 | 26 | 1.74 | 1.85 | 5 | 5,192 | 27.3% | -0.77 | 0.1690 | -0.010 |
| 0.1500 | 0.2100 | 12 | 27.6% | 0.18 | 0.1314 | -0.008 | 26.5 | 2.04 | 2.97 | 41.6% | -0.85 | 0.1431 | -0.009 | |||
| 0.1200 | 0.1400 | 214 | 36.8K | 28.6% | 0.13 | 0.1044 | -0.007 | 27 | 2.60 | 2.72 | 5 | 7,633 | 27.1% | -0.90 | 0.1177 | -0.007 |
| 0.0300 | 0.2200 | 27 | 31.9% | 0.09 | 0.0811 | -0.005 | 27.5 | 2.98 | 3.90 | 47.9% | -0.94 | 0.0973 | -0.006 | |||
| 0.0100 | 0.0600 | 20.1K | 26.5% | 0.07 | 0.0629 | -0.004 | 28 | 3.55 | 3.75 | 7 | 5,901 | 32.8% | -0.97 | 0.0736 | -0.005 | |
| 0 | 0.0500 | 27.6% | 0.05 | 0.0494 | -0.004 | 28.5 | 3.85 | 5.15 | 59.2% | -0.98 | 0.0503 | -0.004 | ||||
| 0.0200 | 0.0700 | 15.3K | 33.5% | 0.04 | 0.0395 | -0.003 | 29 | 3.45 | 6.05 | 48.4% | -0.99 | 0.0282 | -0.004 | |||
| 0 | 0.1600 | 40.6% | 0.04 | 0.0322 | -0.003 | 29.5 | 4.70 | 6.35 | 68.3% | -1.00 | 0.0156 | -0.004 | ||||
| 0.0100 | 0.0300 | 25.8K | 33.9% | 0.03 | 0.0266 | -0.003 | 30 | 5.20 | 6.75 | 3 | 69.3% | -1.00 | 0.0080 | -0.004 | ||
| 0 | 0.1300 | 44.2% | 0.03 | 0.0223 | -0.002 | 30.5 | 5.90 | 7.35 | 80.7% | -1.00 | 0.0036 | -0.004 | ||||
| 0 | 0.1300 | 10.8K | 46.8% | 0.02 | 0.0190 | -0.002 | 31 | 6.00 | 7.85 | 73.3% | -1.00 | 0.0009 | -0.004 | |||
| 0 | 0.1400 | 26.4K | 52.4% | 0.02 | 0.0142 | -0.002 | 32 | 7.25 | 8.65 | 81.2% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1400 | 7,522 | 57.1% | 0.01 | 0.0110 | -0.002 | 33 | 8.20 | 9.85 | 91.9% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1400 | 4,163 | 61.7% | 0.01 | 0.0087 | -0.002 | 34 | 8.20 | 11.60 | 89.8% | -1.00 | 0.0000 | -0.004 | |||
| 0 | 0.1000 | 13.4K | 62.3% | 0.01 | 0.0071 | -0.001 | 35 | 10.40 | 12.65 | 1 | 130.0% | -1.00 | 0.0000 | -0.004 | ||
| 0 | 0.0100 | 3,825 | 49.5% | 0.01 | 0.0059 | -0.001 | 36 | 11.35 | 12.90 | 115.0% | -1.00 | 0.0000 | -0.004 | |||
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 — Nov 20, 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.