XRT chaîne d'options State Street SPDR S&P Retail 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 ±6.3% (81.58–92.46) · ATM IV 23.8% · P/C open interest 0.38
| 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 | |
| 35.00 | 39.95 | 2 | 66.4% | 1.00 | 0.0004 | -0.001 | 50 | 0 | 2.82 | 131.0% | -0.00 | 0.0004 | -0.001 | |||
| 30.00 | 34.95 | 44.2% | 0.99 | 0.0007 | -0.002 | 55 | 0 | 2.82 | 112.9% | -0.00 | 0.0007 | -0.002 | ||||
| 24.90 | 29.90 | 0.99 | 0.0014 | -0.003 | 60 | 0 | 2.83 | 96.2% | -0.01 | 0.0014 | -0.003 | |||||
| 19.95 | 24.95 | 0.98 | 0.0030 | -0.005 | 65 | 0 | 2.83 | 80.6% | -0.01 | 0.0030 | -0.005 | |||||
| 15.00 | 20.00 | 0.97 | 0.0064 | -0.009 | 70 | 0 | 2.84 | 65.8% | -0.03 | 0.0064 | -0.009 | |||||
| 10.20 | 15.20 | 26.5% | 0.93 | 0.0138 | -0.014 | 75 | 0 | 4.90 | 64.3% | -0.07 | 0.0139 | -0.015 | ||||
| 9.25 | 14.25 | 26.3% | 0.92 | 0.0161 | -0.016 | 76 | 0 | 4.90 | 3 | 61.1% | -0.08 | 0.0162 | -0.016 | |||
| 8.35 | 13.35 | 26.9% | 0.91 | 0.0187 | -0.018 | 77 | 0 | 4.90 | 57.9% | -0.09 | 0.0189 | -0.018 | ||||
| 7.90 | 12.90 | 27.0% | 0.90 | 0.0202 | -0.018 | 77.5 | 0.0100 | 4.95 | 56.6% | -0.10 | 0.0204 | -0.018 | ||||
| 7.45 | 12.45 | 26.9% | 0.89 | 0.0218 | -0.019 | 78 | 0.2000 | 2.97 | 4 | 44.7% | -0.11 | 0.0220 | -0.019 | |||
| 7.00 | 12.00 | 26.7% | 0.88 | 0.0234 | -0.020 | 78.5 | 0 | 4.90 | 53.0% | -0.12 | 0.0236 | -0.020 | ||||
| 6.55 | 11.50 | 5 | 26.0% | 0.87 | 0.0252 | -0.021 | 79 | 0 | 4.90 | 51.4% | -0.13 | 0.0254 | -0.021 | |||
| 6.10 | 11.10 | 5 | 26.1% | 0.86 | 0.0270 | -0.022 | 79.5 | 0 | 4.90 | 49.7% | -0.14 | 0.0273 | -0.022 | |||
| 5.70 | 10.65 | 1 | 26.0% | 0.84 | 0.0290 | -0.023 | 80 | 0 | 4.90 | 1 | 48.1% | -0.16 | 0.0293 | -0.023 | ||
| 5.30 | 10.20 | 4 | 25.8% | 0.83 | 0.0310 | -0.024 | 80.5 | 0 | 4.90 | 46.4% | -0.17 | 0.0313 | -0.024 | |||
| 4.90 | 9.80 | 3 | 25.9% | 0.82 | 0.0331 | -0.025 | 81 | 0 | 4.90 | 2 | 44.8% | -0.18 | 0.0335 | -0.025 | ||
| 4.50 | 9.35 | 25.5% | 0.80 | 0.0353 | -0.026 | 81.5 | 0 | 4.90 | 43.1% | -0.20 | 0.0357 | -0.026 | ||||
| 4.05 | 8.95 | 2 | 25.1% | 0.79 | 0.0375 | -0.027 | 82 | 0 | 4.90 | 41.4% | -0.22 | 0.0380 | -0.027 | |||
| 3.65 | 8.55 | 2 | 24.8% | 0.77 | 0.0398 | -0.028 | 82.5 | 0 | 4.90 | 39.7% | -0.23 | 0.0403 | -0.028 | |||
| 3.15 | 8.10 | 1 | 23.4% | 0.75 | 0.0421 | -0.029 | 83 | 0.1500 | 1.95 | 26.2% | -0.25 | 0.0426 | -0.029 | |||
| 2.51 | 7.40 | 50 | 19.1% | 0.73 | 0.0443 | -0.029 | 83.5 | 0 | 4.90 | 36.3% | -0.27 | 0.0450 | -0.030 | |||
| 2.65 | 7.55 | 2 | 25.0% | 0.71 | 0.0465 | -0.030 | 84 | 0.3900 | 2.32 | 25.8% | -0.30 | 0.0472 | -0.031 | |||
| 2.35 | 6.90 | 6 | 25.3% | 0.68 | 0.0486 | -0.031 | 84.5 | 0 | 4.90 | 32.8% | -0.32 | 0.0494 | -0.031 | |||
| 1.91 | 6.85 | 6 | 24.8% | 0.66 | 0.0506 | -0.032 | 85 | 0.0100 | 4.95 | 12 | 31.2% | -0.34 | 0.0514 | -0.032 | ||
| 1.55 | 6.50 | 8 | 1 | 24.2% | 0.63 | 0.0524 | -0.032 | 85.5 | 0.6500 | 3.15 | 26.0% | -0.37 | 0.0533 | -0.033 | ||
| 1.38 | 6.30 | 7 | 2 | 24.6% | 0.61 | 0.0539 | -0.033 | 86 | 0.0100 | 3.15 | 1 | 20.1% | -0.40 | 0.0550 | -0.033 | |
| 1.10 | 6.05 | 2 | 25.5% | 0.58 | 0.0552 | -0.033 | 86.5 | 1.11 | 3.80 | 26.2% | -0.42 | 0.0564 | -0.034 | |||
| 0.5100 | 5.45 | 2 | 22.5% | 0.55 | 0.0562 | -0.033 | 87 | 1.12 | 3.80 | 1 | 25.0% | -0.45 | 0.0575 | -0.034 | ||
| 0.0500 | 4.90 | 1 | 18.0% | 0.52 | 0.0570 | -0.033 | 87.5 | 0.2200 | 4.05 | 10 | 20.7% | -0.48 | 0.0583 | -0.034 | ||
| 0.0500 | 4.95 | 1 | 22.6% | 0.50 | 0.0573 | -0.033 | 88 | 0.1800 | 4.65 | 20.4% | -0.51 | 0.0588 | -0.034 | |||
| 0.4500 | 4.95 | 28.7% | 0.47 | 0.0573 | -0.033 | 88.5 | 0.1100 | 4.95 | 17.4% | -0.54 | 0.0589 | -0.034 | ||||
| 0 | 4.90 | 6 | 25.9% | 0.44 | 0.0570 | -0.032 | 89 | 1.01 | 5.95 | 22.8% | -0.57 | 0.0587 | -0.033 | |||
| 0.0100 | 4.95 | 5 | 29.5% | 0.38 | 0.0552 | -0.031 | 90 | 1.81 | 6.75 | 24.3% | -0.63 | 0.0572 | -0.033 | |||
| 0.0100 | 4.95 | 32.7% | 0.33 | 0.0524 | -0.030 | 91 | 2.70 | 7.50 | 24.7% | -0.68 | 0.0546 | -0.031 | ||||
| 0 | 4.90 | 35.4% | 0.29 | 0.0487 | -0.028 | 92 | 3.15 | 8.05 | 23.5% | -0.73 | 0.0512 | -0.029 | ||||
| 0 | 4.90 | 38.2% | 0.24 | 0.0445 | -0.026 | 93 | 3.85 | 8.70 | 22.4% | -0.77 | 0.0472 | -0.028 | ||||
| 0 | 4.90 | 40.9% | 0.21 | 0.0401 | -0.024 | 94 | 4.75 | 9.65 | 23.6% | -0.81 | 0.0430 | -0.026 | ||||
| 0 | 4.90 | 43.4% | 0.18 | 0.0358 | -0.022 | 95 | 5.65 | 10.60 | 24.7% | -0.85 | 0.0388 | -0.024 | ||||
| 0 | 4.90 | 55.1% | 0.08 | 0.0185 | -0.013 | 100 | 10.35 | 15.30 | 27.7% | -0.95 | 0.0205 | -0.015 | ||||
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 27, 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.