MS chaîne d'options Morgan Stanley
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 ±11.5% (187.44–236.04) · ATM IV 30.9% · P/C open interest 1.21
| 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 | |
| 101.30 | 104.10 | 8 | 66.1% | 1.00 | 0.0002 | 0.000 | 110 | 0 | 1.75 | 3 | 80.5% | -0.01 | 0.0003 | -0.005 | ||
| 96.35 | 99.15 | 5 | 62.7% | 1.00 | 0.0003 | 0.000 | 115 | 0 | 1.21 | 40 | 70.8% | -0.01 | 0.0003 | -0.006 | ||
| 91.40 | 94.20 | 59.3% | 0.99 | 0.0003 | 0.000 | 120 | 0 | 0.6300 | 59 | 59.8% | -0.01 | 0.0004 | -0.007 | |||
| 86.45 | 89.25 | 3 | 56.0% | 0.99 | 0.0004 | 0.000 | 125 | 0 | 0.6500 | 51 | 56.3% | -0.01 | 0.0005 | -0.008 | ||
| 81.00 | 84.30 | 1 | 0.99 | 0.0005 | 0.000 | 130 | 0 | 0.6700 | 7 | 52.8% | -0.01 | 0.0006 | -0.009 | |||
| 76.55 | 79.35 | 40 | 49.7% | 0.99 | 0.0007 | -0.002 | 135 | 0 | 0.7000 | 214 | 49.6% | -0.01 | 0.0008 | -0.011 | ||
| 71.60 | 74.45 | 18 | 47.1% | 0.99 | 0.0009 | -0.004 | 140 | 0 | 0.7500 | 257 | 46.6% | -0.02 | 0.0010 | -0.012 | ||
| 66.70 | 69.50 | 47 | 44.5% | 0.98 | 0.0011 | -0.006 | 145 | 0 | 0.6200 | 50 | 41.9% | -0.02 | 0.0013 | -0.014 | ||
| 61.85 | 64.65 | 24 | 43.2% | 0.98 | 0.0014 | -0.009 | 150 | 0.2500 | 0.4800 | 2 | 347 | 39.7% | -0.03 | 0.0016 | -0.016 | |
| 57.00 | 60.40 | 3 | 44.9% | 0.97 | 0.0019 | -0.012 | 155 | 0.2400 | 0.7300 | 375 | 38.4% | -0.04 | 0.0020 | -0.019 | ||
| 52.25 | 54.75 | 104 | 38.7% | 0.96 | 0.0024 | -0.016 | 160 | 0.5800 | 0.7700 | 58 | 612 | 37.4% | -0.05 | 0.0026 | -0.023 | |
| 47.50 | 50.90 | 58 | 41.2% | 0.95 | 0.0031 | -0.021 | 165 | 0.5500 | 1.14 | 281 | 35.7% | -0.06 | 0.0033 | -0.027 | ||
| 42.75 | 45.40 | 30 | 36.3% | 0.93 | 0.0040 | -0.026 | 170 | 0.9100 | 1.61 | 484 | 35.6% | -0.08 | 0.0041 | -0.032 | ||
| 38.35 | 41.60 | 129 | 38.0% | 0.91 | 0.0050 | -0.033 | 175 | 1.41 | 1.82 | 15 | 317 | 34.2% | -0.10 | 0.0052 | -0.038 | |
| 34.05 | 37.10 | 416 | 36.8% | 0.88 | 0.0062 | -0.041 | 180 | 2.25 | 2.46 | 15 | 855 | 34.3% | -0.13 | 0.0064 | -0.045 | |
| 29.85 | 32.30 | 71 | 34.6% | 0.84 | 0.0076 | -0.049 | 185 | 3.00 | 3.70 | 478 | 1,143 | 34.5% | -0.17 | 0.0076 | -0.052 | |
| 26.25 | 28.30 | 49 | 34.6% | 0.80 | 0.0089 | -0.057 | 190 | 3.95 | 5.10 | 237 | 1,536 | 34.4% | -0.21 | 0.0090 | -0.059 | |
| 22.05 | 24.80 | 2 | 203 | 33.6% | 0.75 | 0.0102 | -0.063 | 195 | 5.20 | 5.60 | 114 | 604 | 32.5% | -0.26 | 0.0102 | -0.065 |
| 18.75 | 21.35 | 209 | 33.3% | 0.69 | 0.0114 | -0.069 | 200 | 6.65 | 7.45 | 36 | 843 | 32.4% | -0.32 | 0.0114 | -0.070 | |
| 13.15 | 13.95 | 36 | 749 | 31.1% | 0.57 | 0.0131 | -0.075 | 210 | 10.60 | 10.90 | 16 | 700 | 30.7% | -0.44 | 0.0131 | -0.076 |
| 8.60 | 9.15 | 84 | 1,443 | 30.4% | 0.44 | 0.0134 | -0.074 | 220 | 15.80 | 16.30 | 2 | 659 | 30.0% | -0.57 | 0.0134 | -0.073 |
| 4.75 | 5.75 | 63 | 1,540 | 29.2% | 0.31 | 0.0122 | -0.065 | 230 | 21.40 | 23.50 | 269 | 28.7% | -0.70 | 0.0121 | -0.063 | |
| 3.05 | 3.35 | 45 | 1,173 | 29.5% | 0.21 | 0.0100 | -0.053 | 240 | 28.60 | 31.15 | 18 | 26.8% | -0.80 | 0.0100 | -0.050 | |
| 1.57 | 1.92 | 4 | 837 | 29.0% | 0.14 | 0.0075 | -0.040 | 250 | 37.20 | 39.85 | 1 | 25.3% | -0.88 | 0.0081 | -0.039 | |
| 0.7800 | 1.63 | 1 | 348 | 30.7% | 0.09 | 0.0054 | -0.029 | 260 | 46.35 | 49.85 | -0.93 | 0.0070 | -0.030 | |||
| 0.5200 | 0.8100 | 10 | 431 | 30.7% | 0.06 | 0.0038 | -0.021 | 270 | 56.60 | 60.05 | 32.1% | -0.98 | 0.0064 | -0.038 | ||
| 0.0500 | 0.7900 | 120 | 31.6% | 0.04 | 0.0027 | -0.017 | 280 | 66.10 | 69.90 | -1.00 | 0.0012 | -0.020 | ||||
| 0 | 0.8800 | 30 | 35.1% | 0.03 | 0.0021 | -0.014 | 290 | 76.60 | 79.40 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.8000 | 39 | 37.5% | 0.03 | 0.0017 | -0.013 | 300 | 86.60 | 89.45 | -1.00 | 0.0000 | -0.020 | ||||
| 0 | 0.7400 | 11 | 40.0% | 0.02 | 0.0014 | -0.012 | 310 | 96.60 | 99.45 | -1.00 | 0.0000 | -0.020 | ||||
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.