PEP cadeia de opções PepsiCo, Inc.
Cada linha corresponde a um strike. A metade esquerda é a call, a metade direita é a put. Bid/ask são as cotações atuais de compradores e vendedores; volume é o número de contratos negociados na sessão; open interest são os contratos em aberto. A linha destacada é a mais próxima do preço da ação.
Este vencimento precifica um movimento de aproximadamente ±5.0% (126.90–140.26) · IV ATM 21.0% · P/C open interest 0.81
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Perguntar | 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 | Perguntar | Vol | OI | IV | Δ | Γ | Θ | |
| 51.95 | 56.00 | 78.8% | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.13 | 1 | 117.2% | -0.00 | 0.0002 | -0.002 | |||
| 47.80 | 51.00 | 90.5% | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.0700 | 6 | 48 | 61.1% | -0.00 | 0.0003 | -0.002 | ||
| 42.00 | 46.00 | 3 | 61.0% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.0900 | 2 | 55.6% | -0.00 | 0.0004 | -0.002 | ||
| 37.05 | 41.00 | 53.8% | 1.00 | 0.0006 | 0.000 | 95 | 0 | 0.1000 | 1 | 185 | 49.4% | -0.00 | 0.0006 | -0.003 | ||
| 32.05 | 35.95 | 4 | 42.7% | 0.99 | 0.0010 | 0.000 | 100 | 0 | 0.2400 | 60 | 48.2% | -0.01 | 0.0010 | -0.004 | ||
| 27.90 | 30.50 | 3 | 45.9% | 0.99 | 0.0016 | -0.001 | 105 | 0 | 0.1000 | 20 | 260 | 36.4% | -0.01 | 0.0016 | -0.004 | |
| 22.10 | 25.50 | 56 | 0.99 | 0.0027 | -0.003 | 110 | 0.0100 | 0.0900 | 25 | 708 | 30.2% | -0.01 | 0.0028 | -0.006 | ||
| 18.00 | 20.40 | 27 | 29.9% | 0.98 | 0.0053 | -0.007 | 115 | 0.0600 | 0.1200 | 153 | 1,294 | 25.9% | -0.02 | 0.0054 | -0.009 | |
| 14.25 | 17.80 | 0.96 | 0.0084 | -0.010 | 118 | 0 | 0.1900 | 7 | 22.8% | -0.04 | 0.0085 | -0.013 | ||||
| 13.30 | 17.20 | 25.2% | 0.95 | 0.0099 | -0.012 | 119 | 0 | 0.4800 | 1 | 25.7% | -0.05 | 0.0100 | -0.014 | |||
| 12.35 | 16.10 | 6 | 162 | 23.1% | 0.94 | 0.0117 | -0.014 | 120 | 0.2100 | 0.2600 | 173 | 2,186 | 24.1% | -0.06 | 0.0118 | -0.016 |
| 12.20 | 14.75 | 26.3% | 0.93 | 0.0137 | -0.016 | 121 | 0.1400 | 0.4300 | 2 | 23.7% | -0.07 | 0.0139 | -0.018 | |||
| 10.55 | 13.70 | 17.2% | 0.92 | 0.0160 | -0.019 | 122 | 0.0800 | 0.4000 | 3 | 21.3% | -0.08 | 0.0162 | -0.021 | |||
| 10.35 | 12.90 | 25.1% | 0.91 | 0.0187 | -0.022 | 123 | 0.0500 | 0.4900 | 7 | 20.5% | -0.10 | 0.0189 | -0.023 | |||
| 8.75 | 11.80 | 18.1% | 0.89 | 0.0216 | -0.025 | 124 | 0.0800 | 0.5800 | 2 | 20.0% | -0.11 | 0.0218 | -0.026 | |||
| 9.45 | 9.85 | 19 | 842 | 21.9% | 0.86 | 0.0248 | -0.028 | 125 | 0.5800 | 0.6500 | 290 | 4,454 | 22.1% | -0.14 | 0.0251 | -0.030 |
| 7.00 | 10.05 | 18.6% | 0.84 | 0.0281 | -0.032 | 126 | 0.4800 | 1.12 | 16 | 22.3% | -0.16 | 0.0285 | -0.033 | |||
| 6.15 | 9.20 | 18.6% | 0.81 | 0.0316 | -0.035 | 127 | 0.3200 | 1.20 | 16 | 20.1% | -0.19 | 0.0320 | -0.037 | |||
| 5.30 | 8.65 | 19.6% | 0.78 | 0.0350 | -0.039 | 128 | 0.9100 | 1.42 | 11 | 21.7% | -0.23 | 0.0355 | -0.040 | |||
| 4.70 | 7.30 | 17.8% | 0.74 | 0.0382 | -0.042 | 129 | 0.8800 | 1.49 | 25 | 19.8% | -0.26 | 0.0389 | -0.044 | |||
| 5.55 | 5.95 | 89 | 2,981 | 21.3% | 0.70 | 0.0412 | -0.045 | 130 | 1.60 | 1.84 | 166 | 2,044 | 21.6% | -0.31 | 0.0419 | -0.047 |
| 4.55 | 5.60 | 5 | 21.2% | 0.66 | 0.0437 | -0.048 | 131 | 1.74 | 2.25 | 18 | 21.0% | -0.35 | 0.0446 | -0.049 | ||
| 3.50 | 5.00 | 30 | 19.7% | 0.61 | 0.0457 | -0.050 | 132 | 1.88 | 3.20 | 80 | 22.0% | -0.39 | 0.0467 | -0.051 | ||
| 2.95 | 4.10 | 20 | 18.7% | 0.56 | 0.0471 | -0.051 | 133 | 1.86 | 3.70 | 4 | 20.7% | -0.44 | 0.0483 | -0.052 | ||
| 2.86 | 3.50 | 102 | 19.8% | 0.52 | 0.0478 | -0.052 | 134 | 2.70 | 4.30 | 36 | 22.2% | -0.49 | 0.0491 | -0.053 | ||
| 2.85 | 3.00 | 594 | 3,696 | 21.2% | 0.47 | 0.0477 | -0.051 | 135 | 3.55 | 4.00 | 98 | 3,358 | 20.5% | -0.54 | 0.0492 | -0.053 |
| 2.42 | 2.71 | 143 | 21.6% | 0.42 | 0.0470 | -0.051 | 136 | 2.70 | 5.60 | 19.1% | -0.59 | 0.0487 | -0.052 | |||
| 1.72 | 2.29 | 32 | 20.3% | 0.38 | 0.0456 | -0.049 | 137 | 3.80 | 6.20 | 4 | 20.5% | -0.64 | 0.0474 | -0.051 | ||
| 1.70 | 2.01 | 85 | 21.7% | 0.33 | 0.0436 | -0.047 | 138 | 4.00 | 6.95 | 19.0% | -0.68 | 0.0457 | -0.049 | |||
| 0.7500 | 1.99 | 219 | 20.2% | 0.29 | 0.0412 | -0.045 | 139 | 5.10 | 8.15 | 22.1% | -0.72 | 0.0435 | -0.046 | |||
| 1.14 | 1.30 | 382 | 2,983 | 20.9% | 0.26 | 0.0385 | -0.042 | 140 | 7.00 | 8.10 | 9 | 852 | 23.5% | -0.76 | 0.0409 | -0.043 |
| 0.6400 | 1.10 | 36 | 19.8% | 0.22 | 0.0355 | -0.038 | 141 | 6.80 | 9.95 | 24.0% | -0.80 | 0.0381 | -0.040 | |||
| 0.6200 | 0.9000 | 313 | 20.4% | 0.19 | 0.0323 | -0.035 | 142 | 7.00 | 10.00 | 16.2% | -0.84 | 0.0352 | -0.037 | |||
| 0.1700 | 1.17 | 62 | 21.0% | 0.16 | 0.0291 | -0.031 | 143 | 8.75 | 11.60 | 25.6% | -0.87 | 0.0322 | -0.033 | |||
| 0.4900 | 0.7400 | 7 | 21.8% | 0.13 | 0.0259 | -0.028 | 144 | 8.90 | 12.50 | 22.0% | -0.90 | 0.0291 | -0.030 | |||
| 0.4200 | 0.5000 | 165 | 1,971 | 21.4% | 0.11 | 0.0228 | -0.024 | 145 | 10.15 | 12.70 | 112 | 17.8% | -0.92 | 0.0262 | -0.027 | |
| 0.0900 | 0.1600 | 112 | 1,689 | 21.0% | 0.05 | 0.0112 | -0.013 | 150 | 15.00 | 18.40 | 8 | 46 | 30.1% | -0.99 | 0.0091 | -0.014 |
| 0 | 0.2500 | 23.5% | 0.03 | 0.0079 | -0.010 | 152.5 | 17.50 | 20.90 | 33.2% | -1.00 | 0.0006 | -0.014 | ||||
| 0.0300 | 0.1000 | 10 | 1,468 | 22.8% | 0.02 | 0.0057 | -0.008 | 155 | 20.20 | 23.40 | 4 | 37.8% | -1.00 | 0.0000 | -0.014 | |
| 0 | 0.2000 | 2,450 | 29.5% | 0.01 | 0.0032 | -0.005 | 160 | 24.55 | 28.40 | 36.1% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1900 | 1 | 582 | 33.4% | 0.01 | 0.0020 | -0.004 | 165 | 30.00 | 33.40 | 47.2% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.1500 | 121 | 36.2% | 0.01 | 0.0013 | -0.003 | 170 | 35.00 | 38.40 | 52.3% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.5700 | 92 | 48.9% | 0.00 | 0.0009 | -0.002 | 175 | 40.00 | 42.60 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 0.1500 | 99 | 43.5% | 0.00 | 0.0006 | -0.002 | 180 | 45.00 | 48.40 | 61.8% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.7600 | 12 | 59.9% | 0.00 | 0.0005 | -0.001 | 185 | 50.00 | 52.60 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 1.46 | 39 | 72.2% | 0.00 | 0.0004 | -0.001 | 190 | 55.00 | 57.60 | -1.00 | 0.0000 | -0.014 | ||||
| 0 | 2.13 | 14 | 82.5% | 0.00 | 0.0003 | -0.001 | 195 | 60.00 | 63.40 | 74.6% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 13 | 86.6% | 0.00 | 0.0002 | -0.001 | 200 | 65.00 | 68.40 | 78.6% | -1.00 | 0.0000 | -0.014 | |||
Strikes exibidos: dentro de ±50% do preço do ativo subjacente. Valor intrínseco = max(0, preço − strike) para calls, max(0, strike − preço) para puts; extrínseco = preço da opção − intrínseco. Greeks e IV conforme calculados pelo feed da bolsa.
Sorriso de volatilidade — Nov 20, 2026
Página de volatilidade →Volatilidade implícita por strike para este vencimento. Puts fora do dinheiro geralmente apresentam IV mais alta do que calls — o skew.