XLE chaîne d'options State Street Energy 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 ±3.0% (63.16–67.05) · ATM IV 20.6% · P/C open interest 0.02
| 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 | |
| 15.25 | 17.45 | 1.00 | 0.0010 | 0.000 | 48 | 0 | 0.0300 | 68.5% | -0.00 | 0.0010 | -0.002 | |||||
| 14.25 | 16.60 | 1.00 | 0.0013 | -0.000 | 49 | 0 | 0.0300 | 64.3% | -0.00 | 0.0013 | -0.002 | |||||
| 13.25 | 15.55 | 1.00 | 0.0016 | -0.000 | 50 | 0 | 0.0300 | 60.2% | -0.00 | 0.0016 | -0.002 | |||||
| 12.30 | 14.60 | 1.00 | 0.0019 | -0.001 | 51 | 0 | 0.0400 | 58.2% | -0.00 | 0.0019 | -0.003 | |||||
| 11.50 | 13.45 | 0.99 | 0.0024 | -0.001 | 52 | 0 | 0.0300 | 52.2% | -0.00 | 0.0024 | -0.003 | |||||
| 11.90 | 12.45 | 0.99 | 0.0031 | -0.002 | 53 | 0 | 0.0300 | 48.2% | -0.01 | 0.0031 | -0.003 | |||||
| 11.00 | 11.50 | 7 | 55.6% | 0.99 | 0.0039 | -0.002 | 54 | 0 | 0.0400 | 46.0% | -0.01 | 0.0039 | -0.004 | |||
| 10.00 | 10.50 | 5 | 50.9% | 0.99 | 0.0051 | -0.003 | 55 | 0 | 0.0400 | 42.0% | -0.01 | 0.0051 | -0.004 | |||
| 8.80 | 9.55 | 0.99 | 0.0068 | -0.004 | 56 | 0 | 0.0400 | 38.1% | -0.01 | 0.0068 | -0.005 | |||||
| 8.00 | 8.55 | 44.0% | 0.98 | 0.0092 | -0.005 | 57 | 0 | 0.0300 | 32.9% | -0.01 | 0.0092 | -0.006 | ||||
| 7.00 | 7.55 | 39.2% | 0.98 | 0.0129 | -0.006 | 58 | 0 | 0.0400 | 30.3% | -0.02 | 0.0129 | -0.007 | ||||
| 6.05 | 6.55 | 36.3% | 0.97 | 0.0187 | -0.008 | 59 | 0.0100 | 0.0900 | 5 | 30.7% | -0.03 | 0.0187 | -0.009 | |||
| 5.10 | 5.55 | 32.8% | 0.96 | 0.0282 | -0.010 | 60 | 0.0100 | 0.2600 | 11 | 10 | 24.8% | -0.04 | 0.0282 | -0.011 | ||
| 4.10 | 4.65 | 5 | 5 | 30.1% | 0.93 | 0.0442 | -0.015 | 61 | 0 | 0.1400 | 1 | 23.6% | -0.07 | 0.0442 | -0.015 | |
| 3.20 | 3.70 | 1 | 4 | 27.5% | 0.88 | 0.0700 | -0.022 | 62 | 0.0800 | 0.2300 | 14 | 2 | 23.4% | -0.12 | 0.0702 | -0.022 |
| 2.37 | 2.80 | 5 | 16 | 25.5% | 0.80 | 0.1034 | -0.031 | 63 | 0.2300 | 0.3500 | 2 | 4 | 22.4% | -0.20 | 0.1038 | -0.031 |
| 1.63 | 2.04 | 29 | 24 | 24.4% | 0.68 | 0.1355 | -0.039 | 64 | 0.4500 | 0.6400 | 14 | 21 | 22.1% | -0.32 | 0.1364 | -0.039 |
| 0.9000 | 1.30 | 59 | 109 | 21.2% | 0.54 | 0.1543 | -0.043 | 65 | 0.6400 | 1.05 | 14 | 41 | 19.9% | -0.46 | 0.1558 | -0.043 |
| 0.6100 | 0.8000 | 160 | 179 | 22.3% | 0.39 | 0.1488 | -0.041 | 66 | 1.18 | 1.61 | 28 | 2 | 19.7% | -0.62 | 0.1509 | -0.042 |
| 0.1500 | 0.4600 | 12 | 10 | 19.8% | 0.25 | 0.1234 | -0.035 | 67 | 1.87 | 2.50 | 21.6% | -0.75 | 0.1256 | -0.035 | ||
| 0.1200 | 0.2700 | 23 | 2 | 21.9% | 0.15 | 0.0901 | -0.026 | 68 | 2.69 | 3.20 | 18.8% | -0.85 | 0.0935 | -0.026 | ||
| 0.0400 | 0.1700 | 1 | 22.7% | 0.09 | 0.0606 | -0.018 | 69 | 3.75 | 4.10 | 22.1% | -0.92 | 0.0656 | -0.020 | |||
| 0.0500 | 0.1000 | 104 | 3,184 | 24.9% | 0.06 | 0.0406 | -0.014 | 70 | 4.60 | 5.10 | -0.95 | 0.0467 | -0.016 | |||
| 0 | 0.0900 | 26.1% | 0.04 | 0.0289 | -0.012 | 71 | 5.55 | 6.05 | -0.97 | 0.0348 | -0.013 | |||||
| 0.0100 | 0.0800 | 29.5% | 0.03 | 0.0219 | -0.010 | 72 | 6.55 | 7.05 | -0.98 | 0.0263 | -0.011 | |||||
| 0.0100 | 0.0700 | 32.2% | 0.03 | 0.0173 | -0.010 | 73 | 7.55 | 8.05 | -0.99 | 0.0197 | -0.010 | |||||
| 0 | 0.0700 | 34.6% | 0.03 | 0.0141 | -0.009 | 74 | 8.60 | 9.05 | -0.99 | 0.0153 | -0.010 | |||||
| 0 | 0.0700 | 37.7% | 0.02 | 0.0117 | -0.009 | 75 | 9.60 | 10.05 | -0.99 | 0.0121 | -0.009 | |||||
| 0 | 0.0700 | 40.7% | 0.02 | 0.0099 | -0.008 | 76 | 10.55 | 11.05 | -0.99 | 0.0098 | -0.008 | |||||
| 0 | 0.0700 | 43.6% | 0.02 | 0.0084 | -0.008 | 77 | 11.55 | 12.05 | -0.99 | 0.0080 | -0.008 | |||||
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 14, 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.