XLF chaîne d'options State Street Financial 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 ±2.4% (56.73–59.53) · ATM IV 15.2% · P/C open interest 2.42
| 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 | |
| 26.90 | 29.45 | 1 | 137.9% | 1.00 | 0.0002 | -0.001 | 30 | 0 | 0.0500 | 359 | 137.8% | -0.00 | 0.0002 | -0.001 | ||
| 21.90 | 24.45 | 61 | 103.6% | 1.00 | 0.0005 | -0.002 | 35 | 0 | 0.2200 | 35.4K | 132.7% | -0.00 | 0.0005 | -0.002 | ||
| 21.15 | 23.20 | 86 | 97.3% | 1.00 | 0.0006 | -0.002 | 36 | 0 | 0.2600 | 63 | 129.8% | -0.00 | 0.0006 | -0.002 | ||
| 20.55 | 22.20 | 2 | 4 | 135.0% | 1.00 | 0.0006 | -0.002 | 37 | 0 | 0.1000 | 766 | 106.4% | -0.00 | 0.0006 | -0.002 | |
| 19.15 | 21.20 | 179 | 85.1% | 1.00 | 0.0008 | -0.002 | 38 | 0 | 0.2000 | 64 | 111.9% | -0.00 | 0.0008 | -0.002 | ||
| 18.00 | 20.20 | 113 | 1.00 | 0.0009 | -0.002 | 39 | 0 | 0.2800 | 45 | 112.2% | -0.00 | 0.0009 | -0.002 | |||
| 16.20 | 20.10 | 94 | 1.00 | 0.0011 | -0.002 | 40 | 0 | 0.3400 | 5,296 | 109.9% | -0.00 | 0.0011 | -0.002 | |||
| 16.20 | 18.25 | 199 | 86.6% | 1.00 | 0.0013 | -0.002 | 41 | 0 | 0.2200 | 13.3K | 95.9% | -0.00 | 0.0013 | -0.002 | ||
| 14.55 | 17.20 | 4 | 82 | 1.00 | 0.0015 | -0.003 | 42 | 0 | 0.2200 | 20.4K | 90.2% | -0.00 | 0.0015 | -0.003 | ||
| 14.10 | 16.40 | 2 | 110 | 80.2% | 1.00 | 0.0018 | -0.003 | 43 | 0 | 0.2000 | 205.3K | 83.2% | -0.00 | 0.0018 | -0.003 | |
| 13.00 | 15.25 | 21 | 0.99 | 0.0022 | -0.003 | 44 | 0 | 0.2200 | 34.0K | 79.1% | -0.01 | 0.0022 | -0.003 | |||
| 12.95 | 14.30 | 29 | 5,613 | 100.7% | 0.99 | 0.0027 | -0.003 | 45 | 0 | 0.0300 | 50.5K | 54.9% | -0.01 | 0.0027 | -0.003 | |
| 10.20 | 14.10 | 10 | 0.99 | 0.0033 | -0.003 | 46 | 0 | 0.0300 | 77.2K | 50.7% | -0.01 | 0.0033 | -0.003 | |||
| 9.80 | 12.40 | 24 | 0.99 | 0.0041 | -0.004 | 47 | 0 | 0.3300 | 57.4K | 68.5% | -0.01 | 0.0042 | -0.004 | |||
| 9.20 | 11.70 | 1,404 | 70.7% | 0.99 | 0.0052 | -0.004 | 48 | 0 | 0.5900 | 10 | 225.4K | 72.0% | -0.01 | 0.0052 | -0.004 | |
| 7.70 | 10.80 | 1 | 15.8K | 48.6% | 0.99 | 0.0067 | -0.004 | 49 | 0.0100 | 0.1000 | 90.7K | 46.5% | -0.01 | 0.0067 | -0.004 | |
| 6.70 | 9.20 | 1 | 41.3K | 0.99 | 0.0087 | -0.005 | 50 | 0 | 0.0300 | 24 | 92.2K | 34.4% | -0.01 | 0.0087 | -0.005 | |
| 5.80 | 8.30 | 28.2K | 0.98 | 0.0115 | -0.005 | 51 | 0 | 0.1200 | 88.6K | 37.8% | -0.02 | 0.0116 | -0.005 | |||
| 4.80 | 7.80 | 71.6K | 38.0% | 0.98 | 0.0158 | -0.006 | 52 | 0 | 0.0800 | 6,128 | 43.2K | 30.8% | -0.02 | 0.0159 | -0.006 | |
| 4.55 | 7.20 | 1 | 40.0% | 0.98 | 0.0187 | -0.006 | 52.5 | 0 | 2.16 | 72.6% | -0.02 | 0.0188 | -0.006 | |||
| 4.25 | 6.05 | 1 | 24.6K | 0.97 | 0.0224 | -0.006 | 53 | 0.0200 | 0.2800 | 1 | 29.8K | 34.9% | -0.03 | 0.0226 | -0.006 | |
| 3.60 | 6.15 | 34.3% | 0.97 | 0.0273 | -0.007 | 53.5 | 0 | 0.7700 | 46 | 42.6% | -0.03 | 0.0276 | -0.007 | |||
| 3.85 | 5.10 | 6 | 42.2K | 35.8% | 0.96 | 0.0339 | -0.007 | 54 | 0.0300 | 0.0500 | 13 | 51.5K | 21.9% | -0.04 | 0.0343 | -0.007 |
| 1.77 | 5.00 | 14 | 0.95 | 0.0431 | -0.008 | 54.5 | 0.0100 | 0.5800 | 22 | 32.9% | -0.05 | 0.0438 | -0.008 | |||
| 2.90 | 4.30 | 2 | 107.7K | 33.9% | 0.94 | 0.0564 | -0.009 | 55 | 0.0500 | 0.1100 | 1,367 | 20.1K | 20.3% | -0.06 | 0.0573 | -0.009 |
| 2.08 | 3.25 | 0.92 | 0.0757 | -0.011 | 55.5 | 0.0100 | 0.4500 | 12 | 672 | 24.3% | -0.08 | 0.0770 | -0.011 | |||
| 1.99 | 2.46 | 49 | 30.2K | 12.5% | 0.89 | 0.1029 | -0.013 | 56 | 0.0800 | 0.2800 | 1,468 | 95.0K | 19.2% | -0.12 | 0.1049 | -0.013 |
| 0.0100 | 3.80 | 1 | 3 | 17.6% | 0.84 | 0.1390 | -0.015 | 56.5 | 0.0600 | 0.2100 | 3 | 1,883 | 14.8% | -0.17 | 0.1415 | -0.016 |
| 0.8300 | 1.87 | 173 | 44.0K | 12.6% | 0.77 | 0.1813 | -0.018 | 57 | 0.1200 | 0.3100 | 502 | 69.2K | 14.2% | -0.24 | 0.1850 | -0.019 |
| 0.7700 | 1.45 | 1 | 39 | 15.7% | 0.67 | 0.2229 | -0.021 | 57.5 | 0.2100 | 0.5600 | 13 | 997 | 14.8% | -0.34 | 0.2281 | -0.022 |
| 0.7000 | 0.9800 | 1,414 | 59.2K | 16.3% | 0.55 | 0.2517 | -0.022 | 58 | 0.4500 | 0.6700 | 316 | 101.2K | 14.1% | -0.46 | 0.2587 | -0.023 |
| 0.3700 | 0.7700 | 75 | 357 | 15.7% | 0.43 | 0.2540 | -0.022 | 58.5 | 0.7200 | 0.9700 | 491 | 5,960 | 14.6% | -0.59 | 0.2634 | -0.023 |
| 0.2100 | 0.4800 | 802 | 29.4K | 14.7% | 0.31 | 0.2262 | -0.020 | 59 | 0.9800 | 1.27 | 25 | 555 | 13.5% | -0.71 | 0.2370 | -0.021 |
| 0.0100 | 0.3800 | 1,613 | 3,050 | 14.1% | 0.21 | 0.1823 | -0.017 | 59.5 | 1.04 | 1.83 | 27 | 27 | 10.3% | -0.81 | 0.1917 | -0.018 |
| 0.1000 | 0.2400 | 420 | 35.2K | 16.3% | 0.15 | 0.1378 | -0.013 | 60 | 1.57 | 3.00 | 478 | 24.7% | -0.88 | 0.1428 | -0.014 | |
| 0 | 0.7500 | 28 | 25.7% | 0.10 | 0.0998 | -0.010 | 60.5 | 0.3400 | 4.55 | 15.7% | -0.93 | 0.0997 | -0.010 | |||
| 0 | 0.5800 | 18 | 20.7K | 26.0% | 0.07 | 0.0712 | -0.008 | 61 | 2.13 | 4.85 | 21 | 36.8% | -0.96 | 0.0663 | -0.007 | |
| 0 | 0.2800 | 26 | 22.9% | 0.05 | 0.0508 | -0.006 | 61.5 | 1.46 | 5.00 | -0.97 | 0.0429 | -0.005 | ||||
| 0 | 0.0400 | 12 | 3,673 | 16.8% | 0.03 | 0.0367 | -0.005 | 62 | 2.64 | 5.60 | 31.1% | -0.98 | 0.0279 | -0.004 | ||
| 0 | 0.7500 | 679 | 39.7% | 0.02 | 0.0209 | -0.003 | 63 | 3.20 | 6.85 | 2 | 31.6% | -0.99 | 0.0130 | -0.002 | ||
| 0 | 1.13 | 185 | 51.4% | 0.01 | 0.0134 | -0.003 | 64 | 4.40 | 7.85 | 41.1% | -1.00 | 0.0072 | -0.001 | |||
| 0 | 0.0100 | 10.3K | 22.5% | 0.01 | 0.0095 | -0.002 | 65 | 4.90 | 8.85 | 8 | -1.00 | 0.0046 | -0.001 | |||
| 0 | 0.5800 | 2,385 | 50.3% | 0.01 | 0.0071 | -0.002 | 66 | 6.50 | 9.85 | 52.4% | -1.00 | 0.0032 | -0.001 | |||
| 0 | 1.12 | 232 | 65.9% | 0.01 | 0.0055 | -0.002 | 67 | 6.90 | 10.85 | -1.00 | 0.0024 | -0.001 | ||||
| 0 | 0.6800 | 1,790 | 61.1% | 0.01 | 0.0044 | -0.002 | 68 | 7.90 | 11.85 | -1.00 | 0.0018 | -0.001 | ||||
| 0 | 0.8100 | 300 | 68.3% | 0.00 | 0.0036 | -0.002 | 69 | 8.90 | 12.85 | -1.00 | 0.0014 | -0.001 | ||||
| 0 | 2.13 | 4,098 | 97.2% | 0.00 | 0.0029 | -0.002 | 70 | 10.70 | 13.10 | 40.7% | -1.00 | 0.0011 | -0.000 | |||
| 0 | 0.0100 | 3 | 221 | 46.9% | 0.00 | 0.0014 | -0.001 | 75 | 15.85 | 17.85 | -1.00 | 0.0004 | -0.000 | |||
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 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.