XLRE chaîne d'options State Street Real Estate 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 ±3.1% (40.30–42.90) · ATM IV 12.9% · P/C open interest 1.02
| 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 | |
| 9.50 | 14.40 | 67.2% | 1.00 | 0.0004 | 0.000 | 30 | 0 | 5.00 | 163.3% | -0.00 | 0.0004 | -0.000 | ||||
| 6.60 | 11.50 | 1 | 57.0% | 1.00 | 0.0022 | 0.000 | 33 | 0 | 5.00 | 44 | 133.7% | -0.00 | 0.0022 | -0.000 | ||
| 5.60 | 10.50 | 51.0% | 1.00 | 0.0039 | 0.000 | 34 | 0 | 5.00 | 44 | 124.2% | -0.00 | 0.0039 | -0.001 | |||
| 4.60 | 9.50 | 45.2% | 0.99 | 0.0068 | -0.000 | 35 | 0 | 0.1000 | 2 | 33.1% | -0.01 | 0.0069 | -0.001 | |||
| 3.60 | 8.50 | 39.5% | 0.99 | 0.0123 | -0.001 | 36 | 0 | 5.00 | 105.6% | -0.01 | 0.0124 | -0.002 | ||||
| 2.55 | 7.40 | 30.0% | 0.97 | 0.0222 | -0.002 | 37 | 0 | 5.00 | 6 | 96.4% | -0.03 | 0.0225 | -0.002 | |||
| 1.65 | 6.50 | 29.2% | 0.95 | 0.0403 | -0.003 | 38 | 0 | 0.7500 | 15 | 27.0% | -0.05 | 0.0410 | -0.004 | |||
| 0.5500 | 5.40 | 19.4% | 0.91 | 0.0723 | -0.005 | 39 | 0 | 0.7500 | 27 | 17.1% | -0.09 | 0.0737 | -0.006 | |||
| 0 | 5.00 | 124 | 27.4% | 0.83 | 0.1240 | -0.008 | 40 | 0.1500 | 0.5000 | 1,282 | 17.5% | -0.17 | 0.1271 | -0.008 | ||
| 0.9000 | 1.50 | 5 | 1,416 | 16.3% | 0.69 | 0.1898 | -0.010 | 41 | 0.2500 | 0.4500 | 50 | 1,281 | 14.1% | -0.32 | 0.1968 | -0.011 |
| 0.3000 | 0.7000 | 64 | 992 | 13.0% | 0.48 | 0.2303 | -0.011 | 42 | 0.6000 | 1.00 | 50 | 1,198 | 12.8% | -0.54 | 0.2455 | -0.011 |
| 0.1500 | 0.3000 | 65 | 524 | 12.8% | 0.26 | 0.1941 | -0.008 | 43 | 0.4500 | 5.30 | 1 | 90 | 44.9% | -0.78 | 0.2225 | -0.009 |
| 0 | 0.1500 | 25 | 221 | 12.9% | 0.11 | 0.1140 | -0.005 | 44 | 0.1500 | 5.00 | 107 | 23.1% | -0.96 | 0.1440 | -0.006 | |
| 0 | 0.7500 | 32 | 454 | 13.6% | 0.05 | 0.0545 | -0.003 | 45 | 0.7500 | 5.60 | 51 | -1.00 | 0.0000 | -0.005 | ||
| 0 | 1.50 | 105 | 43.2% | 0.02 | 0.0245 | -0.001 | 46 | 2.05 | 6.90 | 1 | 29.9% | -1.00 | 0.0000 | -0.005 | ||
| 0 | 5.00 | 197 | 87.5% | 0.01 | 0.0111 | -0.001 | 47 | 3.10 | 7.90 | 35.4% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 0.3500 | 14 | 33.8% | 0.00 | 0.0053 | -0.000 | 48 | 5.50 | 7.10 | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 5.00 | 98.8% | 0.00 | 0.0026 | -0.000 | 49 | 5.00 | 9.90 | 41.3% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 3.10 | 7 | 83.4% | 0.00 | 0.0014 | -0.000 | 50 | 6.00 | 10.90 | 45.0% | -1.00 | 0.0000 | -0.005 | |||
| 0 | 5.00 | 109.1% | 0.00 | 0.0007 | -0.000 | 51 | 7.00 | 11.90 | 48.6% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 5.00 | 113.9% | 0.00 | 0.0004 | 0.000 | 52 | 8.00 | 12.90 | 52.0% | -1.00 | 0.0000 | -0.005 | ||||
| 0 | 5.00 | 118.6% | 0.00 | 0.0002 | 0.000 | 53 | 9.10 | 14.00 | 60.7% | -1.00 | 0.0000 | -0.005 | ||||
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.