XRT chaîne d'options State Street SPDR S&P Retail 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 ±6.3% (81.50–92.55) · ATM IV 25.3% · P/C open interest 0.39
| 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 | 50 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 29.85 | 34.85 | 1.00 | 0.0005 | -0.001 | 55 | 0 | 3.40 | 130.2% | -0.00 | 0.0005 | -0.001 | |||||
| 25.00 | 29.95 | 53.5% | 0.99 | 0.0010 | -0.002 | 60 | 0 | 2.72 | 103.8% | -0.00 | 0.0010 | -0.002 | ||||
| 20.15 | 25.10 | 53.3% | 0.99 | 0.0024 | -0.004 | 65 | 0 | 4.90 | 106.3% | -0.01 | 0.0024 | -0.004 | ||||
| 15.00 | 20.00 | 31.2% | 0.98 | 0.0054 | -0.008 | 70 | 0 | 4.60 | 2 | 85.7% | -0.02 | 0.0054 | -0.008 | |||
| 12.95 | 17.95 | 2 | 0.97 | 0.0076 | -0.010 | 72 | 0 | 2.75 | 4 | 64.6% | -0.03 | 0.0077 | -0.010 | |||
| 12.05 | 17.05 | 29.5% | 0.96 | 0.0091 | -0.011 | 73 | 0 | 4.90 | 31 | 77.2% | -0.04 | 0.0091 | -0.011 | |||
| 11.10 | 16.10 | 30.3% | 0.95 | 0.0108 | -0.012 | 74 | 0 | 4.90 | 35 | 73.6% | -0.05 | 0.0108 | -0.012 | |||
| 10.05 | 15.00 | 1 | 1 | 22.9% | 0.94 | 0.0128 | -0.014 | 75 | 0 | 0.3200 | 1 | 89 | 30.4% | -0.06 | 0.0128 | -0.014 |
| 9.10 | 14.10 | 25.8% | 0.93 | 0.0152 | -0.015 | 76 | 0 | 3.05 | 1 | 17 | 54.2% | -0.07 | 0.0152 | -0.015 | ||
| 8.25 | 13.20 | 28.1% | 0.92 | 0.0180 | -0.017 | 77 | 0 | 4.90 | 2 | 449 | 63.0% | -0.08 | 0.0181 | -0.017 | ||
| 7.30 | 12.30 | 27.7% | 0.90 | 0.0212 | -0.019 | 78 | 0 | 0.5700 | 2 | 103 | 27.5% | -0.10 | 0.0214 | -0.019 | ||
| 6.40 | 11.40 | 27.4% | 0.88 | 0.0250 | -0.021 | 79 | 0.0500 | 5.00 | 2 | 395 | 56.8% | -0.12 | 0.0252 | -0.021 | ||
| 5.45 | 10.40 | 3 | 26 | 24.9% | 0.86 | 0.0293 | -0.023 | 80 | 0 | 4.05 | 23 | 413 | 47.4% | -0.14 | 0.0295 | -0.024 |
| 4.60 | 9.50 | 16 | 24.9% | 0.83 | 0.0341 | -0.026 | 81 | 0.4500 | 5.00 | 23 | 847 | 51.7% | -0.17 | 0.0344 | -0.026 | |
| 2.60 | 7.50 | 760 | 0.80 | 0.0392 | -0.028 | 82 | 0 | 4.90 | 93 | 43 | 45.0% | -0.20 | 0.0396 | -0.029 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 82.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 3.00 | 7.90 | 1 | 4 | 24.5% | 0.76 | 0.0446 | -0.030 | 83 | 0 | 4.10 | 18 | 168 | 37.1% | -0.24 | 0.0451 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 83.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.36 | 7.30 | 2 | 4,141 | 25.6% | 0.72 | 0.0500 | -0.033 | 84 | 0.6200 | 4.30 | 69 | 49 | 37.6% | -0.29 | 0.0506 | -0.033 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 84.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 1.66 | 6.60 | 20 | 25.1% | 0.66 | 0.0549 | -0.034 | 85 | 0.0100 | 5.00 | 18 | 32 | 34.1% | -0.34 | 0.0556 | -0.035 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 85.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.9500 | 5.90 | 11 | 19 | 23.9% | 0.61 | 0.0590 | -0.036 | 86 | 0 | 4.90 | 5 | 72 | 29.4% | -0.39 | 0.0599 | -0.036 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 86.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0.6500 | 5.40 | 19 | 511 | 25.1% | 0.55 | 0.0617 | -0.036 | 87 | 0.0500 | 4.95 | 1 | 25.6% | -0.46 | 0.0628 | -0.037 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 87.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 2.00 | 4.95 | 10 | 530 | 34.2% | 0.49 | 0.0627 | -0.036 | 88 | 0.0500 | 4.95 | 1 | 20.9% | -0.52 | 0.0640 | -0.037 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 88.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 2 | 208 | 28.7% | 0.42 | 0.0620 | -0.035 | 89 | 0.8600 | 5.80 | 23.1% | -0.58 | 0.0635 | -0.036 | ||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 89.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 29 | 51 | 32.4% | 0.36 | 0.0595 | -0.034 | 90 | 1.41 | 6.35 | 2 | 22.2% | -0.64 | 0.0612 | -0.035 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 90.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 47 | 35.8% | 0.31 | 0.0556 | -0.032 | 91 | 2.21 | 7.15 | 23.2% | -0.70 | 0.0576 | -0.033 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 91.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 131 | 659 | 39.0% | 0.26 | 0.0509 | -0.029 | 92 | 3.05 | 7.95 | 8 | 13 | 24.0% | -0.75 | 0.0530 | -0.031 |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 92.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 87 | 14 | 42.1% | 0.22 | 0.0456 | -0.027 | 93 | 3.75 | 8.65 | 6 | 22.8% | -0.80 | 0.0479 | -0.028 | |
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 93.5 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 4.90 | 22 | 8 | 45.0% | 0.18 | 0.0403 | -0.024 | 94 | 4.65 | 9.55 | 23.7% | -0.83 | 0.0428 | -0.026 | ||
| 0 | 4.90 | 2 | 5 | 47.8% | 0.15 | 0.0352 | -0.022 | 95 | 5.55 | 10.50 | 24.6% | -0.87 | 0.0378 | -0.024 | ||
| 0 | 4.90 | 88 | 50.5% | 0.12 | 0.0304 | -0.019 | 96 | 6.45 | 11.40 | 24.7% | -0.89 | 0.0330 | -0.021 | |||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 97 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 98 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 100 | 0 | 0 | 0.00 | 0.0000 | 0.000 | ||||||
| 0 | 0 | 0.00 | 0.0000 | 0.000 | 105 | 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