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 ±28.2% (12.52–22.34) · ATM IV 119.9% · 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 | |
| 5.95 | 10.85 | 0.99 | 0.0046 | -0.001 | 9 | 0 | 5.00 | 401.4% | -0.01 | 0.0040 | -0.002 | |||||
| 6.15 | 8.05 | 39 | 69 | 0.98 | 0.0083 | -0.002 | 10 | 0 | 0.0500 | 49 | 91.2% | -0.01 | 0.0078 | -0.003 | ||
| 5.85 | 7.05 | 76.0% | 0.97 | 0.0154 | -0.004 | 11 | 0 | 0.1200 | 14 | 89.5% | -0.03 | 0.0150 | -0.005 | |||
| 4.90 | 6.20 | 1 | 96 | 87.1% | 0.94 | 0.0260 | -0.007 | 12 | 0.0200 | 0.3100 | 378 | 94.0% | -0.06 | 0.0257 | -0.008 | |
| 4.25 | 5.10 | 296 | 87.0% | 0.89 | 0.0399 | -0.012 | 13 | 0.1500 | 0.3400 | 2 | 86 | 87.3% | -0.10 | 0.0397 | -0.013 | |
| 2.92 | 5.55 | 84.4% | 0.86 | 0.0472 | -0.015 | 13.5 | 0.2200 | 0.4900 | 89.3% | -0.14 | 0.0470 | -0.016 | ||||
| 3.60 | 4.15 | 27 | 964 | 87.3% | 0.82 | 0.0534 | -0.019 | 14 | 0.4100 | 0.6500 | 1 | 380 | 94.2% | -0.18 | 0.0533 | -0.019 |
| 2.41 | 4.80 | 94.1% | 0.78 | 0.0581 | -0.023 | 14.5 | 0.3200 | 1.35 | 105.1% | -0.22 | 0.0581 | -0.023 | ||||
| 3.05 | 3.60 | 30 | 715 | 97.7% | 0.74 | 0.0615 | -0.026 | 15 | 0.8600 | 1.00 | 61 | 1,734 | 100.3% | -0.26 | 0.0615 | -0.026 |
| 1.88 | 4.30 | 102.0% | 0.70 | 0.0638 | -0.029 | 15.5 | 1.11 | 1.56 | 112.4% | -0.29 | 0.0638 | -0.029 | ||||
| 2.60 | 3.20 | 10 | 1,360 | 107.1% | 0.67 | 0.0652 | -0.031 | 16 | 1.20 | 1.59 | 6 | 281 | 103.8% | -0.33 | 0.0652 | -0.031 |
| 2.00 | 3.70 | 118.0% | 0.63 | 0.0658 | -0.033 | 16.5 | 1.64 | 2.02 | 2 | 114.1% | -0.37 | 0.0659 | -0.034 | |||
| 2.35 | 2.64 | 32 | 1,024 | 112.1% | 0.60 | 0.0659 | -0.035 | 17 | 1.91 | 2.20 | 30 | 248 | 112.4% | -0.40 | 0.0660 | -0.035 |
| 2.08 | 2.54 | 4 | 114.0% | 0.56 | 0.0655 | -0.037 | 17.5 | 2.10 | 3.10 | 125.7% | -0.43 | 0.0656 | -0.037 | |||
| 1.87 | 2.21 | 66 | 1,418 | 110.9% | 0.53 | 0.0647 | -0.038 | 18 | 2.56 | 2.87 | 73 | 314 | 116.9% | -0.46 | 0.0648 | -0.038 |
| 1.85 | 2.37 | 8 | 123.5% | 0.51 | 0.0636 | -0.039 | 18.5 | 2.78 | 4.30 | 142.1% | -0.49 | 0.0638 | -0.039 | |||
| 1.56 | 2.06 | 13 | 965 | 117.5% | 0.48 | 0.0624 | -0.039 | 19 | 3.15 | 3.70 | 1 | 61 | 120.7% | -0.52 | 0.0625 | -0.039 |
| 1.58 | 2.00 | 4 | 124.4% | 0.46 | 0.0609 | -0.040 | 19.5 | 2.70 | 5.25 | 131.2% | -0.54 | 0.0611 | -0.040 | |||
| 1.48 | 1.78 | 656 | 1,679 | 123.9% | 0.43 | 0.0594 | -0.040 | 20 | 4.10 | 4.50 | 523 | 93 | 130.1% | -0.57 | 0.0596 | -0.040 |
| 1.26 | 1.89 | 128.1% | 0.41 | 0.0578 | -0.041 | 20.5 | 4.40 | 6.00 | 156.8% | -0.59 | 0.0580 | -0.040 | ||||
| 1.31 | 1.80 | 27 | 344 | 133.6% | 0.39 | 0.0561 | -0.041 | 21 | 4.80 | 5.50 | 11 | 136.3% | -0.61 | 0.0564 | -0.040 | |
| 0.3400 | 2.88 | 142.6% | 0.37 | 0.0544 | -0.041 | 21.5 | 4.35 | 6.90 | 141.3% | -0.63 | 0.0547 | -0.040 | ||||
| 1.17 | 1.51 | 168 | 808 | 134.6% | 0.36 | 0.0528 | -0.041 | 22 | 5.60 | 6.25 | 65 | 137.0% | -0.64 | 0.0530 | -0.040 | |
| 1.07 | 1.49 | 1 | 379 | 142.3% | 0.32 | 0.0495 | -0.040 | 23 | 6.50 | 7.10 | 7 | 141.3% | -0.67 | 0.0498 | -0.040 | |
| 0.9400 | 1.32 | 14 | 2,484 | 143.9% | 0.30 | 0.0464 | -0.040 | 24 | 7.30 | 8.35 | 14 | 152.8% | -0.70 | 0.0467 | -0.039 | |
| 0.8900 | 1.23 | 20 | 566 | 149.0% | 0.27 | 0.0435 | -0.039 | 25 | 8.20 | 8.90 | 42 | 146.5% | -0.72 | 0.0438 | -0.039 | |
| 0.8000 | 1.12 | 4 | 622 | 151.4% | 0.25 | 0.0408 | -0.039 | 26 | 9.10 | 10.65 | 12 | 173.8% | -0.74 | 0.0412 | -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.