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 ±2.3% (80.14–83.98) · ATM IV 10.5% · P/C open interest 0.31
| 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 | |
| 17.10 | 17.25 | 19 | 33.3% | 1.00 | 0.0006 | 0.000 | 65 | 0 | 0.0100 | 782 | 30.7% | -0.00 | 0.0006 | -0.000 | ||
| 12.10 | 12.25 | 260 | 181 | 1.00 | 0.0021 | 0.000 | 70 | 0 | 0.0100 | 72 | 3,854 | 21.7% | -0.00 | 0.0021 | -0.001 | |
| 8.15 | 8.30 | 7 | 18.7% | 0.99 | 0.0081 | -0.001 | 74 | 0.0100 | 0.0200 | 80 | 989 | 16.9% | -0.01 | 0.0082 | -0.002 | |
| 7.15 | 7.30 | 15 | 23 | 16.4% | 0.98 | 0.0120 | -0.002 | 75 | 0.0200 | 0.0300 | 25 | 2,804 | 16.1% | -0.02 | 0.0121 | -0.003 |
| 6.15 | 6.30 | 14.0% | 0.97 | 0.0180 | -0.003 | 76 | 0.0300 | 0.0400 | 1 | 1,028 | 14.9% | -0.03 | 0.0182 | -0.004 | ||
| 5.20 | 5.35 | 16 | 107 | 14.6% | 0.96 | 0.0278 | -0.004 | 77 | 0.0500 | 0.0600 | 2 | 1,099 | 13.9% | -0.04 | 0.0282 | -0.005 |
| 4.25 | 4.35 | 266 | 372 | 13.0% | 0.93 | 0.0440 | -0.006 | 78 | 0.0800 | 0.0900 | 147 | 2,863 | 12.8% | -0.07 | 0.0444 | -0.006 |
| 3.30 | 3.40 | 16 | 391 | 11.8% | 0.89 | 0.0695 | -0.009 | 79 | 0.1400 | 0.1500 | 246 | 2,722 | 11.9% | -0.11 | 0.0708 | -0.009 |
| 2.45 | 2.51 | 32 | 960 | 11.3% | 0.81 | 0.1047 | -0.012 | 80 | 0.2600 | 0.2700 | 120 | 9,970 | 11.2% | -0.19 | 0.1076 | -0.013 |
| 1.70 | 1.71 | 593 | 1,413 | 10.9% | 0.70 | 0.1420 | -0.015 | 81 | 0.4900 | 0.5000 | 5,478 | 11.6K | 10.9% | -0.31 | 0.1476 | -0.016 |
| 1.06 | 1.07 | 400 | 8,565 | 10.5% | 0.54 | 0.1656 | -0.017 | 82 | 0.8500 | 0.8700 | 239 | 4,661 | 10.4% | -0.47 | 0.1756 | -0.018 |
| 0.6000 | 0.6100 | 1,013 | 19.8K | 10.3% | 0.38 | 0.1608 | -0.016 | 83 | 1.41 | 1.43 | 199 | 12.7K | 10.3% | -0.65 | 0.1760 | -0.017 |
| 0.3200 | 0.3300 | 677 | 52.1K | 10.5% | 0.24 | 0.1290 | -0.013 | 84 | 2.15 | 2.19 | 63 | 11.1K | 10.4% | -0.81 | 0.1511 | -0.015 |
| 0.1700 | 0.1800 | 270 | 52.6K | 10.9% | 0.14 | 0.0900 | -0.010 | 85 | 3.00 | 3.10 | 117 | 2,153 | 10.0% | -0.92 | 0.1257 | -0.013 |
| 0.1000 | 0.1100 | 203 | 5,195 | 11.8% | 0.09 | 0.0597 | -0.008 | 86 | 4.00 | 4.10 | 57 | 1,351 | 12.3% | -0.98 | 0.0585 | -0.010 |
| 0.0700 | 0.0800 | 52 | 6,471 | 13.0% | 0.06 | 0.0406 | -0.006 | 87 | 4.95 | 5.10 | 106 | 47 | -1.00 | 0.0081 | -0.011 | |
| 0.0500 | 0.0600 | 34 | 3,767 | 14.1% | 0.04 | 0.0287 | -0.005 | 88 | 5.95 | 6.10 | 20 | -1.00 | 0.0000 | -0.011 | ||
| 0.0400 | 0.0500 | 1 | 3,822 | 15.4% | 0.03 | 0.0209 | -0.004 | 89 | 6.95 | 7.10 | 40 | 1 | -1.00 | 0.0000 | -0.011 | |
| 0.0300 | 0.0400 | 1 | 10.4K | 16.5% | 0.02 | 0.0155 | -0.004 | 90 | 7.95 | 8.10 | -1.00 | 0.0000 | -0.011 | |||
| 0.0200 | 0.0300 | 5,837 | 17.3% | 0.02 | 0.0116 | -0.003 | 91 | 8.95 | 9.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0.0200 | 0.0300 | 100 | 5,448 | 18.9% | 0.01 | 0.0088 | -0.003 | 92 | 9.95 | 10.10 | -1.00 | 0.0000 | -0.011 | |||
| 0.0100 | 0.0200 | 2 | 4,672 | 19.1% | 0.01 | 0.0067 | -0.002 | 93 | 10.95 | 11.10 | -1.00 | 0.0000 | -0.011 | |||
| 0.0100 | 0.0200 | 1 | 921 | 20.5% | 0.01 | 0.0051 | -0.002 | 94 | 11.95 | 12.10 | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0100 | 1,744 | 19.4% | 0.01 | 0.0040 | -0.002 | 95 | 12.95 | 13.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 1,109 | 20.6% | 0.01 | 0.0031 | -0.001 | 96 | 13.95 | 14.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 2,258 | 21.9% | 0.00 | 0.0024 | -0.001 | 97 | 14.95 | 15.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 5 | 1,952 | 23.1% | 0.00 | 0.0019 | -0.001 | 98 | 15.95 | 16.10 | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0100 | 10 | 427 | 24.3% | 0.00 | 0.0015 | -0.001 | 99 | 16.95 | 17.10 | -1.00 | 0.0000 | -0.011 | |||
| 0 | 0.0100 | 4,185 | 25.4% | 0.00 | 0.0012 | -0.001 | 100 | 17.95 | 18.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 1,229 | 26.6% | 0.00 | 0.0010 | -0.001 | 101 | 18.95 | 19.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 196 | 27.7% | 0.00 | 0.0008 | -0.000 | 102 | 19.95 | 20.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 291 | 28.9% | 0.00 | 0.0006 | -0.000 | 103 | 20.95 | 21.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 294 | 30.0% | 0.00 | 0.0005 | -0.000 | 104 | 21.95 | 22.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 848 | 31.1% | 0.00 | 0.0004 | -0.000 | 105 | 22.95 | 23.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 27.6K | 36.3% | 0.00 | 0.0002 | -0.000 | 110 | 27.95 | 28.10 | -1.00 | 0.0000 | -0.011 | ||||
| 0 | 0.0100 | 323 | 41.3% | 0.00 | 0.0001 | -0.000 | 115 | 32.95 | 33.10 | -1.00 | 0.0000 | -0.011 | ||||
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 30, 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.