UVXY chaîne d'options ProShares - Ultra 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 ±11.4% (15.82–19.91) · ATM IV 68.1% · P/C open interest 0.46
| 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 | |
| 8.65 | 10.55 | 1 | 318.2% | 1.00 | 0.0023 | -0.001 | 9 | 0 | 0.0300 | 31 | 145.7% | -0.00 | 0.0023 | -0.002 | ||
| 7.80 | 9.25 | 27 | 267.2% | 0.99 | 0.0033 | -0.001 | 10 | 0 | 0.0100 | 97 | 109.8% | -0.01 | 0.0033 | -0.002 | ||
| 6.80 | 8.35 | 240.2% | 0.99 | 0.0048 | -0.001 | 11 | 0 | 0.9500 | 1 | 221.6% | -0.01 | 0.0048 | -0.002 | |||
| 5.80 | 7.35 | 208.1% | 0.99 | 0.0070 | -0.001 | 12 | 0 | 0.0900 | 1 | 106.8% | -0.01 | 0.0071 | -0.002 | |||
| 4.85 | 6.50 | 2 | 189.5% | 0.99 | 0.0111 | -0.002 | 13 | 0 | 0.7300 | 149.2% | -0.01 | 0.0112 | -0.002 | |||
| 3.85 | 4.15 | 1 | 61.4% | 0.98 | 0.0224 | -0.003 | 14 | 0 | 0.2200 | 69 | 83 | 55.5% | -0.02 | 0.0224 | -0.003 | |
| 2.90 | 3.20 | 25 | 656 | 59.9% | 0.93 | 0.0567 | -0.008 | 15 | 0 | 0.1500 | 10 | 390 | 61.4% | -0.07 | 0.0569 | -0.009 |
| 1.88 | 3.00 | 10 | 74 | 84.5% | 0.83 | 0.1074 | -0.018 | 16 | 0 | 0.3400 | 11 | 96 | 56.5% | -0.17 | 0.1078 | -0.018 |
| 1.58 | 2.58 | 4 | 22 | 83.1% | 0.77 | 0.1309 | -0.022 | 16.5 | 0 | 0.7500 | 75 | 65.1% | -0.23 | 0.1314 | -0.022 | |
| 1.43 | 1.96 | 213 | 191 | 77.8% | 0.69 | 0.1471 | -0.027 | 17 | 0.4800 | 0.5700 | 208 | 1,319 | 64.2% | -0.31 | 0.1476 | -0.027 |
| 1.15 | 1.39 | 1 | 55 | 68.1% | 0.60 | 0.1529 | -0.030 | 17.5 | 0.6800 | 0.8200 | 4 | 38 | 65.8% | -0.40 | 0.1534 | -0.031 |
| 1.00 | 1.13 | 278 | 864 | 71.4% | 0.53 | 0.1508 | -0.033 | 18 | 0.8700 | 1.09 | 54 | 595 | 64.8% | -0.47 | 0.1514 | -0.033 |
| 0.8500 | 0.9500 | 52 | 383 | 74.8% | 0.46 | 0.1438 | -0.034 | 18.5 | 1.30 | 1.45 | 72 | 93 | 72.2% | -0.54 | 0.1445 | -0.035 |
| 0.6300 | 0.7900 | 259 | 869 | 74.3% | 0.40 | 0.1341 | -0.035 | 19 | 1.73 | 1.76 | 619 | 2,157 | 75.8% | -0.60 | 0.1348 | -0.035 |
| 0.5800 | 0.7400 | 28 | 86 | 81.7% | 0.34 | 0.1232 | -0.035 | 19.5 | 1.85 | 2.22 | 3 | 6 | 71.6% | -0.66 | 0.1238 | -0.035 |
| 0.5100 | 0.5600 | 321 | 1,918 | 82.2% | 0.30 | 0.1119 | -0.034 | 20 | 2.44 | 2.63 | 119 | 2,475 | 81.2% | -0.70 | 0.1126 | -0.034 |
| 0.1800 | 0.5700 | 10 | 158 | 78.0% | 0.26 | 0.1010 | -0.033 | 20.5 | 2.73 | 3.10 | 51 | 80.2% | -0.74 | 0.1017 | -0.033 | |
| 0.3800 | 0.4800 | 37 | 535 | 90.7% | 0.23 | 0.0910 | -0.032 | 21 | 3.25 | 3.50 | 45 | 328 | 84.7% | -0.77 | 0.0916 | -0.031 |
| 0.0100 | 0.6500 | 49 | 89.0% | 0.20 | 0.0818 | -0.030 | 21.5 | 3.60 | 3.95 | 82.1% | -0.80 | 0.0824 | -0.030 | |||
| 0.2700 | 0.3500 | 33 | 1,304 | 93.9% | 0.18 | 0.0737 | -0.029 | 22 | 4.10 | 4.45 | 120 | 88.8% | -0.82 | 0.0743 | -0.029 | |
| 0.0200 | 0.3900 | 19 | 88.5% | 0.16 | 0.0666 | -0.028 | 22.5 | 4.00 | 4.95 | -0.84 | 0.0671 | -0.028 | ||||
| 0.2100 | 0.2900 | 31 | 420 | 100.0% | 0.15 | 0.0603 | -0.027 | 23 | 5.10 | 5.40 | 118 | 98.4% | -0.85 | 0.0608 | -0.027 | |
| 0.0400 | 0.4500 | 29 | 105.2% | 0.14 | 0.0549 | -0.026 | 23.5 | 5.45 | 5.90 | 93.9% | -0.87 | 0.0554 | -0.026 | |||
| 0.1700 | 0.2500 | 42 | 588 | 106.2% | 0.12 | 0.0502 | -0.025 | 24 | 6.10 | 6.35 | 10 | 113 | 106.5% | -0.88 | 0.0506 | -0.025 |
| 0 | 0.4300 | 34 | 112.1% | 0.11 | 0.0460 | -0.025 | 24.5 | 6.20 | 6.85 | -0.89 | 0.0465 | -0.024 | ||||
| 0.1800 | 0.2100 | 41 | 2,873 | 114.4% | 0.11 | 0.0424 | -0.024 | 25 | 7.05 | 7.35 | 6 | 1,428 | 113.3% | -0.90 | 0.0429 | -0.024 |
| 0.1300 | 0.6000 | 1 | 771 | 146.2% | 0.09 | 0.0365 | -0.023 | 26 | 7.80 | 8.30 | 189 | 85.8% | -0.91 | 0.0369 | -0.022 | |
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.