Le mouvement attendu est la fourchette ± que le marché des options intègre dans le prix d'un titre jusqu'à une date donnée — lu à partir des prix de straddles, et non prédit par quiconque. Voici les plus grands mouvements implicites sur 30 jours parmi les valeurs liquides en ce moment, ainsi que les plus grandes fourchettes à court terme. Méthodologie
Cboe delayed options data · au 09:45 UTC · Filtre de liquidité : > 5 000 contrats échangés ;299 valeurs calculées au total.
Plus grands mouvements implicites sur 30 jours
L'EM30 normalise chaque action sur le même horizon de 30 jours en utilisant la volatilité implicite interpolée, afin que le classement compare des données comparables.
| Titre | Prix | Mouvement implicite sur 30 j | IV30 | Plage implicite | |
|---|---|---|---|---|---|
| 18.65 | ±40.1% | 140.0% | 11.17–26.14 | ||
| 49.23 | ±36.8% | 128.5% | 31.09–67.37 | ||
| 93.67 | ±35.5% | 123.7% | 60.46–126.88 | ||
| 3.17 | ±34.0% | 118.6% | 2.09–4.25 | ||
| 213.42 | ±31.5% | 109.7% | 146.27–280.57 | ||
| 13.70 | ±27.4% | 95.6% | 9.94–17.45 | ||
| 7.69 | ±26.9% | 93.7% | 5.62–9.76 | ||
| 18.58 | ±26.7% | 93.1% | 13.62–23.55 | ||
| 7.24 | ±26.2% | 91.5% | 5.34–9.14 | ||
| 2.91 | ±26.0% | 90.8% | 2.15–3.67 | ||
| 8.61 | ±25.8% | 90.1% | 6.38–10.84 | ||
| VIX Cboe Volatility Index | 18.70 | ±25.6% | 89.5% | 13.90–23.50 | |
| 28.05 | ±25.5% | 89.0% | 20.89–35.21 | ||
| 5.78 | ±25.2% | 88.0% | 4.32–7.24 | ||
| 31.55 | ±25.2% | 87.8% | 23.60–39.49 | ||
| 6.03 | ±24.3% | 84.9% | 4.56–7.50 | ||
| 12.24 | ±23.7% | 82.7% | 9.34–15.14 | ||
| 31.49 | ±23.5% | 82.0% | 24.09–38.89 | ||
| 27.87 | ±23.3% | 81.3% | 21.37–34.36 | ||
| 1.39 | ±23.1% | 80.6% | 1.07–1.71 | ||
| 156.90 | ±23.1% | 80.6% | 120.66–193.14 | ||
| 11.81 | ±22.9% | 80.0% | 9.10–14.53 | ||
| 242.12 | ±22.9% | 79.9% | 186.64–297.60 | ||
| 265.97 | ±22.9% | 79.8% | 205.15–326.79 | ||
| 58.81 | ±22.8% | 79.6% | 45.39–72.23 | ||
| 294.80 | ±22.4% | 78.0% | 228.85–360.75 | ||
| 31.08 | ±22.1% | 77.2% | 24.20–37.96 | ||
| 227.00 | ±22.0% | 76.7% | 177.08–276.92 | ||
| 4.72 | ±21.9% | 76.4% | 3.69–5.75 | ||
| 107.28 | ±21.9% | 76.4% | 83.80–130.76 | ||
| 245.92 | ±21.7% | 75.7% | 192.58–299.26 | ||
| 12.08 | ±21.1% | 73.7% | 9.53–14.63 | ||
| 23.45 | ±21.1% | 73.6% | 18.50–28.40 | ||
| 73.16 | ±20.8% | 72.5% | 57.97–88.36 | ||
| 168.40 | ±20.8% | 72.4% | 133.44–203.36 | ||
| 139.59 | ±20.7% | 72.2% | 110.70–168.48 | ||
| 172.99 | ±20.6% | 71.9% | 137.35–208.64 | ||
| 57.08 | ±20.6% | 71.9% | 45.32–68.84 | ||
| 26.79 | ±20.5% | 71.7% | 21.29–32.29 | ||
| 39.10 | ±19.7% | 68.6% | 31.41–46.79 | ||
| 98.55 | ±19.4% | 67.7% | 79.42–117.68 | ||
| 18.85 | ±19.3% | 67.3% | 15.21–22.49 | ||
| 67.85 | ±18.8% | 65.7% | 55.06–80.64 | ||
| 449.00 | ±18.8% | 65.6% | 364.55–533.45 | ||
| 40.07 | ±18.7% | 65.2% | 32.58–47.56 | ||
| 21.88 | ±18.6% | 64.9% | 17.81–25.95 | ||
| 85.14 | ±18.5% | 64.5% | 69.41–100.87 | ||
| 168.16 | ±18.4% | 64.3% | 137.13–199.18 | ||
| 12.42 | ±18.4% | 64.2% | 10.13–14.71 | ||
| 335.62 | ±18.4% | 64.1% | 273.91–397.32 | ||
| 141.48 | ±18.3% | 63.7% | 115.65–167.31 | ||
| 28.03 | ±18.1% | 63.1% | 22.96–33.10 | ||
| 167.01 | ±18.0% | 62.9% | 136.89–197.13 | ||
| 14.56 | ±17.9% | 62.5% | 11.95–17.17 | ||
| 16.62 | ±17.8% | 62.2% | 13.66–19.58 | ||
| 11.27 | ±17.5% | 61.2% | 9.29–13.25 | ||
| 172.87 | ±17.4% | 60.7% | 142.79–202.95 | ||
| 185.70 | ±17.4% | 60.6% | 153.42–217.98 | ||
| 41.83 | ±17.0% | 59.4% | 34.71–48.95 | ||
| 14.73 | ±16.9% | 59.0% | 12.24–17.22 |
Plus grands mouvements à court terme (expirant dans les 8 jours)
| Titre | Expire | DTE | Variation implicite | Plage |
|---|---|---|---|---|
| Oct 23 | 4 | ±16.3% | 15.61–21.69 | |
| Oct 23 | 4 | ±14.9% | 79.69–107.64 | |
| Oct 23 | 4 | ±14.9% | 41.91–56.55 | |
| Oct 23 | 4 | ±12.8% | 2.77–3.58 | |
| Oct 23 | 4 | ±12.2% | 10.61–13.55 | |
| Oct 23 | 4 | ±11.2% | 1.23–1.54 | |
| Oct 23 | 4 | ±10.8% | 16.58–20.59 | |
| Oct 23 | 4 | ±10.8% | 12.22–15.17 | |
| Oct 23 | 4 | ±10.7% | 190.59–236.25 | |
| Oct 23 | 4 | ±10.4% | 6.89–8.49 | |
| Oct 23 | 4 | ±10.1% | 7.74–9.48 | |
| Oct 23 | 4 | ±9.3% | 2.64–3.18 | |
| Oct 23 | 4 | ±9.3% | 5.24–6.31 | |
| Oct 23 | 4 | ±9.1% | 28.66–34.43 | |
| Oct 23 | 4 | ±9.1% | 24.36–29.22 |