PEP cadena de opciones PepsiCo, Inc.
Cada fila corresponde a un strike. La mitad izquierda es el call, la mitad derecha el put. El bid/ask es lo que compradores y vendedores cotizan actualmente; el volumen son los contratos negociados en la sesión; el open interest son los contratos vigentes. La fila resaltada es la más cercana al precio de la acción.
Este vencimiento descuenta un movimiento de aproximadamente ±8.3% (128.59–151.79) · ATM IV 22.4% · P/C interés abierto 0.88
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Preguntar | 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 | Bid | Preguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 53.10 | 57.00 | 64.8% | 1.00 | 0.0000 | -0.440 | 85 | 0 | 0.5400 | 9 | 55.5% | -0.01 | 0.0006 | -0.003 | |||
| 48.10 | 52.00 | 57.5% | 1.00 | 0.0000 | -0.393 | 90 | 0 | 0.3200 | 2 | 46.0% | -0.01 | 0.0008 | -0.003 | |||
| 43.25 | 47.00 | 51.9% | 1.00 | 0.0000 | -0.342 | 95 | 0 | 0.1200 | 5 | 35.7% | -0.01 | 0.0011 | -0.004 | |||
| 38.25 | 42.00 | 120 | 26 | 45.4% | 1.00 | 0.0000 | -0.286 | 100 | 0 | 0.1600 | 14 | 32.7% | -0.01 | 0.0016 | -0.005 | |
| 33.25 | 37.00 | 39.1% | 1.00 | 0.0000 | -0.219 | 105 | 0 | 0.2100 | 43 | 29.6% | -0.02 | 0.0024 | -0.006 | |||
| 28.25 | 32.00 | 10 | 4 | 33.1% | 1.00 | 0.0000 | -0.130 | 110 | 0.1500 | 0.3000 | 332 | 28.7% | -0.03 | 0.0037 | -0.008 | |
| 23.15 | 27.00 | 26.7% | 0.97 | 0.0180 | -0.001 | 115 | 0.2200 | 0.6200 | 742 | 27.4% | -0.05 | 0.0059 | -0.010 | |||
| 18.50 | 22.30 | 5 | 25.1% | 0.92 | 0.0094 | -0.007 | 120 | 0.5100 | 0.7300 | 14 | 456 | 24.8% | -0.08 | 0.0096 | -0.015 | |
| 14.05 | 17.90 | 19 | 24.0% | 0.86 | 0.0146 | -0.015 | 125 | 1.00 | 1.30 | 17 | 1,294 | 23.8% | -0.14 | 0.0149 | -0.021 | |
| 10.65 | 13.90 | 42 | 153 | 24.9% | 0.77 | 0.0205 | -0.024 | 130 | 2.02 | 2.20 | 17 | 1,006 | 23.1% | -0.23 | 0.0211 | -0.029 |
| 6.60 | 10.55 | 12 | 334 | 23.1% | 0.65 | 0.0253 | -0.031 | 135 | 3.45 | 3.85 | 37 | 2,431 | 22.7% | -0.36 | 0.0264 | -0.034 |
| 5.50 | 6.05 | 11 | 602 | 22.7% | 0.52 | 0.0276 | -0.035 | 140 | 5.55 | 6.10 | 14 | 803 | 22.1% | -0.50 | 0.0292 | -0.037 |
| 3.30 | 3.80 | 37 | 1,483 | 21.9% | 0.39 | 0.0266 | -0.034 | 145 | 7.80 | 10.90 | 1 | 616 | 24.2% | -0.64 | 0.0288 | -0.035 |
| 1.98 | 2.36 | 52 | 1,148 | 22.1% | 0.27 | 0.0230 | -0.029 | 150 | 10.70 | 14.45 | 108 | 22.3% | -0.77 | 0.0259 | -0.029 | |
| 0.6300 | 1.46 | 23 | 1,466 | 20.9% | 0.18 | 0.0180 | -0.023 | 155 | 14.75 | 18.60 | 48 | 21.1% | -0.88 | 0.0213 | -0.022 | |
| 0.5000 | 0.9400 | 47 | 2,787 | 22.5% | 0.11 | 0.0130 | -0.017 | 160 | 19.45 | 23.20 | 22 | -0.95 | 0.0138 | -0.011 | ||
| 0.3500 | 0.5900 | 608 | 23.6% | 0.07 | 0.0091 | -0.013 | 165 | 24.40 | 28.25 | 2 | -0.98 | 0.0060 | 0.000 | |||
| 0 | 0.4200 | 116 | 22.9% | 0.05 | 0.0063 | -0.009 | 170 | 29.35 | 33.35 | 14 | -1.00 | 0.0020 | 0.000 | |||
| 0.0900 | 0.3000 | 96 | 25.4% | 0.03 | 0.0045 | -0.007 | 175 | 35.10 | 37.75 | 31.4% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.2300 | 99 | 25.8% | 0.02 | 0.0033 | -0.006 | 180 | 39.40 | 42.75 | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.2500 | 17 | 28.4% | 0.02 | 0.0025 | -0.005 | 185 | 44.35 | 48.35 | 31.6% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.3000 | 39 | 31.5% | 0.01 | 0.0020 | -0.004 | 190 | 49.35 | 53.30 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.5500 | 14 | 37.0% | 0.01 | 0.0015 | -0.004 | 195 | 54.35 | 58.25 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.5400 | 13 | 39.1% | 0.01 | 0.0012 | -0.003 | 200 | 59.40 | 63.40 | 44.4% | -1.00 | 0.0000 | 0.000 | |||
| 0 | 0.7400 | 45.7% | 0.01 | 0.0008 | -0.002 | 210 | 69.35 | 73.40 | 48.0% | -1.00 | 0.0000 | 0.000 | ||||
Strikes mostrados: dentro del ±50% del precio del subyacente. Valor intrínseco = máx(0, precio − strike) para calls, máx(0, strike − precio) para puts; extrínseco = precio de la opción − intrínseco. Griegas e IV según los calcula el feed del mercado.
Sonrisa de volatilidad — Nov 20, 2026
Página de volatilidad →Volatilidad implícita por strike para este vencimiento. Los puts fuera del dinero suelen tener una IV más alta que los calls — el skew.