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 ±69.7% (38.39–214.79) · ATM IV 79.5% · P/C open interest 0.73
| 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 | |
| 70.10 | 77.75 | 76 | 82.9% | 0.89 | 0.0016 | -0.015 | 65 | 10.85 | 12.40 | 337 | 85.1% | -0.12 | 0.0016 | -0.023 | ||
| 67.20 | 74.70 | 126 | 82.0% | 0.88 | 0.0017 | -0.017 | 70 | 12.00 | 13.70 | 722 | 83.8% | -0.13 | 0.0018 | -0.025 | ||
| 64.45 | 71.95 | 112 | 81.6% | 0.86 | 0.0019 | -0.019 | 75 | 14.75 | 15.65 | 1,165 | 83.0% | -0.15 | 0.0020 | -0.026 | ||
| 61.90 | 66.65 | 198 | 77.5% | 0.85 | 0.0020 | -0.021 | 80 | 16.90 | 17.55 | 1,640 | 82.2% | -0.16 | 0.0021 | -0.028 | ||
| 59.30 | 64.95 | 1 | 46 | 78.3% | 0.83 | 0.0022 | -0.023 | 85 | 18.95 | 19.90 | 61 | 81.7% | -0.18 | 0.0023 | -0.030 | |
| 58.90 | 62.50 | 475 | 80.6% | 0.82 | 0.0023 | -0.025 | 90 | 21.40 | 22.35 | 1 | 1,090 | 81.5% | -0.20 | 0.0024 | -0.031 | |
| 56.65 | 59.40 | 314 | 79.4% | 0.80 | 0.0024 | -0.026 | 95 | 23.15 | 24.85 | 489 | 80.4% | -0.21 | 0.0026 | -0.032 | ||
| 54.00 | 59.70 | 7 | 2,155 | 81.5% | 0.79 | 0.0025 | -0.028 | 100 | 25.05 | 27.40 | 5 | 4,930 | 81.0% | -0.23 | 0.0027 | -0.034 |
| 52.85 | 55.75 | 96 | 80.1% | 0.77 | 0.0026 | -0.029 | 105 | 29.20 | 30.85 | 1 | 294 | 81.5% | -0.25 | 0.0028 | -0.035 | |
| 51.30 | 53.25 | 5 | 458 | 79.8% | 0.76 | 0.0028 | -0.031 | 110 | 31.90 | 33.65 | 361 | 81.1% | -0.26 | 0.0030 | -0.036 | |
| 49.00 | 51.75 | 191 | 79.6% | 0.74 | 0.0028 | -0.032 | 115 | 34.85 | 36.55 | 153 | 81.0% | -0.28 | 0.0031 | -0.037 | ||
| 47.65 | 49.20 | 28 | 620 | 79.1% | 0.72 | 0.0029 | -0.033 | 120 | 37.80 | 38.80 | 1 | 1,059 | 79.9% | -0.30 | 0.0032 | -0.038 |
| 45.25 | 47.75 | 2 | 304 | 78.5% | 0.71 | 0.0030 | -0.034 | 125 | 40.85 | 42.55 | 128 | 80.4% | -0.31 | 0.0033 | -0.038 | |
| 44.30 | 46.20 | 46 | 631 | 79.2% | 0.69 | 0.0031 | -0.035 | 130 | 44.00 | 44.95 | 470 | 79.5% | -0.33 | 0.0034 | -0.039 | |
| 42.55 | 45.15 | 317 | 79.4% | 0.68 | 0.0031 | -0.036 | 135 | 45.70 | 48.25 | 18 | 510 | 79.4% | -0.35 | 0.0034 | -0.040 | |
| 40.35 | 43.70 | 13 | 371 | 78.6% | 0.66 | 0.0032 | -0.037 | 140 | 50.60 | 51.65 | 27 | 303 | 79.5% | -0.36 | 0.0035 | -0.040 |
| 38.90 | 41.55 | 2 | 146 | 77.8% | 0.65 | 0.0032 | -0.038 | 145 | 54.00 | 55.05 | 2 | 229 | 79.3% | -0.38 | 0.0036 | -0.041 |
| 38.40 | 40.00 | 33 | 1,391 | 78.4% | 0.64 | 0.0033 | -0.039 | 150 | 55.85 | 58.55 | 4 | 989 | 79.2% | -0.39 | 0.0037 | -0.041 |
| 37.05 | 39.05 | 2 | 221 | 78.6% | 0.62 | 0.0033 | -0.039 | 155 | 61.00 | 62.30 | 25 | 207 | 79.3% | -0.41 | 0.0037 | -0.041 |
| 35.65 | 38.45 | 616 | 79.0% | 0.61 | 0.0034 | -0.040 | 160 | 62.95 | 65.75 | 415 | 79.1% | -0.42 | 0.0038 | -0.042 | ||
| 33.85 | 36.50 | 1 | 696 | 77.7% | 0.60 | 0.0034 | -0.040 | 165 | 68.25 | 69.40 | 823 | 79.1% | -0.44 | 0.0038 | -0.042 | |
| 32.95 | 36.45 | 1 | 685 | 78.8% | 0.58 | 0.0034 | -0.041 | 170 | 70.90 | 73.25 | 256 | 78.2% | -0.45 | 0.0039 | -0.042 | |
| 32.85 | 34.15 | 2 | 930 | 78.6% | 0.57 | 0.0034 | -0.041 | 175 | 74.00 | 76.95 | 654 | 79.1% | -0.46 | 0.0039 | -0.042 | |
| 31.85 | 33.25 | 20 | 1,351 | 78.7% | 0.56 | 0.0035 | -0.041 | 180 | 79.30 | 80.85 | 783 | 78.8% | -0.48 | 0.0040 | -0.042 | |
| 30.45 | 32.05 | 354 | 78.1% | 0.55 | 0.0035 | -0.042 | 185 | 82.30 | 85.80 | 343 | 79.0% | -0.49 | 0.0040 | -0.042 | ||
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.