PEP option chain PepsiCo, Inc.
Cboe delayed options data · के अनुसार 18:42 UTC
प्रत्येक पंक्ति एक strike है। बाईं आधी call है, दाईं आधी put। Bid/ask वह मूल्य हैं जो खरीदार और विक्रेता अभी quote कर रहे हैं; volume इस सत्र में कारोबार किए गए contracts हैं; open interest चालू contracts हैं। हाइलाइट की गई पंक्ति स्टॉक मूल्य के सबसे निकट है।
यह expiration लगभग इतने move की price करती है ±8.2% (123.19–145.34) · ATM IV 20.9% · P/C ओपन इंटरेस्ट 0.58
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| बिड | पूछें | 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 | बिड | पूछें | Vol | OI | IV | Δ | Γ | Θ | |
| 62.75 | 66.55 | 1 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.2000 | 51 | 58.2% | -0.00 | 0.0003 | -0.002 | |||
| 57.80 | 61.65 | 1 | 51.5% | 1.00 | 0.0001 | 0.000 | 75 | 0.0100 | 0.0800 | 6 | 301 | 47.7% | -0.00 | 0.0004 | -0.002 | |
| 53.25 | 56.35 | 5 | 52.0% | 1.00 | 0.0002 | 0.000 | 80 | 0.0100 | 0.1000 | 165 | 43.9% | -0.00 | 0.0005 | -0.002 | ||
| 47.90 | 51.50 | 1.00 | 0.0003 | 0.000 | 85 | 0.0100 | 0.1100 | 132 | 39.6% | -0.01 | 0.0007 | -0.003 | ||||
| 43.25 | 46.10 | 58 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.1200 | 195 | 35.1% | -0.01 | 0.0010 | -0.003 | |||
| 38.55 | 41.00 | 1 | 1.00 | 0.0007 | 0.000 | 95 | 0.0200 | 0.1200 | 14 | 174 | 31.4% | -0.01 | 0.0015 | -0.004 | ||
| 33.35 | 36.30 | 65 | 0.99 | 0.0012 | 0.000 | 100 | 0.0400 | 0.1500 | 18 | 1,542 | 28.4% | -0.02 | 0.0022 | -0.004 | ||
| 28.35 | 31.00 | 24 | 0.99 | 0.0023 | -0.001 | 105 | 0.1300 | 0.2000 | 11 | 651 | 26.4% | -0.03 | 0.0036 | -0.006 | ||
| 23.95 | 25.80 | 101 | 0.97 | 0.0045 | -0.004 | 110 | 0.2400 | 0.4000 | 2 | 1,059 | 25.1% | -0.05 | 0.0060 | -0.009 | ||
| 19.10 | 20.95 | 1 | 223 | 19.7% | 0.94 | 0.0087 | -0.010 | 115 | 0.5400 | 0.6900 | 50 | 1,269 | 23.9% | -0.08 | 0.0100 | -0.013 |
| 15.10 | 16.15 | 3 | 289 | 22.3% | 0.89 | 0.0151 | -0.017 | 120 | 1.07 | 1.30 | 26 | 2,914 | 23.0% | -0.15 | 0.0157 | -0.019 |
| 11.25 | 11.85 | 45 | 628 | 22.1% | 0.79 | 0.0225 | -0.025 | 125 | 2.01 | 2.16 | 24 | 4,517 | 21.8% | -0.24 | 0.0223 | -0.026 |
| 7.65 | 8.40 | 73 | 1,277 | 21.6% | 0.66 | 0.0285 | -0.030 | 130 | 3.50 | 3.65 | 115 | 3,351 | 21.0% | -0.37 | 0.0280 | -0.030 |
| 5.10 | 5.25 | 1,114 | 2,801 | 21.0% | 0.51 | 0.0306 | -0.032 | 135 | 5.80 | 6.00 | 104 | 2,394 | 20.7% | -0.52 | 0.0306 | -0.032 |
| 3.05 | 3.20 | 416 | 7,905 | 20.7% | 0.36 | 0.0286 | -0.029 | 140 | 8.60 | 9.65 | 10 | 2,638 | 21.3% | -0.66 | 0.0288 | -0.029 |
| 1.71 | 1.83 | 64 | 2,198 | 20.4% | 0.24 | 0.0235 | -0.024 | 145 | 12.45 | 13.50 | 2,151 | 21.9% | -0.79 | 0.0235 | -0.023 | |
| 0.9300 | 1.00 | 325 | 5,550 | 20.5% | 0.15 | 0.0174 | -0.018 | 150 | 16.60 | 17.45 | 83 | 1,178 | 20.9% | -0.88 | 0.0168 | -0.015 |
| 0.4800 | 0.5600 | 42 | 2,219 | 20.8% | 0.09 | 0.0119 | -0.012 | 155 | 20.95 | 22.65 | 1 | 759 | 23.0% | -0.93 | 0.0108 | -0.009 |
| 0.2900 | 0.3400 | 60 | 3,381 | 21.7% | 0.06 | 0.0080 | -0.009 | 160 | 25.85 | 27.35 | 1 | 398 | 24.6% | -0.96 | 0.0068 | -0.005 |
| 0.1500 | 0.3000 | 1 | 3,024 | 23.2% | 0.04 | 0.0054 | -0.007 | 165 | 30.45 | 32.20 | 513 | 23.2% | -0.98 | 0.0043 | -0.003 | |
| 0.0700 | 0.2400 | 2,136 | 24.3% | 0.03 | 0.0038 | -0.005 | 170 | 35.60 | 37.60 | 86 | 31.4% | -0.98 | 0.0029 | -0.001 | ||
| 0.0100 | 0.1100 | 11 | 2,559 | 23.4% | 0.02 | 0.0028 | -0.004 | 175 | 40.10 | 42.65 | 22 | 31.0% | -0.99 | 0.0020 | 0.000 | |
| 0.0100 | 0.1600 | 1,390 | 26.7% | 0.01 | 0.0021 | -0.003 | 180 | 45.30 | 47.50 | 34.6% | -0.99 | 0.0014 | 0.000 | |||
| 0.0100 | 0.1400 | 952 | 28.4% | 0.01 | 0.0016 | -0.003 | 185 | 49.45 | 53.00 | 33.6% | -0.99 | 0.0010 | 0.000 | |||
| 0 | 0.1300 | 2,735 | 29.8% | 0.01 | 0.0012 | -0.002 | 190 | 55.00 | 57.85 | 41.1% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.1200 | 300 | 31.5% | 0.01 | 0.0010 | -0.002 | 195 | 60.00 | 62.60 | 41.5% | -1.00 | 0.0006 | 0.000 | |||
| 0 | 0.1100 | 3,840 | 33.0% | 0.01 | 0.0008 | -0.002 | 200 | 64.90 | 67.90 | 46.4% | -1.00 | 0.0005 | 0.000 | |||
दिखाए गए स्ट्राइक: अंडरलाइंग मूल्य के ±50% के भीतर। Intrinsic value = max(0, मूल्य − strike) calls के लिए, max(0, strike − मूल्य) puts के लिए; extrinsic = option मूल्य − intrinsic। एक्सचेंज फ़ीड द्वारा गणना किए गए Greeks और IV।
वोलैटिलिटी स्माइल — Jan 15, 2027
Volatility पेज →इस expiration के लिए प्रति strike implied volatility। आउट-ऑफ-द-मनी puts आमतौर पर calls से अधिक IV पर प्राइस होते हैं — यही skew है।
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