PEP rantai opsi PepsiCo, Inc.
Setiap baris adalah satu strike. Bagian kiri adalah call, bagian kanan adalah put. Bid/ask adalah harga yang saat ini dikutip pembeli dan penjual; volume adalah kontrak yang diperdagangkan sesi ini; open interest adalah kontrak yang masih berdiri. Baris yang disorot paling dekat dengan harga saham.
Ekspirasi ini memperhitungkan pergerakan sekitar ±20.5% (106.63–161.68) · ATM IV 23.8% · P/C open interest 0.46
| CALLS | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Tanya | 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 | Tanya | Vol | OI | IV | Δ | Γ | Θ | |
| 63.15 | 66.25 | 18 | 34.7% | 1.00 | 0.0002 | 0.000 | 70 | 0.4000 | 0.5200 | 195 | 32.7% | -0.02 | 0.0012 | -0.003 | ||
| 58.25 | 61.25 | 12 | 32.3% | 1.00 | 0.0006 | 0.000 | 75 | 0.4600 | 0.7100 | 44 | 31.0% | -0.03 | 0.0016 | -0.003 | ||
| 53.40 | 55.90 | 47 | 0.99 | 0.0015 | 0.000 | 80 | 0.6500 | 0.9200 | 53 | 29.8% | -0.04 | 0.0021 | -0.004 | |||
| 49.70 | 50.90 | 1 | 141 | 31.2% | 0.97 | 0.0025 | 0.000 | 85 | 0.9100 | 1.22 | 105 | 28.8% | -0.06 | 0.0027 | -0.005 | |
| 44.50 | 46.30 | 1 | 46 | 27.8% | 0.95 | 0.0033 | -0.000 | 90 | 1.25 | 1.60 | 141 | 27.9% | -0.07 | 0.0035 | -0.006 | |
| 40.10 | 42.10 | 35 | 27.6% | 0.92 | 0.0041 | -0.002 | 95 | 1.71 | 2.06 | 1 | 494 | 27.0% | -0.09 | 0.0044 | -0.007 | |
| 36.55 | 37.50 | 9 | 302 | 27.4% | 0.90 | 0.0052 | -0.004 | 100 | 2.39 | 2.75 | 3 | 508 | 26.5% | -0.12 | 0.0054 | -0.008 |
| 31.80 | 33.85 | 78 | 26.0% | 0.86 | 0.0063 | -0.005 | 105 | 3.05 | 3.60 | 343 | 25.7% | -0.16 | 0.0065 | -0.009 | ||
| 28.50 | 30.05 | 2 | 329 | 26.1% | 0.82 | 0.0074 | -0.007 | 110 | 4.30 | 4.50 | 6 | 196 | 25.4% | -0.19 | 0.0077 | -0.011 |
| 24.45 | 25.95 | 1 | 223 | 24.3% | 0.78 | 0.0085 | -0.009 | 115 | 5.45 | 5.75 | 14 | 593 | 24.8% | -0.24 | 0.0088 | -0.011 |
| 21.75 | 23.05 | 2 | 813 | 25.0% | 0.73 | 0.0096 | -0.010 | 120 | 7.15 | 7.30 | 15 | 1,397 | 24.7% | -0.29 | 0.0098 | -0.012 |
| 18.85 | 19.85 | 3 | 965 | 24.6% | 0.68 | 0.0105 | -0.012 | 125 | 8.75 | 9.10 | 15 | 1,328 | 24.2% | -0.34 | 0.0107 | -0.013 |
| 16.25 | 16.95 | 15 | 1,072 | 24.2% | 0.63 | 0.0112 | -0.013 | 130 | 11.05 | 11.20 | 4 | 1,421 | 24.1% | -0.39 | 0.0114 | -0.013 |
| 14.00 | 14.40 | 5 | 1,106 | 24.1% | 0.57 | 0.0117 | -0.013 | 135 | 13.10 | 13.55 | 9 | 840 | 23.6% | -0.45 | 0.0120 | -0.014 |
| 11.65 | 12.30 | 19 | 2,536 | 23.7% | 0.52 | 0.0119 | -0.013 | 140 | 16.05 | 16.20 | 7 | 961 | 23.6% | -0.51 | 0.0123 | -0.013 |
| 10.00 | 10.20 | 1,293 | 23.6% | 0.46 | 0.0119 | -0.013 | 145 | 18.75 | 19.40 | 2 | 395 | 23.4% | -0.57 | 0.0124 | -0.013 | |
| 8.35 | 8.65 | 9 | 1,208 | 23.5% | 0.41 | 0.0117 | -0.013 | 150 | 22.10 | 23.15 | 404 | 23.9% | -0.62 | 0.0124 | -0.012 | |
| 6.95 | 7.35 | 9 | 973 | 23.5% | 0.36 | 0.0113 | -0.013 | 155 | 25.05 | 27.00 | 136 | 23.6% | -0.68 | 0.0122 | -0.012 | |
| 5.75 | 5.90 | 3 | 983 | 23.2% | 0.32 | 0.0108 | -0.012 | 160 | 28.75 | 30.65 | 158 | 23.5% | -0.73 | 0.0120 | -0.011 | |
| 4.75 | 4.90 | 836 | 23.2% | 0.27 | 0.0101 | -0.011 | 165 | 32.80 | 34.55 | 192 | 23.4% | -0.78 | 0.0116 | -0.010 | ||
| 3.90 | 4.05 | 840 | 23.1% | 0.24 | 0.0094 | -0.011 | 170 | 36.85 | 38.85 | 183 | 23.4% | -0.83 | 0.0111 | -0.009 | ||
| 2.80 | 3.65 | 627 | 23.0% | 0.20 | 0.0086 | -0.010 | 175 | 41.45 | 43.30 | 125 | 23.9% | -0.87 | 0.0100 | -0.007 | ||
| 2.51 | 2.95 | 54 | 1,343 | 23.2% | 0.17 | 0.0078 | -0.009 | 180 | 46.05 | 47.95 | 74 | 24.4% | -0.91 | 0.0086 | -0.005 | |
| 2.01 | 2.53 | 628 | 23.3% | 0.15 | 0.0070 | -0.008 | 185 | 50.70 | 52.65 | 29 | 24.7% | -0.94 | 0.0069 | -0.002 | ||
| 1.62 | 1.98 | 11 | 732 | 23.1% | 0.12 | 0.0062 | -0.007 | 190 | 55.35 | 57.55 | 25.1% | -0.96 | 0.0050 | 0.000 | ||
| 1.27 | 1.83 | 6 | 469 | 23.4% | 0.11 | 0.0056 | -0.006 | 195 | 59.95 | 62.60 | 25.5% | -0.98 | 0.0035 | 0.000 | ||
| 1.14 | 1.41 | 5 | 705 | 23.5% | 0.09 | 0.0049 | -0.006 | 200 | 65.20 | 68.00 | 29.3% | -0.99 | 0.0022 | 0.000 | ||
Strike yang ditampilkan: dalam kisaran ±50% dari harga aset dasar. Nilai intrinsik = maks(0, harga − strike) untuk call, maks(0, strike − harga) untuk put; ekstrinsik = harga opsi − intrinsik. Greeks dan IV sebagaimana dihitung oleh feed bursa.
Volatility smile — Jan 21, 2028
Halaman volatilitas →Implied volatility per strike untuk kedaluwarsa ini. Put out-of-the-money biasanya memiliki IV lebih tinggi daripada call — itulah skew.