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 ±18.1% (173.29–249.65) · ATM IV 31.0% · P/C open interest 1.62
| 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 | |
| 100.55 | 104.25 | 3 | 0.99 | 0.0005 | 0.000 | 110 | 0 | 0.7000 | 8 | 44.2% | -0.01 | 0.0005 | -0.006 | |||
| 95.75 | 99.50 | 10 | 31.6% | 0.99 | 0.0006 | 0.000 | 115 | 0.0500 | 0.8000 | 141 | 42.8% | -0.02 | 0.0006 | -0.007 | ||
| 91.00 | 94.70 | 61 | 35.9% | 0.98 | 0.0007 | 0.000 | 120 | 0.2200 | 0.8400 | 1,011 | 41.6% | -0.02 | 0.0008 | -0.008 | ||
| 86.80 | 89.55 | 2 | 38.1% | 0.98 | 0.0009 | 0.000 | 125 | 0.5300 | 0.7600 | 15 | 302 | 40.4% | -0.03 | 0.0010 | -0.009 | |
| 81.90 | 84.85 | 7 | 37.0% | 0.97 | 0.0011 | 0.000 | 130 | 0.5200 | 1.16 | 492 | 39.7% | -0.03 | 0.0012 | -0.011 | ||
| 77.15 | 79.95 | 64 | 35.5% | 0.96 | 0.0014 | 0.000 | 135 | 0.7400 | 1.38 | 241 | 38.9% | -0.04 | 0.0014 | -0.013 | ||
| 72.50 | 75.25 | 103 | 35.1% | 0.95 | 0.0017 | -0.001 | 140 | 1.09 | 1.59 | 962 | 38.2% | -0.05 | 0.0018 | -0.015 | ||
| 68.10 | 70.45 | 82 | 34.8% | 0.94 | 0.0020 | -0.004 | 145 | 1.55 | 1.97 | 613 | 38.0% | -0.06 | 0.0021 | -0.017 | ||
| 63.65 | 66.25 | 13 | 35.5% | 0.93 | 0.0024 | -0.007 | 150 | 1.77 | 2.33 | 537 | 36.7% | -0.07 | 0.0025 | -0.020 | ||
| 59.30 | 61.85 | 67 | 35.3% | 0.91 | 0.0029 | -0.011 | 155 | 2.34 | 2.90 | 2 | 323 | 36.4% | -0.09 | 0.0029 | -0.022 | |
| 54.85 | 57.80 | 63 | 35.1% | 0.89 | 0.0033 | -0.015 | 160 | 2.76 | 3.40 | 1 | 547 | 35.4% | -0.11 | 0.0034 | -0.025 | |
| 50.80 | 53.55 | 166 | 34.8% | 0.87 | 0.0038 | -0.019 | 165 | 3.35 | 4.60 | 963 | 35.5% | -0.13 | 0.0039 | -0.028 | ||
| 46.65 | 49.55 | 140 | 34.3% | 0.85 | 0.0043 | -0.022 | 170 | 4.15 | 5.20 | 1,606 | 34.6% | -0.15 | 0.0044 | -0.031 | ||
| 42.45 | 45.65 | 147 | 33.6% | 0.83 | 0.0049 | -0.026 | 175 | 4.90 | 6.50 | 2 | 336 | 34.3% | -0.18 | 0.0050 | -0.034 | |
| 39.05 | 41.85 | 148 | 33.6% | 0.80 | 0.0054 | -0.029 | 180 | 5.85 | 7.15 | 9 | 522 | 33.1% | -0.21 | 0.0055 | -0.036 | |
| 35.30 | 38.20 | 440 | 33.0% | 0.77 | 0.0060 | -0.033 | 185 | 7.80 | 8.40 | 21 | 220 | 33.4% | -0.24 | 0.0061 | -0.039 | |
| 32.10 | 34.75 | 43 | 32.9% | 0.74 | 0.0065 | -0.035 | 190 | 9.30 | 9.50 | 2 | 1,040 | 32.7% | -0.27 | 0.0066 | -0.041 | |
| 29.00 | 31.05 | 70 | 32.3% | 0.70 | 0.0070 | -0.038 | 195 | 10.90 | 11.10 | 529 | 32.2% | -0.31 | 0.0072 | -0.043 | ||
| 25.95 | 28.40 | 15 | 1,472 | 32.3% | 0.66 | 0.0074 | -0.040 | 200 | 12.70 | 12.90 | 34 | 677 | 31.8% | -0.34 | 0.0077 | -0.044 |
| 20.25 | 22.05 | 294 | 30.9% | 0.58 | 0.0082 | -0.043 | 210 | 16.90 | 17.15 | 3 | 872 | 31.1% | -0.43 | 0.0084 | -0.046 | |
| 15.95 | 16.50 | 15 | 872 | 30.0% | 0.50 | 0.0085 | -0.044 | 220 | 22.05 | 22.25 | 8 | 611 | 30.5% | -0.51 | 0.0089 | -0.045 |
| 12.10 | 12.60 | 4 | 476 | 29.7% | 0.42 | 0.0085 | -0.043 | 230 | 27.00 | 29.10 | 56 | 29.8% | -0.60 | 0.0090 | -0.043 | |
| 9.00 | 9.50 | 41 | 390 | 29.4% | 0.35 | 0.0080 | -0.041 | 240 | 33.95 | 36.40 | 13 | 29.9% | -0.68 | 0.0086 | -0.039 | |
| 6.75 | 7.00 | 7 | 295 | 29.3% | 0.28 | 0.0074 | -0.037 | 250 | 41.60 | 44.05 | 29.8% | -0.75 | 0.0079 | -0.033 | ||
| 4.85 | 6.30 | 1,457 | 30.3% | 0.22 | 0.0065 | -0.033 | 260 | 49.85 | 53.05 | 30.6% | -0.82 | 0.0071 | -0.027 | |||
| 3.50 | 4.90 | 179 | 30.5% | 0.17 | 0.0056 | -0.028 | 270 | 58.65 | 61.45 | 30.4% | -0.87 | 0.0065 | -0.022 | |||
| 2.51 | 3.10 | 1 | 189 | 29.6% | 0.13 | 0.0047 | -0.024 | 280 | 67.80 | 71.10 | 1 | 31.5% | -0.92 | 0.0060 | -0.020 | |
| 1.74 | 2.71 | 206 | 30.3% | 0.10 | 0.0039 | -0.020 | 290 | 77.55 | 80.50 | 32.7% | -0.97 | 0.0070 | -0.012 | |||
| 1.26 | 1.99 | 78 | 30.4% | 0.08 | 0.0032 | -0.017 | 300 | 86.60 | 90.65 | 33.0% | -0.99 | 0.0015 | -0.040 | |||
| 0.8700 | 1.57 | 80 | 30.6% | 0.06 | 0.0027 | -0.014 | 310 | 96.65 | 100.70 | 35.9% | -1.00 | 0.0000 | -0.043 | |||
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 — Mar 19, 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.