PEP 期权链 PepsiCo, Inc.
Cboe delayed options data · 截至 15:42 UTC
每行对应一个行权价。左半部分为call，右半部分为put。买价/卖价为买卖双方当前报价；成交量为本交易日已成交合约数；未平仓量为持仓合约数。高亮行最接近当前股价。
本到期日定价的波动幅度约为 ±5.0% (125.99–139.39) · ATM IV 21.2% · P/C 未平仓量 0.81
| 看涨期权 | 行权价 | 认沽期权 | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 买价 | 提问 | 成交量 | 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 | 买价 | 提问 | 成交量 | OI | IV | Δ | Γ | Θ | |
| 51.60 | 53.35 | 1.00 | 0.0002 | 0.000 | 80 | 0 | 2.00 | 1 | 114.1% | -0.00 | 0.0002 | -0.002 | ||||
| 46.60 | 49.30 | 1.00 | 0.0003 | 0.000 | 85 | 0 | 0.0700 | 6 | 48 | 60.1% | -0.00 | 0.0003 | -0.002 | |||
| 41.65 | 44.35 | 3 | 43.7% | 1.00 | 0.0005 | 0.000 | 90 | 0 | 0.0900 | 2 | 54.6% | -0.00 | 0.0005 | -0.003 | ||
| 36.65 | 38.70 | 1.00 | 0.0007 | 0.000 | 95 | 0 | 0.1000 | 185 | 48.4% | -0.00 | 0.0007 | -0.003 | ||||
| 31.70 | 33.45 | 4 | 0.99 | 0.0011 | 0.000 | 100 | 0 | 0.1700 | 60 | 44.9% | -0.01 | 0.0011 | -0.004 | |||
| 27.25 | 28.60 | 3 | 0.99 | 0.0018 | -0.002 | 105 | 0 | 0.0500 | 1 | 260 | 32.5% | -0.01 | 0.0018 | -0.005 | ||
| 22.60 | 23.70 | 56 | 30.5% | 0.99 | 0.0031 | -0.004 | 110 | 0.0100 | 0.0800 | 7 | 708 | 28.8% | -0.01 | 0.0031 | -0.006 | |
| 17.15 | 18.90 | 27 | 0.97 | 0.0060 | -0.007 | 115 | 0.0600 | 0.1300 | 65 | 1,294 | 25.6% | -0.03 | 0.0061 | -0.010 | ||
| 13.90 | 15.70 | 0.95 | 0.0098 | -0.012 | 118 | 0 | 0.2400 | 5 | 22.7% | -0.04 | 0.0098 | -0.014 | ||||
| 12.95 | 14.65 | 0.95 | 0.0115 | -0.014 | 119 | 0.1300 | 0.4700 | 1 | 25.8% | -0.05 | 0.0116 | -0.016 | ||||
| 12.65 | 13.85 | 1 | 162 | 20.2% | 0.93 | 0.0135 | -0.016 | 120 | 0.2500 | 0.3000 | 64 | 2,186 | 23.8% | -0.06 | 0.0136 | -0.018 |
| 11.10 | 12.85 | 0.92 | 0.0158 | -0.019 | 121 | 0.2700 | 0.5700 | 1 | 24.8% | -0.08 | 0.0160 | -0.020 | ||||
| 10.15 | 11.80 | 0.91 | 0.0185 | -0.022 | 122 | 0.3500 | 0.5400 | 1 | 23.5% | -0.09 | 0.0186 | -0.023 | ||||
| 9.65 | 11.05 | 18.1% | 0.89 | 0.0214 | -0.025 | 123 | 0.3900 | 0.5900 | 4 | 22.5% | -0.11 | 0.0216 | -0.026 | |||
| 8.40 | 10.15 | 15.0% | 0.86 | 0.0245 | -0.028 | 124 | 0.5700 | 0.8500 | 23.4% | -0.14 | 0.0248 | -0.030 | ||||
| 8.70 | 9.25 | 2 | 842 | 22.9% | 0.84 | 0.0278 | -0.032 | 125 | 0.7100 | 0.8200 | 143 | 4,454 | 22.2% | -0.16 | 0.0282 | -0.033 |
| 6.75 | 8.45 | 17.0% | 0.81 | 0.0312 | -0.035 | 126 | 0.8700 | 1.03 | 11 | 22.1% | -0.19 | 0.0317 | -0.037 | |||
| 5.95 | 7.60 | 17.1% | 0.78 | 0.0346 | -0.039 | 127 | 1.06 | 1.20 | 7 | 21.7% | -0.23 | 0.0351 | -0.040 | |||
| 5.20 | 6.70 | 16.8% | 0.74 | 0.0378 | -0.042 | 128 | 1.27 | 1.51 | 3 | 21.7% | -0.26 | 0.0384 | -0.043 | |||
| 5.70 | 6.05 | 21.9% | 0.70 | 0.0408 | -0.045 | 129 | 1.59 | 1.76 | 8 | 21.5% | -0.30 | 0.0415 | -0.046 | |||
| 4.80 | 5.30 | 29 | 2,981 | 20.7% | 0.66 | 0.0434 | -0.047 | 130 | 1.92 | 2.04 | 73 | 2,044 | 21.2% | -0.35 | 0.0443 | -0.049 |
| 4.40 | 4.75 | 3 | 21.6% | 0.61 | 0.0455 | -0.049 | 131 | 2.21 | 2.59 | 1 | 21.4% | -0.39 | 0.0465 | -0.051 | ||
| 3.70 | 4.15 | 13 | 21.1% | 0.57 | 0.0469 | -0.051 | 132 | 2.68 | 2.88 | 58 | 21.1% | -0.44 | 0.0481 | -0.052 | ||
| 3.25 | 3.60 | 3 | 21.2% | 0.52 | 0.0477 | -0.051 | 133 | 3.15 | 3.40 | 21.1% | -0.49 | 0.0490 | -0.053 | |||
| 2.80 | 3.05 | 97 | 21.0% | 0.47 | 0.0477 | -0.051 | 134 | 3.60 | 4.10 | 11 | 21.4% | -0.54 | 0.0492 | -0.053 | ||
| 2.45 | 2.61 | 275 | 3,696 | 21.2% | 0.43 | 0.0470 | -0.051 | 135 | 4.25 | 4.45 | 34 | 3,358 | 20.9% | -0.58 | 0.0487 | -0.052 |
| 1.98 | 2.23 | 120 | 20.9% | 0.38 | 0.0457 | -0.049 | 136 | 4.80 | 5.70 | 22.7% | -0.63 | 0.0475 | -0.051 | |||
| 1.64 | 1.95 | 8 | 21.1% | 0.34 | 0.0437 | -0.047 | 137 | 5.45 | 7.30 | 25.8% | -0.68 | 0.0457 | -0.049 | |||
| 1.37 | 1.59 | 24 | 20.9% | 0.30 | 0.0414 | -0.045 | 138 | 6.15 | 6.85 | 21.8% | -0.72 | 0.0436 | -0.047 | |||
| 1.07 | 1.34 | 8 | 20.7% | 0.26 | 0.0386 | -0.042 | 139 | 7.00 | 8.85 | 27.0% | -0.76 | 0.0409 | -0.044 | |||
| 0.9900 | 1.05 | 188 | 2,983 | 21.0% | 0.23 | 0.0357 | -0.039 | 140 | 7.80 | 8.10 | 4 | 852 | 20.9% | -0.80 | 0.0382 | -0.041 |
| 0.7300 | 1.07 | 15 | 21.6% | 0.19 | 0.0326 | -0.035 | 141 | 8.60 | 10.60 | 28.3% | -0.83 | 0.0353 | -0.037 | |||
| 0.6500 | 0.9000 | 5 | 22.0% | 0.16 | 0.0294 | -0.032 | 142 | 9.30 | 11.65 | 29.0% | -0.86 | 0.0323 | -0.034 | |||
| 0.5000 | 0.6400 | 18 | 21.3% | 0.14 | 0.0262 | -0.028 | 143 | 10.20 | 12.40 | 29.2% | -0.89 | 0.0295 | -0.031 | |||
| 0.4000 | 0.7100 | 2 | 22.5% | 0.12 | 0.0232 | -0.025 | 144 | 11.05 | 13.00 | 28.1% | -0.92 | 0.0264 | -0.028 | |||
| 0.3600 | 0.4100 | 71 | 1,971 | 21.6% | 0.10 | 0.0203 | -0.022 | 145 | 12.15 | 13.35 | 112 | 26.6% | -0.94 | 0.0242 | -0.025 | |
| 0.1100 | 0.1500 | 12 | 1,689 | 22.2% | 0.04 | 0.0098 | -0.012 | 150 | 16.90 | 19.30 | 46 | 37.8% | -1.00 | 0.0053 | -0.015 | |
| 0 | 0.2500 | 24.5% | 0.03 | 0.0070 | -0.009 | 152.5 | 18.75 | 21.95 | 38.0% | -1.00 | 0.0008 | -0.014 | ||||
| 0.0300 | 0.0700 | 2 | 1,468 | 23.4% | 0.02 | 0.0051 | -0.007 | 155 | 21.80 | 24.45 | 4 | 44.7% | -1.00 | 0.0000 | -0.014 | |
| 0 | 0.2000 | 2,450 | 30.3% | 0.01 | 0.0029 | -0.005 | 160 | 26.90 | 28.90 | 47.8% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1800 | 1 | 582 | 34.0% | 0.01 | 0.0018 | -0.003 | 165 | 31.90 | 34.45 | 57.5% | -1.00 | 0.0000 | -0.014 | ||
| 0 | 0.1500 | 121 | 37.0% | 0.00 | 0.0011 | -0.003 | 170 | 36.75 | 39.45 | 62.0% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.1700 | 92 | 41.4% | 0.00 | 0.0008 | -0.002 | 175 | 41.90 | 44.45 | 68.3% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.3600 | 99 | 50.1% | 0.00 | 0.0006 | -0.002 | 180 | 46.90 | 49.45 | 73.4% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.3600 | 12 | 53.8% | 0.00 | 0.0004 | -0.001 | 185 | 51.90 | 54.45 | 78.2% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 0.3600 | 39 | 57.4% | 0.00 | 0.0003 | -0.001 | 190 | 56.40 | 59.45 | 78.4% | -1.00 | 0.0000 | -0.014 | |||
| 0 | 2.13 | 14 | 83.5% | 0.00 | 0.0002 | -0.001 | 195 | 61.85 | 64.35 | 86.0% | -1.00 | 0.0000 | -0.014 | |||
显示的行权价：标的价格 ±50% 范围内。内在价值 = max(0, 价格 − 行权价)（call）或 max(0, 行权价 − 价格)（put）；时间价值 = 期权价格 − 内在价值。 希腊字母及隐含波动率来自交易所数据源的计算结果。