PEP
Pepsico, Inc.Consumer Defensive$157.01
▲ Bullish
Mkt Cap: $214.62B|Float: 1.36B|SI: 1.6%|DTC: 3.4
Data as of market close Apr 2, 2026
IV Rank
100
IV Pctl
89%
HV 20d
20.9%
52W Range
$123-$170
ATR(14)
$3.25
Exp. Move
±2.6%
P/C Ratio
0.75
Earnings
Apr 16
GEX Positive
DEX Long
Net Call Premium
IV High
Max Pain Below
Exp. Move Moderate
PEP Key Options Data
- IV Rank
- 100%
- Total GEX
- $0.02B
- Total DEX
- $9.1M
- Max Pain
- $152.50
- Expected Move
- ±2.6%
- Put/Call OI
- 0.75
- Net Premium
- $12.3M
- Spot Price
- $157.01
Gamma Exposure (GEX)
Delta Exposure (DEX)
Expected Move by Expiration
| Expiration | DTE | Expected Move | Move % | Lower | Upper |
|---|---|---|---|---|---|
| 2026-04-10 | 8 | ±$4.12 | ±2.6% | $152.89 | $161.12 |
| 2026-04-17 | 15 | ±$8.45 | ±5.4% | $148.56 | $165.46 |
| 2026-04-24 | 22 | ±$9.55 | ±6.1% | $147.46 | $166.56 |
| 2026-05-01 | 29 | ±$10.32 | ±6.6% | $146.68 | $167.33 |
| 2026-05-08 | 36 | ±$5.67 | ±3.6% | $151.33 | $162.68 |
| 2026-05-15 | 43 | ±$12.38 | ±7.9% | $144.63 | $169.38 |
Explore PEP options data including implied volatility rankings, gamma and delta exposure, max pain levels, and expected price moves. AI-generated reports provide directional, income, and earnings analysis.