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: ±5.9% (132.28–148.82) · ATM IV 22.9% · P/C açık pozisyon 0.82
| 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 | |
| 63.45 | 67.55 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 126.5% | -0.00 | 0.0002 | -0.003 | |||||
| 58.45 | 62.55 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.00 | 111.1% | -0.00 | 0.0003 | -0.003 | |||||
| 53.45 | 57.55 | 1.00 | 0.0000 | 0.000 | 85 | 0 | 1.55 | 94.9% | -0.00 | 0.0004 | -0.004 | |||||
| 48.45 | 52.55 | 1.00 | 0.0000 | 0.000 | 90 | 0 | 1.16 | 76.8% | -0.01 | 0.0006 | -0.004 | |||||
| 43.50 | 47.55 | 73.3% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 1.76 | 77.3% | -0.01 | 0.0008 | -0.005 | ||||
| 38.50 | 42.55 | 64.7% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 1.95 | 68.7% | -0.01 | 0.0011 | -0.006 | ||||
| 33.50 | 37.55 | 56.5% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 1.61 | 60.4% | -0.01 | 0.0016 | -0.006 | ||||
| 28.50 | 32.55 | 48.6% | 1.00 | 0.0000 | 0.000 | 110 | 0 | 1.60 | 53.7% | -0.01 | 0.0024 | -0.007 | ||||
| 23.45 | 27.55 | 1.00 | 0.0000 | 0.000 | 115 | 0 | 1.80 | 9 | 46.2% | -0.02 | 0.0036 | -0.009 | ||||
| 18.50 | 22.55 | 33.6% | 1.00 | 0.0000 | 0.000 | 120 | 0 | 0.7500 | 10 | 31.7% | -0.03 | 0.0061 | -0.011 | |||
| 13.65 | 17.55 | 30.0% | 1.00 | 0.0000 | 0.000 | 125 | 0 | 0.4800 | 15 | 2 | 22.4% | -0.06 | 0.0118 | -0.016 | ||
| 11.50 | 15.00 | 1.00 | 0.0041 | 0.000 | 127 | 0.0500 | 0.7700 | 3 | 1 | 22.6% | -0.09 | 0.0158 | -0.021 | |||
| 11.20 | 14.55 | 29.3% | 0.99 | 0.0106 | -0.002 | 128 | 0.0800 | 0.7700 | 3 | 21.2% | -0.10 | 0.0182 | -0.023 | |||
| 10.25 | 12.90 | 23.1% | 0.97 | 0.0234 | -0.012 | 129 | 0.0600 | 1.35 | 2 | 2 | 23.2% | -0.12 | 0.0208 | -0.026 | ||
| 9.30 | 11.95 | 22.7% | 0.94 | 0.0365 | -0.048 | 130 | 0.2700 | 1.48 | 26 | 85 | 23.2% | -0.14 | 0.0236 | -0.029 | ||
| 7.90 | 11.10 | 0.90 | 0.0500 | -0.102 | 131 | 0.4300 | 1.49 | 4 | 3 | 22.3% | -0.17 | 0.0265 | -0.033 | |||
| 7.05 | 10.50 | 21.2% | 0.84 | 0.0497 | -0.069 | 132 | 0.4600 | 2.46 | 1 | 356 | 24.6% | -0.20 | 0.0294 | -0.036 | ||
| 6.25 | 10.25 | 23.4% | 0.79 | 0.0465 | -0.047 | 133 | 0.2500 | 3.25 | 6 | 242 | 24.8% | -0.23 | 0.0321 | -0.039 | ||
| 5.55 | 8.05 | 17.9% | 0.75 | 0.0396 | -0.042 | 134 | 0.5500 | 2.00 | 31 | 34 | 19.5% | -0.26 | 0.0347 | -0.043 | ||
| 4.90 | 8.35 | 3 | 3 | 21.9% | 0.71 | 0.0383 | -0.044 | 135 | 1.05 | 2.40 | 30 | 326 | 20.6% | -0.30 | 0.0371 | -0.045 |
| 4.35 | 7.70 | 22.2% | 0.67 | 0.0381 | -0.046 | 136 | 1.39 | 2.82 | 67 | 8 | 20.9% | -0.34 | 0.0391 | -0.048 | ||
| 3.75 | 7.15 | 22.5% | 0.63 | 0.0396 | -0.049 | 137 | 1.55 | 3.25 | 44 | 21 | 20.3% | -0.38 | 0.0407 | -0.050 | ||
| 3.15 | 6.65 | 3 | 22.6% | 0.59 | 0.0407 | -0.050 | 138 | 1.37 | 4.80 | 2 | 6 | 21.9% | -0.42 | 0.0420 | -0.052 | |
| 2.49 | 5.95 | 21.7% | 0.55 | 0.0413 | -0.051 | 139 | 2.70 | 5.90 | 2 | 26.1% | -0.47 | 0.0428 | -0.053 | |||
| 2.15 | 6.05 | 90 | 5 | 23.9% | 0.50 | 0.0416 | -0.051 | 140 | 2.36 | 5.85 | 1 | 35 | 22.1% | -0.51 | 0.0431 | -0.053 |
| 2.19 | 5.05 | 6 | 23.7% | 0.46 | 0.0413 | -0.051 | 141 | 2.91 | 6.40 | 8 | 22.0% | -0.55 | 0.0431 | -0.053 | ||
| 1.33 | 4.70 | 3 | 2 | 22.6% | 0.42 | 0.0407 | -0.051 | 142 | 4.00 | 7.60 | 25.2% | -0.59 | 0.0426 | -0.053 | ||
| 1.45 | 3.30 | 6 | 8 | 21.7% | 0.38 | 0.0397 | -0.050 | 143 | 4.80 | 8.25 | 25.8% | -0.63 | 0.0417 | -0.052 | ||
| 1.41 | 3.05 | 4 | 16 | 22.2% | 0.35 | 0.0383 | -0.048 | 144 | 5.40 | 8.15 | 2 | 23.4% | -0.67 | 0.0405 | -0.050 | |
| 0.9800 | 2.39 | 17 | 47 | 21.7% | 0.31 | 0.0366 | -0.046 | 145 | 6.05 | 9.55 | 25.4% | -0.71 | 0.0390 | -0.048 | ||
| 0.8500 | 2.35 | 6 | 8 | 21.9% | 0.28 | 0.0347 | -0.043 | 146 | 6.75 | 8.70 | 19.9% | -0.75 | 0.0372 | -0.046 | ||
| 0.8500 | 3.45 | 71 | 15 | 25.5% | 0.24 | 0.0326 | -0.041 | 147 | 6.95 | 11.00 | 23.4% | -0.78 | 0.0351 | -0.043 | ||
| 0.6500 | 2.70 | 44 | 923 | 25.7% | 0.21 | 0.0303 | -0.038 | 148 | 7.80 | 11.75 | 1 | 23.4% | -0.81 | 0.0328 | -0.040 | |
| 0 | 2.54 | 7 | 12 | 24.3% | 0.19 | 0.0279 | -0.035 | 149 | 8.70 | 12.55 | 1 | 23.6% | -0.84 | 0.0304 | -0.037 | |
| 0.5700 | 1.50 | 32 | 299 | 23.8% | 0.16 | 0.0255 | -0.032 | 150 | 9.40 | 12.50 | 1 | 16.4% | -0.87 | 0.0277 | -0.034 | |
| 0 | 1.44 | 11 | 5 | 24.2% | 0.11 | 0.0197 | -0.025 | 152.5 | 12.35 | 14.95 | 23.0% | -0.92 | 0.0206 | -0.025 | ||
| 0 | 0.6600 | 25 | 45 | 22.2% | 0.08 | 0.0149 | -0.020 | 155 | 13.95 | 18.00 | 22.5% | -0.95 | 0.0142 | -0.017 | ||
| 0 | 2.38 | 15 | 35.0% | 0.06 | 0.0113 | -0.016 | 157.5 | 16.40 | 20.40 | 22.0% | -0.97 | 0.0094 | -0.011 | |||
| 0 | 0.4100 | 1 | 24.8% | 0.04 | 0.0087 | -0.013 | 160 | 18.85 | 22.95 | 24.3% | -0.98 | 0.0062 | -0.007 | |||
| 0 | 2.24 | 40.2% | 0.04 | 0.0068 | -0.011 | 162.5 | 21.30 | 25.45 | 23.8% | -0.99 | 0.0042 | -0.004 | ||||
| 0 | 0.6000 | 31.4% | 0.03 | 0.0054 | -0.010 | 165 | 23.80 | 27.95 | 26.0% | -0.99 | 0.0028 | -0.002 | ||||
| 0 | 0.2100 | 29.9% | 0.02 | 0.0036 | -0.008 | 170 | 28.80 | 32.95 | 30.3% | -1.00 | 0.0014 | 0.000 | ||||
| 0 | 1.97 | 49.0% | 0.01 | 0.0025 | -0.006 | 175 | 33.80 | 37.95 | 34.4% | -1.00 | 0.0007 | 0.000 | ||||
| 0 | 2.14 | 57.2% | 0.01 | 0.0019 | -0.005 | 180 | 38.85 | 42.95 | 41.0% | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 1.35 | 55.6% | 0.01 | 0.0014 | -0.004 | 185 | 43.85 | 47.95 | 44.8% | -1.00 | 0.0002 | 0.000 | ||||
| 0 | 1.75 | 61.4% | 0.01 | 0.0011 | -0.004 | 190 | 48.80 | 52.85 | -1.00 | 0.0001 | 0.000 | |||||
| 0 | 1.56 | 65.3% | 0.01 | 0.0009 | -0.003 | 195 | 53.85 | 57.90 | 49.5% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 1.56 | 67.1% | 0.00 | 0.0007 | -0.003 | 200 | 58.75 | 62.90 | -1.00 | 0.0001 | 0.000 | |||||
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 — Oct 09, 2026
Volatilite sayfası →Bu vade için strike başına implied volatility. Para dışı putlar genellikle call'lardan daha yüksek IV fiyatlar — bu skew'dür.