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 ±26.5% (12.50–21.52) · ATM IV 112.7% · P/C open interest 0.20
| 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 | |
| 6.05 | 10.10 | 124.4% | 0.99 | 0.0046 | -0.001 | 9 | 0 | 2.13 | 261.7% | -0.01 | 0.0040 | -0.001 | ||||
| 5.95 | 7.45 | 39 | 69 | 0.99 | 0.0087 | -0.002 | 10 | 0 | 0.0500 | 49 | 87.6% | -0.01 | 0.0082 | -0.002 | ||
| 4.60 | 7.95 | 122.2% | 0.96 | 0.0176 | -0.004 | 11 | 0 | 0.2100 | 14 | 96.0% | -0.03 | 0.0172 | -0.005 | |||
| 4.90 | 6.20 | 1 | 96 | 130.4% | 0.93 | 0.0304 | -0.008 | 12 | 0.0300 | 0.3100 | 378 | 90.1% | -0.07 | 0.0301 | -0.009 | |
| 3.90 | 5.30 | 296 | 113.1% | 0.88 | 0.0458 | -0.013 | 13 | 0.0800 | 0.4900 | 86 | 86.3% | -0.12 | 0.0456 | -0.013 | ||
| 2.32 | 5.95 | 105.3% | 0.84 | 0.0536 | -0.016 | 13.5 | 0 | 1.58 | 117.2% | -0.15 | 0.0534 | -0.016 | ||||
| 3.50 | 4.15 | 10 | 964 | 107.9% | 0.80 | 0.0600 | -0.019 | 14 | 0.4700 | 0.8500 | 1 | 380 | 97.4% | -0.20 | 0.0599 | -0.020 |
| 2.41 | 4.95 | 118.9% | 0.76 | 0.0645 | -0.023 | 14.5 | 0.3200 | 1.35 | 98.4% | -0.24 | 0.0645 | -0.023 | ||||
| 2.95 | 3.50 | 1 | 715 | 109.6% | 0.72 | 0.0675 | -0.026 | 15 | 0.9500 | 1.17 | 28 | 1,734 | 100.9% | -0.28 | 0.0675 | -0.026 |
| 1.88 | 4.85 | 132.8% | 0.68 | 0.0692 | -0.029 | 15.5 | 0.6500 | 2.11 | 107.2% | -0.32 | 0.0692 | -0.029 | ||||
| 2.47 | 2.90 | 8 | 1,360 | 110.0% | 0.64 | 0.0698 | -0.031 | 16 | 1.47 | 1.72 | 2 | 281 | 106.3% | -0.36 | 0.0699 | -0.031 |
| 2.00 | 3.70 | 131.2% | 0.60 | 0.0698 | -0.033 | 16.5 | 1.64 | 2.53 | 118.5% | -0.40 | 0.0699 | -0.033 | ||||
| 2.03 | 2.42 | 13 | 1,024 | 110.6% | 0.57 | 0.0691 | -0.034 | 17 | 2.09 | 2.48 | 4 | 248 | 114.7% | -0.43 | 0.0693 | -0.034 |
| 2.01 | 3.30 | 1 | 142.6% | 0.54 | 0.0681 | -0.036 | 17.5 | 1.98 | 3.25 | 116.7% | -0.46 | 0.0682 | -0.036 | |||
| 1.87 | 2.25 | 45 | 1,418 | 122.3% | 0.51 | 0.0667 | -0.037 | 18 | 2.71 | 3.10 | 1 | 314 | 115.9% | -0.49 | 0.0669 | -0.037 |
| 1.64 | 2.17 | 123.4% | 0.48 | 0.0651 | -0.037 | 18.5 | 2.16 | 4.55 | 122.2% | -0.52 | 0.0653 | -0.037 | ||||
| 1.60 | 1.94 | 8 | 965 | 124.8% | 0.45 | 0.0633 | -0.038 | 19 | 3.50 | 3.85 | 61 | 121.5% | -0.54 | 0.0636 | -0.038 | |
| 0.5800 | 3.40 | 1 | 143.4% | 0.43 | 0.0615 | -0.039 | 19.5 | 2.13 | 6.15 | 127.4% | -0.57 | 0.0617 | -0.038 | |||
| 1.45 | 1.53 | 104 | 1,679 | 125.3% | 0.41 | 0.0596 | -0.039 | 20 | 4.10 | 4.70 | 93 | 122.3% | -0.59 | 0.0599 | -0.039 | |
| 1.24 | 1.69 | 130.7% | 0.39 | 0.0577 | -0.039 | 20.5 | 2.94 | 6.95 | 131.3% | -0.61 | 0.0580 | -0.039 | ||||
| 1.30 | 1.52 | 6 | 344 | 134.1% | 0.37 | 0.0558 | -0.039 | 21 | 4.80 | 6.20 | 11 | 140.6% | -0.63 | 0.0561 | -0.039 | |
| 0.3400 | 2.88 | 150.6% | 0.35 | 0.0540 | -0.039 | 21.5 | 4.35 | 7.75 | 149.3% | -0.64 | 0.0543 | -0.039 | ||||
| 1.17 | 1.38 | 84 | 808 | 138.5% | 0.34 | 0.0522 | -0.039 | 22 | 6.00 | 6.30 | 65 | 133.7% | -0.66 | 0.0525 | -0.039 | |
| 0.9100 | 1.94 | 379 | 157.3% | 0.31 | 0.0487 | -0.039 | 23 | 6.35 | 7.30 | 7 | 125.4% | -0.69 | 0.0491 | -0.039 | ||
| 0.9600 | 1.28 | 2 | 2,484 | 150.0% | 0.29 | 0.0455 | -0.039 | 24 | 7.70 | 9.00 | 14 | 165.3% | -0.71 | 0.0459 | -0.038 | |
| 0.8700 | 1.23 | 11 | 566 | 154.8% | 0.27 | 0.0426 | -0.039 | 25 | 7.85 | 9.70 | 42 | 140.5% | -0.73 | 0.0430 | -0.038 | |
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 — Nov 20, 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.