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 ±13.1% (12.69–16.51) · ATM IV 48.7% · P/C open interest 0.44
| 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 | |
| 6.20 | 6.40 | 2 | 3,980 | 136.1% | 0.99 | 0.0043 | 0.000 | 10 | 0 | 0.0100 | 268 | 104.3% | -0.00 | 0.0043 | -0.002 | |
| 5.70 | 5.90 | 240 | 123.6% | 0.99 | 0.0059 | 0.000 | 10.5 | 0 | 0.0200 | 2 | 103.1% | -0.01 | 0.0059 | -0.002 | ||
| 5.20 | 5.40 | 365 | 111.7% | 0.99 | 0.0080 | 0.000 | 11 | 0 | 0.0200 | 23 | 93.2% | -0.01 | 0.0080 | -0.002 | ||
| 4.70 | 4.90 | 22 | 100.3% | 0.99 | 0.0109 | -0.000 | 11.5 | 0 | 0.0200 | 2,021 | 83.8% | -0.01 | 0.0109 | -0.002 | ||
| 4.20 | 4.40 | 2,134 | 89.3% | 0.98 | 0.0148 | -0.001 | 12 | 0 | 0.0200 | 576 | 74.6% | -0.01 | 0.0148 | -0.003 | ||
| 3.70 | 3.90 | 1 | 44 | 78.7% | 0.98 | 0.0204 | -0.001 | 12.5 | 0 | 0.0200 | 120 | 65.7% | -0.02 | 0.0204 | -0.003 | |
| 3.25 | 3.35 | 4 | 2,269 | 68.5% | 0.98 | 0.0288 | -0.002 | 13 | 0 | 0.0200 | 1 | 4,572 | 57.1% | -0.02 | 0.0288 | -0.004 |
| 2.76 | 2.83 | 402 | 56.4% | 0.97 | 0.0430 | -0.003 | 13.5 | 0 | 0.0300 | 1,046 | 51.9% | -0.03 | 0.0430 | -0.004 | ||
| 2.28 | 2.35 | 24 | 2,206 | 53.3% | 0.95 | 0.0681 | -0.005 | 14 | 0.0200 | 0.0400 | 74 | 34.5K | 49.2% | -0.05 | 0.0681 | -0.006 |
| 1.81 | 1.88 | 42 | 1,725 | 49.4% | 0.91 | 0.1120 | -0.008 | 14.5 | 0.0500 | 0.0800 | 24 | 20.7K | 48.0% | -0.09 | 0.1120 | -0.009 |
| 1.42 | 1.47 | 386 | 8,021 | 52.0% | 0.81 | 0.1708 | -0.015 | 15 | 0.1600 | 0.1700 | 4,575 | 85.3K | 51.2% | -0.18 | 0.1708 | -0.016 |
| 1.11 | 1.17 | 216 | 2,625 | 57.6% | 0.69 | 0.2022 | -0.023 | 15.5 | 0.3300 | 0.3700 | 205 | 98.1K | 56.1% | -0.30 | 0.2022 | -0.024 |
| 0.8900 | 0.9400 | 425 | 32.1K | 63.8% | 0.58 | 0.2020 | -0.029 | 16 | 0.5900 | 0.6400 | 6,025 | 252.3K | 61.7% | -0.42 | 0.2020 | -0.029 |
| 0.7400 | 0.7900 | 11.2K | 40.9K | 71.2% | 0.49 | 0.1822 | -0.034 | 16.5 | 0.9300 | 0.9900 | 10.1K | 84.5K | 68.8% | -0.51 | 0.1822 | -0.034 |
| 0.6400 | 0.6900 | 7,713 | 53.8K | 79.2% | 0.41 | 0.1602 | -0.037 | 17 | 1.33 | 1.39 | 541 | 280.6K | 76.8% | -0.58 | 0.1602 | -0.037 |
| 0.5700 | 0.5900 | 5,195 | 56.3K | 85.9% | 0.36 | 0.1404 | -0.039 | 17.5 | 1.76 | 1.82 | 126 | 99.0K | 84.8% | -0.64 | 0.1404 | -0.038 |
| 0.5100 | 0.5600 | 727 | 154.1K | 94.3% | 0.31 | 0.1236 | -0.040 | 18 | 2.20 | 2.27 | 1,054 | 165.3K | 92.2% | -0.68 | 0.1236 | -0.039 |
| 0.4700 | 0.5100 | 520 | 72.5K | 101.2% | 0.28 | 0.1095 | -0.040 | 18.5 | 2.65 | 2.73 | 61.3K | 99.1% | -0.72 | 0.1095 | -0.039 | |
| 0.4300 | 0.4600 | 3,839 | 124.6K | 107.0% | 0.25 | 0.0977 | -0.040 | 19 | 3.10 | 3.20 | 152 | 156.1K | 105.4% | -0.75 | 0.0977 | -0.039 |
| 0.3900 | 0.4300 | 11 | 24.0K | 112.8% | 0.23 | 0.0877 | -0.040 | 19.5 | 3.55 | 3.65 | 24.8K | 109.5% | -0.77 | 0.0877 | -0.038 | |
| 0.3600 | 0.4000 | 43.4K | 346.4K | 118.3% | 0.20 | 0.0791 | -0.039 | 20 | 4.00 | 4.15 | 106 | 158.9K | 115.5% | -0.79 | 0.0791 | -0.037 |
| 0.3300 | 0.3600 | 1 | 17.6K | 122.5% | 0.19 | 0.0718 | -0.038 | 20.5 | 4.50 | 4.60 | 5,306 | 120.8% | -0.81 | 0.0718 | -0.036 | |
| 0.3000 | 0.3400 | 70 | 145.1K | 127.1% | 0.17 | 0.0654 | -0.037 | 21 | 4.95 | 5.05 | 1 | 18.6K | 122.2% | -0.83 | 0.0654 | -0.035 |
| 0.2700 | 0.3100 | 10 | 9,984 | 130.5% | 0.16 | 0.0598 | -0.036 | 21.5 | 5.45 | 5.55 | 3,433 | 129.6% | -0.84 | 0.0598 | -0.034 | |
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 16, 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.