MRNA chaîne d'options Moderna, Inc.
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 ±39.0% (92.07–209.82) · ATM IV 81.8% · P/C open interest 1.90
| 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 | |
| 73.55 | 76.50 | 15 | 2,725 | 87.6% | 0.94 | 0.0016 | -0.014 | 80 | 2.00 | 2.85 | 28 | 5,078 | 82.2% | -0.06 | 0.0016 | -0.034 |
| 69.40 | 72.30 | 3 | 1,418 | 86.4% | 0.92 | 0.0019 | -0.021 | 85 | 2.86 | 3.70 | 1 | 175 | 82.6% | -0.08 | 0.0019 | -0.040 |
| 66.00 | 68.30 | 1,963 | 87.5% | 0.90 | 0.0022 | -0.029 | 90 | 3.55 | 4.75 | 4 | 423 | 82.0% | -0.10 | 0.0022 | -0.046 | |
| 61.40 | 64.40 | 947 | 84.5% | 0.89 | 0.0026 | -0.036 | 95 | 3.10 | 6.55 | 20 | 163 | 79.5% | -0.11 | 0.0026 | -0.052 | |
| 57.60 | 60.75 | 12 | 7,896 | 83.9% | 0.86 | 0.0029 | -0.044 | 100 | 5.20 | 6.70 | 17 | 521 | 79.1% | -0.14 | 0.0029 | -0.059 |
| 54.25 | 57.20 | 2 | 2,968 | 83.9% | 0.84 | 0.0032 | -0.051 | 105 | 6.40 | 9.30 | 185 | 81.6% | -0.16 | 0.0032 | -0.065 | |
| 50.75 | 53.85 | 16 | 122 | 83.3% | 0.82 | 0.0035 | -0.058 | 110 | 8.55 | 9.75 | 6 | 131 | 80.4% | -0.18 | 0.0035 | -0.070 |
| 47.50 | 50.70 | 4 | 899 | 83.1% | 0.80 | 0.0038 | -0.065 | 115 | 9.55 | 11.60 | 43 | 369 | 79.2% | -0.21 | 0.0038 | -0.076 |
| 44.50 | 47.70 | 25 | 1,201 | 83.0% | 0.77 | 0.0040 | -0.071 | 120 | 11.05 | 13.35 | 9 | 3,141 | 78.3% | -0.23 | 0.0041 | -0.081 |
| 41.75 | 44.80 | 5 | 146 | 83.0% | 0.74 | 0.0043 | -0.077 | 125 | 13.10 | 16.85 | 192 | 424 | 80.8% | -0.26 | 0.0044 | -0.086 |
| 38.85 | 42.10 | 3 | 130 | 82.6% | 0.72 | 0.0045 | -0.082 | 130 | 15.75 | 18.25 | 4 | 428 | 80.2% | -0.28 | 0.0046 | -0.090 |
| 36.30 | 39.65 | 2 | 94 | 82.7% | 0.69 | 0.0047 | -0.087 | 135 | 18.25 | 21.40 | 71 | 81.5% | -0.31 | 0.0048 | -0.093 | |
| 34.30 | 37.25 | 32 | 479 | 83.2% | 0.67 | 0.0048 | -0.091 | 140 | 21.00 | 23.75 | 23 | 257 | 81.6% | -0.34 | 0.0049 | -0.096 |
| 31.75 | 33.65 | 9 | 145 | 80.8% | 0.64 | 0.0050 | -0.095 | 145 | 23.05 | 26.75 | 15 | 917 | 81.1% | -0.36 | 0.0051 | -0.099 |
| 30.90 | 31.55 | 102 | 939 | 82.7% | 0.62 | 0.0051 | -0.098 | 150 | 25.90 | 29.40 | 60 | 245 | 80.9% | -0.39 | 0.0052 | -0.101 |
| 27.55 | 29.95 | 36 | 590 | 81.3% | 0.59 | 0.0052 | -0.100 | 155 | 28.90 | 31.80 | 306 | 68 | 80.2% | -0.41 | 0.0053 | -0.102 |
| 25.65 | 29.15 | 9 | 350 | 82.8% | 0.57 | 0.0052 | -0.102 | 160 | 32.00 | 35.70 | 3 | 16 | 81.4% | -0.44 | 0.0053 | -0.103 |
| 23.95 | 27.45 | 11 | 88 | 82.9% | 0.54 | 0.0052 | -0.104 | 165 | 35.25 | 37.75 | 4 | 22 | 79.9% | -0.46 | 0.0054 | -0.103 |
| 23.05 | 25.85 | 116 | 81 | 84.0% | 0.52 | 0.0053 | -0.105 | 170 | 38.65 | 42.25 | 3 | 81.7% | -0.49 | 0.0054 | -0.103 | |
| 20.80 | 24.40 | 93 | 429 | 83.1% | 0.50 | 0.0052 | -0.105 | 175 | 42.15 | 45.55 | 2 | 38 | 81.7% | -0.51 | 0.0054 | -0.103 |
| 19.40 | 23.00 | 30 | 432 | 83.3% | 0.47 | 0.0052 | -0.106 | 180 | 45.70 | 49.25 | 141 | 81.9% | -0.53 | 0.0054 | -0.102 | |
| 18.15 | 21.35 | 15 | 242 | 83.0% | 0.45 | 0.0052 | -0.106 | 185 | 49.40 | 52.80 | 14 | 82.0% | -0.55 | 0.0054 | -0.101 | |
| 17.20 | 20.20 | 13 | 1,127 | 83.6% | 0.43 | 0.0051 | -0.106 | 190 | 53.20 | 56.70 | 6 | 82.4% | -0.58 | 0.0053 | -0.099 | |
| 16.35 | 19.35 | 12 | 190 | 84.5% | 0.41 | 0.0051 | -0.105 | 195 | 57.10 | 60.25 | 20 | 82.2% | -0.60 | 0.0053 | -0.098 | |
| 14.70 | 18.45 | 30 | 586 | 84.1% | 0.39 | 0.0050 | -0.104 | 200 | 61.05 | 63.40 | 7 | 81.3% | -0.61 | 0.0052 | -0.096 | |
| 13.35 | 16.55 | 1 | 126 | 85.2% | 0.36 | 0.0048 | -0.102 | 210 | 69.15 | 71.85 | 4 | 82.2% | -0.65 | 0.0051 | -0.091 | |
| 11.35 | 15.00 | 31 | 560 | 85.2% | 0.33 | 0.0047 | -0.099 | 220 | 77.50 | 80.80 | 6 | 83.6% | -0.68 | 0.0049 | -0.086 | |
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 — Jan 15, 2027
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.