PEP Optionskette PepsiCo, Inc.
Jede Zeile entspricht einem Strike. Die linke Hälfte zeigt den Call, die rechte den Put. Geld-/Briefkurs sind die aktuellen Quotes von Käufern und Verkäufern; Volumen sind die in dieser Sitzung gehandelten Kontrakte; Open Interest sind die offenen Kontrakte. Die hervorgehobene Zeile liegt dem Aktienkurs am nächsten.
Dieser Verfallstermin preist einen Move von etwa ±11.4% (118.25–148.81) · ATM IV 21.9% · P/C Open Interest 0.98
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Geldkurs | Fragen | 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 | Geldkurs | Fragen | Vol | OI | IV | Δ | Γ | Θ | |
| 52.90 | 55.55 | 1 | 45.3% | 1.00 | 0.0004 | 0.000 | 80 | 0 | 0.6100 | 22 | 41.9% | -0.01 | 0.0011 | -0.003 | ||
| 47.90 | 50.60 | 40.2% | 1.00 | 0.0007 | 0.000 | 85 | 0 | 0.8600 | 29 | 39.9% | -0.02 | 0.0014 | -0.004 | |||
| 43.00 | 45.80 | 1 | 38.5% | 0.99 | 0.0012 | 0.000 | 90 | 0 | 0.5400 | 10 | 32.7% | -0.02 | 0.0020 | -0.005 | ||
| 38.05 | 40.75 | 33.3% | 0.99 | 0.0020 | 0.000 | 95 | 0 | 0.4600 | 1 | 59 | 28.0% | -0.03 | 0.0028 | -0.006 | ||
| 32.35 | 36.10 | 2 | 22.8% | 0.97 | 0.0033 | -0.001 | 100 | 0.1700 | 0.7800 | 25 | 134 | 27.9% | -0.05 | 0.0042 | -0.007 | |
| 27.65 | 31.30 | 5 | 24.9% | 0.95 | 0.0053 | -0.004 | 105 | 0.3500 | 1.14 | 403 | 26.6% | -0.07 | 0.0060 | -0.010 | ||
| 23.10 | 26.65 | 3 | 20 | 24.6% | 0.92 | 0.0080 | -0.008 | 110 | 1.03 | 1.60 | 8 | 423 | 26.4% | -0.11 | 0.0086 | -0.013 |
| 18.75 | 22.75 | 1 | 63 | 25.4% | 0.87 | 0.0111 | -0.012 | 115 | 1.50 | 1.90 | 48 | 2,164 | 23.9% | -0.16 | 0.0117 | -0.016 |
| 16.00 | 17.90 | 8 | 2,160 | 25.5% | 0.80 | 0.0144 | -0.017 | 120 | 2.77 | 3.35 | 43 | 3,128 | 24.8% | -0.23 | 0.0150 | -0.020 |
| 12.20 | 13.30 | 8 | 316 | 22.7% | 0.72 | 0.0176 | -0.021 | 125 | 4.20 | 4.60 | 5,969 | 1,636 | 23.8% | -0.31 | 0.0179 | -0.023 |
| 9.50 | 10.05 | 47 | 494 | 22.9% | 0.62 | 0.0200 | -0.024 | 130 | 5.40 | 6.35 | 33 | 1,167 | 22.1% | -0.41 | 0.0200 | -0.024 |
| 7.15 | 7.45 | 48 | 792 | 23.0% | 0.52 | 0.0210 | -0.025 | 135 | 6.70 | 9.25 | 1,473 | 20.8% | -0.51 | 0.0207 | -0.024 | |
| 5.10 | 5.30 | 209 | 1,026 | 22.7% | 0.42 | 0.0207 | -0.025 | 140 | 10.10 | 12.50 | 922 | 21.6% | -0.61 | 0.0202 | -0.023 | |
| 3.40 | 3.75 | 72 | 1,378 | 22.4% | 0.32 | 0.0191 | -0.023 | 145 | 14.55 | 16.20 | 454 | 23.5% | -0.70 | 0.0186 | -0.020 | |
| 2.17 | 2.70 | 248 | 568 | 22.4% | 0.24 | 0.0166 | -0.019 | 150 | 17.45 | 20.85 | 576 | 23.4% | -0.78 | 0.0164 | -0.017 | |
| 1.38 | 1.85 | 11 | 649 | 22.4% | 0.18 | 0.0138 | -0.016 | 155 | 21.10 | 25.10 | 480 | 22.4% | -0.84 | 0.0137 | -0.013 | |
| 0.9900 | 1.20 | 33 | 2,038 | 22.7% | 0.12 | 0.0109 | -0.013 | 160 | 25.60 | 29.55 | 184 | 22.5% | -0.90 | 0.0108 | -0.009 | |
| 0.6300 | 0.9600 | 1 | 768 | 23.4% | 0.09 | 0.0084 | -0.010 | 165 | 31.05 | 33.45 | 8 | 22.8% | -0.93 | 0.0081 | -0.005 | |
| 0.3500 | 0.6000 | 7 | 874 | 23.1% | 0.06 | 0.0064 | -0.008 | 170 | 35.40 | 39.05 | 8 | 25.3% | -0.96 | 0.0059 | -0.002 | |
| 0.1100 | 0.6100 | 3 | 418 | 23.9% | 0.05 | 0.0050 | -0.006 | 175 | 39.90 | 43.80 | 1 | 21.9% | -0.97 | 0.0042 | 0.000 | |
| 0.1500 | 0.3300 | 1,167 | 24.2% | 0.04 | 0.0039 | -0.005 | 180 | 45.65 | 48.85 | 30.8% | -0.98 | 0.0030 | 0.000 | |||
| 0 | 0.4900 | 1 | 147 | 26.1% | 0.03 | 0.0031 | -0.004 | 185 | 50.35 | 53.80 | 31.3% | -0.99 | 0.0022 | 0.000 | ||
| 0 | 0.8300 | 37 | 30.3% | 0.02 | 0.0025 | -0.004 | 190 | 55.35 | 57.95 | -0.99 | 0.0016 | 0.000 | ||||
| 0 | 0.4200 | 361 | 28.8% | 0.02 | 0.0020 | -0.003 | 195 | 59.70 | 62.90 | -0.99 | 0.0012 | 0.000 | ||||
| 0.0200 | 0.3000 | 1 | 16 | 29.2% | 0.02 | 0.0017 | -0.003 | 200 | 65.45 | 67.85 | 27.8% | -0.99 | 0.0009 | 0.000 | ||
Angezeigte Strikes: innerhalb von ±50 % des Basiswertpreises. Innerer Wert = max(0, Kurs − Strike) bei Calls, max(0, Strike − Kurs) bei Puts; Zeitwert = Optionspreis − innerer Wert. Greeks und IV gemäß Berechnung des Börsendatenfeeds.
Volatility Smile — Mar 19, 2027
Volatilitätsseite →Implizite Volatilität je Strike für diesen Verfallstermin. Out-of-the-money-Puts werden in der Regel mit höherer IV bepreist als Calls — der Skew.