PEP opsiyon zinciri PepsiCo, Inc.
Her satır bir strike'a karşılık gelir. Sol yarı call'ı, sağ yarı put'u gösterir. Bid/ask, alıcıların ve satıcıların şu anda belirlediği fiyatlardır; hacim bu seansta işlem gören kontrat sayısıdır; open interest mevcut açık kontratlardır. Vurgulanan satır hisse senedi fiyatına en yakın strike'tır.
Bu vade yaklaşık şu kadar bir hareket fiyatlıyor: ±3.2% (135.52–144.52) · ATM IV 19.3% · P/C açık pozisyon 0.37
| CALL'LAR | Strike | PUTLAR | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Alış | Sor | Hac. | 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 | Alış | Sor | Hac. | OI | IV | Δ | Γ | Θ | |
| 63.55 | 65.60 | 1 | 1.00 | 0.0000 | -1.301 | 75 | 0 | 2.13 | 20 | 196.1% | -0.00 | 0.0000 | -0.001 | |||
| 58.55 | 60.70 | 1.00 | 0.0000 | -1.292 | 80 | 0 | 1.97 | 29 | 175.4% | -0.00 | 0.0001 | -0.001 | ||||
| 53.55 | 55.55 | 1.00 | 0.0000 | -1.284 | 85 | 0 | 2.13 | 7 | 161.9% | -0.00 | 0.0001 | -0.001 | ||||
| 48.55 | 50.35 | 1 | 1.00 | 0.0000 | -1.275 | 90 | 0 | 2.13 | 258 | 146.2% | -0.00 | 0.0001 | -0.002 | |||
| 43.55 | 45.35 | 1.00 | 0.0000 | -1.266 | 95 | 0 | 0.1600 | 82 | 82.8% | -0.00 | 0.0002 | -0.002 | ||||
| 38.55 | 40.75 | 25 | 1.00 | 0.0000 | -1.256 | 100 | 0 | 0.1600 | 427 | 72.7% | -0.00 | 0.0004 | -0.003 | |||
| 33.55 | 35.50 | 17 | 1.00 | 0.0000 | -1.245 | 105 | 0 | 0.1600 | 475 | 63.1% | -0.00 | 0.0006 | -0.004 | |||
| 28.70 | 30.45 | 26 | 1.00 | 0.0000 | -1.233 | 110 | 0.0100 | 0.0200 | 72 | 455 | 43.8% | -0.00 | 0.0010 | -0.005 | ||
| 23.55 | 25.30 | 25 | 1.00 | 0.0000 | -1.218 | 115 | 0.0100 | 0.1000 | 1 | 660 | 42.4% | -0.01 | 0.0019 | -0.006 | ||
| 19.05 | 20.60 | 222 | 1.00 | 0.0000 | -1.198 | 120 | 0.0100 | 0.1800 | 1 | 1,937 | 36.9% | -0.01 | 0.0036 | -0.009 | ||
| 13.55 | 15.55 | 57 | 1.00 | 0.0000 | -1.167 | 125 | 0.0300 | 0.1200 | 3 | 4,046 | 26.9% | -0.02 | 0.0076 | -0.013 | ||
| 9.55 | 11.35 | 1.00 | 0.0000 | -1.106 | 129 | 0.0600 | 0.1600 | 46 | 21.4% | -0.05 | 0.0164 | -0.020 | ||||
| 9.45 | 10.30 | 1 | 200 | 1.00 | 0.0000 | -1.072 | 130 | 0.1500 | 0.2200 | 14 | 8,801 | 21.9% | -0.06 | 0.0206 | -0.024 | |
| 7.55 | 9.50 | 1.00 | 0.0000 | -1.022 | 131 | 0.1600 | 0.3200 | 73 | 212 | 21.2% | -0.08 | 0.0259 | -0.028 | |||
| 6.55 | 8.50 | 1.00 | 0.0000 | -0.948 | 132 | 0.2200 | 0.3900 | 103 | 47 | 20.4% | -0.11 | 0.0324 | -0.034 | |||
| 5.65 | 7.30 | 1.00 | 0.0000 | -0.843 | 133 | 0.3300 | 0.5100 | 65 | 528 | 20.1% | -0.14 | 0.0401 | -0.041 | |||
| 4.55 | 6.30 | 1.00 | 0.0000 | -0.695 | 134 | 0.4100 | 0.6200 | 52 | 73 | 19.0% | -0.18 | 0.0483 | -0.048 | |||
| 4.95 | 5.20 | 36 | 2,903 | 22.3% | 0.98 | 0.0375 | -0.494 | 135 | 0.6600 | 0.8300 | 158 | 6,161 | 19.2% | -0.24 | 0.0567 | -0.056 |
| 3.45 | 4.20 | 12 | 4 | 0.90 | 0.1339 | -0.269 | 136 | 0.9200 | 1.12 | 9 | 96 | 19.2% | -0.30 | 0.0642 | -0.062 | |
| 3.10 | 3.45 | 1 | 19.5% | 0.74 | 0.1745 | -0.114 | 137 | 1.23 | 1.42 | 18 | 283 | 18.8% | -0.36 | 0.0704 | -0.068 | |
| 2.45 | 2.68 | 66 | 35 | 18.7% | 0.59 | 0.1119 | -0.070 | 138 | 1.58 | 2.07 | 29 | 93 | 19.6% | -0.44 | 0.0744 | -0.071 |
| 1.92 | 2.16 | 122 | 17 | 18.6% | 0.50 | 0.0741 | -0.071 | 139 | 2.12 | 2.36 | 17 | 75 | 19.0% | -0.51 | 0.0760 | -0.072 |
| 1.48 | 1.75 | 144 | 4,028 | 18.8% | 0.43 | 0.0728 | -0.070 | 140 | 2.62 | 3.15 | 10 | 5,445 | 19.7% | -0.59 | 0.0749 | -0.071 |
| 1.12 | 1.40 | 60 | 80 | 19.0% | 0.36 | 0.0692 | -0.066 | 141 | 3.25 | 3.90 | 2 | 67 | 20.3% | -0.66 | 0.0715 | -0.067 |
| 0.8300 | 1.02 | 372 | 274 | 18.7% | 0.29 | 0.0636 | -0.061 | 142 | 4.00 | 4.85 | 46 | 21.9% | -0.73 | 0.0658 | -0.061 | |
| 0.6100 | 0.7500 | 68 | 144 | 18.7% | 0.23 | 0.0565 | -0.054 | 143 | 4.75 | 6.35 | 40 | 26.1% | -0.78 | 0.0586 | -0.054 | |
| 0.4400 | 0.5400 | 28 | 383 | 18.7% | 0.18 | 0.0488 | -0.047 | 144 | 5.60 | 7.25 | 32 | 27.5% | -0.83 | 0.0504 | -0.047 | |
| 0.3300 | 0.4500 | 231 | 12.0K | 19.4% | 0.14 | 0.0411 | -0.041 | 145 | 6.20 | 7.25 | 27 | 2,334 | 20.9% | -0.88 | 0.0439 | -0.039 |
| 0.2300 | 0.3600 | 11 | 80 | 19.8% | 0.11 | 0.0341 | -0.035 | 146 | 7.35 | 8.65 | 1 | 27.2% | -0.91 | 0.0400 | -0.033 | |
| 0.1300 | 0.4000 | 113 | 21.1% | 0.09 | 0.0280 | -0.030 | 147 | 8.05 | 10.30 | 31.8% | -0.94 | 0.0356 | -0.031 | |||
| 0.1000 | 0.2600 | 15 | 244 | 20.9% | 0.07 | 0.0229 | -0.025 | 148 | 8.95 | 11.15 | 32.3% | -0.96 | 0.0301 | -0.032 | ||
| 0.0500 | 0.1700 | 179 | 20.4% | 0.06 | 0.0187 | -0.022 | 149 | 9.95 | 12.25 | 35.2% | -0.98 | 0.0211 | -0.039 | |||
| 0.0600 | 0.1500 | 115 | 5,494 | 21.7% | 0.05 | 0.0153 | -0.018 | 150 | 11.20 | 11.95 | 5 | 1,604 | 27.5% | -0.99 | 0.0137 | -0.045 |
| 0 | 0.1200 | 469 | 23.2% | 0.03 | 0.0092 | -0.012 | 152.5 | 13.60 | 15.75 | 43.5% | -1.00 | 0.0021 | -0.062 | |||
| 0.0200 | 0.0600 | 528 | 15.1K | 25.0% | 0.02 | 0.0057 | -0.008 | 155 | 16.15 | 17.10 | 2 | 695 | 37.4% | -1.00 | 0.0000 | -0.071 |
| 0 | 0.1900 | 3 | 31.9% | 0.01 | 0.0035 | -0.006 | 157.5 | 18.50 | 20.75 | 52.2% | -1.00 | 0.0000 | -0.074 | |||
| 0 | 0.0300 | 17 | 4,262 | 27.5% | 0.01 | 0.0022 | -0.004 | 160 | 21.10 | 22.30 | 422 | 47.4% | -1.00 | 0.0000 | -0.075 | |
| 0 | 0.0100 | 27.0% | 0.00 | 0.0014 | -0.003 | 162.5 | 23.50 | 25.70 | 60.5% | -1.00 | 0.0000 | -0.076 | ||||
| 0 | 0.3700 | 2,125 | 46.2% | 0.00 | 0.0009 | -0.002 | 165 | 26.15 | 28.15 | 199 | 65.6% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.1600 | 43.3% | 0.00 | 0.0005 | -0.001 | 167.5 | 28.35 | 30.80 | 68.1% | -1.00 | 0.0000 | -0.076 | ||||
| 0 | 0.0200 | 9 | 41.5K | 36.2% | 0.00 | 0.0004 | -0.001 | 170 | 31.00 | 33.10 | 161 | 71.4% | -1.00 | 0.0000 | -0.076 | |
| 0 | 0.3000 | 3,444 | 56.7% | 0.00 | 0.0001 | -0.000 | 175 | 36.05 | 37.65 | 23 | 73.7% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.1000 | 9 | 1,422 | 53.7% | 0.00 | 0.0001 | -0.000 | 180 | 41.05 | 43.10 | 83 | 86.5% | -1.00 | 0.0000 | -0.076 | |
| 0 | 0.3000 | 324 | 67.8% | 0.00 | 0.0000 | -0.000 | 185 | 46.05 | 48.25 | 20 | 95.1% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.0200 | 1,198 | 53.6% | 0.00 | 0.0000 | -0.000 | 190 | 51.05 | 53.30 | 2 | 102.3% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.7000 | 194 | 89.0% | 0.00 | 0.0000 | 0.000 | 195 | 56.00 | 58.40 | 1 | 109.3% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 0.5000 | 57 | 89.3% | 0.00 | 0.0000 | 0.000 | 200 | 60.95 | 62.70 | 1 | 104.0% | -1.00 | 0.0000 | -0.076 | ||
| 0 | 2.13 | 328 | 128.2% | 0.00 | 0.0000 | 0.000 | 210 | 70.85 | 73.10 | 120.2% | -1.00 | 0.0000 | -0.076 | |||
Gösterilen kullanım fiyatları: dayanak varlık fiyatının ±%50'si dahilinde. İçsel değer = call'lar için max(0, fiyat − kullanım fiyatı), put'lar için max(0, kullanım fiyatı − fiyat); dışsal değer = opsiyon fiyatı − içsel değer. Borsa akışı tarafından hesaplanan Yunan değerleri ve IV.
Volatilite gülümsemesi — Sep 18, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.