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 ±14.6% (152.71–204.96) · ATM IV 28.5% · P/C open interest 1.70
| 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 | |
| 87.10 | 90.20 | 1.00 | 0.0003 | 0.000 | 90 | 0.0100 | 0.2900 | 14 | 47.6% | -0.01 | 0.0004 | -0.004 | ||||
| 82.80 | 85.55 | 20 | 53.1% | 0.99 | 0.0005 | 0.000 | 95 | 0 | 0.3600 | 37 | 45.2% | -0.01 | 0.0005 | -0.004 | ||
| 77.90 | 80.65 | 23 | 49.9% | 0.99 | 0.0006 | 0.000 | 100 | 0 | 0.4000 | 5 | 42.5% | -0.01 | 0.0007 | -0.005 | ||
| 72.45 | 75.60 | 6 | 38.7% | 0.99 | 0.0008 | 0.000 | 105 | 0 | 0.4700 | 47 | 40.3% | -0.02 | 0.0009 | -0.006 | ||
| 67.60 | 71.40 | 3 | 44.0% | 0.98 | 0.0011 | 0.000 | 110 | 0.1000 | 0.5600 | 14 | 39.2% | -0.02 | 0.0012 | -0.008 | ||
| 63.40 | 66.55 | 10 | 45.1% | 0.98 | 0.0014 | 0.000 | 115 | 0.2300 | 0.6700 | 154 | 38.0% | -0.03 | 0.0015 | -0.009 | ||
| 59.00 | 61.15 | 59 | 41.8% | 0.97 | 0.0018 | -0.002 | 120 | 0.3800 | 0.8200 | 1,101 | 36.8% | -0.04 | 0.0019 | -0.011 | ||
| 54.15 | 57.05 | 3 | 42.0% | 0.96 | 0.0024 | -0.005 | 125 | 0.5900 | 1.04 | 297 | 35.8% | -0.05 | 0.0024 | -0.013 | ||
| 49.50 | 51.75 | 7 | 37.8% | 0.94 | 0.0030 | -0.008 | 130 | 0.8500 | 1.34 | 512 | 34.8% | -0.06 | 0.0031 | -0.016 | ||
| 44.75 | 47.15 | 64 | 35.7% | 0.92 | 0.0038 | -0.012 | 135 | 1.09 | 1.69 | 18 | 257 | 33.5% | -0.08 | 0.0038 | -0.019 | |
| 40.35 | 43.00 | 1 | 107 | 35.4% | 0.90 | 0.0047 | -0.016 | 140 | 1.74 | 2.14 | 984 | 33.1% | -0.10 | 0.0048 | -0.022 | |
| 36.05 | 38.35 | 82 | 33.7% | 0.87 | 0.0057 | -0.020 | 145 | 2.28 | 2.75 | 1 | 666 | 32.1% | -0.13 | 0.0058 | -0.025 | |
| 32.00 | 34.15 | 43 | 32.8% | 0.84 | 0.0068 | -0.024 | 150 | 2.97 | 3.55 | 874 | 31.3% | -0.16 | 0.0069 | -0.029 | ||
| 28.20 | 30.55 | 68 | 32.8% | 0.80 | 0.0079 | -0.028 | 155 | 4.25 | 4.55 | 21 | 347 | 31.2% | -0.20 | 0.0081 | -0.033 | |
| 24.50 | 26.75 | 64 | 31.9% | 0.76 | 0.0090 | -0.032 | 160 | 5.00 | 5.80 | 1 | 1,500 | 30.0% | -0.25 | 0.0093 | -0.036 | |
| 21.00 | 23.25 | 173 | 31.2% | 0.71 | 0.0101 | -0.035 | 165 | 6.70 | 7.20 | 2 | 1,141 | 29.7% | -0.30 | 0.0104 | -0.039 | |
| 18.15 | 20.05 | 141 | 31.0% | 0.66 | 0.0110 | -0.038 | 170 | 8.35 | 8.95 | 168 | 2,964 | 29.0% | -0.36 | 0.0114 | -0.041 | |
| 15.10 | 16.10 | 2 | 157 | 29.1% | 0.60 | 0.0118 | -0.040 | 175 | 10.20 | 11.00 | 4 | 759 | 28.4% | -0.41 | 0.0121 | -0.042 |
| 12.45 | 13.60 | 15 | 172 | 28.8% | 0.54 | 0.0123 | -0.041 | 180 | 12.80 | 13.40 | 21 | 1,347 | 28.2% | -0.48 | 0.0126 | -0.042 |
| 10.20 | 11.10 | 30 | 576 | 28.2% | 0.48 | 0.0125 | -0.041 | 185 | 15.25 | 16.15 | 839 | 27.7% | -0.54 | 0.0129 | -0.041 | |
| 8.25 | 9.35 | 51 | 565 | 28.2% | 0.42 | 0.0124 | -0.040 | 190 | 18.25 | 19.20 | 27 | 1,526 | 27.4% | -0.60 | 0.0130 | -0.040 |
| 6.55 | 7.30 | 2 | 299 | 27.5% | 0.36 | 0.0120 | -0.038 | 195 | 21.70 | 22.95 | 5 | 864 | 27.8% | -0.66 | 0.0128 | -0.038 |
| 5.35 | 5.80 | 77 | 1,649 | 27.5% | 0.31 | 0.0113 | -0.035 | 200 | 25.05 | 26.35 | 17 | 1,063 | 27.0% | -0.72 | 0.0125 | -0.035 |
| 3.20 | 3.60 | 4 | 633 | 27.1% | 0.21 | 0.0095 | -0.029 | 210 | 32.55 | 34.50 | 1,026 | 25.6% | -0.83 | 0.0112 | -0.030 | |
| 1.86 | 2.24 | 54 | 2,196 | 26.9% | 0.14 | 0.0074 | -0.022 | 220 | 41.20 | 43.15 | 1 | 1,096 | -0.92 | 0.0084 | -0.020 | |
| 0.7400 | 1.39 | 77 | 897 | 26.1% | 0.09 | 0.0054 | -0.016 | 230 | 50.55 | 53.05 | 81 | -0.97 | 0.0046 | -0.006 | ||
| 0.6700 | 0.8400 | 2 | 630 | 27.3% | 0.06 | 0.0039 | -0.012 | 240 | 60.75 | 63.75 | 26 | 24.7% | -0.99 | 0.0019 | 0.000 | |
| 0.3900 | 0.6300 | 33 | 538 | 28.1% | 0.04 | 0.0028 | -0.009 | 250 | 70.00 | 73.75 | -1.00 | 0.0006 | 0.000 | |||
| 0.2200 | 0.5700 | 28 | 1,145 | 29.5% | 0.03 | 0.0021 | -0.007 | 260 | 80.00 | 83.80 | 1 | -1.00 | 0.0002 | 0.000 | ||
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.