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 ±6.3% (63.57–72.05) · ATM IV 26.3% · P/C open interest 0.70
| 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 | |
| 32.45 | 34.15 | 132.2% | 1.00 | 0.0000 | 0.000 | 35 | 0 | 0.0400 | 47 | 87.6% | 0.00 | 0.0000 | 0.000 | |||
| 31.55 | 33.15 | 20 | 130.5% | 1.00 | 0.0000 | 0.000 | 36 | 0 | 0.0700 | 11 | 89.7% | 0.00 | 0.0000 | 0.000 | ||
| 30.30 | 32.15 | 116.2% | 1.00 | 0.0000 | 0.000 | 37 | 0 | 0.0800 | 14 | 87.6% | -0.00 | 0.0000 | 0.000 | |||
| 29.35 | 31.00 | 107.1% | 1.00 | 0.0000 | 0.000 | 38 | 0 | 0.1000 | 154 | 86.5% | -0.00 | 0.0000 | 0.000 | |||
| 28.30 | 30.15 | 106.7% | 1.00 | 0.0000 | 0.000 | 39 | 0 | 0.0700 | 16 | 79.3% | -0.00 | 0.0000 | 0.000 | |||
| 27.45 | 29.05 | 9 | 104.0% | 1.00 | 0.0000 | 0.000 | 40 | 0 | 0.0700 | 254 | 76.0% | -0.00 | 0.0000 | -0.000 | ||
| 26.60 | 28.15 | 2 | 107.5% | 1.00 | 0.0001 | 0.000 | 41 | 0 | 0.0600 | 26 | 71.5% | -0.00 | 0.0001 | -0.000 | ||
| 25.45 | 27.15 | 98.5% | 1.00 | 0.0001 | 0.000 | 42 | 0 | 0.0500 | 89 | 66.9% | -0.00 | 0.0001 | -0.000 | |||
| 24.40 | 26.10 | 90.9% | 1.00 | 0.0001 | 0.000 | 43 | 0 | 0.0800 | 1 | 20 | 67.7% | -0.00 | 0.0001 | -0.000 | ||
| 23.60 | 25.15 | 14 | 94.1% | 1.00 | 0.0001 | 0.000 | 44 | 0 | 0.0700 | 116 | 63.6% | -0.00 | 0.0001 | -0.000 | ||
| 22.55 | 24.15 | 14 | 88.5% | 1.00 | 0.0002 | 0.000 | 45 | 0 | 0.0600 | 349 | 59.5% | -0.00 | 0.0002 | -0.000 | ||
| 21.35 | 23.15 | 120 | 78.7% | 1.00 | 0.0003 | 0.000 | 46 | 0 | 0.0600 | 2,154 | 56.6% | -0.00 | 0.0003 | -0.000 | ||
| 20.35 | 22.20 | 67 | 76.2% | 1.00 | 0.0004 | 0.000 | 47 | 0 | 0.0700 | 679 | 54.9% | -0.00 | 0.0004 | -0.000 | ||
| 19.35 | 21.20 | 62 | 72.4% | 1.00 | 0.0005 | 0.000 | 48 | 0 | 0.1300 | 631 | 56.8% | -0.00 | 0.0005 | -0.000 | ||
| 18.70 | 19.95 | 51 | 108 | 71.2% | 1.00 | 0.0007 | 0.000 | 49 | 0 | 0.0700 | 614 | 49.3% | -0.00 | 0.0007 | -0.001 | |
| 17.55 | 19.20 | 212 | 69.7% | 1.00 | 0.0009 | 0.000 | 50 | 0 | 0.0800 | 12.9K | 47.5% | -0.00 | 0.0009 | -0.001 | ||
| 16.55 | 18.20 | 304 | 65.9% | 1.00 | 0.0012 | 0.000 | 51 | 0 | 0.0700 | 10 | 828 | 44.0% | -0.00 | 0.0013 | -0.001 | |
| 15.70 | 17.15 | 13 | 64.1% | 1.00 | 0.0017 | 0.000 | 52 | 0 | 0.1400 | 123 | 45.8% | -0.00 | 0.0018 | -0.001 | ||
| 14.65 | 15.50 | 5 | 39.6% | 0.99 | 0.0024 | 0.000 | 53 | 0 | 0.1000 | 3 | 472 | 40.8% | -0.01 | 0.0024 | -0.002 | |
| 13.75 | 15.20 | 14 | 58.4% | 0.99 | 0.0034 | -0.001 | 54 | 0 | 0.0400 | 2 | 2,398 | 33.6% | -0.01 | 0.0034 | -0.002 | |
| 12.95 | 13.50 | 1 | 1,034 | 44.7% | 0.99 | 0.0047 | -0.001 | 55 | 0.0200 | 0.0900 | 24 | 15.6K | 36.0% | -0.01 | 0.0048 | -0.003 |
| 11.70 | 13.20 | 37 | 50.2% | 0.98 | 0.0066 | -0.003 | 56 | 0.0300 | 0.0400 | 2 | 1,325 | 31.2% | -0.02 | 0.0066 | -0.004 | |
| 10.80 | 11.50 | 19 | 34.1% | 0.98 | 0.0091 | -0.004 | 57 | 0.0500 | 0.0600 | 90 | 22.4K | 30.8% | -0.02 | 0.0092 | -0.005 | |
| 10.05 | 10.35 | 9 | 738 | 33.8% | 0.97 | 0.0125 | -0.006 | 58 | 0.0600 | 0.1000 | 92 | 878 | 30.1% | -0.04 | 0.0126 | -0.007 |
| 9.05 | 9.50 | 50 | 43 | 33.8% | 0.95 | 0.0168 | -0.008 | 59 | 0.1200 | 0.1400 | 153 | 27.3K | 30.1% | -0.05 | 0.0169 | -0.009 |
| 8.15 | 8.45 | 33 | 6,596 | 32.2% | 0.93 | 0.0222 | -0.011 | 60 | 0.1800 | 0.1900 | 370 | 18.6K | 29.5% | -0.07 | 0.0224 | -0.012 |
| 7.25 | 7.55 | 6 | 166 | 31.0% | 0.91 | 0.0286 | -0.014 | 61 | 0.2500 | 0.2700 | 197 | 1,923 | 28.7% | -0.09 | 0.0288 | -0.015 |
| 6.75 | 7.10 | 29.9% | 0.89 | 0.0321 | -0.016 | 61.5 | 0.2900 | 0.3300 | 702 | 28.7% | -0.11 | 0.0324 | -0.017 | |||
| 6.35 | 6.70 | 911 | 30.5% | 0.87 | 0.0359 | -0.017 | 62 | 0.3600 | 0.3800 | 1,069 | 8,007 | 28.5% | -0.13 | 0.0363 | -0.018 | |
| 5.75 | 6.45 | 30.2% | 0.86 | 0.0398 | -0.019 | 62.5 | 0.4100 | 0.4500 | 22 | 28.1% | -0.15 | 0.0403 | -0.020 | |||
| 5.50 | 5.80 | 10 | 1,323 | 29.3% | 0.84 | 0.0439 | -0.021 | 63 | 0.5000 | 0.5200 | 1,507 | 3,751 | 27.9% | -0.17 | 0.0445 | -0.022 |
| 4.95 | 5.35 | 27.3% | 0.81 | 0.0481 | -0.023 | 63.5 | 0.5700 | 0.6100 | 15 | 27.6% | -0.19 | 0.0487 | -0.024 | |||
| 4.70 | 4.95 | 9 | 1,911 | 28.4% | 0.79 | 0.0523 | -0.024 | 64 | 0.6700 | 0.7000 | 577 | 5,071 | 27.3% | -0.21 | 0.0530 | -0.025 |
| 4.25 | 4.55 | 27.5% | 0.76 | 0.0564 | -0.026 | 64.5 | 0.7800 | 0.8200 | 60 | 27.1% | -0.24 | 0.0572 | -0.027 | |||
| 3.95 | 4.20 | 114 | 30.0K | 28.0% | 0.73 | 0.0604 | -0.028 | 65 | 0.9000 | 0.9500 | 1,392 | 6,100 | 26.9% | -0.27 | 0.0612 | -0.028 |
| 3.60 | 3.85 | 27.9% | 0.70 | 0.0641 | -0.029 | 65.5 | 1.03 | 1.10 | 41 | 26.7% | -0.30 | 0.0650 | -0.030 | |||
| 3.25 | 3.45 | 231 | 8,532 | 27.2% | 0.67 | 0.0674 | -0.030 | 66 | 1.19 | 1.26 | 693 | 2,638 | 26.5% | -0.34 | 0.0686 | -0.031 |
| 3.00 | 3.15 | 6 | 27.6% | 0.63 | 0.0703 | -0.031 | 66.5 | 1.40 | 1.45 | 82 | 26.6% | -0.37 | 0.0716 | -0.032 | ||
| 2.68 | 2.79 | 21 | 9,714 | 26.9% | 0.60 | 0.0725 | -0.032 | 67 | 1.58 | 1.65 | 302 | 1,356 | 26.3% | -0.41 | 0.0740 | -0.033 |
| 2.40 | 2.55 | 111 | 27.1% | 0.56 | 0.0741 | -0.032 | 67.5 | 1.80 | 1.87 | 48 | 26.1% | -0.45 | 0.0757 | -0.033 | ||
| 2.15 | 2.18 | 456 | 14.2K | 26.4% | 0.52 | 0.0750 | -0.033 | 68 | 2.04 | 2.11 | 577 | 608 | 26.2% | -0.48 | 0.0768 | -0.034 |
| 1.91 | 1.94 | 14 | 26.4% | 0.49 | 0.0752 | -0.033 | 68.5 | 2.26 | 2.38 | 21 | 25.8% | -0.52 | 0.0771 | -0.034 | ||
| 1.69 | 1.73 | 366 | 4,983 | 26.4% | 0.45 | 0.0746 | -0.033 | 69 | 2.55 | 2.76 | 230 | 26.5% | -0.56 | 0.0767 | -0.033 | |
| 1.49 | 1.52 | 22 | 26.3% | 0.41 | 0.0734 | -0.032 | 69.5 | 2.83 | 3.10 | 26.6% | -0.60 | 0.0757 | -0.033 | |||
| 1.32 | 1.34 | 240 | 78.9K | 26.4% | 0.38 | 0.0716 | -0.031 | 70 | 3.15 | 3.35 | 80 | 26.1% | -0.63 | 0.0741 | -0.032 | |
| 1.15 | 1.18 | 118 | 26.4% | 0.34 | 0.0692 | -0.030 | 70.5 | 3.15 | 3.75 | 24.2% | -0.67 | 0.0719 | -0.031 | |||
| 1.00 | 1.02 | 158 | 2,948 | 26.3% | 0.31 | 0.0664 | -0.029 | 71 | 3.90 | 4.05 | 7 | 210 | 26.2% | -0.70 | 0.0693 | -0.030 |
| 0.7600 | 0.8000 | 271 | 1,384 | 26.6% | 0.25 | 0.0599 | -0.026 | 72 | 4.55 | 4.80 | 25.6% | -0.76 | 0.0630 | -0.027 | ||
| 0.6500 | 0.6800 | 83 | 26.5% | 0.23 | 0.0561 | -0.025 | 72.5 | 4.95 | 5.30 | 26.5% | -0.79 | 0.0596 | -0.026 | |||
| 0.5600 | 0.5900 | 35 | 935 | 26.5% | 0.20 | 0.0524 | -0.023 | 73 | 5.35 | 5.65 | 8 | 25.7% | -0.82 | 0.0559 | -0.024 | |
| 0.4200 | 0.4500 | 192 | 1,591 | 26.9% | 0.16 | 0.0448 | -0.020 | 74 | 6.20 | 6.75 | 28.2% | -0.86 | 0.0486 | -0.021 | ||
| 0.3100 | 0.3200 | 259 | 22.1K | 27.0% | 0.12 | 0.0373 | -0.017 | 75 | 7.10 | 7.40 | 7 | 24.7% | -0.90 | 0.0415 | -0.018 | |
| 0.2200 | 0.2500 | 8 | 857 | 27.3% | 0.09 | 0.0305 | -0.014 | 76 | 7.90 | 8.40 | -0.94 | 0.0347 | -0.015 | |||
| 0.1600 | 0.1800 | 16 | 296 | 27.5% | 0.07 | 0.0246 | -0.011 | 77 | 8.75 | 9.40 | -0.96 | 0.0302 | -0.013 | |||
| 0.1100 | 0.1300 | 8 | 291 | 27.6% | 0.05 | 0.0197 | -0.009 | 78 | 9.45 | 10.75 | -0.98 | 0.0220 | -0.010 | |||
| 0.0700 | 0.1100 | 1 | 6 | 28.1% | 0.04 | 0.0157 | -0.008 | 79 | 10.85 | 11.65 | 33.8% | -0.99 | 0.0131 | -0.008 | ||
| 0.0600 | 0.0800 | 23 | 2,115 | 28.7% | 0.03 | 0.0126 | -0.006 | 80 | 10.25 | 13.95 | -1.00 | 0.0044 | -0.008 | |||
| 0 | 0.2200 | 5 | 33.0% | 0.03 | 0.0102 | -0.005 | 81 | 12.25 | 13.75 | -1.00 | 0.0000 | -0.008 | ||||
| 0 | 0.0700 | 1 | 761 | 33.8% | 0.01 | 0.0050 | -0.003 | 85 | 16.25 | 17.75 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0300 | 1 | 2,933 | 37.1% | 0.01 | 0.0026 | -0.002 | 90 | 20.75 | 23.00 | -1.00 | 0.0000 | -0.008 | |||
| 0 | 0.0300 | 473 | 43.3% | 0.00 | 0.0015 | -0.002 | 95 | 25.75 | 28.35 | -1.00 | 0.0000 | -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 — Nov 20, 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.