PEP
Pepsico, Inc.Close $140.13EOD onlyThis page reflects PEP options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.
Compare calls and puts side by side with OI, volume, IV, and positioning context.
Blank greek cells usually mean usable implied volatility was unavailable for that contract in the market-close snapshot.
Open Interest by Strike
IV Skew
Volume by Strike
Calls
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 75.00 | 63.15 | 63.30 | 67.30 | 0.00 | 5 | 6 | 278.5% | 0.995 | 0.0004 | -0.088 | 0.002 | 0.006 |
| 90.00 | 48.13 | 48.30 | 52.35 | 0.00 | 10 | 10 | 209.0% | 0.993 | 0.0008 | -0.102 | 0.003 | 0.007 |
| 100.00 | 45.95 | 38.30 | 42.35 | 0.00 | 0 | 3 | 164.8% | 0.990 | 0.0012 | -0.103 | 0.003 | 0.008 |
| 105.00 | 41.00 | 33.35 | 37.40 | 0.00 | 1 | 5 | 149.8% | 0.986 | 0.0019 | -0.126 | 0.005 | 0.008 |
| 110.00 | 33.70 | 0.00 | 0.00 | 0.00 | 62 | 0 | 0.0% | 1.000 | 0.0000 | -0.013 | 0.000 | 0.009 |
| 115.00 | 23.25 | 23.30 | 27.40 | 0.00 | 2 | 4 | 106.8% | 0.982 | 0.0033 | -0.114 | 0.006 | 0.009 |
| 120.00 | 20.50 | 18.75 | 21.50 | 0.00 | 1 | 16 | 138.6% | 0.903 | 0.0097 | -0.515 | 0.022 | 0.009 |
| 125.00 | 13.54 | 13.75 | 16.50 | 0.00 | 2 | 45 | 112.4% | 0.880 | 0.0140 | -0.488 | 0.025 | 0.009 |
| 128.00 | 12.08 | 11.05 | 14.30 | 1.57 | 2 | 3 | 71.3% | 0.925 | 0.0156 | -0.228 | 0.018 | 0.010 |
| 129.00 | 11.10 | 9.35 | 13.25 | 1.53 | 12 | 4 | 109.5% | 0.812 | 0.0194 | -0.636 | 0.034 | 0.008 |
| 130.00 | 10.83 | 10.05 | 11.45 | 2.63 | 25 | 127 | 64.8% | 0.905 | 0.0205 | -0.245 | 0.021 | 0.010 |
| 131.00 | 7.15 | 7.80 | 10.30 | 0.00 | 1 | 1 | 75.4% | 0.847 | 0.0246 | -0.390 | 0.030 | 0.009 |
| 132.00 | 6.16 | 6.95 | 9.10 | 0.00 | 1 | 6 | 65.1% | 0.853 | 0.0278 | -0.330 | 0.029 | 0.009 |
| 133.00 | 5.17 | 6.55 | 8.40 | 0.00 | 2 | 14 | 67.0% | 0.815 | 0.0314 | -0.392 | 0.034 | 0.009 |
| 134.00 | 6.19 | 5.15 | 7.95 | 1.54 | 2 | 25 | 73.2% | 0.762 | 0.0333 | -0.492 | 0.039 | 0.008 |
| 135.00 | 5.44 | 5.05 | 6.25 | 1.84 | 61 | 1,215 | 52.5% | 0.792 | 0.0429 | -0.330 | 0.036 | 0.009 |
| 136.00 | 3.85 | 2.60 | 6.40 | 1.06 | 32 | 326 | 69.4% | 0.696 | 0.0397 | -0.525 | 0.044 | 0.008 |
| 137.00 | 3.84 | 2.41 | 4.85 | 1.49 | 18 | 326 | 52.4% | 0.694 | 0.0527 | -0.400 | 0.045 | 0.008 |
| 138.00 | 2.82 | 0.85 | 4.65 | 1.27 | 44 | 742 | 60.0% | 0.624 | 0.0498 | -0.492 | 0.048 | 0.007 |
| 139.00 | 2.00 | 1.72 | 2.53 | 0.88 | 45 | 664 | 32.8% | 0.618 | 0.0915 | -0.275 | 0.048 | 0.007 |
| 140.00 | 1.41 | 1.05 | 1.49 | 0.72 | 173 | 6,225 | 24.3% | 0.528 | 0.1287 | -0.214 | 0.051 | 0.006 |
| 141.00 | 0.86 | 0.50 | 1.40 | 0.39 | 225 | 1,169 | 30.7% | 0.422 | 0.1004 | -0.261 | 0.050 | 0.005 |
| 142.00 | 0.50 | 0.25 | 0.75 | 0.24 | 262 | 4,512 | 25.5% | 0.293 | 0.1060 | -0.191 | 0.044 | 0.003 |
| 143.00 | 0.36 | 0.18 | 0.45 | 0.18 | 184 | 1,045 | 24.7% | 0.189 | 0.0865 | -0.145 | 0.034 | 0.002 |
| 144.00 | 0.20 | 0.10 | 0.28 | 0.10 | 222 | 588 | 24.8% | 0.118 | 0.0628 | -0.106 | 0.025 | 0.001 |
| 145.00 | 0.16 | 0.08 | 0.15 | 0.10 | 133 | 4,418 | 24.3% | 0.064 | 0.0405 | -0.065 | 0.016 | 0.001 |
| 146.00 | 0.07 | 0.01 | 0.08 | 0.03 | 275 | 504 | 24.2% | 0.033 | 0.0238 | -0.038 | 0.009 | 0.000 |
| 147.00 | 0.05 | 0.01 | 0.45 | 0.04 | 12 | 788 | 42.2% | 0.111 | 0.0352 | -0.170 | 0.024 | 0.001 |
| 148.00 | 0.05 | 0.01 | 0.10 | -0.02 | 1 | 203 | 31.7% | 0.031 | 0.0171 | -0.047 | 0.009 | 0.000 |
| 149.00 | 0.16 | 0.00 | 0.08 | 0.14 | 1 | 98 | 33.4% | 0.023 | 0.0127 | -0.039 | 0.007 | 0.000 |
| 150.00 | 0.01 | 0.01 | 0.02 | 0.00 | 239 | 3,500 | 29.3% | 0.006 | 0.0043 | -0.010 | 0.002 | 0.000 |
| 152.50 | 0.01 | 0.00 | 0.16 | 0.00 | 4 | 73 | 49.3% | 0.031 | 0.0113 | -0.074 | 0.009 | 0.000 |
| 155.00 | 0.03 | 0.00 | 0.05 | 0.01 | 607 | 2,089 | 46.5% | 0.009 | 0.0041 | -0.024 | 0.003 | 0.000 |
| 157.50 | 0.09 | 0.00 | 0.16 | 0.00 | 3 | 47 | 56.6% | 0.012 | 0.0045 | -0.039 | 0.004 | 0.000 |
| 160.00 | 0.01 | 0.00 | 0.01 | 0.00 | 3 | 2,969 | 48.4% | 0.001 | 0.0007 | -0.005 | 0.001 | 0.000 |
| 165.00 | 0.01 | 0.00 | 0.01 | -0.01 | 3 | 1,073 | 53.1% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 170.00 | 0.01 | 0.00 | 0.01 | 0.00 | 6 | 439 | 62.5% | 0.000 | 0.0002 | -0.002 | 0.000 | 0.000 |
| 175.00 | 0.01 | 0.00 | 0.08 | 0.00 | 1 | 140 | 88.7% | 0.003 | 0.0009 | -0.019 | 0.001 | 0.000 |
| 180.00 | 0.01 | 0.00 | 0.05 | 0.00 | 1 | 49 | 93.0% | 0.002 | 0.0005 | -0.011 | 0.001 | 0.000 |
| 185.00 | 0.12 | 0.00 | 0.12 | 0.00 | 4 | 38 | 112.9% | 0.004 | 0.0008 | -0.028 | 0.001 | 0.000 |
| 190.00 | 0.01 | - | 0.01 | 0.00 | 0 | 0 | 101.6% | 0.001 | 0.0002 | -0.004 | 0.000 | 0.000 |
| 195.00 | 0.01 | - | 0.09 | 0.00 | 0 | 0 | 137.9% | 0.005 | 0.0008 | -0.042 | 0.002 | 0.000 |
| 200.00 | 0.02 | 0.00 | 0.01 | 0.00 | 4 | 1 | 109.4% | 0.000 | 0.0001 | -0.002 | 0.000 | 0.000 |
| 205.00 | 0.01 | - | 0.16 | 0.00 | 0 | 0 | 168.0% | 0.008 | 0.0010 | -0.076 | 0.003 | 0.000 |
| 210.00 | 0.17 | 0.00 | 2.13 | 0.16 | 1 | 1 | 244.6% | 0.043 | 0.0030 | -0.478 | 0.012 | 0.000 |
| 220.00 | 0.11 | - | 2.13 | 0.09 | 1 | 1 | 310.5% | 0.072 | 0.0035 | -0.904 | 0.017 | 0.001 |
| 230.00 | 0.01 | - | 2.13 | 0.00 | 0 | 5 | 331.7% | 0.067 | 0.0031 | -0.916 | 0.017 | 0.001 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 75.00 | 0.01 | 0.00 | 0.00 | -0.02 | 1 | 0 | 50.0% | 0.000 | 0.0000 | 0.000 | 0.000 | 0.000 |
| 80.00 | 0.08 | 0.00 | 0.08 | 0.05 | 2 | 1 | 210.2% | -0.001 | 0.0001 | -0.017 | 0.001 | -0.000 |
| 85.00 | 0.07 | 0.00 | 2.13 | -0.01 | 3 | 0 | 319.0% | -0.030 | 0.0017 | -0.465 | 0.009 | -0.000 |
| 90.00 | 0.05 | 0.00 | 2.13 | 0.00 | 1 | 3 | 288.5% | -0.034 | 0.0021 | -0.460 | 0.010 | -0.000 |
| 95.00 | 0.13 | 0.00 | 0.08 | 0.00 | 1 | 2 | 150.0% | -0.002 | 0.0003 | -0.017 | 0.001 | -0.000 |
| 100.00 | 0.02 | 0.00 | 0.01 | 0.01 | 10 | 38 | 106.3% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 105.00 | 0.01 | 0.00 | 0.08 | 0.00 | 85 | 100 | 114.8% | -0.002 | 0.0005 | -0.018 | 0.001 | -0.000 |
| 110.00 | 0.01 | 0.00 | 0.01 | 0.00 | 5 | 64 | 78.1% | -0.000 | 0.0001 | -0.002 | 0.000 | -0.000 |
| 115.00 | 0.01 | 0.00 | 0.35 | 0.00 | 2 | 185 | 102.5% | -0.015 | 0.0029 | -0.081 | 0.005 | -0.000 |
| 120.00 | 0.01 | 0.00 | 0.13 | 0.00 | 3 | 1,495 | 71.1% | -0.007 | 0.0022 | -0.030 | 0.003 | -0.000 |
| 123.00 | 0.08 | 0.00 | 0.10 | 0.00 | 0 | 6 | 59.0% | -0.007 | 0.0025 | -0.023 | 0.002 | -0.000 |
| 124.00 | 0.02 | 0.00 | 0.08 | 0.00 | 14 | 21 | 53.9% | -0.006 | 0.0024 | -0.018 | 0.002 | -0.000 |
| 125.00 | 0.04 | 0.00 | 0.01 | 0.03 | 3 | 2,050 | 43.0% | -0.002 | 0.0009 | -0.004 | 0.001 | -0.000 |
| 126.00 | 0.07 | 0.00 | 0.05 | 0.00 | 1 | 36 | 49.2% | -0.008 | 0.0035 | -0.023 | 0.003 | -0.000 |
| 127.00 | 0.01 | 0.00 | 0.10 | 0.00 | 66 | 104 | 51.8% | -0.017 | 0.0063 | -0.045 | 0.005 | -0.000 |
| 128.00 | 0.01 | 0.00 | 0.21 | -0.01 | 4 | 261 | 56.2% | -0.035 | 0.0109 | -0.091 | 0.010 | -0.000 |
| 129.00 | 0.02 | 0.00 | 0.23 | 0.01 | 2 | 137 | 53.4% | -0.041 | 0.0129 | -0.099 | 0.011 | -0.000 |
| 130.00 | 0.02 | 0.00 | 0.07 | -0.01 | 69 | 3,507 | 38.9% | -0.015 | 0.0079 | -0.032 | 0.005 | -0.000 |
| 131.00 | 0.02 | 0.00 | 0.10 | -0.01 | 12 | 485 | 38.0% | -0.024 | 0.0116 | -0.044 | 0.007 | -0.000 |
| 132.00 | 0.01 | 0.01 | 0.07 | -0.06 | 94 | 593 | 32.2% | -0.019 | 0.0114 | -0.031 | 0.006 | -0.000 |
| 133.00 | 0.11 | 0.02 | 0.10 | 0.04 | 27 | 519 | 31.0% | -0.030 | 0.0171 | -0.044 | 0.009 | -0.000 |
| 134.00 | 0.05 | 0.04 | 0.10 | -0.09 | 68 | 847 | 27.3% | -0.034 | 0.0215 | -0.043 | 0.009 | -0.000 |
| 135.00 | 0.06 | 0.06 | 0.13 | -0.20 | 542 | 3,467 | 25.2% | -0.049 | 0.0315 | -0.053 | 0.013 | -0.001 |
| 136.00 | 0.11 | 0.09 | 0.15 | -0.43 | 83 | 1,048 | 22.2% | -0.065 | 0.0449 | -0.058 | 0.016 | -0.001 |
| 137.00 | 0.20 | 0.16 | 0.25 | -0.42 | 153 | 1,214 | 21.3% | -0.115 | 0.0719 | -0.086 | 0.025 | -0.001 |
| 138.00 | 0.40 | 0.35 | 0.45 | -0.79 | 99 | 1,181 | 21.2% | -0.205 | 0.1053 | -0.124 | 0.036 | -0.002 |
| 139.00 | 0.67 | 0.02 | 0.85 | -1.03 | 256 | 884 | 23.0% | -0.339 | 0.1252 | -0.173 | 0.046 | -0.004 |
| 140.00 | 1.06 | 0.63 | 1.81 | -1.24 | 111 | 1,699 | 32.0% | -0.477 | 0.0979 | -0.262 | 0.051 | -0.006 |
| 141.00 | 1.27 | 0.91 | 2.63 | -2.03 | 10 | 299 | 36.9% | -0.563 | 0.0840 | -0.298 | 0.050 | -0.007 |
| 142.00 | 2.48 | 1.65 | 3.80 | 0.36 | 1 | 196 | 46.9% | -0.611 | 0.0643 | -0.370 | 0.049 | -0.007 |
| 143.00 | 3.59 | 2.30 | 4.40 | 0.79 | 3 | 124 | 46.1% | -0.676 | 0.0614 | -0.340 | 0.046 | -0.008 |
| 144.00 | 6.01 | 3.25 | 4.25 | 0.00 | 7 | 90 | 27.6% | -0.856 | 0.0647 | -0.118 | 0.029 | -0.010 |
| 145.00 | 4.52 | 2.88 | 6.65 | -2.36 | 327 | 1,478 | 62.5% | -0.715 | 0.0428 | -0.436 | 0.043 | -0.009 |
| 146.00 | 7.96 | 5.15 | 6.60 | 0.00 | 7 | 2 | 45.4% | -0.833 | 0.0433 | -0.226 | 0.032 | -0.010 |
| 147.00 | 8.85 | 4.85 | 8.75 | 0.00 | 6 | 0 | 75.2% | -0.746 | 0.0335 | -0.497 | 0.041 | -0.009 |
| 148.00 | 9.93 | 6.80 | 8.80 | 0.00 | 2 | 0 | 59.3% | -0.837 | 0.0327 | -0.294 | 0.031 | -0.010 |
| 149.00 | 11.80 | 7.90 | 9.60 | 0.00 | 0 | 0 | 58.4% | -0.870 | 0.0285 | -0.246 | 0.027 | -0.011 |
| 150.00 | 9.80 | 8.45 | 11.00 | 0.58 | 6 | 24 | 72.9% | -0.839 | 0.0264 | -0.362 | 0.031 | -0.011 |
| 152.50 | 14.45 | 10.90 | 14.20 | 0.00 | 4 | 0 | 50.6% | -0.965 | 0.0120 | -0.065 | 0.010 | -0.012 |
| 155.00 | 16.20 | 13.70 | 16.70 | 0.00 | 51 | 2 | 66.1% | -0.950 | 0.0122 | -0.126 | 0.013 | -0.012 |
| 157.50 | 19.40 | 15.55 | 18.45 | 0.00 | 2 | 0 | 101.4% | -0.889 | 0.0147 | -0.390 | 0.024 | -0.012 |
| 160.00 | 22.80 | 18.10 | 21.70 | 0.00 | 38 | 0 | 54.7% | -0.996 | 0.0017 | 0.005 | 0.002 | -0.013 |
| 162.50 | 24.39 | 20.95 | 24.20 | 0.00 | 2 | 0 | 80.8% | -0.976 | 0.0055 | -0.077 | 0.007 | -0.013 |
| 165.00 | 26.85 | 23.30 | 25.90 | 0.00 | 10 | 0 | 125.8% | -0.915 | 0.0097 | -0.396 | 0.020 | -0.013 |
| 170.00 | 32.95 | 28.00 | 31.70 | 0.00 | 20 | 0 | 167.1% | -0.884 | 0.0092 | -0.671 | 0.025 | -0.013 |
| 175.00 | 36.87 | 33.45 | 36.70 | 0.00 | 8 | 0 | 111.9% | -0.984 | 0.0029 | -0.076 | 0.005 | -0.014 |
| 180.00 | 43.75 | 37.70 | 41.65 | 0.00 | 2 | 0 | 197.1% | -0.905 | 0.0068 | -0.686 | 0.021 | -0.014 |
| 185.00 | 44.10 | 42.70 | 46.70 | 0.00 | 6 | 0 | 213.2% | -0.910 | 0.0060 | -0.715 | 0.021 | -0.014 |
| 190.00 | 54.55 | 47.95 | 51.70 | 0.00 | 4 | 0 | 227.1% | -0.915 | 0.0054 | -0.725 | 0.020 | -0.015 |
| 195.00 | 52.80 | 58.70 | 62.05 | 0.00 | 3 | 0 | 338.9% | -0.821 | 0.0061 | -1.853 | 0.033 | -0.014 |
| 200.00 | 56.10 | 63.90 | 67.05 | 0.00 | 1 | 0 | 356.1% | -0.826 | 0.0057 | -1.913 | 0.033 | -0.015 |
| 210.00 | 69.45 | 67.80 | 71.70 | 0.00 | 1 | 0 | 277.0% | -0.931 | 0.0038 | -0.754 | 0.017 | -0.017 |
| 220.00 | 83.30 | 78.80 | 81.70 | 0.00 | 3 | 0 | 219.9% | -0.985 | 0.0014 | -0.154 | 0.005 | -0.018 |
| 230.00 | 89.95 | 93.15 | 96.70 | 0.00 | 1 | 0 | 420.1% | -0.866 | 0.0040 | -1.892 | 0.027 | -0.018 |
Start with strike, bid/ask spread, open interest, and volume. Then use IV and greeks to decide whether a contract fits your directional, income, or volatility idea.
Clean fills matter before a contract looks mathematically attractive. A thin market can erase the edge you think you found.
Low premium, high IV, or one convenient delta do not make a trade by themselves. Check how far the strike sits from spot, expected move, and the event calendar.