TLT chaîne d'options iShares 20+ Year Treasury 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 ±1.6% (80.72–83.40) · ATM IV 10.4% · P/C open interest 0.96
| 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 | |
| 14.00 | 14.15 | 39.3% | 1.00 | 0.0004 | 0.000 | 68 | 0 | 0.0100 | 35.4% | -0.00 | 0.0004 | -0.000 | ||||
| 13.00 | 13.15 | 36.0% | 1.00 | 0.0006 | 0.000 | 69 | 0 | 0.0100 | 32.9% | -0.00 | 0.0006 | -0.000 | ||||
| 12.00 | 12.15 | 32.7% | 1.00 | 0.0008 | 0.000 | 70 | 0 | 0.0100 | 30.4% | -0.00 | 0.0008 | -0.001 | ||||
| 11.00 | 11.15 | 29.4% | 1.00 | 0.0012 | 0.000 | 71 | 0 | 0.0100 | 28.0% | -0.00 | 0.0012 | -0.001 | ||||
| 10.00 | 10.15 | 26.2% | 1.00 | 0.0017 | 0.000 | 72 | 0 | 0.0100 | 25.5% | -0.00 | 0.0017 | -0.001 | ||||
| 9.00 | 9.15 | 23.0% | 1.00 | 0.0026 | 0.000 | 73 | 0 | 0.0100 | 23.1% | -0.00 | 0.0026 | -0.001 | ||||
| 8.00 | 8.15 | 19.7% | 1.00 | 0.0039 | -0.000 | 74 | 0 | 0.0100 | 20.7% | -0.00 | 0.0040 | -0.001 | ||||
| 7.00 | 7.15 | 16.1% | 0.99 | 0.0062 | -0.001 | 75 | 0 | 0.0100 | 18.2% | -0.01 | 0.0062 | -0.002 | ||||
| 6.00 | 6.15 | 0.99 | 0.0102 | -0.002 | 76 | 0.0100 | 0.0200 | 1 | 18.2% | -0.01 | 0.0103 | -0.003 | ||||
| 5.05 | 5.15 | 16.5% | 0.98 | 0.0176 | -0.003 | 77 | 0.0100 | 0.0200 | 15.5% | -0.02 | 0.0176 | -0.004 | ||||
| 4.05 | 4.20 | 15.6% | 0.97 | 0.0316 | -0.005 | 78 | 0.0200 | 0.0300 | 1,500 | 3,250 | 13.9% | -0.03 | 0.0317 | -0.005 | ||
| 3.05 | 3.20 | 12.2% | 0.94 | 0.0592 | -0.008 | 79 | 0.0500 | 0.0600 | 124 | 1,369 | 12.8% | -0.06 | 0.0594 | -0.009 | ||
| 2.15 | 2.23 | 14 | 12 | 11.3% | 0.87 | 0.1115 | -0.013 | 80 | 0.1100 | 0.1200 | 198 | 653 | 11.5% | -0.13 | 0.1129 | -0.014 |
| 1.34 | 1.37 | 9 | 8 | 10.7% | 0.74 | 0.1879 | -0.020 | 81 | 0.2700 | 0.2800 | 2,462 | 2,543 | 10.7% | -0.26 | 0.1918 | -0.021 |
| 0.7000 | 0.7200 | 794 | 1,140 | 10.4% | 0.52 | 0.2391 | -0.024 | 82 | 0.6200 | 0.6400 | 405 | 445 | 10.3% | -0.49 | 0.2475 | -0.025 |
| 0.3000 | 0.3100 | 1,136 | 1,015 | 10.3% | 0.30 | 0.2081 | -0.021 | 83 | 1.22 | 1.25 | 103 | 174 | 10.2% | -0.72 | 0.2218 | -0.022 |
| 0.1200 | 0.1300 | 181 | 723 | 10.9% | 0.14 | 0.1287 | -0.014 | 84 | 2.04 | 2.11 | 69 | 72 | 10.5% | -0.90 | 0.1607 | -0.017 |
| 0.0500 | 0.0600 | 5 | 11.8% | 0.07 | 0.0702 | -0.009 | 85 | 2.99 | 3.10 | 2 | 2 | 11.2% | -0.98 | 0.0736 | -0.012 | |
| 0.0300 | 0.0400 | 1,184 | 1,424 | 13.5% | 0.04 | 0.0401 | -0.006 | 86 | 3.95 | 4.10 | -1.00 | 0.0136 | -0.010 | |||
| 0.0200 | 0.0300 | 1,823 | 4,550 | 15.3% | 0.02 | 0.0240 | -0.005 | 87 | 4.95 | 5.10 | -1.00 | 0.0002 | -0.010 | |||
| 0.0100 | 0.0200 | 1 | 16.5% | 0.01 | 0.0142 | -0.003 | 88 | 5.95 | 6.10 | 26 | -1.00 | 0.0000 | -0.010 | |||
| 0 | 0.0100 | 16.4% | 0.01 | 0.0082 | -0.002 | 89 | 6.95 | 7.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 1 | 18.4% | 0.00 | 0.0048 | -0.001 | 90 | 7.95 | 8.10 | -1.00 | 0.0000 | -0.010 | ||||
| 0 | 0.0100 | 20.3% | 0.00 | 0.0031 | -0.001 | 91 | 8.95 | 9.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 22.2% | 0.00 | 0.0022 | -0.001 | 92 | 9.95 | 10.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 24.1% | 0.00 | 0.0016 | -0.001 | 93 | 10.95 | 11.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 25.9% | 0.00 | 0.0011 | -0.000 | 94 | 11.95 | 12.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 27.7% | 0.00 | 0.0008 | -0.000 | 95 | 12.95 | 13.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 29.5% | 0.00 | 0.0006 | -0.000 | 96 | 13.95 | 14.10 | -1.00 | 0.0000 | -0.010 | |||||
| 0 | 0.0100 | 31.2% | 0.00 | 0.0004 | -0.000 | 97 | 14.95 | 15.10 | -1.00 | 0.0000 | -0.010 | |||||
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 16, 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.