XLB chaîne d'options State Street Materials Select Sector SPDR 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 ±5.8% (47.99–53.91) · ATM IV 19.0% · P/C open interest 1.04
| 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 | |
| 18.75 | 23.70 | 18 | 63.0% | 0.99 | 0.0020 | 0.000 | 30 | 0 | 5.00 | 5 | 151.4% | -0.01 | 0.0020 | -0.002 | ||
| 13.90 | 18.85 | 55.7% | 0.98 | 0.0044 | -0.001 | 35 | 0 | 5.00 | 57 | 119.4% | -0.02 | 0.0044 | -0.003 | |||
| 12.80 | 17.75 | 44.0% | 0.98 | 0.0052 | -0.002 | 36 | 0 | 5.00 | 7 | 113.4% | -0.02 | 0.0052 | -0.004 | |||
| 11.95 | 16.90 | 50.7% | 0.98 | 0.0062 | -0.002 | 37 | 0 | 5.00 | 2 | 107.6% | -0.02 | 0.0062 | -0.004 | |||
| 10.95 | 15.90 | 46.9% | 0.97 | 0.0075 | -0.002 | 38 | 0 | 2.38 | 1 | 76.4% | -0.03 | 0.0075 | -0.004 | |||
| 9.95 | 14.90 | 43.1% | 0.97 | 0.0090 | -0.003 | 39 | 0 | 2.39 | 7 | 71.8% | -0.03 | 0.0091 | -0.004 | |||
| 9.00 | 13.95 | 14 | 41.7% | 0.96 | 0.0110 | -0.004 | 40 | 0 | 2.41 | 58 | 67.4% | -0.04 | 0.0111 | -0.005 | ||
| 7.95 | 12.90 | 1 | 36.0% | 0.95 | 0.0135 | -0.004 | 41 | 0 | 5.00 | 10 | 85.5% | -0.05 | 0.0136 | -0.005 | ||
| 6.95 | 11.90 | 32.5% | 0.94 | 0.0166 | -0.005 | 42 | 0 | 5.00 | 21 | 80.2% | -0.06 | 0.0168 | -0.006 | |||
| 6.05 | 11.00 | 6 | 32.7% | 0.93 | 0.0207 | -0.006 | 43 | 0 | 5.00 | 21 | 74.9% | -0.07 | 0.0209 | -0.007 | ||
| 5.05 | 10.00 | 10 | 29.2% | 0.92 | 0.0258 | -0.006 | 44 | 0 | 1.00 | 65 | 35.6% | -0.08 | 0.0261 | -0.007 | ||
| 4.10 | 9.05 | 140 | 27.1% | 0.90 | 0.0324 | -0.007 | 45 | 0 | 0.7000 | 3,424 | 28.4% | -0.10 | 0.0329 | -0.008 | ||
| 5.00 | 6.10 | 1 | 824 | 18.4% | 0.87 | 0.0408 | -0.008 | 46 | 0.2000 | 0.5300 | 2 | 49 | 25.3% | -0.13 | 0.0415 | -0.009 |
| 2.31 | 7.25 | 12 | 24.2% | 0.83 | 0.0512 | -0.009 | 47 | 0.2000 | 4.95 | 5,561 | 55.6% | -0.17 | 0.0522 | -0.010 | ||
| 0.0600 | 4.10 | 110 | 0.78 | 0.0636 | -0.011 | 48 | 0.3800 | 0.8000 | 2,765 | 22.1% | -0.22 | 0.0651 | -0.011 | |||
| 2.61 | 3.60 | 76 | 21.2% | 0.72 | 0.0773 | -0.012 | 49 | 0.5500 | 1.21 | 672 | 20.8% | -0.28 | 0.0796 | -0.012 | ||
| 1.49 | 5.50 | 25 | 2,233 | 35.5% | 0.64 | 0.0902 | -0.013 | 50 | 0.5000 | 1.10 | 1,268 | 16.4% | -0.37 | 0.0936 | -0.013 | |
| 1.03 | 2.25 | 1 | 60 | 19.1% | 0.55 | 0.0991 | -0.013 | 51 | 0.5400 | 2.10 | 1 | 668 | 18.8% | -0.47 | 0.1039 | -0.014 |
| 0 | 2.34 | 397 | 16.6% | 0.45 | 0.1008 | -0.013 | 52 | 0 | 2.87 | 868 | 10.7% | -0.57 | 0.1074 | -0.013 | ||
| 0.1900 | 1.30 | 1 | 1,126 | 18.3% | 0.35 | 0.0947 | -0.012 | 53 | 0.4000 | 5.10 | 69 | 18.1% | -0.67 | 0.1031 | -0.013 | |
| 0.1000 | 0.9200 | 33 | 380 | 16.4% | 0.27 | 0.0832 | -0.011 | 54 | 0.8600 | 5.80 | 81 | 18.3% | -0.76 | 0.0932 | -0.012 | |
| 0.1300 | 0.6500 | 29 | 881 | 19.7% | 0.21 | 0.0698 | -0.010 | 55 | 1.76 | 6.70 | 5 | 19.7% | -0.84 | 0.0808 | -0.011 | |
| 0 | 5.00 | 1 | 94 | 51.0% | 0.16 | 0.0568 | -0.008 | 56 | 2.61 | 7.55 | 206 | 18.5% | -0.89 | 0.0683 | -0.009 | |
| 0 | 5.00 | 127 | 54.7% | 0.12 | 0.0455 | -0.007 | 57 | 3.55 | 8.45 | -0.94 | 0.0567 | -0.008 | ||||
| 0.1200 | 1.04 | 22 | 2,066 | 28.8% | 0.09 | 0.0363 | -0.006 | 58 | 4.65 | 9.60 | 25.1% | -0.97 | 0.0484 | -0.007 | ||
| 0 | 1.50 | 32 | 36.5% | 0.07 | 0.0288 | -0.005 | 59 | 5.50 | 10.45 | -0.99 | 0.0259 | -0.006 | ||||
| 0 | 0.1600 | 5,678 | 22.8% | 0.06 | 0.0230 | -0.004 | 60 | 6.55 | 11.50 | -1.00 | 0.0011 | -0.006 | ||||
| 0 | 5.00 | 14 | 67.8% | 0.04 | 0.0184 | -0.004 | 61 | 7.55 | 12.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 5.00 | 2 | 70.8% | 0.03 | 0.0148 | -0.003 | 62 | 8.50 | 13.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 5.00 | 2 | 73.6% | 0.03 | 0.0119 | -0.003 | 63 | 9.50 | 14.45 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 5.00 | 16 | 76.4% | 0.02 | 0.0097 | -0.002 | 64 | 10.50 | 15.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.3000 | 45 | 28.6% | 0.02 | 0.0079 | -0.002 | 65 | 11.50 | 16.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.76 | 590 | 65.1% | 0.01 | 0.0065 | -0.002 | 66 | 12.50 | 17.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 5.00 | 7 | 84.2% | 0.01 | 0.0053 | -0.002 | 67 | 13.50 | 18.45 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 0.2000 | 203 | 39.9% | 0.01 | 0.0031 | -0.001 | 70 | 16.55 | 21.50 | -1.00 | 0.0000 | -0.006 | ||||
| 0 | 2.73 | 52 | 83.6% | 0.00 | 0.0013 | -0.001 | 75 | 21.50 | 26.45 | -1.00 | 0.0000 | -0.006 | ||||
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 — Dec 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.