PEP volatiliteit PepsiCo, Inc.
IV30Implied volatility interpolated to a constant 30-day horizon from the expirations around it, so different stocks and dates can be compared fairly.21.3%
HV20How much the stock actually moved, measured from daily closing prices over a past window (annualized). Compare with implied volatility to see what the options market priced versus what happened.22.0%
HV6019.6%
IV − HV20 spreiding
-0.6pt
UniversepercentielWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Percentiel ten opzichte van eigen historieWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
28/60 dagen vastgelegd
Cboe delayed options data · per 18:41 UTC · Hoe deze worden berekend
IV termijnstructuur
At-the-money implied volatility per genoteerde expiratie, uitgezet op resterende dagen.
| Vervalt | DTE | ATM IV | 25Δ skewThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Impliciete beweging |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 23.5% | -0.3pt | ±2.0% |
| Oct 30, 2026 | 11 | 23.1% | +0.3pt | ±3.2% |
| Nov 06, 2026 | 18 | 22.7% | +1.1pt | ±4.1% |
| Nov 13, 2026 | 25 | 21.6% | +0.5pt | ±4.5% |
| Nov 20, 2026 | 32 | 21.3% | +0.6pt | ±5.1% |
| Nov 27, 2026 | 39 | 20.9% | +1.1pt | ±5.5% |
| Dec 18, 2026 | 60 | 21.0% | +0.7pt | ±7.1% |
| Jan 15, 2027 | 88 | 20.9% | +0.7pt | ±8.4% |
| Mar 19, 2027 | 151 | 23.0% | +0.8pt | ±12.0% |
| Apr 16, 2027 | 179 | 22.8% | +1.5pt | ±12.8% |
| Jun 17, 2027 | 241 | 23.2% | +0.9pt | ±15.1% |
| Sep 17, 2027 | 333 | 23.6% | +1.3pt | ±17.7% |
| Jan 21, 2028 | 459 | 23.7% | +2.0pt | ±20.5% |
Volatiliteitsglimlach — Nov 20, 2026
Impliciete volatiliteit per strike. De helling richting puts (linkerkant hoger) is de skew: neerwaartse bescherming wordt duurder geprijsd dan opwaartse.
callsputs
Impliciet vs. gerealiseerd, dagelijks overzicht
IV30HV20