XLY chaîne d'options State Street Consumer Discretionary Select Sector SPDR ETF
Cboe delayed options data · au 12:43 UTC
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 ±3.5% (109.15–117.05) · ATM IV 15.2% · P/C open interest 0.31
| 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 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 80 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 85 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 90 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 15.20 | 20.20 | 0.95 | 0.0085 | -0.018 | 95 | 0 | 2.60 | 9 | 53.2% | -0.05 | 0.0086 | -0.018 | ||||
| 14.20 | 19.10 | 0.94 | 0.0096 | -0.019 | 96 | 0 | 2.60 | 14 | 51.0% | -0.06 | 0.0097 | -0.019 | ||||
| 13.30 | 18.20 | 0.94 | 0.0109 | -0.021 | 97 | 0 | 2.65 | 16 | 49.0% | -0.07 | 0.0110 | -0.021 | ||||
| 12.30 | 17.30 | 0.93 | 0.0123 | -0.022 | 98 | 0 | 2.65 | 3 | 46.7% | -0.07 | 0.0124 | -0.022 | ||||
| 11.30 | 16.20 | 0.92 | 0.0138 | -0.024 | 99 | 0 | 2.70 | 5 | 6 | 44.8% | -0.08 | 0.0140 | -0.024 | |||
| 10.50 | 15.40 | 1 | 22.4% | 0.91 | 0.0156 | -0.025 | 100 | 0 | 2.75 | 3 | 17 | 42.8% | -0.09 | 0.0158 | -0.025 | |
| 9.40 | 14.30 | 15.3% | 0.89 | 0.0176 | -0.027 | 101 | 0 | 2.75 | 25 | 40.5% | -0.11 | 0.0178 | -0.027 | |||
| 7.60 | 12.40 | 0.88 | 0.0199 | -0.029 | 102 | 0.2000 | 2.80 | 1 | 23 | 39.5% | -0.12 | 0.0201 | -0.029 | |||
| 7.60 | 12.40 | 18.9% | 0.86 | 0.0224 | -0.030 | 103 | 0.2000 | 2.85 | 42 | 37.4% | -0.14 | 0.0226 | -0.031 | |||
| 6.70 | 11.50 | 19.3% | 0.84 | 0.0252 | -0.032 | 104 | 0 | 2.90 | 19 | 17 | 34.2% | -0.16 | 0.0255 | -0.033 | ||
| 6.20 | 11.00 | 6 | 24.5% | 0.82 | 0.0282 | -0.034 | 105 | 0 | 2.95 | 7 | 288 | 32.0% | -0.18 | 0.0286 | -0.035 | |
| 5.00 | 9.80 | 20.0% | 0.80 | 0.0316 | -0.036 | 106 | 0 | 2.00 | 64 | 25.0% | -0.21 | 0.0320 | -0.037 | |||
| 4.20 | 9.00 | 20.1% | 0.77 | 0.0351 | -0.038 | 107 | 0 | 3.20 | 3 | 39 | 23.2% | -0.24 | 0.0357 | -0.039 | ||
| 4.10 | 8.90 | 64 | 26.1% | 0.73 | 0.0388 | -0.040 | 108 | 0.6000 | 3.30 | 11 | 146 | 28.6% | -0.27 | 0.0395 | -0.040 | |
| 2.55 | 7.40 | 21 | 19.0% | 0.70 | 0.0424 | -0.041 | 109 | 0 | 3.40 | 2 | 121 | 24.9% | -0.31 | 0.0433 | -0.042 | |
| 2.65 | 7.50 | 13 | 32 | 25.1% | 0.65 | 0.0460 | -0.042 | 110 | 0.4000 | 3.60 | 537 | 737 | 20.8% | -0.35 | 0.0470 | -0.043 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 110.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.3500 | 5.20 | 91 | 12.1% | 0.61 | 0.0491 | -0.043 | 111 | 0 | 3.80 | 21 | 631 | 19.8% | -0.40 | 0.0504 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 111.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.30 | 4.50 | 178 | 20.5% | 0.56 | 0.0516 | -0.043 | 112 | 0 | 4.00 | 56 | 115 | 17.2% | -0.45 | 0.0531 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 112.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 3.40 | 56 | 71 | 15.0% | 0.51 | 0.0531 | -0.043 | 113 | 0 | 4.50 | 41 | 15.4% | -0.50 | 0.0549 | -0.044 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 113.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 14 | 3,718 | 21.3% | 0.45 | 0.0535 | -0.042 | 114 | 1.60 | 5.00 | 25 | 119 | 22.6% | -0.56 | 0.0557 | -0.044 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 114.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 3.00 | 1 | 67 | 17.2% | 0.40 | 0.0527 | -0.041 | 115 | 1.35 | 6.20 | 25 | 17.8% | -0.61 | 0.0552 | -0.042 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 115.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6000 | 5.00 | 462 | 1,330 | 29.6% | 0.35 | 0.0508 | -0.039 | 116 | 2.05 | 6.90 | 18 | 36 | 17.9% | -0.67 | 0.0535 | -0.041 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 116.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.5500 | 5.00 | 37 | 453 | 32.0% | 0.30 | 0.0478 | -0.036 | 117 | 2.65 | 7.50 | 9 | 16.5% | -0.72 | 0.0509 | -0.039 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 117.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 5.00 | 64 | 586 | 32.8% | 0.26 | 0.0442 | -0.034 | 118 | 3.20 | 8.00 | 8.3% | -0.76 | 0.0475 | -0.036 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 118.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.1000 | 5.00 | 244 | 296 | 27.4% | 0.22 | 0.0402 | -0.031 | 119 | 4.20 | 9.00 | 5 | -0.80 | 0.0437 | -0.034 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 119.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.0500 | 0.9500 | 880 | 1,144 | 18.7% | 0.19 | 0.0361 | -0.029 | 120 | 4.90 | 9.70 | 5 | -0.84 | 0.0398 | -0.032 | ||
| 0 | 4.90 | 30 | 58 | 38.8% | 0.16 | 0.0321 | -0.026 | 121 | 5.80 | 10.60 | -0.87 | 0.0359 | -0.029 | |||
| 0 | 4.90 | 7 | 41 | 40.9% | 0.14 | 0.0284 | -0.024 | 122 | 6.70 | 11.50 | -0.90 | 0.0319 | -0.027 | |||
| 0 | 4.90 | 9 | 43.0% | 0.12 | 0.0250 | -0.022 | 123 | 7.50 | 12.30 | -0.92 | 0.0281 | -0.025 | ||||
| 0 | 4.90 | 2 | 45.0% | 0.10 | 0.0219 | -0.020 | 124 | 8.70 | 13.70 | -0.94 | 0.0243 | -0.023 | ||||
| 0 | 4.90 | 22 | 46.9% | 0.09 | 0.0192 | -0.018 | 125 | 9.60 | 14.50 | -0.95 | 0.0208 | -0.020 | ||||
| 0 | 4.90 | 38.1% | 0.07 | 0.0169 | -0.016 | 126 | 10.70 | 15.60 | -0.96 | 0.0174 | -0.017 | |||||
| 0 | 4.90 | 56.0% | 0.04 | 0.0102 | -0.011 | 130 | 14.80 | 19.80 | -0.99 | 0.0073 | -0.007 | |||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 135 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
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.
callsputs