XBI chaîne d'options State Street SPDR S&P Biotech 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 ±5.0% (140.34–155.19) · ATM IV 36.0% · P/C open interest 8.55
| 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 | |
| 61.40 | 63.75 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 0.5600 | 161.1% | -0.00 | 0.0000 | -0.001 | |||||
| 56.35 | 58.70 | 1.00 | 0.0001 | 0.000 | 90 | 0 | 0.1600 | 122.4% | -0.00 | 0.0001 | -0.002 | |||||
| 51.35 | 53.80 | 1.00 | 0.0002 | 0.000 | 95 | 0 | 0.1600 | 110.3% | -0.00 | 0.0002 | -0.003 | |||||
| 46.40 | 48.70 | 1.00 | 0.0003 | 0.000 | 100 | 0 | 0.3600 | 110.7% | -0.00 | 0.0003 | -0.005 | |||||
| 41.90 | 43.80 | 1.00 | 0.0005 | -0.002 | 105 | 0 | 0.1600 | 87.6% | -0.00 | 0.0005 | -0.007 | |||||
| 37.20 | 38.70 | 76.0% | 0.99 | 0.0009 | -0.006 | 110 | 0 | 0.1700 | 77.6% | -0.01 | 0.0009 | -0.010 | ||||
| 31.95 | 33.65 | 0.99 | 0.0014 | -0.010 | 115 | 0 | 0.1800 | 67.8% | -0.01 | 0.0014 | -0.014 | |||||
| 26.45 | 28.70 | 0.99 | 0.0023 | -0.015 | 120 | 0 | 0.2100 | 3 | 59.1% | -0.01 | 0.0023 | -0.018 | ||||
| 22.25 | 23.80 | 50.2% | 0.98 | 0.0039 | -0.022 | 125 | 0 | 0.1400 | 23 | 46.1% | -0.02 | 0.0039 | -0.025 | |||
| 17.10 | 18.85 | 8 | 36.1% | 0.96 | 0.0074 | -0.035 | 130 | 0.0800 | 0.2200 | 2 | 15.4K | 41.6% | -0.04 | 0.0075 | -0.038 | |
| 12.05 | 14.20 | 2 | 3 | 33.5% | 0.92 | 0.0154 | -0.066 | 135 | 0.3300 | 0.4900 | 5 | 198 | 39.4% | -0.08 | 0.0154 | -0.068 |
| 10.85 | 13.10 | 24.4% | 0.90 | 0.0176 | -0.075 | 136 | 0.3800 | 0.5200 | 1 | 37.9% | -0.10 | 0.0177 | -0.077 | |||
| 10.45 | 12.25 | 34.9% | 0.88 | 0.0201 | -0.085 | 137 | 0.4800 | 0.8000 | 7 | 39.3% | -0.12 | 0.0202 | -0.087 | |||
| 9.70 | 11.20 | 2 | 34.5% | 0.86 | 0.0227 | -0.095 | 138 | 0.5800 | 0.8600 | 13 | 32 | 38.1% | -0.14 | 0.0228 | -0.097 | |
| 8.25 | 10.35 | 28.9% | 0.84 | 0.0254 | -0.106 | 139 | 0.7300 | 0.9700 | 1 | 22 | 37.4% | -0.16 | 0.0256 | -0.108 | ||
| 8.35 | 9.60 | 39 | 37.5% | 0.81 | 0.0282 | -0.117 | 140 | 0.8900 | 1.08 | 2,039 | 18.8K | 36.6% | -0.19 | 0.0284 | -0.118 | |
| 6.70 | 8.85 | 31.7% | 0.78 | 0.0309 | -0.127 | 141 | 1.08 | 1.44 | 18 | 37.3% | -0.22 | 0.0311 | -0.129 | |||
| 6.90 | 8.00 | 37.5% | 0.75 | 0.0336 | -0.137 | 142 | 1.39 | 1.61 | 231 | 450 | 37.1% | -0.25 | 0.0338 | -0.139 | ||
| 6.50 | 6.90 | 42 | 36.9% | 0.71 | 0.0361 | -0.146 | 143 | 1.65 | 1.74 | 482 | 247 | 36.0% | -0.29 | 0.0363 | -0.147 | |
| 5.80 | 6.50 | 41 | 40 | 38.2% | 0.68 | 0.0383 | -0.154 | 144 | 2.00 | 2.12 | 110 | 64 | 36.4% | -0.33 | 0.0386 | -0.155 |
| 5.05 | 5.55 | 12 | 35.9% | 0.64 | 0.0402 | -0.160 | 145 | 2.34 | 2.58 | 41 | 408 | 36.7% | -0.37 | 0.0405 | -0.161 | |
| 4.55 | 5.25 | 7 | 87 | 37.8% | 0.60 | 0.0418 | -0.164 | 146 | 2.72 | 2.88 | 6 | 1,266 | 36.0% | -0.41 | 0.0421 | -0.166 |
| 4.00 | 4.40 | 51 | 36.3% | 0.55 | 0.0429 | -0.167 | 147 | 3.15 | 3.35 | 10 | 39 | 36.0% | -0.45 | 0.0432 | -0.168 | |
| 3.55 | 3.85 | 39 | 24 | 36.3% | 0.51 | 0.0435 | -0.168 | 148 | 3.60 | 3.85 | 10 | 178 | 35.8% | -0.49 | 0.0438 | -0.169 |
| 3.05 | 3.45 | 33 | 76 | 36.4% | 0.47 | 0.0436 | -0.166 | 149 | 4.10 | 4.55 | 140 | 414 | 36.4% | -0.54 | 0.0440 | -0.167 |
| 2.85 | 3.25 | 2 | 36.6% | 0.44 | 0.0435 | -0.164 | 149.5 | 4.30 | 4.60 | 24 | 34.8% | -0.56 | 0.0438 | -0.165 | ||
| 2.63 | 2.91 | 36 | 118 | 35.9% | 0.42 | 0.0432 | -0.162 | 150 | 4.30 | 4.90 | 2,011 | 6,544 | 33.3% | -0.58 | 0.0436 | -0.163 |
| 2.24 | 2.63 | 10 | 35 | 36.3% | 0.38 | 0.0423 | -0.157 | 151 | 5.05 | 5.50 | 41 | 124 | 33.8% | -0.62 | 0.0426 | -0.158 |
| 1.89 | 2.17 | 1 | 7 | 35.6% | 0.34 | 0.0409 | -0.149 | 152 | 5.50 | 6.15 | 6 | 1,317 | 32.5% | -0.67 | 0.0412 | -0.150 |
| 1.73 | 2.03 | 43 | 33 | 35.7% | 0.32 | 0.0400 | -0.145 | 152.5 | 5.80 | 6.80 | 11 | 33.8% | -0.69 | 0.0403 | -0.146 | |
| 1.51 | 1.97 | 11 | 11 | 35.8% | 0.30 | 0.0390 | -0.141 | 153 | 6.45 | 6.85 | 85 | 33.7% | -0.71 | 0.0393 | -0.141 | |
| 1.02 | 1.60 | 1 | 8 | 33.8% | 0.26 | 0.0367 | -0.130 | 154 | 6.85 | 7.75 | 61 | 32.5% | -0.74 | 0.0371 | -0.131 | |
| 1.00 | 1.30 | 19 | 1,642 | 34.6% | 0.23 | 0.0342 | -0.119 | 155 | 7.60 | 8.45 | 80 | 31.6% | -0.78 | 0.0346 | -0.120 | |
| 0.7900 | 1.07 | 32 | 61 | 34.3% | 0.19 | 0.0313 | -0.108 | 156 | 8.35 | 9.40 | 10 | 38 | 31.9% | -0.81 | 0.0318 | -0.109 |
| 0.6900 | 1.01 | 41 | 75 | 35.6% | 0.17 | 0.0284 | -0.097 | 157 | 9.05 | 10.60 | 1 | 6 | 33.5% | -0.84 | 0.0289 | -0.097 |
| 0.5400 | 0.8300 | 89 | 18 | 34.2% | 0.15 | 0.0269 | -0.091 | 157.5 | 9.60 | 11.00 | 6 | 34.3% | -0.85 | 0.0274 | -0.092 | |
| 0.5200 | 0.8800 | 43 | 280 | 35.6% | 0.14 | 0.0254 | -0.086 | 158 | 9.80 | 12.25 | 27 | 39.1% | -0.87 | 0.0260 | -0.086 | |
| 0.4400 | 0.6100 | 106 | 488 | 34.7% | 0.12 | 0.0225 | -0.075 | 159 | 10.75 | 12.65 | 11 | 11 | 35.8% | -0.89 | 0.0231 | -0.076 |
| 0.1900 | 0.5900 | 60 | 339 | 33.9% | 0.10 | 0.0197 | -0.066 | 160 | 11.70 | 14.10 | 11 | 91 | 41.6% | -0.91 | 0.0203 | -0.066 |
| 0.1300 | 0.4400 | 34 | 434 | 33.2% | 0.08 | 0.0172 | -0.057 | 161 | 12.65 | 14.95 | 10 | 19 | 42.0% | -0.93 | 0.0178 | -0.058 |
| 0.1400 | 0.3100 | 4 | 147 | 33.3% | 0.07 | 0.0149 | -0.049 | 162 | 13.55 | 15.85 | 10 | 11 | 42.0% | -0.94 | 0.0155 | -0.050 |
| 0.0300 | 0.4000 | 74 | 33.8% | 0.06 | 0.0138 | -0.046 | 162.5 | 14.00 | 15.80 | 35.4% | -0.95 | 0.0145 | -0.047 | |||
| 0.1200 | 0.2500 | 3 | 100 | 33.7% | 0.06 | 0.0128 | -0.043 | 163 | 14.50 | 15.85 | 11 | -0.95 | 0.0135 | -0.044 | ||
| 0.0500 | 0.2800 | 33 | 34.6% | 0.05 | 0.0111 | -0.038 | 164 | 15.45 | 17.80 | 1 | 11 | 44.3% | -0.96 | 0.0117 | -0.038 | |
| 0.0500 | 0.1800 | 4 | 134 | 33.9% | 0.04 | 0.0096 | -0.033 | 165 | 16.40 | 18.75 | 4 | 45.0% | -0.97 | 0.0104 | -0.034 | |
| 0 | 0.2700 | 6 | 36.4% | 0.04 | 0.0084 | -0.030 | 166 | 17.40 | 19.20 | 36.9% | -0.97 | 0.0092 | -0.030 | |||
| 0.0100 | 0.1600 | 60 | 35.2% | 0.03 | 0.0074 | -0.027 | 167 | 18.45 | 20.45 | 9 | 44.9% | -0.98 | 0.0081 | -0.026 | ||
| 0 | 0.1500 | 10 | 35.2% | 0.03 | 0.0069 | -0.026 | 167.5 | 19.00 | 20.70 | 41.8% | -0.98 | 0.0076 | -0.025 | |||
| 0 | 0.2300 | 75 | 38.4% | 0.03 | 0.0065 | -0.025 | 168 | 19.35 | 21.75 | 49.7% | -0.98 | 0.0072 | -0.025 | |||
| 0 | 0.2200 | 345 | 39.6% | 0.02 | 0.0058 | -0.023 | 169 | 20.35 | 21.90 | -0.99 | 0.0064 | -0.023 | ||||
| 0 | 0.1900 | 5 | 162 | 40.1% | 0.02 | 0.0053 | -0.022 | 170 | 21.40 | 23.75 | 53.9% | -0.99 | 0.0057 | -0.021 | ||
| 0 | 0.2000 | 6 | 41.9% | 0.02 | 0.0048 | -0.021 | 171 | 22.50 | 24.75 | 57.0% | -0.99 | 0.0051 | -0.019 | |||
| 0 | 0.2000 | 6 | 43.2% | 0.02 | 0.0044 | -0.020 | 172 | 23.35 | 25.20 | 43.9% | -0.99 | 0.0046 | -0.018 | |||
| 0 | 0.1900 | 8 | 43.6% | 0.02 | 0.0042 | -0.019 | 172.5 | 23.90 | 25.70 | 46.6% | -0.99 | 0.0044 | -0.018 | |||
| 0 | 0.1900 | 7 | 44.3% | 0.02 | 0.0040 | -0.019 | 173 | 24.40 | 26.20 | 47.3% | -0.99 | 0.0041 | -0.018 | |||
| 0 | 0.1800 | 10 | 72 | 45.3% | 0.02 | 0.0037 | -0.018 | 174 | 25.45 | 27.20 | 50.4% | -0.99 | 0.0036 | -0.017 | ||
| 0 | 0.1700 | 65 | 46.2% | 0.02 | 0.0034 | -0.018 | 175 | 26.40 | 28.75 | 62.3% | -0.99 | 0.0032 | -0.017 | |||
| 0 | 0.1700 | 35 | 52.7% | 0.01 | 0.0024 | -0.015 | 180 | 31.40 | 33.20 | 57.0% | -1.00 | 0.0019 | -0.014 | |||
| 0 | 0.1700 | 18 | 58.8% | 0.01 | 0.0018 | -0.013 | 185 | 36.40 | 38.75 | 77.8% | -1.00 | 0.0011 | -0.013 | |||
| 0 | 0.1200 | 91 | 61.8% | 0.01 | 0.0013 | -0.011 | 190 | 41.30 | 43.75 | 83.0% | -1.00 | 0.0006 | -0.013 | |||
| 0 | 0.1600 | 2 | 69.8% | 0.01 | 0.0010 | -0.009 | 195 | 46.25 | 48.75 | 88.6% | -1.00 | 0.0002 | -0.012 | |||
| 0 | 0.1600 | 75.2% | 0.00 | 0.0007 | -0.008 | 200 | 51.50 | 53.20 | 86.3% | -1.00 | 0.0001 | -0.012 | ||||
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 — Oct 30, 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.