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 · Explication en termes clairs
Cboe delayed options data · au 00:41 UTC · Filtre de liquidité : > 5 000 contrats échangés ;315 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 | |
|---|---|---|---|---|---|
| 106.35 | ±30.6% | 106.6% | 73.85–138.85 | ||
| 52.03 | ±29.7% | 103.7% | 36.57–67.49 | ||
| 4.72 | ±25.5% | 89.1% | 3.51–5.92 | ||
| 11.28 | ±23.7% | 82.8% | 8.60–13.96 | ||
| 10.45 | ±23.4% | 81.7% | 8.00–12.90 | ||
| 10.71 | ±23.0% | 80.1% | 8.25–13.16 | ||
| 18.00 | ±22.3% | 77.6% | 13.99–22.01 | ||
| 150.94 | ±22.1% | 77.0% | 117.63–184.25 | ||
| 18.61 | ±22.0% | 76.8% | 14.52–22.71 | ||
| 15.20 | ±21.9% | 76.5% | 11.87–18.53 | ||
| 9.59 | ±21.7% | 75.7% | 7.51–11.66 | ||
| 2.65 | ±21.5% | 75.0% | 2.08–3.22 | ||
| 8.99 | ±20.9% | 72.9% | 7.11–10.87 | ||
| 14.89 | ±20.8% | 72.4% | 11.80–17.98 | ||
| 176.35 | ±20.6% | 71.8% | 140.04–212.66 | ||
| 37.86 | ±20.3% | 71.0% | 30.16–45.56 | ||
| 66.11 | ±20.3% | 71.0% | 52.66–79.56 | ||
| 2.12 | ±20.2% | 70.4% | 1.69–2.54 | ||
| 39.62 | ±19.8% | 69.2% | 31.77–47.47 | ||
| 36.70 | ±19.5% | 67.9% | 29.56–43.84 | ||
| 123.25 | ±19.3% | 67.5% | 99.41–147.09 | ||
| 376.60 | ±19.3% | 67.2% | 304.09–449.11 | ||
| 28.74 | ±19.2% | 67.0% | 23.22–34.27 | ||
| 6.81 | ±19.2% | 66.8% | 5.51–8.11 | ||
| 54.75 | ±19.1% | 66.7% | 44.28–65.22 | ||
| 146.25 | ±18.8% | 65.5% | 118.81–173.69 | ||
| 175.02 | ±17.7% | 61.6% | 144.09–205.95 | ||
| 485.75 | ±17.5% | 60.9% | 400.92–570.58 | ||
| 108.87 | ±17.4% | 60.7% | 89.92–127.82 | ||
| 35.64 | ±17.4% | 60.6% | 29.45–41.83 | ||
| 954.79 | ±17.3% | 60.5% | 789.30–1,120.27 | ||
| 28.21 | ±17.2% | 60.0% | 23.36–33.06 | ||
| 235.44 | ±17.0% | 59.3% | 195.40–275.48 | ||
| 120.52 | ±16.6% | 57.8% | 100.55–140.49 | ||
| 380.07 | ±16.1% | 56.1% | 318.92–441.22 | ||
| 12.44 | ±16.1% | 56.1% | 10.44–14.44 | ||
| 221.00 | ±16.1% | 56.1% | 185.48–256.52 | ||
| 74.42 | ±16.0% | 55.8% | 62.52–86.32 | ||
| 157.45 | ±15.9% | 55.6% | 132.35–182.55 | ||
| 319.69 | ±15.7% | 54.6% | 269.61–369.76 | ||
| 90.27 | ±15.7% | 54.6% | 76.13–104.41 | ||
| 14.52 | ±15.6% | 54.4% | 12.26–16.78 | ||
| 275.50 | ±15.5% | 54.2% | 232.72–318.28 | ||
| 74.08 | ±15.3% | 53.4% | 62.74–85.42 | ||
| 395.00 | ±15.2% | 53.1% | 334.87–455.13 | ||
| 5.60 | ±15.2% | 53.0% | 4.75–6.45 | ||
| 288.30 | ±15.2% | 53.0% | 244.48–332.12 | ||
| 94.00 | ±15.1% | 52.7% | 79.79–108.21 | ||
| 39.68 | ±15.1% | 52.6% | 33.70–45.66 | ||
| 18.05 | ±14.9% | 52.0% | 15.36–20.74 | ||
| 281.15 | ±14.8% | 51.7% | 239.50–322.81 | ||
| 31.13 | ±14.8% | 51.6% | 26.52–35.74 | ||
| 19.02 | ±14.8% | 51.6% | 16.21–21.83 | ||
| 24.54 | ±14.7% | 51.2% | 20.94–28.13 | ||
| 205.03 | ±14.6% | 50.9% | 175.12–234.94 | ||
| 140.80 | ±14.5% | 50.6% | 120.37–161.23 | ||
| 3.87 | ±14.4% | 50.3% | 3.31–4.43 | ||
| 15.61 | ±14.3% | 50.0% | 13.37–17.85 | ||
| 69.69 | ±14.1% | 49.3% | 59.84–79.54 | ||
| 126.52 | ±14.1% | 49.2% | 108.68–144.36 |
Plus grands mouvements à court terme (expirant dans les 8 jours)
| Titre | Expire | DTE | Variation implicite | Plage |
|---|---|---|---|---|
| Sep 04 | 2 | ±19.8% | 302.13–451.08 | |
| Sep 04 | 2 | ±13.4% | 9.28–12.13 | |
| Sep 04 | 2 | ±12.8% | 153.70–199.00 | |
| Sep 09 | 7 | ±10.6% | 95.08–117.62 | |
| Sep 09 | 7 | ±10.3% | 13.63–16.77 | |
| Sep 04 | 2 | ±10.3% | 59.31–72.91 | |
| Sep 04 | 2 | ±9.3% | 109.32–131.72 | |
| Sep 09 | 7 | ±8.8% | 332.30–396.15 | |
| Sep 04 | 2 | ±8.0% | 334.93–393.53 | |
| Sep 04 | 2 | ±7.2% | 98.65–114.05 | |
| Sep 04 | 2 | ±7.2% | 48.30–55.76 | |
| Sep 04 | 2 | ±6.8% | 2.47–2.83 | |
| Sep 04 | 2 | ±6.0% | 207.78–234.22 | |
| Sep 04 | 2 | ±5.9% | 4.44–5.00 | |
| Sep 04 | 2 | ±5.9% | 10.62–11.94 |