XLY chaîne d'options State Street Consumer Discretionary 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 ±5.6% (110.07–123.12) · ATM IV 19.0% · P/C open interest —
| 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 | |
| 14.50 | 17.90 | 31.4% | 0.91 | 0.0131 | -0.013 | 101 | 0 | 2.50 | 38.4% | -0.10 | 0.0127 | -0.022 | ||||
| 13.50 | 17.00 | 30.4% | 0.90 | 0.0144 | -0.015 | 102 | 0 | 2.55 | 36.9% | -0.10 | 0.0140 | -0.023 | ||||
| 12.60 | 16.00 | 29.3% | 0.89 | 0.0158 | -0.016 | 103 | 0 | 2.60 | 35.3% | -0.11 | 0.0154 | -0.024 | ||||
| 11.70 | 15.00 | 28.2% | 0.87 | 0.0174 | -0.018 | 104 | 0 | 2.65 | 33.7% | -0.13 | 0.0170 | -0.025 | ||||
| 10.80 | 14.10 | 27.6% | 0.86 | 0.0192 | -0.019 | 105 | 0 | 2.75 | 32.3% | -0.14 | 0.0188 | -0.025 | ||||
| 9.80 | 13.20 | 26.3% | 0.85 | 0.0212 | -0.021 | 106 | 0 | 2.85 | 30.9% | -0.15 | 0.0208 | -0.026 | ||||
| 9.00 | 12.30 | 25.9% | 0.83 | 0.0233 | -0.022 | 107 | 0 | 2.95 | 29.4% | -0.17 | 0.0230 | -0.027 | ||||
| 8.10 | 11.40 | 25.0% | 0.81 | 0.0257 | -0.023 | 108 | 0 | 3.10 | 28.0% | -0.19 | 0.0254 | -0.028 | ||||
| 7.20 | 10.60 | 24.3% | 0.79 | 0.0283 | -0.025 | 109 | 0 | 3.20 | 26.5% | -0.21 | 0.0281 | -0.029 | ||||
| 6.40 | 9.70 | 23.5% | 0.76 | 0.0310 | -0.026 | 110 | 0 | 3.40 | 25.2% | -0.23 | 0.0309 | -0.030 | ||||
| 5.60 | 8.90 | 22.9% | 0.74 | 0.0340 | -0.027 | 111 | 0 | 3.60 | 23.8% | -0.26 | 0.0340 | -0.030 | ||||
| 4.80 | 8.20 | 22.4% | 0.71 | 0.0371 | -0.028 | 112 | 0 | 3.80 | 22.3% | -0.29 | 0.0372 | -0.031 | ||||
| 4.30 | 7.80 | 21.6% | 0.69 | 0.0387 | -0.029 | 112.5 | 0 | 4.00 | 21.9% | -0.31 | 0.0389 | -0.031 | ||||
| 3.90 | 7.50 | 21.4% | 0.67 | 0.0403 | -0.029 | 113 | 0 | 4.10 | 21.1% | -0.33 | 0.0405 | -0.031 | ||||
| 3.60 | 7.10 | 21.2% | 0.65 | 0.0418 | -0.029 | 113.5 | 0.0500 | 4.20 | 20.4% | -0.35 | 0.0421 | -0.032 | ||||
| 3.20 | 6.80 | 20.9% | 0.63 | 0.0433 | -0.030 | 114 | 0.2000 | 4.40 | 20.3% | -0.37 | 0.0437 | -0.032 | ||||
| 2.85 | 6.50 | 20.7% | 0.61 | 0.0447 | -0.030 | 114.5 | 0.2000 | 4.20 | 18.4% | -0.39 | 0.0452 | -0.032 | ||||
| 2.55 | 6.10 | 20.3% | 0.59 | 0.0460 | -0.030 | 115 | 0.5000 | 4.60 | 19.3% | -0.41 | 0.0465 | -0.032 | ||||
| 2.20 | 5.80 | 20.0% | 0.57 | 0.0471 | -0.030 | 115.5 | 1.75 | 4.70 | 21.9% | -0.43 | 0.0477 | -0.031 | ||||
| 1.80 | 5.70 | 20.1% | 0.54 | 0.0481 | -0.030 | 116 | 0.9000 | 4.80 | 18.3% | -0.46 | 0.0488 | -0.031 | ||||
| 1.50 | 5.50 | 20.1% | 0.52 | 0.0488 | -0.030 | 116.5 | 1.15 | 4.90 | 17.9% | -0.48 | 0.0496 | -0.031 | ||||
| 1.25 | 4.90 | 19.0% | 0.49 | 0.0493 | -0.030 | 117 | 1.40 | 3.90 | 14.2% | -0.51 | 0.0501 | -0.030 | ||||
| 0.9500 | 4.80 | 19.1% | 0.47 | 0.0495 | -0.030 | 117.5 | 1.65 | 5.40 | 17.7% | -0.53 | 0.0504 | -0.030 | ||||
| 0.7000 | 4.60 | 19.1% | 0.44 | 0.0495 | -0.030 | 118 | 1.70 | 5.60 | 16.7% | -0.56 | 0.0505 | -0.029 | ||||
| 0.2000 | 4.20 | 18.8% | 0.40 | 0.0486 | -0.029 | 119 | 2.45 | 6.10 | 16.8% | -0.61 | 0.0496 | -0.028 | ||||
| 0.0500 | 3.80 | 19.2% | 0.35 | 0.0467 | -0.028 | 120 | 3.10 | 6.70 | 16.5% | -0.66 | 0.0478 | -0.027 | ||||
| 0 | 3.50 | 20.1% | 0.31 | 0.0440 | -0.027 | 121 | 3.90 | 7.30 | 16.4% | -0.70 | 0.0451 | -0.025 | ||||
| 0 | 3.30 | 21.3% | 0.27 | 0.0408 | -0.026 | 122 | 4.70 | 8.00 | 16.2% | -0.74 | 0.0419 | -0.023 | ||||
| 0 | 3.10 | 22.4% | 0.24 | 0.0374 | -0.024 | 123 | 5.50 | 8.80 | 16.1% | -0.77 | 0.0384 | -0.021 | ||||
| 0 | 2.90 | 23.3% | 0.21 | 0.0341 | -0.023 | 124 | 6.30 | 9.70 | 16.2% | -0.80 | 0.0350 | -0.019 | ||||
| 0 | 2.75 | 24.4% | 0.18 | 0.0308 | -0.022 | 125 | 7.20 | 10.50 | 15.8% | -0.83 | 0.0316 | -0.018 | ||||
| 0 | 2.65 | 25.5% | 0.16 | 0.0279 | -0.021 | 126 | 8.20 | 11.40 | 16.4% | -0.85 | 0.0285 | -0.016 | ||||
| 0 | 2.55 | 26.6% | 0.14 | 0.0251 | -0.020 | 127 | 9.10 | 12.30 | 15.9% | -0.86 | 0.0257 | -0.014 | ||||
| 0 | 2.50 | 27.9% | 0.13 | 0.0227 | -0.019 | 128 | 10.00 | 13.20 | 14.6% | -0.88 | 0.0231 | -0.012 | ||||
| 0 | 2.40 | 28.8% | 0.12 | 0.0205 | -0.018 | 129 | 11.00 | 14.30 | 17.1% | -0.89 | 0.0208 | -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 — Oct 23, 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.