MSTR chaîne d'options Strategy Inc
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 ±61.2% (55.72–231.37) · ATM IV 70.9% · P/C open interest 0.68
| 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 | |
| 82.50 | 84.30 | 4 | 96 | 79.1% | 0.90 | 0.0015 | -0.014 | 75 | 8.90 | 9.55 | 1,215 | 75.8% | -0.11 | 0.0015 | -0.024 | |
| 78.35 | 83.20 | 176 | 80.1% | 0.89 | 0.0016 | -0.017 | 80 | 10.30 | 11.00 | 1,587 | 75.0% | -0.12 | 0.0017 | -0.026 | ||
| 75.20 | 80.20 | 47 | 79.3% | 0.87 | 0.0018 | -0.019 | 85 | 11.80 | 12.50 | 59 | 74.1% | -0.13 | 0.0018 | -0.028 | ||
| 72.45 | 76.75 | 2 | 297 | 78.2% | 0.86 | 0.0019 | -0.021 | 90 | 13.50 | 14.30 | 13 | 1,130 | 73.7% | -0.15 | 0.0020 | -0.029 |
| 69.30 | 74.05 | 1 | 313 | 77.4% | 0.84 | 0.0021 | -0.023 | 95 | 15.30 | 16.15 | 70 | 613 | 73.2% | -0.17 | 0.0022 | -0.031 |
| 66.60 | 68.25 | 146 | 2,285 | 73.2% | 0.83 | 0.0022 | -0.025 | 100 | 17.50 | 17.95 | 29 | 4,980 | 72.8% | -0.18 | 0.0023 | -0.033 |
| 63.80 | 68.40 | 92 | 75.9% | 0.81 | 0.0023 | -0.027 | 105 | 19.55 | 20.00 | 16 | 359 | 72.4% | -0.20 | 0.0025 | -0.034 | |
| 61.45 | 65.70 | 440 | 75.4% | 0.79 | 0.0025 | -0.029 | 110 | 21.30 | 22.35 | 1 | 418 | 71.7% | -0.21 | 0.0026 | -0.036 | |
| 58.95 | 62.90 | 2 | 147 | 74.6% | 0.78 | 0.0026 | -0.031 | 115 | 23.40 | 24.55 | 8 | 271 | 71.1% | -0.23 | 0.0028 | -0.037 |
| 56.45 | 60.80 | 639 | 74.3% | 0.76 | 0.0027 | -0.032 | 120 | 25.90 | 27.00 | 9 | 1,292 | 70.9% | -0.25 | 0.0029 | -0.038 | |
| 54.60 | 58.30 | 346 | 74.1% | 0.75 | 0.0028 | -0.034 | 125 | 28.40 | 29.45 | 1 | 343 | 70.6% | -0.27 | 0.0030 | -0.040 | |
| 52.25 | 56.00 | 573 | 73.5% | 0.73 | 0.0029 | -0.035 | 130 | 30.95 | 32.20 | 636 | 70.4% | -0.28 | 0.0031 | -0.041 | ||
| 50.00 | 53.55 | 372 | 72.7% | 0.71 | 0.0030 | -0.037 | 135 | 33.50 | 34.85 | 1 | 610 | 70.0% | -0.30 | 0.0032 | -0.042 | |
| 48.20 | 51.55 | 2 | 412 | 72.5% | 0.70 | 0.0031 | -0.038 | 140 | 36.25 | 37.75 | 507 | 69.8% | -0.32 | 0.0033 | -0.043 | |
| 46.35 | 49.45 | 1 | 176 | 72.2% | 0.68 | 0.0032 | -0.039 | 145 | 39.25 | 40.60 | 442 | 69.6% | -0.34 | 0.0034 | -0.044 | |
| 44.90 | 46.40 | 49 | 1,745 | 71.2% | 0.67 | 0.0032 | -0.040 | 150 | 42.10 | 43.75 | 5 | 1,117 | 69.4% | -0.35 | 0.0035 | -0.044 |
| 42.80 | 46.30 | 246 | 72.1% | 0.65 | 0.0033 | -0.041 | 155 | 45.10 | 46.95 | 321 | 69.3% | -0.37 | 0.0036 | -0.045 | ||
| 41.35 | 44.55 | 2 | 640 | 72.0% | 0.64 | 0.0033 | -0.042 | 160 | 48.90 | 50.05 | 10 | 726 | 69.6% | -0.39 | 0.0037 | -0.045 |
| 39.85 | 41.70 | 1,810 | 70.9% | 0.62 | 0.0034 | -0.043 | 165 | 52.05 | 53.45 | 859 | 69.5% | -0.40 | 0.0037 | -0.046 | ||
| 38.30 | 41.00 | 3 | 699 | 71.4% | 0.61 | 0.0034 | -0.043 | 170 | 54.70 | 56.75 | 275 | 68.8% | -0.42 | 0.0038 | -0.046 | |
| 36.85 | 39.85 | 1 | 1,063 | 71.5% | 0.59 | 0.0034 | -0.044 | 175 | 58.10 | 60.90 | 688 | 69.3% | -0.44 | 0.0038 | -0.047 | |
| 35.50 | 38.00 | 1 | 1,374 | 71.1% | 0.58 | 0.0035 | -0.044 | 180 | 61.90 | 63.80 | 818 | 69.1% | -0.45 | 0.0039 | -0.047 | |
| 34.20 | 37.20 | 342 | 71.4% | 0.56 | 0.0035 | -0.045 | 185 | 64.55 | 67.30 | 342 | 68.2% | -0.47 | 0.0039 | -0.047 | ||
| 32.95 | 35.55 | 1 | 595 | 71.0% | 0.55 | 0.0035 | -0.045 | 190 | 68.80 | 71.00 | 234 | 68.7% | -0.48 | 0.0040 | -0.047 | |
| 31.90 | 34.55 | 500 | 71.2% | 0.54 | 0.0035 | -0.045 | 195 | 72.30 | 74.70 | 319 | 68.5% | -0.50 | 0.0040 | -0.047 | ||
| 30.80 | 33.05 | 18 | 5,699 | 70.9% | 0.53 | 0.0035 | -0.046 | 200 | 75.90 | 78.50 | 1,944 | 68.4% | -0.51 | 0.0040 | -0.047 | |
| 28.85 | 30.55 | 960 | 70.7% | 0.50 | 0.0035 | -0.046 | 210 | 83.65 | 88.05 | 109 | 69.9% | -0.54 | 0.0041 | -0.047 | ||
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.