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 ±19.5% (170.44–253.04) · ATM IV 31.4% · P/C open interest 4.85
| 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 | |
| 87.70 | 91.10 | 44.2% | 0.97 | 0.0010 | 0.000 | 125 | 0.5900 | 1.09 | 5 | 10 | 40.0% | -0.03 | 0.0011 | -0.010 | ||
| 83.05 | 86.45 | 42.8% | 0.96 | 0.0013 | 0.000 | 130 | 0.6900 | 1.56 | 4 | 4 | 39.7% | -0.04 | 0.0013 | -0.012 | ||
| 78.45 | 81.90 | 41.8% | 0.95 | 0.0015 | -0.000 | 135 | 0.8300 | 1.87 | 5 | 38.6% | -0.05 | 0.0015 | -0.014 | |||
| 73.90 | 77.35 | 40.6% | 0.94 | 0.0018 | -0.003 | 140 | 1.15 | 2.19 | 62 | 37.9% | -0.06 | 0.0018 | -0.016 | |||
| 69.45 | 72.85 | 39.6% | 0.93 | 0.0021 | -0.006 | 145 | 1.51 | 2.58 | 16 | 37.2% | -0.07 | 0.0022 | -0.018 | |||
| 65.00 | 68.45 | 38.6% | 0.92 | 0.0025 | -0.009 | 150 | 1.94 | 2.95 | 27 | 36.3% | -0.08 | 0.0025 | -0.020 | |||
| 60.65 | 63.50 | 36.7% | 0.90 | 0.0029 | -0.012 | 155 | 2.70 | 3.45 | 5 | 8 | 36.1% | -0.10 | 0.0029 | -0.022 | ||
| 57.05 | 59.90 | 37.9% | 0.89 | 0.0033 | -0.015 | 160 | 3.20 | 4.25 | 5 | 26 | 35.5% | -0.12 | 0.0034 | -0.025 | ||
| 52.85 | 55.75 | 37.0% | 0.87 | 0.0037 | -0.019 | 165 | 3.40 | 5.70 | 35.2% | -0.14 | 0.0038 | -0.028 | ||||
| 48.25 | 51.90 | 35.8% | 0.84 | 0.0042 | -0.022 | 170 | 4.10 | 6.60 | 1 | 34.4% | -0.16 | 0.0043 | -0.030 | |||
| 44.35 | 48.00 | 35.1% | 0.82 | 0.0047 | -0.025 | 175 | 5.95 | 7.55 | 7 | 7 | 34.8% | -0.19 | 0.0048 | -0.033 | ||
| 41.15 | 44.10 | 34.9% | 0.79 | 0.0052 | -0.028 | 180 | 6.25 | 8.75 | 5 | 33.5% | -0.21 | 0.0053 | -0.035 | |||
| 37.50 | 40.45 | 34.3% | 0.76 | 0.0056 | -0.031 | 185 | 7.55 | 10.05 | 33.0% | -0.24 | 0.0058 | -0.037 | ||||
| 33.55 | 36.45 | 32.8% | 0.73 | 0.0061 | -0.033 | 190 | 9.05 | 11.40 | 50 | 32.5% | -0.27 | 0.0063 | -0.039 | |||
| 30.80 | 33.25 | 32.8% | 0.70 | 0.0066 | -0.036 | 195 | 10.70 | 13.00 | 32.1% | -0.31 | 0.0068 | -0.040 | ||||
| 27.20 | 30.00 | 8 | 13 | 31.9% | 0.66 | 0.0070 | -0.038 | 200 | 12.55 | 14.75 | 8 | 31.6% | -0.34 | 0.0072 | -0.042 | |
| 21.95 | 24.25 | 1 | 3 | 31.3% | 0.59 | 0.0076 | -0.040 | 210 | 17.40 | 19.00 | 11 | 22 | 31.4% | -0.42 | 0.0079 | -0.043 |
| 17.50 | 19.25 | 1 | 4 | 30.9% | 0.52 | 0.0079 | -0.042 | 220 | 22.40 | 23.35 | 39 | 79 | 30.2% | -0.50 | 0.0083 | -0.043 |
| 13.05 | 14.80 | 2 | 29.7% | 0.44 | 0.0079 | -0.041 | 230 | 27.95 | 29.85 | 29.8% | -0.58 | 0.0084 | -0.042 | |||
| 10.05 | 12.40 | 10 | 30.3% | 0.37 | 0.0076 | -0.039 | 240 | 34.85 | 36.65 | 29.7% | -0.66 | 0.0082 | -0.038 | |||
| 7.75 | 9.85 | 26 | 30.4% | 0.31 | 0.0071 | -0.037 | 250 | 41.05 | 44.45 | 28.6% | -0.73 | 0.0077 | -0.034 | |||
| 5.80 | 7.75 | 10 | 30.4% | 0.25 | 0.0064 | -0.033 | 260 | 49.20 | 52.30 | 28.1% | -0.79 | 0.0070 | -0.029 | |||
| 4.15 | 6.05 | 30.2% | 0.20 | 0.0057 | -0.029 | 270 | 57.80 | 60.95 | 27.7% | -0.84 | 0.0064 | -0.023 | ||||
| 3.10 | 4.95 | 30.6% | 0.16 | 0.0050 | -0.026 | 280 | 66.90 | 70.40 | 28.0% | -0.89 | 0.0060 | -0.020 | ||||
| 2.31 | 3.60 | 30.3% | 0.13 | 0.0042 | -0.022 | 290 | 76.75 | 79.80 | 28.4% | -0.94 | 0.0064 | -0.018 | ||||
| 1.60 | 2.89 | 30.4% | 0.10 | 0.0036 | -0.019 | 300 | 86.15 | 89.80 | -0.97 | 0.0058 | -0.018 | |||||
| 1.18 | 2.25 | 30.6% | 0.08 | 0.0031 | -0.017 | 310 | 96.10 | 99.90 | -0.99 | 0.0012 | -0.037 | |||||
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 — Apr 16, 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.