XLV chaîne d'options State Street Health Care 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 ±4.4% (167.88–183.43) · ATM IV 18.3% · P/C open interest 1.81
| 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 | |
| 83.95 | 88.30 | 2 | 94.9% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 2.13 | 2 | 138.5% | 0.00 | 0.0000 | 0.000 | ||
| 78.95 | 83.15 | 81.3% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 2.13 | 128.8% | 0.00 | 0.0000 | -0.000 | ||||
| 74.20 | 78.40 | 3 | 88.1% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 2.13 | 119.5% | -0.00 | 0.0000 | -0.000 | |||
| 69.00 | 73.20 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 2.13 | 110.7% | -0.00 | 0.0000 | -0.000 | |||||
| 64.05 | 68.25 | 53.2% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 2.13 | 102.3% | -0.00 | 0.0000 | -0.000 | ||||
| 59.05 | 63.25 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 2.13 | 94.2% | -0.00 | 0.0000 | -0.000 | |||||
| 54.05 | 58.35 | 66.4% | 1.00 | 0.0001 | 0.000 | 120 | 0 | 2.13 | 86.4% | -0.00 | 0.0001 | -0.001 | ||||
| 49.25 | 53.50 | 49.6% | 1.00 | 0.0001 | 0.000 | 125 | 0 | 2.13 | 78.8% | -0.00 | 0.0001 | -0.001 | ||||
| 44.10 | 48.30 | 1.00 | 0.0002 | 0.000 | 130 | 0 | 2.13 | 71.5% | -0.00 | 0.0002 | -0.001 | |||||
| 39.10 | 43.50 | 48.0% | 1.00 | 0.0005 | 0.000 | 135 | 0 | 2.13 | 49.2% | -0.00 | 0.0005 | -0.002 | ||||
| 34.15 | 38.60 | 22 | 1.00 | 0.0008 | 0.000 | 140 | 0 | 0.7500 | 25 | 40.3% | -0.00 | 0.0008 | -0.003 | |||
| 29.95 | 33.40 | 35.7% | 0.99 | 0.0016 | -0.001 | 145 | 0 | 0.4100 | 312 | 32.0% | -0.01 | 0.0016 | -0.005 | |||
| 25.40 | 28.25 | 9 | 36.1% | 0.98 | 0.0030 | -0.005 | 150 | 0.0300 | 0.1400 | 5 | 735 | 26.3% | -0.02 | 0.0031 | -0.008 | |
| 22.65 | 25.00 | 33.1% | 0.98 | 0.0045 | -0.009 | 153 | 0 | 0.4100 | 6 | 33 | 27.2% | -0.03 | 0.0045 | -0.011 | ||
| 21.65 | 24.35 | 33.9% | 0.97 | 0.0051 | -0.010 | 154 | 0.0200 | 0.2000 | 25 | 23.5% | -0.03 | 0.0051 | -0.013 | |||
| 20.85 | 22.50 | 40 | 27.4% | 0.97 | 0.0058 | -0.011 | 155 | 0.0400 | 0.4400 | 3 | 5,138 | 23.6% | -0.03 | 0.0059 | -0.014 | |
| 19.70 | 22.10 | 30.1% | 0.96 | 0.0066 | -0.013 | 156 | 0 | 0.6200 | 11 | 48 | 25.0% | -0.04 | 0.0067 | -0.015 | ||
| 19.00 | 20.45 | 11 | 24.6% | 0.96 | 0.0075 | -0.014 | 157 | 0.1300 | 0.2900 | 22 | 181 | 23.2% | -0.04 | 0.0076 | -0.017 | |
| 17.70 | 20.05 | 1 | 26.9% | 0.95 | 0.0085 | -0.016 | 158 | 0.2200 | 0.6100 | 152 | 24.1% | -0.05 | 0.0086 | -0.019 | ||
| 16.95 | 18.55 | 18 | 23.9% | 0.94 | 0.0096 | -0.018 | 159 | 0.1700 | 0.5900 | 2 | 183 | 22.4% | -0.06 | 0.0098 | -0.021 | |
| 15.90 | 17.50 | 90 | 22.4% | 0.94 | 0.0109 | -0.020 | 160 | 0.2000 | 0.5900 | 8 | 2,620 | 21.7% | -0.07 | 0.0111 | -0.023 | |
| 15.15 | 17.05 | 9 | 25.2% | 0.93 | 0.0124 | -0.023 | 161 | 0.2300 | 0.8200 | 1 | 253 | 22.3% | -0.08 | 0.0126 | -0.025 | |
| 14.05 | 15.60 | 1 | 21.3% | 0.91 | 0.0139 | -0.025 | 162 | 0.0700 | 0.7400 | 1 | 590 | 21.3% | -0.09 | 0.0142 | -0.027 | |
| 13.05 | 14.80 | 248 | 21.2% | 0.90 | 0.0157 | -0.028 | 163 | 0.3000 | 0.7700 | 3 | 371 | 20.9% | -0.10 | 0.0160 | -0.030 | |
| 12.30 | 14.25 | 64 | 23.4% | 0.89 | 0.0176 | -0.030 | 164 | 0.4800 | 1.06 | 1 | 539 | 21.4% | -0.11 | 0.0179 | -0.033 | |
| 11.60 | 12.65 | 2 | 194 | 20.7% | 0.87 | 0.0197 | -0.033 | 165 | 0.6000 | 0.7900 | 141 | 5,231 | 20.3% | -0.13 | 0.0201 | -0.035 |
| 10.50 | 12.10 | 2 | 9 | 21.4% | 0.85 | 0.0219 | -0.036 | 166 | 0.7200 | 1.00 | 31 | 104 | 19.9% | -0.15 | 0.0223 | -0.038 |
| 8.60 | 12.05 | 60 | 20.7% | 0.83 | 0.0242 | -0.039 | 167 | 0.2700 | 1.11 | 125 | 860 | 20.1% | -0.17 | 0.0247 | -0.041 | |
| 9.15 | 10.05 | 1 | 1,465 | 20.1% | 0.81 | 0.0267 | -0.042 | 168 | 0.8100 | 1.18 | 619 | 1,403 | 19.3% | -0.20 | 0.0272 | -0.044 |
| 8.30 | 9.45 | 1 | 88 | 20.4% | 0.78 | 0.0292 | -0.045 | 169 | 0.8800 | 1.80 | 8 | 129 | 19.0% | -0.22 | 0.0298 | -0.047 |
| 6.75 | 8.20 | 17 | 825 | 16.2% | 0.75 | 0.0316 | -0.048 | 170 | 1.05 | 1.70 | 24 | 1,811 | 19.1% | -0.25 | 0.0324 | -0.050 |
| 6.70 | 8.55 | 6 | 82 | 19.2% | 0.72 | 0.0340 | -0.051 | 171 | 1.24 | 2.41 | 299 | 97 | 19.3% | -0.28 | 0.0350 | -0.053 |
| 4.85 | 7.80 | 218 | 19.1% | 0.69 | 0.0363 | -0.053 | 172 | 1.26 | 2.52 | 101 | 320 | 19.0% | -0.32 | 0.0374 | -0.055 | |
| 5.80 | 7.50 | 20.9% | 0.67 | 0.0373 | -0.054 | 172.5 | 1.37 | 3.05 | 18.7% | -0.34 | 0.0385 | -0.056 | ||||
| 5.40 | 6.50 | 1 | 114 | 19.4% | 0.65 | 0.0383 | -0.055 | 173 | 1.77 | 2.74 | 22 | 134 | 18.4% | -0.36 | 0.0395 | -0.057 |
| 4.85 | 5.70 | 5 | 69 | 18.6% | 0.61 | 0.0400 | -0.057 | 174 | 2.49 | 3.70 | 2 | 97 | 18.5% | -0.40 | 0.0414 | -0.059 |
| 4.40 | 4.70 | 65 | 1,227 | 18.3% | 0.57 | 0.0413 | -0.058 | 175 | 2.90 | 3.30 | 35 | 323 | 18.0% | -0.44 | 0.0428 | -0.060 |
| 3.70 | 4.60 | 8 | 1,471 | 18.0% | 0.53 | 0.0421 | -0.058 | 176 | 3.30 | 3.95 | 430 | 533 | 18.6% | -0.48 | 0.0439 | -0.061 |
| 3.20 | 3.85 | 27 | 252 | 18.7% | 0.49 | 0.0424 | -0.058 | 177 | 3.60 | 4.60 | 1 | 91 | 17.9% | -0.53 | 0.0444 | -0.061 |
| 3.00 | 3.65 | 18.6% | 0.47 | 0.0423 | -0.058 | 177.5 | 3.85 | 4.70 | 17.9% | -0.55 | 0.0445 | -0.061 | ||||
| 1.97 | 3.55 | 12 | 194 | 18.2% | 0.45 | 0.0422 | -0.058 | 178 | 4.35 | 5.00 | 26 | 18.0% | -0.57 | 0.0444 | -0.060 | |
| 1.65 | 3.85 | 26 | 1,896 | 18.2% | 0.41 | 0.0414 | -0.056 | 179 | 4.70 | 5.75 | 11 | 17.7% | -0.61 | 0.0439 | -0.059 | |
| 1.93 | 2.38 | 27 | 1,611 | 17.9% | 0.37 | 0.0402 | -0.055 | 180 | 5.50 | 6.25 | 16 | 87 | 17.6% | -0.66 | 0.0429 | -0.058 |
| 0.5800 | 2.17 | 35 | 99 | 18.3% | 0.33 | 0.0385 | -0.052 | 181 | 6.15 | 6.95 | 31 | 17.5% | -0.70 | 0.0415 | -0.056 | |
| 0.5800 | 2.97 | 2 | 95 | 18.2% | 0.29 | 0.0365 | -0.050 | 182 | 6.65 | 7.80 | 18 | 17.5% | -0.74 | 0.0397 | -0.053 | |
| 0.5000 | 2.42 | 18.1% | 0.27 | 0.0354 | -0.049 | 182.5 | 7.05 | 8.40 | 17.8% | -0.76 | 0.0387 | -0.052 | ||||
| 1.08 | 2.12 | 1 | 1,074 | 18.4% | 0.26 | 0.0343 | -0.047 | 183 | 6.90 | 8.75 | 11 | 15.6% | -0.77 | 0.0377 | -0.051 | |
| 0.8700 | 1.73 | 11 | 18.8% | 0.23 | 0.0319 | -0.044 | 184 | 6.65 | 10.90 | 14.9% | -0.81 | 0.0355 | -0.048 | |||
| 0.6000 | 1.05 | 30 | 278 | 17.6% | 0.20 | 0.0294 | -0.041 | 185 | 9.05 | 10.35 | 36 | 17.2% | -0.84 | 0.0333 | -0.045 | |
| 0.7100 | 1.03 | 3 | 18.4% | 0.17 | 0.0269 | -0.038 | 186 | 9.05 | 11.35 | -0.87 | 0.0308 | -0.043 | ||||
| 0.3600 | 1.08 | 18.4% | 0.15 | 0.0244 | -0.035 | 187 | 9.95 | 12.55 | -0.89 | 0.0287 | -0.040 | |||||
| 0.0100 | 1.38 | 1 | 19.1% | 0.13 | 0.0220 | -0.032 | 188 | 10.95 | 13.25 | -0.91 | 0.0259 | -0.036 | ||||
| 0.0100 | 1.00 | 2 | 18.6% | 0.11 | 0.0197 | -0.029 | 189 | 11.90 | 14.00 | -0.94 | 0.0245 | -0.035 | ||||
| 0.2800 | 0.6200 | 9 | 333 | 18.4% | 0.10 | 0.0176 | -0.026 | 190 | 13.50 | 14.95 | -0.95 | 0.0231 | -0.031 | |||
| 0 | 0.5000 | 250 | 20.0% | 0.05 | 0.0096 | -0.016 | 195 | 17.20 | 20.65 | -1.00 | 0.0019 | -0.023 | ||||
| 0 | 0.3600 | 28 | 62 | 23.4% | 0.02 | 0.0051 | -0.009 | 200 | 22.40 | 25.35 | -1.00 | 0.0000 | -0.023 | |||
| 0 | 0.4200 | 25.0% | 0.01 | 0.0027 | -0.005 | 205 | 27.20 | 31.05 | -1.00 | 0.0000 | -0.023 | |||||
| 0 | 2.13 | 3 | 35.8% | 0.01 | 0.0014 | -0.003 | 210 | 32.20 | 36.25 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 1.89 | 1 | 42.7% | 0.00 | 0.0008 | -0.002 | 215 | 37.20 | 41.25 | -1.00 | 0.0000 | -0.023 | ||||
| 0 | 2.13 | 3 | 52.4% | 0.00 | 0.0004 | -0.001 | 220 | 42.20 | 46.45 | -1.00 | 0.0000 | -0.023 | ||||
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.