PEP catena di opzioni PepsiCo, Inc.
Ogni riga corrisponde a uno strike. La metà sinistra è la call, la metà destra è la put. Bid/ask sono le quotazioni attuali di acquirenti e venditori; il volume indica i contratti scambiati in questa sessione; l'open interest indica i contratti aperti. La riga evidenziata è quella più vicina al prezzo del titolo.
Questa scadenza prezza una mossa di circa ±4.9% (127.62–140.91) · ATM IV 21.1% · P/C open interest 0.76
| CALL | Strike | PUT | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Chiedi | 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 | Chiedi | Vol | OI | IV | Δ | Γ | Θ | |
| 52.70 | 56.35 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.13 | 1 | 119.7% | -0.00 | 0.0002 | -0.002 | ||||
| 47.75 | 51.25 | 1.00 | 0.0002 | 0.000 | 85 | 0 | 0.0700 | 47 | 62.6% | -0.00 | 0.0003 | -0.002 | ||||
| 42.75 | 46.35 | 3 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.0900 | 2 | 57.1% | -0.00 | 0.0004 | -0.002 | |||
| 37.75 | 41.40 | 1.00 | 0.0006 | 0.000 | 95 | 0 | 0.1000 | 185 | 50.8% | -0.00 | 0.0006 | -0.003 | ||||
| 33.00 | 36.40 | 3 | 45.1% | 0.99 | 0.0009 | 0.000 | 100 | 0 | 0.1700 | 60 | 47.3% | -0.00 | 0.0009 | -0.003 | ||
| 28.05 | 31.30 | 3 | 32.4% | 0.99 | 0.0014 | -0.000 | 105 | 0 | 0.0900 | 34 | 269 | 37.1% | -0.01 | 0.0014 | -0.004 | |
| 23.20 | 26.25 | 56 | 30.7% | 0.99 | 0.0024 | -0.002 | 110 | 0.0100 | 0.1000 | 708 | 31.7% | -0.01 | 0.0024 | -0.005 | ||
| 18.55 | 20.85 | 27 | 0.98 | 0.0046 | -0.005 | 115 | 0.0600 | 0.0900 | 8 | 1,276 | 26.8% | -0.02 | 0.0046 | -0.008 | ||
| 15.60 | 17.75 | 0.97 | 0.0072 | -0.009 | 118 | 0.0400 | 0.1200 | 7 | 23.2% | -0.03 | 0.0073 | -0.011 | ||||
| 14.55 | 16.80 | 0.96 | 0.0086 | -0.010 | 119 | 0.0400 | 0.3200 | 1 | 25.4% | -0.04 | 0.0086 | -0.012 | ||||
| 14.25 | 15.60 | 4 | 161 | 24.6% | 0.95 | 0.0101 | -0.012 | 120 | 0.1600 | 0.2000 | 61 | 2,124 | 24.0% | -0.05 | 0.0102 | -0.014 |
| 12.80 | 15.00 | 22.4% | 0.94 | 0.0120 | -0.014 | 121 | 0.1100 | 0.3900 | 1 | 24.2% | -0.06 | 0.0121 | -0.016 | |||
| 11.95 | 13.80 | 20.3% | 0.93 | 0.0142 | -0.017 | 122 | 0.1800 | 0.4000 | 32 | 2 | 23.6% | -0.07 | 0.0143 | -0.019 | ||
| 11.00 | 13.15 | 22.9% | 0.92 | 0.0167 | -0.020 | 123 | 0.2500 | 0.4300 | 2 | 7 | 22.9% | -0.08 | 0.0168 | -0.021 | ||
| 10.15 | 12.00 | 21.3% | 0.90 | 0.0194 | -0.023 | 124 | 0.2800 | 0.5900 | 2 | 22.8% | -0.10 | 0.0197 | -0.024 | |||
| 9.85 | 10.50 | 43 | 827 | 21.2% | 0.88 | 0.0225 | -0.026 | 125 | 0.4800 | 0.5600 | 191 | 4,462 | 22.3% | -0.12 | 0.0228 | -0.028 |
| 8.50 | 10.10 | 21.1% | 0.86 | 0.0258 | -0.030 | 126 | 0.6000 | 0.7200 | 4 | 12 | 22.3% | -0.14 | 0.0262 | -0.031 | ||
| 7.85 | 9.05 | 1 | 20.9% | 0.83 | 0.0292 | -0.034 | 127 | 0.7600 | 0.8300 | 17 | 6 | 21.9% | -0.17 | 0.0296 | -0.035 | |
| 6.80 | 8.45 | 20.8% | 0.80 | 0.0327 | -0.037 | 128 | 0.9200 | 1.24 | 33 | 9 | 22.6% | -0.20 | 0.0332 | -0.039 | ||
| 6.10 | 7.75 | 21.4% | 0.76 | 0.0361 | -0.041 | 129 | 1.16 | 1.26 | 5 | 23 | 21.6% | -0.24 | 0.0367 | -0.042 | ||
| 6.10 | 6.45 | 53 | 2,982 | 21.9% | 0.73 | 0.0393 | -0.044 | 130 | 1.41 | 1.50 | 79 | 2,099 | 21.4% | -0.28 | 0.0399 | -0.046 |
| 5.40 | 5.60 | 3 | 21.2% | 0.69 | 0.0422 | -0.047 | 131 | 1.64 | 2.03 | 3 | 17 | 21.8% | -0.32 | 0.0430 | -0.049 | |
| 4.75 | 5.35 | 1 | 30 | 22.5% | 0.64 | 0.0446 | -0.050 | 132 | 2.03 | 2.16 | 30 | 80 | 21.1% | -0.36 | 0.0455 | -0.051 |
| 4.10 | 4.40 | 24 | 16 | 21.1% | 0.60 | 0.0465 | -0.051 | 133 | 2.41 | 2.56 | 14 | 4 | 21.0% | -0.41 | 0.0476 | -0.053 |
| 3.60 | 3.80 | 6 | 98 | 21.1% | 0.55 | 0.0478 | -0.052 | 134 | 2.84 | 3.05 | 112 | 36 | 21.0% | -0.46 | 0.0490 | -0.054 |
| 3.10 | 3.30 | 501 | 3,847 | 21.1% | 0.50 | 0.0484 | -0.053 | 135 | 3.30 | 3.60 | 46 | 3,347 | 21.0% | -0.51 | 0.0498 | -0.054 |
| 2.61 | 2.79 | 139 | 139 | 20.8% | 0.45 | 0.0482 | -0.052 | 136 | 3.80 | 4.45 | 1 | 21.8% | -0.56 | 0.0497 | -0.054 | |
| 2.20 | 2.39 | 26 | 27 | 20.8% | 0.41 | 0.0472 | -0.051 | 137 | 4.40 | 5.05 | 4 | 21.8% | -0.60 | 0.0489 | -0.053 | |
| 1.84 | 2.00 | 40 | 83 | 20.7% | 0.36 | 0.0456 | -0.049 | 138 | 5.10 | 5.75 | 1 | 22.2% | -0.65 | 0.0475 | -0.051 | |
| 1.53 | 1.68 | 9 | 216 | 20.7% | 0.32 | 0.0434 | -0.047 | 139 | 5.75 | 6.55 | 22.5% | -0.70 | 0.0455 | -0.049 | ||
| 1.28 | 1.42 | 334 | 3,235 | 20.8% | 0.28 | 0.0407 | -0.044 | 140 | 6.25 | 7.25 | 9 | 852 | 21.5% | -0.74 | 0.0430 | -0.046 |
| 1.04 | 1.18 | 21 | 34 | 20.8% | 0.24 | 0.0378 | -0.041 | 141 | 6.95 | 8.40 | 22.8% | -0.78 | 0.0403 | -0.043 | ||
| 0.8500 | 0.9700 | 10 | 313 | 20.8% | 0.21 | 0.0346 | -0.038 | 142 | 7.70 | 9.25 | 22.9% | -0.81 | 0.0372 | -0.040 | ||
| 0.6800 | 0.8000 | 5 | 41 | 20.8% | 0.18 | 0.0314 | -0.034 | 143 | 8.45 | 10.05 | 22.4% | -0.85 | 0.0342 | -0.036 | ||
| 0.5600 | 0.6600 | 29 | 5 | 21.0% | 0.15 | 0.0280 | -0.030 | 144 | 9.30 | 11.00 | 22.9% | -0.88 | 0.0311 | -0.032 | ||
| 0.4500 | 0.5300 | 236 | 2,084 | 21.0% | 0.12 | 0.0248 | -0.027 | 145 | 10.45 | 12.00 | 110 | 25.3% | -0.91 | 0.0284 | -0.029 | |
| 0.1300 | 0.1800 | 16 | 1,681 | 21.4% | 0.05 | 0.0117 | -0.013 | 150 | 14.50 | 17.30 | 46 | 27.6% | -0.99 | 0.0091 | -0.015 | |
| 0.0600 | 0.1400 | 3 | 22.2% | 0.03 | 0.0080 | -0.009 | 152.5 | 17.30 | 20.15 | 35.8% | -1.00 | 0.0000 | -0.015 | |||
| 0.0300 | 0.1000 | 7 | 1,463 | 23.0% | 0.02 | 0.0055 | -0.007 | 155 | 19.70 | 22.30 | 4 | 35.5% | -1.00 | 0.0000 | -0.015 | |
| 0 | 0.0500 | 2 | 2,450 | 24.2% | 0.01 | 0.0029 | -0.004 | 160 | 24.70 | 27.60 | 44.0% | -1.00 | 0.0000 | -0.015 | ||
| 0 | 0.1900 | 582 | 33.2% | 0.01 | 0.0016 | -0.003 | 165 | 29.70 | 32.60 | 49.6% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1500 | 121 | 36.0% | 0.00 | 0.0010 | -0.002 | 170 | 34.70 | 37.60 | 54.9% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1700 | 92 | 40.5% | 0.00 | 0.0006 | -0.002 | 175 | 39.05 | 42.60 | 51.7% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1000 | 99 | 41.3% | 0.00 | 0.0004 | -0.001 | 180 | 44.05 | 47.30 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.1600 | 12 | 47.3% | 0.00 | 0.0003 | -0.001 | 185 | 49.65 | 52.65 | 69.5% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1600 | 39 | 50.7% | 0.00 | 0.0002 | -0.001 | 190 | 54.05 | 57.30 | -1.00 | 0.0000 | -0.015 | ||||
| 0 | 0.1600 | 14 | 54.0% | 0.00 | 0.0002 | -0.001 | 195 | 59.70 | 62.60 | 78.3% | -1.00 | 0.0000 | -0.015 | |||
| 0 | 0.1600 | 13 | 57.1% | 0.00 | 0.0001 | -0.001 | 200 | 64.70 | 67.60 | 82.5% | -1.00 | 0.0000 | -0.015 | |||
Strike mostrati: entro ±50% del prezzo del sottostante. Valore intrinseco = max(0, prezzo − strike) per le call, max(0, strike − prezzo) per le put; estrinseco = prezzo dell'opzione − intrinseco. Greche e IV calcolate dal feed della borsa.
Volatility smile — Nov 20, 2026
Pagina della volatilità →Volatilità implicita per strike per questa scadenza. I put out-of-the-money prezzano solitamente una IV più alta rispetto alle call — lo skew.