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 ±29.3% (149.72–273.76) · ATM IV 32.1% · P/C open interest 1.30
| 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 | |
| 104.30 | 107.25 | 26 | 40.9% | 0.96 | 0.0010 | 0.000 | 110 | 1.80 | 2.45 | 544 | 40.0% | -0.05 | 0.0010 | -0.009 | ||
| 100.00 | 102.95 | 8 | 40.2% | 0.95 | 0.0011 | 0.000 | 115 | 2.20 | 2.85 | 508 | 39.4% | -0.05 | 0.0011 | -0.010 | ||
| 95.75 | 98.75 | 182 | 39.6% | 0.94 | 0.0013 | 0.000 | 120 | 2.63 | 3.35 | 818 | 38.9% | -0.06 | 0.0013 | -0.011 | ||
| 91.55 | 95.50 | 46 | 40.3% | 0.93 | 0.0014 | -0.001 | 125 | 3.10 | 3.75 | 1,148 | 38.1% | -0.07 | 0.0015 | -0.012 | ||
| 87.45 | 90.45 | 65 | 38.3% | 0.92 | 0.0016 | -0.003 | 130 | 3.65 | 4.45 | 399 | 37.7% | -0.08 | 0.0017 | -0.013 | ||
| 83.40 | 86.40 | 35 | 37.8% | 0.91 | 0.0018 | -0.005 | 135 | 4.30 | 5.15 | 1,291 | 37.3% | -0.09 | 0.0019 | -0.015 | ||
| 79.40 | 82.45 | 83 | 37.3% | 0.90 | 0.0020 | -0.006 | 140 | 5.00 | 6.90 | 601 | 37.9% | -0.11 | 0.0021 | -0.016 | ||
| 75.50 | 78.80 | 33 | 37.0% | 0.88 | 0.0022 | -0.008 | 145 | 5.90 | 7.30 | 54 | 37.0% | -0.12 | 0.0023 | -0.017 | ||
| 72.30 | 74.70 | 1,200 | 36.9% | 0.87 | 0.0024 | -0.010 | 150 | 6.00 | 8.30 | 1,115 | 35.9% | -0.14 | 0.0025 | -0.018 | ||
| 67.95 | 71.00 | 260 | 35.8% | 0.85 | 0.0027 | -0.012 | 155 | 7.50 | 9.60 | 31 | 36.2% | -0.15 | 0.0028 | -0.019 | ||
| 64.30 | 67.60 | 416 | 35.6% | 0.84 | 0.0029 | -0.013 | 160 | 8.40 | 10.65 | 1,323 | 35.5% | -0.17 | 0.0030 | -0.021 | ||
| 60.50 | 64.50 | 269 | 35.3% | 0.82 | 0.0031 | -0.015 | 165 | 9.10 | 11.05 | 173 | 34.1% | -0.19 | 0.0032 | -0.022 | ||
| 57.25 | 60.35 | 693 | 34.5% | 0.80 | 0.0033 | -0.016 | 170 | 11.00 | 13.30 | 258 | 34.9% | -0.21 | 0.0035 | -0.023 | ||
| 53.90 | 57.00 | 447 | 34.1% | 0.78 | 0.0036 | -0.018 | 175 | 11.70 | 14.25 | 550 | 33.8% | -0.23 | 0.0037 | -0.024 | ||
| 50.70 | 54.75 | 302 | 34.4% | 0.76 | 0.0038 | -0.019 | 180 | 14.25 | 15.80 | 179 | 34.1% | -0.25 | 0.0039 | -0.025 | ||
| 47.55 | 51.50 | 91 | 34.0% | 0.74 | 0.0040 | -0.021 | 185 | 15.45 | 17.50 | 3 | 104 | 33.5% | -0.27 | 0.0042 | -0.026 | |
| 44.55 | 48.50 | 452 | 33.6% | 0.72 | 0.0042 | -0.022 | 190 | 16.65 | 18.85 | 1,839 | 32.6% | -0.29 | 0.0044 | -0.026 | ||
| 41.60 | 45.70 | 106 | 33.3% | 0.70 | 0.0044 | -0.023 | 195 | 19.55 | 21.05 | 54 | 33.1% | -0.32 | 0.0046 | -0.027 | ||
| 39.55 | 41.95 | 2 | 1,257 | 32.9% | 0.67 | 0.0046 | -0.024 | 200 | 21.55 | 23.15 | 226 | 32.8% | -0.34 | 0.0048 | -0.028 | |
| 34.35 | 37.10 | 305 | 32.5% | 0.63 | 0.0049 | -0.025 | 210 | 24.95 | 27.65 | 9 | 586 | 31.8% | -0.39 | 0.0052 | -0.028 | |
| 29.65 | 32.20 | 4 | 768 | 31.9% | 0.58 | 0.0051 | -0.026 | 220 | 30.60 | 32.55 | 4 | 16 | 31.6% | -0.45 | 0.0055 | -0.029 |
| 25.65 | 28.00 | 4 | 499 | 31.5% | 0.53 | 0.0052 | -0.027 | 230 | 36.35 | 38.10 | 29 | 31.4% | -0.50 | 0.0058 | -0.029 | |
| 22.15 | 24.35 | 2 | 722 | 31.3% | 0.48 | 0.0053 | -0.027 | 240 | 42.40 | 44.10 | 36 | 31.0% | -0.56 | 0.0060 | -0.028 | |
| 19.00 | 21.10 | 5 | 176 | 31.1% | 0.44 | 0.0053 | -0.027 | 250 | 48.00 | 50.70 | 1 | 30.2% | -0.61 | 0.0061 | -0.028 | |
| 16.15 | 18.25 | 50 | 30.9% | 0.39 | 0.0052 | -0.026 | 260 | 55.50 | 57.80 | 17 | 30.1% | -0.66 | 0.0061 | -0.027 | ||
| 13.80 | 15.95 | 2 | 367 | 30.9% | 0.35 | 0.0050 | -0.025 | 270 | 63.00 | 65.40 | 29.9% | -0.71 | 0.0061 | -0.025 | ||
| 11.75 | 13.65 | 2 | 151 | 30.7% | 0.31 | 0.0048 | -0.024 | 280 | 70.75 | 74.10 | 6 | 30.0% | -0.76 | 0.0059 | -0.023 | |
| 10.00 | 11.00 | 112 | 30.1% | 0.28 | 0.0046 | -0.023 | 290 | 79.00 | 81.95 | 29.2% | -0.81 | 0.0058 | -0.021 | |||
| 8.45 | 10.40 | 16 | 88 | 30.7% | 0.25 | 0.0043 | -0.022 | 300 | 87.75 | 90.75 | 28.9% | -0.85 | 0.0058 | -0.019 | ||
| 5.70 | 9.10 | 65 | 29.7% | 0.22 | 0.0040 | -0.021 | 310 | 96.85 | 100.00 | 28.6% | -0.89 | 0.0062 | -0.019 | |||
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 21, 2028
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.