LQD chaîne d'options iShares iBoxx $ Investment Grade Corporate Bond 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 ±5.5% (97.22–108.53) · ATM IV 8.9% · P/C open interest 366.15
| 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 | |
| 40.70 | 45.65 | 51.8% | 1.00 | 0.0000 | 0.000 | 60 | 0 | 5.00 | 30.0K | 62.9% | -0.01 | 0.0010 | -0.001 | |||
| 35.70 | 40.65 | 44.7% | 1.00 | 0.0000 | 0.000 | 65 | 0 | 5.00 | 55.5% | -0.01 | 0.0014 | -0.001 | ||||
| 30.70 | 35.65 | 38.2% | 1.00 | 0.0000 | 0.000 | 70 | 0 | 5.00 | 48.6% | -0.01 | 0.0020 | -0.001 | ||||
| 25.55 | 30.50 | 29.4% | 1.00 | 0.0000 | 0.000 | 75 | 0 | 5.00 | 42.0% | -0.02 | 0.0031 | -0.002 | ||||
| 20.80 | 25.75 | 27.4% | 1.00 | 0.0000 | 0.000 | 80 | 0 | 5.00 | 35.8% | -0.03 | 0.0050 | -0.002 | ||||
| 15.70 | 20.60 | 20.7% | 1.00 | 0.0009 | 0.000 | 85 | 0 | 1.37 | 142 | 19.2% | -0.05 | 0.0086 | -0.002 | |||
| 10.80 | 15.75 | 16.6% | 0.99 | 0.0094 | 0.000 | 90 | 0 | 5.00 | 23.7% | -0.08 | 0.0164 | -0.003 | ||||
| 9.85 | 14.80 | 15.9% | 0.98 | 0.0138 | 0.000 | 91 | 0 | 5.00 | 22.5% | -0.10 | 0.0188 | -0.004 | ||||
| 8.80 | 13.75 | 14.3% | 0.97 | 0.0197 | -0.001 | 92 | 0 | 5.00 | 21.3% | -0.11 | 0.0216 | -0.004 | ||||
| 7.80 | 12.75 | 13.2% | 0.95 | 0.0270 | -0.003 | 93 | 0 | 5.00 | 20.1% | -0.13 | 0.0248 | -0.004 | ||||
| 6.65 | 11.40 | 10.7% | 0.93 | 0.0339 | -0.004 | 94 | 0 | 5.00 | 18.9% | -0.15 | 0.0284 | -0.004 | ||||
| 5.40 | 10.30 | 0.90 | 0.0408 | -0.004 | 95 | 0 | 5.00 | 57 | 17.7% | -0.17 | 0.0325 | -0.005 | ||||
| 4.20 | 9.10 | 0.86 | 0.0457 | -0.005 | 96 | 0 | 4.90 | 30 | 16.4% | -0.20 | 0.0369 | -0.005 | ||||
| 4.00 | 8.90 | 10.1% | 0.82 | 0.0493 | -0.005 | 97 | 0 | 5.00 | 5 | 15.2% | -0.24 | 0.0415 | -0.005 | |||
| 3.20 | 8.10 | 9.9% | 0.77 | 0.0520 | -0.005 | 98 | 0 | 5.00 | 25 | 13.9% | -0.28 | 0.0460 | -0.005 | |||
| 2.50 | 7.35 | 9.7% | 0.72 | 0.0548 | -0.005 | 99 | 0 | 5.00 | 12.5% | -0.32 | 0.0504 | -0.006 | ||||
| 1.10 | 6.00 | 7.0% | 0.66 | 0.0581 | -0.006 | 100 | 0 | 5.00 | 50.0K | 315 | 10.3% | -0.37 | 0.0543 | -0.006 | ||
| 0.6000 | 5.50 | 7.5% | 0.61 | 0.0608 | -0.006 | 101 | 0.1000 | 4.95 | 9 | 9.9% | -0.43 | 0.0575 | -0.006 | |||
| 0.5000 | 5.20 | 17 | 9.2% | 0.55 | 0.0629 | -0.006 | 102 | 0.0500 | 4.95 | 1,083 | 8.3% | -0.49 | 0.0598 | -0.006 | ||
| 0.4000 | 4.95 | 9.8% | 0.48 | 0.0640 | -0.006 | 103 | 0.5100 | 5.45 | 60 | 8.1% | -0.55 | 0.0610 | -0.005 | |||
| 0 | 5.00 | 10.4% | 0.42 | 0.0637 | -0.006 | 104 | 1.00 | 5.90 | 2 | 7.7% | -0.61 | 0.0607 | -0.005 | |||
| 0 | 4.90 | 1 | 11.7% | 0.36 | 0.0614 | -0.005 | 105 | 1.60 | 6.50 | 266 | 7.5% | -0.67 | 0.0583 | -0.004 | ||
| 0 | 5.00 | 12.9% | 0.30 | 0.0572 | -0.005 | 106 | 2.10 | 7.00 | 165 | 6.6% | -0.72 | 0.0542 | -0.004 | |||
| 0 | 4.95 | 14.1% | 0.25 | 0.0519 | -0.004 | 107 | 3.60 | 8.50 | 6 | 9.7% | -0.77 | 0.0490 | -0.003 | |||
| 0 | 5.00 | 7 | 15.1% | 0.20 | 0.0460 | -0.004 | 108 | 4.10 | 9.00 | 56 | 8.5% | -0.81 | 0.0432 | -0.002 | ||
| 0 | 5.00 | 10 | 16.1% | 0.16 | 0.0399 | -0.003 | 109 | 5.00 | 9.90 | 9.0% | -0.85 | 0.0372 | -0.002 | |||
| 0 | 5.00 | 23 | 17.1% | 0.12 | 0.0338 | -0.003 | 110 | 6.00 | 10.90 | 9.9% | -0.88 | 0.0313 | -0.001 | |||
| 0 | 3.10 | 30 | 13.6% | 0.10 | 0.0281 | -0.002 | 111 | 6.50 | 11.40 | 7.3% | -0.91 | 0.0258 | -0.000 | |||
| 0 | 5.00 | 19.0% | 0.08 | 0.0231 | -0.002 | 112 | 7.20 | 11.80 | -0.93 | 0.0212 | 0.000 | |||||
| 0 | 5.00 | 19.9% | 0.06 | 0.0192 | -0.002 | 113 | 8.05 | 13.00 | -0.94 | 0.0175 | 0.000 | |||||
| 0 | 5.00 | 20.8% | 0.05 | 0.0162 | -0.002 | 114 | 9.35 | 14.30 | 8.4% | -0.95 | 0.0147 | 0.000 | ||||
| 0 | 5.00 | 21.6% | 0.04 | 0.0139 | -0.001 | 115 | 10.40 | 15.35 | 9.9% | -0.96 | 0.0128 | 0.000 | ||||
| 0 | 5.00 | 22.5% | 0.04 | 0.0121 | -0.001 | 116 | 10.85 | 15.80 | -0.96 | 0.0115 | 0.000 | |||||
| 0 | 5.00 | 23.3% | 0.04 | 0.0107 | -0.001 | 117 | 12.35 | 17.30 | 10.9% | -0.97 | 0.0103 | 0.000 | ||||
| 0 | 5.00 | 24.1% | 0.03 | 0.0095 | -0.001 | 118 | 12.90 | 17.80 | -0.97 | 0.0091 | 0.000 | |||||
| 0 | 5.00 | 24.8% | 0.03 | 0.0085 | -0.001 | 119 | 13.90 | 18.80 | -0.98 | 0.0080 | 0.000 | |||||
| 0 | 5.00 | 16.5% | 0.03 | 0.0076 | -0.001 | 120 | 14.90 | 19.80 | -0.98 | 0.0071 | 0.000 | |||||
| 0 | 5.00 | 26.3% | 0.02 | 0.0069 | -0.001 | 121 | 15.90 | 20.80 | -0.98 | 0.0062 | 0.000 | |||||
| 0 | 2.51 | 18.4% | 0.02 | 0.0062 | -0.001 | 122 | 16.65 | 21.60 | -0.98 | 0.0054 | 0.000 | |||||
| 0 | 5.00 | 27.8% | 0.02 | 0.0057 | -0.001 | 123 | 17.85 | 22.80 | -0.99 | 0.0047 | 0.000 | |||||
| 0 | 5.00 | 28.5% | 0.02 | 0.0051 | -0.001 | 124 | 18.70 | 23.60 | -0.99 | 0.0042 | 0.000 | |||||
| 0 | 5.00 | 29.2% | 0.02 | 0.0047 | -0.001 | 125 | 19.70 | 24.60 | -0.99 | 0.0036 | 0.000 | |||||
| 0 | 5.00 | 32.4% | 0.01 | 0.0030 | -0.001 | 130 | 24.35 | 29.30 | -0.99 | 0.0017 | 0.000 | |||||
| 0 | 5.00 | 35.5% | 0.01 | 0.0020 | -0.001 | 135 | 29.80 | 34.70 | -1.00 | 0.0008 | 0.000 | |||||
| 0 | 5.00 | 38.3% | 0.01 | 0.0013 | -0.000 | 140 | 34.55 | 39.50 | -1.00 | 0.0004 | 0.000 | |||||
| 0 | 5.00 | 41.0% | 0.00 | 0.0009 | -0.000 | 145 | 39.65 | 44.60 | -1.00 | 0.0002 | 0.000 | |||||
| 0 | 5.00 | 43.5% | 0.00 | 0.0006 | -0.000 | 150 | 44.40 | 49.30 | -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 — May 21, 2027
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.