VIX chaîne d'options Cboe Volatility Index
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 ±20.2% (14.80–22.30) · ATM IV 89.2% · P/C open interest 0.30
| 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 | |
| 8.35 | 8.80 | 122 | 255 | 0.99 | 0.0019 | 0.000 | 10 | 0 | 0.0100 | 366 | 84.6% | -0.00 | 0.0019 | -0.001 | ||
| 7.85 | 8.30 | 22 | 0.99 | 0.0027 | 0.000 | 10.5 | 0 | 0.0100 | 204 | 78.4% | -0.00 | 0.0027 | -0.001 | |||
| 7.35 | 7.80 | 15 | 161 | 0.99 | 0.0036 | 0.000 | 11 | 0 | 0.0100 | 5 | 459 | 72.5% | -0.01 | 0.0036 | -0.001 | |
| 6.85 | 7.30 | 3 | 0.99 | 0.0048 | -0.000 | 11.5 | 0 | 0.0200 | 4 | 72.6% | -0.01 | 0.0048 | -0.001 | |||
| 6.35 | 6.80 | 23 | 2,083 | 0.99 | 0.0065 | -0.001 | 12 | 0 | 0.0200 | 664 | 66.8% | -0.01 | 0.0065 | -0.001 | ||
| 5.85 | 6.30 | 22 | 0.98 | 0.0087 | -0.001 | 12.5 | 0 | 0.0200 | 935 | 61.2% | -0.01 | 0.0087 | -0.002 | |||
| 5.35 | 5.80 | 2 | 1,675 | 0.98 | 0.0118 | -0.001 | 13 | 0 | 0.0300 | 7 | 10.3K | 59.0% | -0.02 | 0.0118 | -0.002 | |
| 5.05 | 5.15 | 1 | 88 | 0.97 | 0.0164 | -0.002 | 13.5 | 0.0100 | 0.0400 | 3,256 | 3,787 | 57.8% | -0.02 | 0.0164 | -0.003 | |
| 4.60 | 4.70 | 54 | 1,095 | 57.3% | 0.96 | 0.0237 | -0.003 | 14 | 0.0200 | 0.0500 | 1,425 | 20.1K | 55.2% | -0.03 | 0.0237 | -0.003 |
| 4.10 | 4.25 | 20 | 1,560 | 56.1% | 0.94 | 0.0350 | -0.005 | 14.5 | 0.0400 | 0.0900 | 1,748 | 53.0K | 55.9% | -0.05 | 0.0350 | -0.005 |
| 3.70 | 3.80 | 630 | 7,241 | 59.9% | 0.92 | 0.0487 | -0.007 | 15 | 0.1000 | 0.1400 | 14.8K | 134.2K | 57.6% | -0.08 | 0.0487 | -0.007 |
| 3.30 | 3.40 | 5 | 362 | 62.5% | 0.87 | 0.0638 | -0.010 | 15.5 | 0.2100 | 0.2600 | 9,361 | 34.1K | 62.3% | -0.12 | 0.0638 | -0.011 |
| 2.95 | 3.05 | 544 | 27.2K | 66.0% | 0.81 | 0.0757 | -0.015 | 16 | 0.3500 | 0.4100 | 15.3K | 153.8K | 65.7% | -0.18 | 0.0757 | -0.015 |
| 2.65 | 2.74 | 157 | 1,817 | 69.8% | 0.76 | 0.0830 | -0.019 | 16.5 | 0.5500 | 0.6200 | 1,142 | 42.5K | 70.2% | -0.24 | 0.0830 | -0.019 |
| 2.40 | 2.49 | 334 | 7,436 | 74.3% | 0.70 | 0.0869 | -0.023 | 17 | 0.8100 | 0.8700 | 4,574 | 164.4K | 75.0% | -0.29 | 0.0869 | -0.023 |
| 2.19 | 2.29 | 75 | 47.0K | 79.1% | 0.65 | 0.0875 | -0.026 | 17.5 | 1.08 | 1.17 | 10.8K | 143.0K | 79.4% | -0.35 | 0.0875 | -0.026 |
| 2.02 | 2.12 | 1,325 | 168.7K | 83.9% | 0.60 | 0.0859 | -0.029 | 18 | 1.44 | 1.50 | 3,146 | 84.3K | 85.0% | -0.39 | 0.0859 | -0.029 |
| 1.88 | 1.98 | 13.7K | 110.9K | 88.8% | 0.56 | 0.0830 | -0.031 | 18.5 | 1.78 | 1.86 | 15.4K | 107.9K | 89.5% | -0.44 | 0.0830 | -0.031 |
| 1.76 | 1.87 | 12.3K | 87.6K | 93.7% | 0.52 | 0.0796 | -0.033 | 19 | 2.17 | 2.24 | 11.3K | 114.3K | 94.5% | -0.47 | 0.0796 | -0.033 |
| 1.66 | 1.77 | 545 | 14.6K | 98.4% | 0.49 | 0.0760 | -0.035 | 19.5 | 2.54 | 2.64 | 5,307 | 17.9K | 98.6% | -0.51 | 0.0760 | -0.035 |
| 1.57 | 1.68 | 50.4K | 313.3K | 102.7% | 0.46 | 0.0724 | -0.036 | 20 | 2.95 | 3.05 | 10.4K | 71.6K | 103.0% | -0.54 | 0.0724 | -0.036 |
| 1.49 | 1.59 | 110 | 18.5K | 106.6% | 0.44 | 0.0689 | -0.037 | 20.5 | 3.35 | 3.50 | 8 | 559 | 107.4% | -0.56 | 0.0689 | -0.037 |
| 1.42 | 1.52 | 17.7K | 136.2K | 110.6% | 0.41 | 0.0657 | -0.038 | 21 | 3.80 | 3.90 | 15 | 32.3K | 111.3% | -0.58 | 0.0657 | -0.038 |
| 1.36 | 1.46 | 58 | 32.9K | 114.6% | 0.39 | 0.0626 | -0.039 | 21.5 | 4.25 | 4.35 | 1 | 1,910 | 115.9% | -0.60 | 0.0626 | -0.039 |
| 1.37 | 1.40 | 4,293 | 168.5K | 119.9% | 0.37 | 0.0598 | -0.040 | 22 | 4.65 | 4.80 | 22 | 65.9K | 118.8% | -0.62 | 0.0598 | -0.039 |
| 1.26 | 1.35 | 23 | 11.7K | 122.0% | 0.36 | 0.0572 | -0.040 | 22.5 | 5.10 | 5.25 | 2,072 | 122.5% | -0.64 | 0.0572 | -0.040 | |
| 1.26 | 1.30 | 11.6K | 107.0K | 126.6% | 0.34 | 0.0548 | -0.041 | 23 | 5.55 | 5.70 | 37 | 35.5K | 125.9% | -0.66 | 0.0548 | -0.040 |
| 1.16 | 1.25 | 37 | 18.0K | 128.2% | 0.33 | 0.0526 | -0.041 | 23.5 | 6.00 | 6.15 | 3 | 128.9% | -0.67 | 0.0526 | -0.040 | |
| 1.13 | 1.20 | 715 | 57.9K | 131.4% | 0.31 | 0.0505 | -0.041 | 24 | 6.45 | 6.60 | 6 | 8,231 | 131.7% | -0.68 | 0.0505 | -0.041 |
| 1.08 | 1.16 | 44 | 3,381 | 134.0% | 0.30 | 0.0485 | -0.041 | 24.5 | 6.90 | 7.05 | 5 | 15 | 134.1% | -0.70 | 0.0485 | -0.041 |
| 1.07 | 1.12 | 7,469 | 325.6K | 137.5% | 0.29 | 0.0467 | -0.041 | 25 | 7.35 | 7.50 | 32 | 7,107 | 136.3% | -0.71 | 0.0467 | -0.041 |
| 0.9700 | 1.05 | 103 | 36.3K | 141.8% | 0.27 | 0.0434 | -0.041 | 26 | 8.30 | 8.40 | 1 | 1,494 | 141.4% | -0.73 | 0.0434 | -0.040 |
| 0.9000 | 0.9800 | 849 | 99.4K | 146.1% | 0.25 | 0.0405 | -0.041 | 27 | 9.25 | 9.35 | 1,265 | 147.1% | -0.75 | 0.0405 | -0.040 | |
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 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.