PEP цепочка опционов PepsiCo, Inc.
Cboe delayed options data · по состоянию на 18:41 UTC
Каждая строка — один страйк. Левая половина — call, правая — put. Bid/ask — текущие котировки покупателей и продавцов; объём — количество контрактов, заключённых в эту сессию; открытый интерес — действующие контракты. Выделенная строка ближайшая к текущей цене акции.
Данная экспирация закладывает в цену движение примерно ±5.1% (126.50–140.00) · ATM IV 21.3% · P/C открытого интереса 0.81
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Бид | Спросить | Объём | 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 | Бид | Спросить | Объём | OI | IV | Δ | Γ | Θ | |
| 51.50 | 54.20 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.00 | 1 | 115.0% | -0.00 | 0.0002 | -0.002 | ||||
| 46.60 | 49.45 | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.0700 | 6 | 48 | 60.7% | -0.00 | 0.0003 | -0.002 | |||
| 41.65 | 44.45 | 3 | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.0900 | 2 | 55.3% | -0.00 | 0.0004 | -0.002 | |||
| 36.55 | 39.30 | 1.00 | 0.0006 | 0.000 | 95 | 0 | 0.1000 | 185 | 49.0% | -0.00 | 0.0006 | -0.003 | ||||
| 31.70 | 34.45 | 4 | 0.99 | 0.0009 | 0.000 | 100 | 0 | 0.1700 | 60 | 45.5% | -0.00 | 0.0009 | -0.003 | |||
| 27.05 | 29.30 | 3 | 0.99 | 0.0015 | -0.000 | 105 | 0 | 0.1000 | 20 | 260 | 36.0% | -0.01 | 0.0015 | -0.004 | ||
| 22.25 | 24.35 | 56 | 0.99 | 0.0025 | -0.002 | 110 | 0.0100 | 0.0400 | 21 | 708 | 27.3% | -0.01 | 0.0026 | -0.005 | ||
| 17.40 | 19.35 | 27 | 0.98 | 0.0052 | -0.006 | 115 | 0.0600 | 0.1000 | 151 | 1,294 | 25.5% | -0.02 | 0.0052 | -0.008 | ||
| 14.15 | 16.30 | 0.96 | 0.0085 | -0.010 | 118 | 0.1000 | 0.2000 | 7 | 24.3% | -0.04 | 0.0086 | -0.012 | ||||
| 13.40 | 15.50 | 0.95 | 0.0101 | -0.012 | 119 | 0.1300 | 0.2800 | 1 | 24.4% | -0.05 | 0.0102 | -0.014 | ||||
| 12.60 | 14.60 | 1 | 162 | 0.94 | 0.0120 | -0.014 | 120 | 0.2100 | 0.2400 | 156 | 2,186 | 23.4% | -0.06 | 0.0122 | -0.016 | |
| 11.65 | 13.55 | 0.93 | 0.0142 | -0.017 | 121 | 0.2100 | 0.5200 | 1 | 24.7% | -0.07 | 0.0144 | -0.018 | ||||
| 10.15 | 12.65 | 0.92 | 0.0168 | -0.019 | 122 | 0.2800 | 0.3800 | 1 | 22.5% | -0.08 | 0.0170 | -0.021 | ||||
| 9.95 | 11.55 | 14.0% | 0.90 | 0.0196 | -0.022 | 123 | 0.3800 | 0.4600 | 7 | 22.3% | -0.10 | 0.0199 | -0.024 | |||
| 8.40 | 10.65 | 0.88 | 0.0227 | -0.026 | 124 | 0.4800 | 0.6200 | 2 | 22.4% | -0.12 | 0.0230 | -0.027 | ||||
| 8.60 | 9.85 | 3 | 842 | 20.3% | 0.86 | 0.0259 | -0.029 | 125 | 0.6100 | 0.6700 | 251 | 4,454 | 22.0% | -0.15 | 0.0263 | -0.031 |
| 6.75 | 8.90 | 12.4% | 0.83 | 0.0293 | -0.033 | 126 | 0.7300 | 0.9100 | 13 | 21.9% | -0.17 | 0.0297 | -0.035 | |||
| 5.95 | 8.00 | 13.7% | 0.80 | 0.0327 | -0.037 | 127 | 0.8900 | 1.20 | 16 | 22.0% | -0.21 | 0.0332 | -0.038 | |||
| 5.95 | 7.30 | 18.8% | 0.76 | 0.0360 | -0.040 | 128 | 1.14 | 1.39 | 9 | 21.8% | -0.24 | 0.0366 | -0.042 | |||
| 6.15 | 6.55 | 22.5% | 0.72 | 0.0392 | -0.043 | 129 | 1.37 | 1.66 | 24 | 21.6% | -0.28 | 0.0399 | -0.045 | |||
| 5.45 | 5.75 | 57 | 2,981 | 21.9% | 0.68 | 0.0420 | -0.046 | 130 | 1.73 | 1.86 | 117 | 2,044 | 21.3% | -0.32 | 0.0428 | -0.048 |
| 4.80 | 5.00 | 4 | 21.5% | 0.64 | 0.0443 | -0.049 | 131 | 2.04 | 2.25 | 15 | 21.2% | -0.36 | 0.0453 | -0.050 | ||
| 4.05 | 4.40 | 29 | 20.9% | 0.59 | 0.0461 | -0.050 | 132 | 2.43 | 2.58 | 79 | 20.9% | -0.41 | 0.0472 | -0.052 | ||
| 3.60 | 3.90 | 7 | 21.4% | 0.55 | 0.0473 | -0.051 | 133 | 2.86 | 3.15 | 21.1% | -0.46 | 0.0485 | -0.053 | |||
| 3.00 | 3.25 | 100 | 20.6% | 0.50 | 0.0477 | -0.052 | 134 | 3.40 | 3.70 | 31 | 21.4% | -0.51 | 0.0491 | -0.053 | ||
| 2.71 | 2.80 | 472 | 3,696 | 21.1% | 0.45 | 0.0474 | -0.051 | 135 | 3.95 | 4.15 | 53 | 3,358 | 21.0% | -0.56 | 0.0490 | -0.053 |
| 2.29 | 2.49 | 133 | 21.3% | 0.41 | 0.0464 | -0.050 | 136 | 4.50 | 5.70 | 24.0% | -0.60 | 0.0482 | -0.052 | |||
| 1.73 | 2.05 | 19 | 20.4% | 0.36 | 0.0448 | -0.049 | 137 | 5.15 | 7.25 | 27.1% | -0.65 | 0.0468 | -0.050 | |||
| 1.56 | 1.77 | 40 | 21.0% | 0.32 | 0.0428 | -0.046 | 138 | 5.85 | 6.95 | 23.9% | -0.69 | 0.0448 | -0.048 | |||
| 1.33 | 1.64 | 214 | 21.8% | 0.28 | 0.0402 | -0.044 | 139 | 6.35 | 8.80 | 27.3% | -0.74 | 0.0425 | -0.045 | |||
| 1.12 | 1.20 | 335 | 2,983 | 21.1% | 0.24 | 0.0374 | -0.041 | 140 | 7.35 | 8.10 | 6 | 852 | 22.9% | -0.78 | 0.0399 | -0.042 |
| 0.8700 | 0.9700 | 18 | 20.8% | 0.21 | 0.0344 | -0.037 | 141 | 7.90 | 10.40 | 28.1% | -0.81 | 0.0370 | -0.039 | |||
| 0.6200 | 0.9000 | 12 | 20.9% | 0.18 | 0.0312 | -0.034 | 142 | 8.85 | 11.25 | 29.1% | -0.85 | 0.0341 | -0.036 | |||
| 0.5900 | 0.7000 | 48 | 21.3% | 0.15 | 0.0280 | -0.030 | 143 | 9.60 | 11.80 | 27.9% | -0.88 | 0.0311 | -0.032 | |||
| 0.4400 | 0.6000 | 5 | 21.3% | 0.13 | 0.0247 | -0.026 | 144 | 10.55 | 13.00 | 30.2% | -0.90 | 0.0281 | -0.029 | |||
| 0.3500 | 0.4700 | 139 | 1,971 | 21.2% | 0.11 | 0.0217 | -0.023 | 145 | 11.70 | 13.15 | 112 | 28.5% | -0.93 | 0.0250 | -0.026 | |
| 0.1000 | 0.1600 | 110 | 1,689 | 21.6% | 0.05 | 0.0109 | -0.013 | 150 | 16.25 | 18.55 | 8 | 46 | 35.4% | -0.99 | 0.0095 | -0.015 |
| 0 | 0.2500 | 23.9% | 0.03 | 0.0080 | -0.011 | 152.5 | 18.55 | 21.35 | 39.4% | -1.00 | 0.0019 | -0.014 | ||||
| 0.0300 | 0.1000 | 8 | 1,468 | 23.8% | 0.02 | 0.0059 | -0.008 | 155 | 21.30 | 23.85 | 4 | 44.1% | -1.00 | 0.0000 | -0.014 | |
| 0 | 0.2000 | 2,450 | 29.8% | 0.02 | 0.0035 | -0.006 | 160 | 26.15 | 28.85 | 49.5% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1800 | 1 | 582 | 33.5% | 0.01 | 0.0023 | -0.005 | 165 | 31.30 | 33.85 | 56.3% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.1500 | 121 | 36.5% | 0.01 | 0.0015 | -0.004 | 170 | 36.10 | 38.85 | 60.4% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1700 | 92 | 40.9% | 0.01 | 0.0011 | -0.003 | 175 | 41.15 | 43.85 | 66.0% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1800 | 99 | 44.9% | 0.00 | 0.0008 | -0.003 | 180 | 46.05 | 48.85 | 70.2% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.3600 | 12 | 53.3% | 0.00 | 0.0006 | -0.002 | 185 | 51.05 | 53.85 | 75.0% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.3600 | 39 | 56.9% | 0.00 | 0.0005 | -0.002 | 190 | 56.00 | 58.85 | 79.1% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 14 | 83.0% | 0.00 | 0.0004 | -0.002 | 195 | 61.05 | 63.85 | 84.0% | -1.00 | 0.0000 | -0.014 | |||
Отображаемые страйки: в пределах ±50% от цены базового актива. Внутренняя стоимость = max(0, цена − страйк) для call, max(0, страйк − цена) для put; внешняя = цена опциона − внутренняя стоимость. Греки и IV, рассчитанные на основе биржевого фида.
Улыбка волатильности — Nov 20, 2026
Страница волатильности →Подразумеваемая волатильность по страйку для данного срока экспирации. Путы вне денег обычно имеют более высокую IV, чем коллы, — это и есть скос.
call-опционыput-опционы