XLP chaîne d'options State Street Consumer Staples 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 ±3.8% (84.31–90.91) · ATM IV 15.9% · P/C open interest 4.76
| 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 | |
| 40.85 | 44.95 | 1.00 | 0.0003 | 0.000 | 45 | 0 | 2.13 | 164.0% | -0.00 | 0.0003 | -0.002 | |||||
| 35.80 | 39.85 | 1.00 | 0.0004 | 0.000 | 50 | 0 | 2.13 | 142.2% | -0.00 | 0.0004 | -0.002 | |||||
| 30.85 | 35.00 | 1.00 | 0.0007 | 0.000 | 55 | 0 | 2.13 | 122.4% | -0.00 | 0.0007 | -0.003 | |||||
| 25.90 | 30.00 | 0.99 | 0.0011 | 0.000 | 60 | 0 | 1.35 | 92.6% | -0.01 | 0.0011 | -0.003 | |||||
| 20.90 | 25.05 | 1 | 0.99 | 0.0020 | -0.001 | 65 | 0 | 0.0900 | 10 | 10 | 46.7% | -0.01 | 0.0020 | -0.004 | ||
| 17.35 | 21.05 | 47.3% | 0.99 | 0.0032 | -0.002 | 69 | 0 | 1.40 | 12 | 65.4% | -0.01 | 0.0032 | -0.005 | |||
| 15.90 | 20.05 | 0.99 | 0.0037 | -0.003 | 70 | 0 | 0.7300 | 18 | 53.1% | -0.01 | 0.0037 | -0.005 | ||||
| 14.90 | 18.95 | 0.98 | 0.0042 | -0.003 | 71 | 0 | 1.02 | 1 | 54.7% | -0.02 | 0.0043 | -0.005 | ||||
| 13.90 | 17.95 | 0.98 | 0.0049 | -0.004 | 72 | 0 | 0.2400 | 5 | 6 | 38.1% | -0.02 | 0.0050 | -0.005 | |||
| 12.95 | 17.10 | 0.98 | 0.0057 | -0.004 | 73 | 0 | 0.1000 | 3 | 55 | 31.1% | -0.02 | 0.0058 | -0.006 | |||
| 12.00 | 16.10 | 0.98 | 0.0067 | -0.004 | 74 | 0 | 0.4600 | 42 | 38.4% | -0.02 | 0.0067 | -0.006 | ||||
| 11.00 | 14.10 | 1 | 0.98 | 0.0079 | -0.005 | 75 | 0 | 0.4100 | 1 | 695 | 35.1% | -0.02 | 0.0079 | -0.007 | ||
| 9.95 | 14.10 | 1 | 0.97 | 0.0093 | -0.005 | 76 | 0.0200 | 0.5300 | 793 | 35.0% | -0.03 | 0.0094 | -0.007 | |||
| 8.95 | 12.20 | 90 | 0.97 | 0.0112 | -0.006 | 77 | 0 | 0.3800 | 231 | 29.9% | -0.03 | 0.0113 | -0.008 | |||
| 8.00 | 12.15 | 0.96 | 0.0136 | -0.007 | 78 | 0 | 0.4000 | 1 | 4,425 | 28.0% | -0.04 | 0.0137 | -0.008 | |||
| 7.05 | 11.15 | 4 | 17.1% | 0.95 | 0.0167 | -0.008 | 79 | 0.0500 | 0.5000 | 1,061 | 27.7% | -0.05 | 0.0169 | -0.009 | ||
| 6.00 | 10.20 | 74 | 14.9% | 0.94 | 0.0209 | -0.009 | 80 | 0.0500 | 0.3100 | 8 | 6,450 | 22.7% | -0.06 | 0.0212 | -0.010 | |
| 5.55 | 8.80 | 1 | 82 | 17.5% | 0.93 | 0.0265 | -0.010 | 81 | 0.0300 | 0.3300 | 44 | 10.1K | 20.4% | -0.07 | 0.0269 | -0.011 |
| 5.80 | 6.75 | 2 | 282 | 18.2% | 0.91 | 0.0340 | -0.012 | 82 | 0.1500 | 0.3000 | 28 | 8,295 | 19.2% | -0.09 | 0.0347 | -0.013 |
| 5.30 | 7.80 | 29.8% | 0.89 | 0.0387 | -0.013 | 82.5 | 0 | 0.4300 | 160 | 1,111 | 17.8% | -0.11 | 0.0394 | -0.014 | ||
| 4.70 | 5.80 | 2 | 668 | 15.2% | 0.88 | 0.0440 | -0.014 | 83 | 0.2000 | 0.4400 | 338 | 9,434 | 18.6% | -0.12 | 0.0448 | -0.015 |
| 4.50 | 5.55 | 1 | 19.2% | 0.86 | 0.0498 | -0.015 | 83.5 | 0 | 0.6900 | 85 | 36 | 17.7% | -0.14 | 0.0509 | -0.016 | |
| 3.40 | 5.20 | 1 | 985 | 13.8% | 0.83 | 0.0562 | -0.017 | 84 | 0.2200 | 0.4300 | 136 | 7,724 | 16.0% | -0.17 | 0.0574 | -0.018 |
| 3.45 | 4.65 | 2 | 16.6% | 0.81 | 0.0629 | -0.018 | 84.5 | 0.4000 | 0.6500 | 8 | 101 | 17.6% | -0.20 | 0.0644 | -0.019 | |
| 3.25 | 3.90 | 22 | 2,566 | 15.5% | 0.78 | 0.0697 | -0.020 | 85 | 0.5000 | 0.7200 | 366 | 10.5K | 17.2% | -0.23 | 0.0715 | -0.021 |
| 2.85 | 3.65 | 16.2% | 0.74 | 0.0763 | -0.022 | 85.5 | 0.3800 | 0.9600 | 582 | 1,008 | 16.3% | -0.26 | 0.0785 | -0.023 | ||
| 2.54 | 3.35 | 6 | 728 | 16.7% | 0.70 | 0.0825 | -0.023 | 86 | 0.6400 | 1.04 | 33 | 5,888 | 16.6% | -0.30 | 0.0850 | -0.024 |
| 1.39 | 3.65 | 15.7% | 0.66 | 0.0879 | -0.024 | 86.5 | 0.6700 | 1.67 | 1,121 | 18.2% | -0.35 | 0.0908 | -0.025 | |||
| 1.53 | 2.66 | 11 | 893 | 14.5% | 0.62 | 0.0922 | -0.025 | 87 | 1.10 | 1.30 | 794 | 393 | 16.5% | -0.39 | 0.0956 | -0.026 |
| 0.8300 | 2.76 | 1 | 23 | 14.4% | 0.57 | 0.0954 | -0.026 | 87.5 | 1.30 | 1.71 | 29 | 1 | 17.3% | -0.44 | 0.0993 | -0.027 |
| 1.10 | 1.94 | 37 | 2,837 | 14.3% | 0.52 | 0.0971 | -0.026 | 88 | 1.42 | 1.81 | 10 | 2,642 | 16.0% | -0.49 | 0.1016 | -0.027 |
| 0.9400 | 1.95 | 4 | 15.9% | 0.47 | 0.0974 | -0.026 | 88.5 | 1.12 | 2.21 | 12 | 13.9% | -0.54 | 0.1025 | -0.027 | ||
| 1.00 | 1.24 | 125 | 2,660 | 14.8% | 0.42 | 0.0962 | -0.026 | 89 | 1.41 | 2.61 | 5 | 14.3% | -0.59 | 0.1020 | -0.027 | |
| 0.7600 | 1.25 | 2 | 38 | 15.5% | 0.38 | 0.0935 | -0.025 | 89.5 | 2.24 | 2.89 | 16.8% | -0.64 | 0.1000 | -0.026 | ||
| 0.5000 | 1.01 | 249 | 724 | 14.6% | 0.33 | 0.0894 | -0.024 | 90 | 2.62 | 3.25 | 6 | 368 | 17.2% | -0.69 | 0.0965 | -0.025 |
| 0.2400 | 1.02 | 172 | 14.8% | 0.29 | 0.0842 | -0.022 | 90.5 | 2.25 | 4.60 | 18.7% | -0.74 | 0.0920 | -0.024 | |||
| 0.3300 | 0.7800 | 478 | 697 | 15.4% | 0.25 | 0.0781 | -0.021 | 91 | 3.20 | 3.85 | 15.2% | -0.78 | 0.0864 | -0.023 | ||
| 0.2100 | 0.6200 | 47 | 2 | 14.9% | 0.22 | 0.0716 | -0.019 | 91.5 | 3.05 | 5.55 | 20.3% | -0.82 | 0.0806 | -0.021 | ||
| 0.1300 | 0.5500 | 13 | 631 | 15.1% | 0.19 | 0.0649 | -0.018 | 92 | 3.80 | 5.10 | 16.7% | -0.85 | 0.0743 | -0.020 | ||
| 0 | 0.8500 | 17.6% | 0.16 | 0.0583 | -0.017 | 92.5 | 2.80 | 5.45 | -0.88 | 0.0686 | -0.019 | |||||
| 0 | 0.5100 | 63 | 16.0% | 0.14 | 0.0521 | -0.015 | 93 | 3.25 | 7.40 | 16.5% | -0.91 | 0.0618 | -0.018 | |||
| 0 | 0.2600 | 10 | 543 | 15.2% | 0.11 | 0.0413 | -0.013 | 94 | 4.25 | 8.35 | 17.9% | -0.94 | 0.0543 | -0.016 | ||
| 0 | 0.2300 | 2 | 627 | 16.6% | 0.09 | 0.0331 | -0.012 | 95 | 5.60 | 9.40 | 24.7% | -0.97 | 0.0416 | -0.013 | ||
| 0 | 0.4100 | 26 | 4 | 21.0% | 0.07 | 0.0270 | -0.011 | 96 | 6.20 | 10.35 | 20.7% | -0.98 | 0.0287 | -0.013 | ||
| 0 | 0.3200 | 20 | 2 | 21.6% | 0.06 | 0.0225 | -0.010 | 97 | 7.20 | 11.30 | -0.99 | 0.0210 | -0.012 | |||
| 0 | 1.39 | 3 | 34.5% | 0.05 | 0.0191 | -0.010 | 98 | 8.20 | 12.30 | -0.99 | 0.0157 | -0.011 | ||||
| 0 | 2.17 | 1 | 42.6% | 0.05 | 0.0165 | -0.009 | 99 | 9.20 | 13.30 | -0.99 | 0.0110 | -0.011 | ||||
| 0 | 2.16 | 7 | 44.8% | 0.04 | 0.0144 | -0.009 | 100 | 10.20 | 14.30 | -1.00 | 0.0078 | -0.011 | ||||
| 0 | 0.9500 | 1 | 43.8% | 0.03 | 0.0083 | -0.008 | 105 | 15.20 | 19.30 | -1.00 | 0.0012 | -0.011 | ||||
| 0 | 1.20 | 55.1% | 0.02 | 0.0054 | -0.007 | 110 | 20.20 | 24.30 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 1.52 | 66.7% | 0.02 | 0.0039 | -0.007 | 115 | 25.20 | 29.30 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 1.35 | 72.2% | 0.01 | 0.0029 | -0.006 | 120 | 30.20 | 34.30 | -1.00 | 0.0000 | -0.011 | |||||
| 0 | 1.07 | 75.2% | 0.01 | 0.0023 | -0.006 | 125 | 35.20 | 39.30 | -1.00 | 0.0000 | -0.011 | |||||
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.