PEP chaîne d'options PepsiCo, Inc.
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±13.6% (120.94–159.09) · ATM IV 23.3% · P/C open interest 0.86
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | 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 | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 58.25 | 61.40 | 1 | 1.00 | 0.0000 | -0.138 | 80 | 0.0100 | 0.1500 | 22 | 32.3% | -0.01 | 0.0008 | -0.002 | |||
| 53.25 | 56.10 | 1.00 | 0.0000 | -0.114 | 85 | 0.0700 | 0.2900 | 10 | 32.5% | -0.02 | 0.0012 | -0.003 | ||||
| 48.30 | 51.00 | 2 | 1.00 | 0.0000 | -0.083 | 90 | 0.1800 | 0.3700 | 8 | 31.2% | -0.02 | 0.0017 | -0.004 | |||
| 43.30 | 46.00 | 1.00 | 0.0000 | -0.043 | 95 | 0.2500 | 0.4900 | 43 | 29.3% | -0.03 | 0.0024 | -0.005 | ||||
| 38.55 | 41.20 | 5 | 0.98 | 0.0059 | 0.000 | 100 | 0.5000 | 0.7000 | 49 | 28.6% | -0.05 | 0.0034 | -0.007 | |||
| 34.55 | 35.65 | 4 | 24.3% | 0.95 | 0.0042 | -0.002 | 105 | 0.7400 | 1.12 | 2 | 59 | 27.8% | -0.07 | 0.0048 | -0.009 | |
| 29.30 | 31.25 | 4 | 22.3% | 0.92 | 0.0059 | -0.006 | 110 | 1.05 | 1.60 | 162 | 26.6% | -0.10 | 0.0065 | -0.011 | ||
| 24.90 | 26.90 | 6 | 22.9% | 0.89 | 0.0080 | -0.009 | 115 | 1.78 | 2.09 | 8 | 395 | 25.8% | -0.13 | 0.0086 | -0.014 | |
| 21.40 | 22.50 | 3 | 2,347 | 23.7% | 0.84 | 0.0103 | -0.012 | 120 | 2.49 | 2.99 | 2 | 1,517 | 24.9% | -0.18 | 0.0108 | -0.016 |
| 16.95 | 18.60 | 13 | 22.2% | 0.78 | 0.0127 | -0.016 | 125 | 3.70 | 4.00 | 908 | 24.1% | -0.25 | 0.0131 | -0.019 | ||
| 14.30 | 15.10 | 230 | 23.2% | 0.71 | 0.0149 | -0.019 | 130 | 5.20 | 5.55 | 768 | 23.7% | -0.32 | 0.0152 | -0.021 | ||
| 11.15 | 12.10 | 1 | 162 | 22.8% | 0.62 | 0.0166 | -0.021 | 135 | 7.05 | 7.65 | 3 | 1,282 | 23.4% | -0.40 | 0.0167 | -0.022 |
| 9.15 | 9.35 | 5 | 104 | 23.2% | 0.54 | 0.0175 | -0.022 | 140 | 9.45 | 10.20 | 919 | 23.4% | -0.48 | 0.0174 | -0.022 | |
| 6.55 | 7.20 | 8 | 547 | 22.5% | 0.45 | 0.0176 | -0.022 | 145 | 12.35 | 13.00 | 442 | 23.2% | -0.57 | 0.0174 | -0.021 | |
| 4.80 | 5.40 | 17 | 360 | 22.3% | 0.37 | 0.0169 | -0.021 | 150 | 15.40 | 16.15 | 551 | 22.8% | -0.65 | 0.0167 | -0.019 | |
| 3.70 | 4.00 | 9 | 573 | 22.6% | 0.30 | 0.0155 | -0.020 | 155 | 18.75 | 19.75 | 1 | 434 | 22.3% | -0.72 | 0.0153 | -0.017 |
| 2.55 | 2.96 | 44 | 1,373 | 22.4% | 0.24 | 0.0138 | -0.017 | 160 | 22.85 | 24.45 | 180 | 23.8% | -0.78 | 0.0136 | -0.014 | |
| 1.95 | 2.25 | 754 | 22.9% | 0.19 | 0.0118 | -0.015 | 165 | 27.25 | 28.65 | 4 | 24.4% | -0.84 | 0.0118 | -0.011 | ||
| 1.17 | 1.63 | 563 | 22.4% | 0.14 | 0.0099 | -0.013 | 170 | 31.45 | 33.70 | 5 | 25.7% | -0.88 | 0.0111 | -0.009 | ||
| 0.7700 | 1.27 | 261 | 22.7% | 0.11 | 0.0081 | -0.011 | 175 | 36.30 | 38.20 | 1 | 26.9% | -0.93 | 0.0112 | -0.011 | ||
| 0.4900 | 1.02 | 932 | 23.1% | 0.09 | 0.0066 | -0.009 | 180 | 40.80 | 43.30 | 1 | 28.3% | -0.96 | 0.0089 | -0.009 | ||
| 0.4800 | 0.7900 | 1 | 146 | 24.0% | 0.07 | 0.0054 | -0.008 | 185 | 45.60 | 48.40 | 30.4% | -0.99 | 0.0045 | 0.000 | ||
| 0.1600 | 0.6200 | 34 | 23.4% | 0.05 | 0.0044 | -0.006 | 190 | 50.60 | 53.40 | 32.7% | -1.00 | 0.0014 | 0.000 | |||
| 0.2500 | 0.4900 | 361 | 24.8% | 0.04 | 0.0036 | -0.005 | 195 | 55.35 | 58.40 | 34.1% | -1.00 | 0.0001 | 0.000 | |||
| 0.1800 | 0.4100 | 15 | 25.3% | 0.03 | 0.0029 | -0.004 | 200 | 60.05 | 63.45 | 35.2% | -1.00 | 0.0000 | 0.000 | |||
| 0.0800 | 0.3000 | 128 | 26.2% | 0.02 | 0.0020 | -0.003 | 210 | 70.20 | 73.40 | 39.6% | -1.00 | 0.0000 | 0.000 | |||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Mar 19, 2027
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.