PEP volatilite 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.21.1%
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.22.6%
HV6019.7%
IV − HV20 farkı
-1.5pt
Evren yüzdelik dilimiWhere this IV30 ranks across all securities we cover today (a cross-sectional comparison, not the stock's own history).
9
Kendi tarihsel yüzdelik dilimiWhere today's IV30 sits versus its own daily history — 80 means higher than roughly 80% of recorded observations for that period.
29/60 kaydedilen gün
Cboe delayed options data · itibarıyla 22:01 UTC · Bunlar nasıl hesaplanır
IV vade yapısı
Listelenen her vade için para başı (at-the-money) zımni volatilite, kalan günlere göre çizilmiş.
| Sona eriyor | DTE | ATM IV | 25Δ çarpıklıkThe IV gap between 25-delta puts and 25-delta calls for one expiration. Positive skew means downside protection is priced richer than upside exposure. | Implied hareket |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | 24.8% | -0.1pt | ±2.1% |
| Oct 30, 2026 | 11 | 23.8% | -0.3pt | ±3.4% |
| Nov 06, 2026 | 18 | 23.4% | +1.0pt | ±4.1% |
| Nov 13, 2026 | 25 | 21.6% | -4.8pt | ±4.5% |
| Nov 20, 2026 | 32 | 21.0% | -0.2pt | ±5.0% |
| Nov 27, 2026 | 39 | 21.6% | -1.3pt | ±5.7% |
| Dec 18, 2026 | 60 | 20.8% | +0.7pt | ±7.1% |
| Jan 15, 2027 | 88 | 21.1% | +0.9pt | ±8.4% |
| Mar 19, 2027 | 151 | 21.9% | +2.1pt | ±11.4% |
| Apr 16, 2027 | 179 | 22.7% | +1.0pt | ±12.7% |
| Jun 17, 2027 | 241 | 22.3% | +1.1pt | ±14.5% |
| Sep 17, 2027 | 333 | 24.1% | +2.3pt | ±18.1% |
| Jan 21, 2028 | 459 | 24.5% | +2.5pt | ±21.1% |
Volatilite gülümsemesi — Nov 20, 2026
Strike'a göre implied volatility. Putlara doğru eğim (sol tarafın daha yüksek olması) skew'dür: aşağı yönlü koruma, yukarı yönlüye kıyasla daha pahalı fiyatlanmaktadır.
call'larput'lar
Günlük kayıtta implied ile realized karşılaştırması
IV30HV20