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 ±12.7% (116.58–150.58) · ATM IV 22.7% · P/C interés abierto 1.19
| 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 | |
| 47.90 | 50.50 | 1 | 1 | 35.6% | 0.99 | 0.0009 | 0.000 | 85 | 0 | 0.4000 | 25 | 32.4% | -0.02 | 0.0016 | -0.004 | |
| 42.95 | 45.40 | 28.4% | 0.99 | 0.0015 | 0.000 | 90 | 0 | 0.5300 | 20 | 6 | 30.1% | -0.03 | 0.0022 | -0.005 | ||
| 37.40 | 40.25 | 0.98 | 0.0025 | 0.000 | 95 | 0.0700 | 0.6200 | 2 | 32 | 27.9% | -0.04 | 0.0032 | -0.006 | |||
| 32.60 | 35.80 | 5 | 0.96 | 0.0039 | -0.002 | 100 | 0.2800 | 1.05 | 5 | 62 | 27.9% | -0.06 | 0.0045 | -0.008 | ||
| 28.60 | 31.00 | 5 | 26.6% | 0.94 | 0.0059 | -0.006 | 105 | 0.5800 | 1.39 | 3 | 128 | 26.6% | -0.08 | 0.0063 | -0.010 | |
| 23.70 | 26.10 | 1 | 12 | 22.9% | 0.90 | 0.0083 | -0.009 | 110 | 0.7400 | 2.11 | 2 | 271 | 25.2% | -0.12 | 0.0086 | -0.013 |
| 19.15 | 22.60 | 18 | 24.0% | 0.85 | 0.0110 | -0.013 | 115 | 1.81 | 2.90 | 3 | 221 | 25.2% | -0.17 | 0.0114 | -0.016 | |
| 16.65 | 17.80 | 27 | 102 | 24.5% | 0.79 | 0.0139 | -0.016 | 120 | 3.05 | 3.65 | 56 | 138 | 24.2% | -0.24 | 0.0143 | -0.019 |
| 13.20 | 14.30 | 26 | 131 | 24.1% | 0.71 | 0.0167 | -0.020 | 125 | 3.75 | 5.00 | 3 | 155 | 22.2% | -0.32 | 0.0169 | -0.021 |
| 9.45 | 11.35 | 6 | 79 | 22.8% | 0.62 | 0.0186 | -0.022 | 130 | 5.60 | 7.00 | 14 | 111 | 21.8% | -0.41 | 0.0187 | -0.022 |
| 7.70 | 8.70 | 3 | 158 | 23.6% | 0.52 | 0.0194 | -0.023 | 135 | 7.70 | 9.90 | 14 | 124 | 21.8% | -0.50 | 0.0194 | -0.023 |
| 4.90 | 6.55 | 1 | 163 | 22.3% | 0.43 | 0.0191 | -0.022 | 140 | 10.25 | 13.60 | 22 | 22.1% | -0.59 | 0.0190 | -0.022 | |
| 3.00 | 5.80 | 243 | 23.0% | 0.34 | 0.0178 | -0.021 | 145 | 13.50 | 17.50 | 51 | 22.5% | -0.68 | 0.0178 | -0.020 | ||
| 1.97 | 4.20 | 57 | 110 | 22.8% | 0.27 | 0.0159 | -0.019 | 150 | 17.20 | 21.25 | 9 | 22.3% | -0.76 | 0.0161 | -0.017 | |
| 1.66 | 2.85 | 8 | 43 | 23.1% | 0.20 | 0.0136 | -0.016 | 155 | 22.25 | 25.35 | 1 | 12 | 24.2% | -0.82 | 0.0139 | -0.014 |
| 0.9900 | 2.07 | 20 | 25 | 22.9% | 0.15 | 0.0113 | -0.013 | 160 | 26.45 | 28.95 | 22.1% | -0.88 | 0.0115 | -0.010 | ||
| 0.7100 | 1.28 | 3 | 7 | 21.9% | 0.11 | 0.0090 | -0.011 | 165 | 31.10 | 34.30 | 25.0% | -0.92 | 0.0090 | -0.007 | ||
| 0.4600 | 1.09 | 14 | 23.4% | 0.08 | 0.0071 | -0.009 | 170 | 35.20 | 39.10 | 23.4% | -0.95 | 0.0066 | -0.003 | |||
| 0.0200 | 1.09 | 3 | 23.8% | 0.06 | 0.0056 | -0.007 | 175 | 40.00 | 43.85 | 5 | 23.0% | -0.97 | 0.0047 | -0.000 | ||
| 0 | 1.52 | 27 | 27.4% | 0.05 | 0.0044 | -0.006 | 180 | 45.40 | 48.10 | 19.8% | -0.98 | 0.0032 | 0.000 | |||
| 0.0100 | 0.5700 | 1 | 6 | 24.4% | 0.04 | 0.0035 | -0.005 | 185 | 50.10 | 53.80 | 28.2% | -0.99 | 0.0022 | 0.000 | ||
| 0 | 0.6100 | 26.2% | 0.03 | 0.0028 | -0.004 | 190 | 54.85 | 57.95 | -0.99 | 0.0016 | 0.000 | |||||
| 0 | 0.2500 | 24.3% | 0.02 | 0.0022 | -0.003 | 195 | 60.25 | 62.90 | -0.99 | 0.0011 | 0.000 | |||||
| 0 | 0.6500 | 29.6% | 0.02 | 0.0018 | -0.003 | 200 | 65.25 | 67.90 | -1.00 | 0.0008 | 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 — Apr 16, 2027
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.