SVXY chaîne d'options ProShares - Short VIX Short-Term Futures 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 ±4.2% (60.40–65.75) · ATM IV 25.4% · P/C open interest 0.23
| 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 | |
| 26.50 | 29.50 | 221 | 0.99 | 0.0019 | -0.014 | 35 | 0 | 0.8000 | 10 | 176.5% | -0.01 | 0.0018 | -0.015 | |||
| 21.00 | 24.50 | 167 | 0.98 | 0.0031 | -0.016 | 40 | 0 | 0.4000 | 55 | 123.5% | -0.02 | 0.0029 | -0.018 | |||
| 17.50 | 20.20 | 32 | 0.98 | 0.0047 | -0.017 | 44 | 0 | 0.2000 | 45 | 89.4% | -0.02 | 0.0045 | -0.019 | |||
| 16.50 | 19.50 | 70 | 0.98 | 0.0052 | -0.018 | 45 | 0 | 0.2000 | 286 | 84.6% | -0.02 | 0.0051 | -0.019 | |||
| 15.50 | 18.20 | 12 | 0.97 | 0.0059 | -0.018 | 46 | 0 | 0.2500 | 28 | 83.0% | -0.03 | 0.0057 | -0.020 | |||
| 14.50 | 16.70 | 41 | 0.97 | 0.0066 | -0.018 | 47 | 0 | 0.2500 | 33 | 78.1% | -0.03 | 0.0064 | -0.020 | |||
| 13.50 | 15.70 | 4 | 0.97 | 0.0075 | -0.019 | 48 | 0 | 0.3000 | 19 | 75.9% | -0.03 | 0.0073 | -0.020 | |||
| 12.80 | 14.70 | 23 | 0.97 | 0.0085 | -0.019 | 49 | 0.0500 | 0.2000 | 24 | 68.7% | -0.03 | 0.0083 | -0.021 | |||
| 11.00 | 14.50 | 404 | 0.96 | 0.0097 | -0.020 | 50 | 0 | 0.2000 | 3 | 114 | 61.5% | -0.04 | 0.0095 | -0.021 | ||
| 10.30 | 12.70 | 191 | 0.96 | 0.0111 | -0.020 | 51 | 0 | 0.7500 | 37 | 76.0% | -0.04 | 0.0110 | -0.021 | |||
| 9.80 | 11.50 | 232 | 0.95 | 0.0129 | -0.020 | 52 | 0 | 0.7500 | 66 | 70.6% | -0.05 | 0.0127 | -0.021 | |||
| 8.80 | 10.50 | 44 | 0.95 | 0.0151 | -0.021 | 53 | 0 | 0.7500 | 40 | 65.2% | -0.05 | 0.0149 | -0.021 | |||
| 7.90 | 9.50 | 42 | 0.94 | 0.0179 | -0.021 | 54 | 0 | 0.3000 | 27 | 47.9% | -0.06 | 0.0177 | -0.022 | |||
| 7.80 | 8.60 | 52 | 39.3% | 0.94 | 0.0216 | -0.022 | 55 | 0 | 0.4500 | 100 | 49.0% | -0.06 | 0.0213 | -0.022 | ||
| 7.00 | 8.10 | 62 | 52.0% | 0.92 | 0.0264 | -0.023 | 56 | 0.0500 | 0.2500 | 83 | 38.8% | -0.08 | 0.0262 | -0.023 | ||
| 5.00 | 6.60 | 60 | 0.91 | 0.0332 | -0.024 | 57 | 0 | 0.6500 | 115 | 42.1% | -0.09 | 0.0329 | -0.025 | |||
| 4.10 | 5.60 | 90 | 0.89 | 0.0426 | -0.026 | 58 | 0 | 0.7000 | 49 | 37.8% | -0.11 | 0.0423 | -0.027 | |||
| 3.60 | 4.60 | 272 | 0.85 | 0.0552 | -0.030 | 59 | 0 | 0.7500 | 106 | 33.2% | -0.15 | 0.0549 | -0.030 | |||
| 3.00 | 3.80 | 1 | 296 | 25.1% | 0.80 | 0.0712 | -0.034 | 60 | 0.3500 | 0.5500 | 1 | 250 | 29.7% | -0.20 | 0.0710 | -0.034 |
| 2.05 | 3.00 | 41 | 22.8% | 0.73 | 0.0901 | -0.038 | 61 | 0.5000 | 1.10 | 53 | 31.8% | -0.27 | 0.0898 | -0.038 | ||
| 1.60 | 2.15 | 1 | 82 | 23.8% | 0.64 | 0.1101 | -0.040 | 62 | 0.7500 | 0.9000 | 7 | 63 | 25.0% | -0.36 | 0.1098 | -0.040 |
| 1.10 | 1.85 | 1 | 47 | 27.0% | 0.52 | 0.1266 | -0.039 | 63 | 1.05 | 1.35 | 1 | 40 | 23.9% | -0.47 | 0.1264 | -0.039 |
| 0.4000 | 0.9500 | 56 | 20.0% | 0.39 | 0.1315 | -0.035 | 64 | 1.50 | 3.40 | 37.3% | -0.61 | 0.1314 | -0.035 | |||
| 0.2500 | 0.5500 | 1 | 4,860 | 20.5% | 0.27 | 0.1122 | -0.031 | 65 | 2.10 | 3.10 | 4 | 27.5% | -0.73 | 0.1122 | -0.030 | |
| 0 | 0.7500 | 1 | 25.2% | 0.21 | 0.0855 | -0.029 | 66 | 2.85 | 4.40 | 34.1% | -0.79 | 0.0856 | -0.029 | |||
| 0 | 0.7500 | 1 | 30.1% | 0.17 | 0.0660 | -0.029 | 67 | 3.80 | 5.30 | 37.8% | -0.83 | 0.0662 | -0.028 | |||
| 0 | 0.7500 | 34.7% | 0.14 | 0.0526 | -0.028 | 68 | 4.60 | 6.50 | 42.9% | -0.86 | 0.0527 | -0.028 | ||||
| 0 | 1.60 | 55.9% | 0.10 | 0.0358 | -0.028 | 70 | 6.70 | 8.30 | 51.0% | -0.89 | 0.0360 | -0.027 | ||||
| 0 | 0.3000 | 50.1% | 0.06 | 0.0176 | -0.024 | 75 | 10.80 | 13.30 | 52.0% | -0.94 | 0.0178 | -0.023 | ||||
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.