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 ±2.4% (168.84–177.30) · ATM IV 15.0% · P/C open interest 1.53
| 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 | |
| 81.25 | 83.70 | 49 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 0.0800 | 12 | 122.7% | 0.00 | 0.0000 | 0.000 | |||
| 76.40 | 78.70 | 1 | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.0800 | 2 | 113.3% | 0.00 | 0.0000 | 0.000 | |||
| 71.30 | 73.70 | 2 | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.0900 | 146 | 105.7% | 0.00 | 0.0000 | 0.000 | |||
| 66.35 | 68.70 | 20 | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.0900 | 5 | 97.0% | 0.00 | 0.0000 | 0.000 | |||
| 61.30 | 63.55 | 9 | 1.00 | 0.0000 | 0.000 | 110 | 0 | 0.0900 | 26 | 88.7% | 0.00 | 0.0000 | 0.000 | |||
| 56.45 | 58.75 | 1 | 110 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 0.1000 | 60 | 81.7% | 0.00 | 0.0000 | 0.000 | ||
| 51.35 | 53.60 | 22 | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.1000 | 718 | 74.0% | 0.00 | 0.0000 | -0.000 | |||
| 46.40 | 48.60 | 46 | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.0500 | 5 | 343 | 61.6% | -0.00 | 0.0000 | -0.000 | ||
| 41.35 | 43.75 | 10 | 1.00 | 0.0000 | 0.000 | 130 | 0 | 0.0600 | 1,081 | 55.9% | -0.00 | 0.0000 | -0.000 | |||
| 36.40 | 38.80 | 62 | 1.00 | 0.0001 | 0.000 | 135 | 0 | 0.1100 | 1,518 | 52.9% | -0.00 | 0.0001 | -0.000 | |||
| 32.80 | 33.80 | 614 | 47.0% | 1.00 | 0.0002 | 0.000 | 140 | 0 | 0.1100 | 5,326 | 46.0% | -0.00 | 0.0002 | -0.001 | ||
| 30.40 | 32.80 | 26 | 1.00 | 0.0002 | 0.000 | 141 | 0 | 0.1200 | 319 | 45.2% | -0.00 | 0.0002 | -0.001 | |||
| 30.35 | 31.75 | 79 | 1.00 | 0.0002 | 0.000 | 142 | 0 | 0.0900 | 1,798 | 42.2% | -0.00 | 0.0002 | -0.001 | |||
| 28.35 | 30.80 | 62 | 1.00 | 0.0003 | 0.000 | 143 | 0 | 0.1200 | 671 | 42.5% | -0.00 | 0.0003 | -0.001 | |||
| 28.35 | 29.55 | 110 | 1.00 | 0.0003 | 0.000 | 144 | 0 | 0.1100 | 252 | 40.6% | -0.00 | 0.0003 | -0.001 | |||
| 27.05 | 28.60 | 352 | 1.00 | 0.0004 | 0.000 | 145 | 0 | 0.0500 | 1 | 1,925 | 35.6% | -0.00 | 0.0004 | -0.001 | ||
| 25.50 | 27.85 | 210 | 1.00 | 0.0004 | 0.000 | 146 | 0 | 0.1200 | 1,346 | 38.4% | -0.00 | 0.0004 | -0.001 | |||
| 24.50 | 26.80 | 342 | 1.00 | 0.0005 | 0.000 | 147 | 0 | 0.0100 | 933 | 28.1% | -0.00 | 0.0005 | -0.002 | |||
| 23.55 | 25.85 | 829 | 1.00 | 0.0007 | 0.000 | 148 | 0 | 0.1200 | 3,028 | 35.7% | -0.00 | 0.0007 | -0.002 | |||
| 22.45 | 24.65 | 1,109 | 1.00 | 0.0008 | 0.000 | 149 | 0 | 0.1700 | 2,510 | 36.2% | -0.00 | 0.0008 | -0.002 | |||
| 22.90 | 23.65 | 3,750 | 28.7% | 1.00 | 0.0010 | 0.000 | 150 | 0 | 0.2700 | 3,908 | 37.5% | -0.00 | 0.0010 | -0.002 | ||
| 20.45 | 22.80 | 603 | 1.00 | 0.0012 | 0.000 | 151 | 0 | 0.0600 | 173 | 29.0% | -0.00 | 0.0012 | -0.003 | |||
| 20.80 | 21.55 | 1,079 | 1.00 | 0.0014 | 0.000 | 152 | 0.0100 | 0.0900 | 5 | 575 | 29.7% | -0.00 | 0.0014 | -0.003 | ||
| 18.85 | 20.65 | 939 | 0.99 | 0.0018 | 0.000 | 153 | 0 | 0.1300 | 445 | 29.5% | -0.01 | 0.0018 | -0.004 | |||
| 17.55 | 19.75 | 631 | 0.99 | 0.0022 | 0.000 | 154 | 0 | 0.1400 | 865 | 28.4% | -0.01 | 0.0022 | -0.004 | |||
| 17.45 | 18.65 | 5,980 | 0.99 | 0.0027 | 0.000 | 155 | 0 | 0.0300 | 5 | 9,073 | 22.1% | -0.01 | 0.0027 | -0.005 | ||
| 15.80 | 17.85 | 363 | 0.99 | 0.0033 | 0.000 | 156 | 0 | 0.1500 | 2,957 | 26.0% | -0.01 | 0.0033 | -0.006 | |||
| 14.85 | 16.60 | 1 | 332 | 0.99 | 0.0041 | 0.000 | 157 | 0 | 0.1600 | 1 | 143 | 24.9% | -0.01 | 0.0041 | -0.007 | |
| 14.50 | 15.65 | 419 | 0.98 | 0.0051 | -0.001 | 158 | 0.0100 | 0.0500 | 11 | 223 | 20.4% | -0.02 | 0.0051 | -0.009 | ||
| 14.05 | 14.60 | 734 | 20.7% | 0.98 | 0.0064 | -0.003 | 159 | 0.0200 | 0.0600 | 62 | 1,222 | 20.0% | -0.02 | 0.0064 | -0.010 | |
| 13.15 | 13.70 | 3 | 6,659 | 23.3% | 0.98 | 0.0080 | -0.006 | 160 | 0.0300 | 0.0700 | 8 | 2,877 | 19.3% | -0.02 | 0.0080 | -0.012 |
| 11.95 | 12.70 | 11 | 2,248 | 17.9% | 0.97 | 0.0100 | -0.009 | 161 | 0.0300 | 0.1700 | 2,718 | 20.3% | -0.03 | 0.0100 | -0.015 | |
| 10.95 | 11.70 | 788 | 16.5% | 0.96 | 0.0126 | -0.012 | 162 | 0.0700 | 0.1100 | 92 | 528 | 18.5% | -0.04 | 0.0126 | -0.018 | |
| 10.15 | 10.70 | 589 | 18.7% | 0.95 | 0.0157 | -0.016 | 163 | 0.1000 | 0.1500 | 20 | 542 | 18.2% | -0.05 | 0.0158 | -0.021 | |
| 8.90 | 9.75 | 1 | 360 | 13.7% | 0.94 | 0.0196 | -0.020 | 164 | 0.1400 | 0.1900 | 4 | 540 | 17.8% | -0.06 | 0.0197 | -0.025 |
| 8.30 | 8.80 | 25 | 5,592 | 18.1% | 0.92 | 0.0244 | -0.025 | 165 | 0.1700 | 0.2600 | 17 | 2,408 | 17.2% | -0.08 | 0.0246 | -0.030 |
| 7.35 | 7.90 | 1,112 | 17.6% | 0.90 | 0.0301 | -0.031 | 166 | 0.2600 | 0.3200 | 30 | 375 | 16.8% | -0.10 | 0.0304 | -0.035 | |
| 5.55 | 7.00 | 1 | 574 | 0.87 | 0.0367 | -0.037 | 167 | 0.3500 | 0.4400 | 14 | 1,642 | 16.6% | -0.13 | 0.0371 | -0.041 | |
| 5.55 | 6.15 | 1 | 116 | 16.6% | 0.83 | 0.0442 | -0.044 | 168 | 0.4800 | 0.5700 | 4 | 1,050 | 16.2% | -0.17 | 0.0447 | -0.047 |
| 4.90 | 5.30 | 1 | 337 | 17.0% | 0.79 | 0.0522 | -0.051 | 169 | 0.6400 | 0.7500 | 3 | 1,786 | 15.9% | -0.21 | 0.0529 | -0.053 |
| 4.15 | 4.50 | 161 | 11.7K | 16.6% | 0.73 | 0.0602 | -0.057 | 170 | 0.8500 | 0.9600 | 108 | 3,484 | 15.5% | -0.27 | 0.0611 | -0.060 |
| 3.30 | 3.70 | 9 | 1,257 | 15.5% | 0.67 | 0.0675 | -0.063 | 171 | 1.12 | 1.33 | 131 | 15.6% | -0.33 | 0.0685 | -0.065 | |
| 2.75 | 3.05 | 2 | 14 | 15.7% | 0.60 | 0.0731 | -0.067 | 172 | 1.33 | 1.69 | 5 | 12 | 14.9% | -0.40 | 0.0743 | -0.068 |
| 2.32 | 2.73 | 30 | 36 | 15.0% | 0.57 | 0.0750 | -0.068 | 172.5 | 1.63 | 1.90 | 27 | 5 | 15.2% | -0.44 | 0.0763 | -0.069 |
| 2.05 | 2.46 | 13 | 109 | 15.0% | 0.53 | 0.0761 | -0.069 | 173 | 1.83 | 2.12 | 3 | 107 | 15.0% | -0.48 | 0.0776 | -0.070 |
| 1.65 | 1.93 | 3 | 100 | 15.1% | 0.45 | 0.0761 | -0.068 | 174 | 2.33 | 2.57 | 1 | 219 | 14.6% | -0.56 | 0.0778 | -0.069 |
| 1.33 | 1.56 | 141 | 7,719 | 15.5% | 0.38 | 0.0731 | -0.066 | 175 | 2.88 | 3.10 | 5 | 361 | 14.1% | -0.63 | 0.0749 | -0.066 |
| 0.9400 | 1.12 | 12 | 438 | 14.9% | 0.31 | 0.0675 | -0.061 | 176 | 3.50 | 3.85 | 1 | 14.1% | -0.70 | 0.0694 | -0.061 | |
| 0.6700 | 0.8300 | 1 | 94 | 14.8% | 0.25 | 0.0602 | -0.055 | 177 | 4.25 | 4.60 | 1 | 8 | 14.1% | -0.76 | 0.0620 | -0.055 |
| 0.4800 | 0.7800 | 13 | 14.7% | 0.22 | 0.0562 | -0.052 | 177.5 | 4.25 | 6.45 | 2 | 19.0% | -0.79 | 0.0579 | -0.051 | ||
| 0.4700 | 0.6000 | 6 | 131 | 14.7% | 0.20 | 0.0520 | -0.049 | 178 | 5.05 | 5.65 | 1 | 15.3% | -0.82 | 0.0537 | -0.048 | |
| 0.2900 | 0.5200 | 20 | 15.1% | 0.15 | 0.0439 | -0.042 | 179 | 5.60 | 7.70 | 1 | 20.3% | -0.86 | 0.0451 | -0.040 | ||
| 0.2700 | 0.3300 | 72 | 5,578 | 15.4% | 0.12 | 0.0363 | -0.036 | 180 | 6.65 | 7.85 | 13 | 17.7% | -0.90 | 0.0381 | -0.033 | |
| 0.1500 | 0.2700 | 4 | 3 | 15.4% | 0.09 | 0.0296 | -0.030 | 181 | 7.70 | 8.85 | 1 | 19.7% | -0.93 | 0.0337 | -0.026 | |
| 0.1200 | 0.2100 | 5 | 52 | 16.0% | 0.07 | 0.0238 | -0.025 | 182 | 8.70 | 9.90 | 21.7% | -0.95 | 0.0316 | -0.023 | ||
| 0.0900 | 0.1400 | 5 | 3 | 16.0% | 0.06 | 0.0191 | -0.021 | 183 | 9.45 | 11.90 | 28.1% | -0.97 | 0.0247 | -0.026 | ||
| 0 | 0.2800 | 3 | 18.0% | 0.04 | 0.0152 | -0.017 | 184 | 10.45 | 12.80 | 29.2% | -0.99 | 0.0168 | -0.031 | |||
| 0.0500 | 0.1000 | 26 | 5,609 | 17.2% | 0.03 | 0.0120 | -0.014 | 185 | 11.55 | 13.10 | 26.9% | -0.99 | 0.0077 | -0.040 | ||
| 0 | 0.2400 | 1 | 20.0% | 0.03 | 0.0095 | -0.011 | 186 | 12.45 | 14.85 | 32.9% | -1.00 | 0.0030 | -0.046 | |||
| 0 | 0.2200 | 2 | 20.8% | 0.02 | 0.0075 | -0.009 | 187 | 13.45 | 15.85 | 34.5% | -1.00 | 0.0003 | -0.052 | |||
| 0 | 0.2000 | 426 | 23.9% | 0.01 | 0.0037 | -0.005 | 190 | 16.50 | 18.80 | 39.3% | -1.00 | 0.0000 | -0.058 | |||
| 0 | 0.1800 | 10 | 28.9% | 0.00 | 0.0012 | -0.002 | 195 | 21.45 | 23.80 | 46.3% | -1.00 | 0.0000 | -0.060 | |||
| 0 | 0.1700 | 30 | 33.8% | 0.00 | 0.0004 | -0.001 | 200 | 26.45 | 28.95 | 54.5% | -1.00 | 0.0000 | -0.060 | |||
| 0 | 0.3600 | 43.4% | 0.00 | 0.0001 | -0.000 | 205 | 31.50 | 33.90 | 61.1% | -1.00 | 0.0000 | -0.060 | ||||
| 0 | 0.5600 | 52.2% | 0.00 | 0.0001 | -0.000 | 210 | 36.45 | 38.90 | 67.0% | -1.00 | 0.0000 | -0.060 | ||||
| 0 | 0.7600 | 60.6% | 0.00 | 0.0000 | 0.000 | 215 | 41.50 | 43.85 | 73.0% | -1.00 | 0.0000 | -0.060 | ||||
| 0 | 0.7600 | 65.6% | 0.00 | 0.0000 | 0.000 | 220 | 46.50 | 48.90 | 79.3% | -1.00 | 0.0000 | -0.060 | ||||
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.