PEP
Pepsico, Inc.Close $125.89EOD 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 115.00 | 11.90 | 9.15 | 12.55 | 0.00 | 3 | 43 | 76.9% | 0.819 | 0.0197 | -0.263 | 0.046 | 0.017 |
| 123.00 | 4.00 | 3.45 | 4.60 | -0.40 | 159 | 359 | 39.9% | 0.678 | 0.0515 | -0.188 | 0.062 | 0.016 |
| 124.00 | 3.15 | 3.35 | 3.60 | -0.70 | 5 | 6 | 34.5% | 0.640 | 0.0623 | -0.170 | 0.065 | 0.015 |
| 125.00 | 2.83 | 2.77 | 2.94 | -0.42 | 105 | 27 | 33.3% | 0.577 | 0.0674 | -0.171 | 0.068 | 0.013 |
| 126.00 | 2.35 | 2.18 | 2.46 | -0.11 | 486 | 60 | 33.8% | 0.509 | 0.0677 | -0.175 | 0.070 | 0.012 |
| 127.00 | 1.80 | 1.79 | 1.93 | -0.19 | 245 | 112 | 32.7% | 0.439 | 0.0691 | -0.167 | 0.069 | 0.010 |
| 128.00 | 1.36 | 1.35 | 1.50 | -0.34 | 153 | 119 | 32.1% | 0.370 | 0.0674 | -0.156 | 0.066 | 0.009 |
| 129.00 | 1.13 | 1.04 | 1.21 | -0.17 | 187 | 156 | 32.7% | 0.309 | 0.0619 | -0.148 | 0.061 | 0.007 |
| 130.00 | 0.85 | 0.78 | 0.91 | 0.14 | 237 | 500 | 32.2% | 0.248 | 0.0564 | -0.130 | 0.055 | 0.006 |
| 131.00 | 0.60 | 0.57 | 0.69 | -0.20 | 183 | 261 | 32.2% | 0.197 | 0.0495 | -0.114 | 0.048 | 0.005 |
| 132.00 | 0.49 | 0.37 | 0.51 | -0.09 | 1,147 | 558 | 32.0% | 0.152 | 0.0421 | -0.096 | 0.041 | 0.004 |
| 133.00 | 0.37 | 0.26 | 0.53 | -0.10 | 128 | 314 | 35.7% | 0.143 | 0.0362 | -0.102 | 0.039 | 0.003 |
| 134.00 | 0.25 | 0.09 | 0.38 | -0.07 | 126 | 279 | 35.2% | 0.107 | 0.0301 | -0.082 | 0.032 | 0.003 |
| 135.00 | 0.20 | 0.17 | 0.41 | -0.06 | 549 | 713 | 38.9% | 0.105 | 0.0268 | -0.090 | 0.032 | 0.002 |
| 136.00 | 0.13 | 0.12 | 0.15 | -0.10 | 164 | 748 | 32.7% | 0.048 | 0.0175 | -0.041 | 0.017 | 0.001 |
| 137.00 | 0.10 | 0.04 | 0.18 | -0.05 | 24 | 777 | 36.5% | 0.052 | 0.0166 | -0.049 | 0.018 | 0.001 |
| 138.00 | 0.10 | 0.05 | 0.39 | -0.04 | 73 | 373 | 46.7% | 0.084 | 0.0190 | -0.091 | 0.027 | 0.002 |
| 139.00 | 0.09 | 0.01 | 0.09 | -0.17 | 77 | 436 | 36.2% | 0.027 | 0.0098 | -0.028 | 0.011 | 0.001 |
| 140.00 | 0.04 | 0.04 | 0.06 | -0.05 | 95 | 941 | 35.9% | 0.018 | 0.0071 | -0.020 | 0.008 | 0.000 |
| 141.00 | 0.10 | 0.00 | 0.10 | 0.03 | 3 | 375 | 41.2% | 0.026 | 0.0084 | -0.031 | 0.011 | 0.001 |
| 142.00 | 0.10 | 0.01 | 0.10 | 0.04 | 25 | 342 | 43.4% | 0.025 | 0.0077 | -0.032 | 0.010 | 0.001 |
| 143.00 | 0.04 | 0.01 | 0.12 | -0.02 | 25 | 94 | 46.8% | 0.027 | 0.0077 | -0.037 | 0.011 | 0.001 |
| 144.00 | 0.09 | 0.00 | 0.26 | 0.00 | 5 | 124 | 56.6% | 0.048 | 0.0101 | -0.071 | 0.017 | 0.001 |
| 145.00 | 0.04 | 0.01 | 0.06 | 0.00 | 97 | 289 | 45.7% | 0.014 | 0.0046 | -0.021 | 0.006 | 0.000 |
| 146.00 | 0.16 | 0.00 | 0.25 | 0.00 | 6 | 127 | 53.3% | 0.025 | 0.0063 | -0.039 | 0.010 | 0.001 |
| 147.00 | 0.18 | 0.00 | 0.26 | 0.00 | 34 | 227 | 55.7% | 0.025 | 0.0060 | -0.041 | 0.010 | 0.001 |
| 148.00 | 0.14 | 0.00 | 0.18 | 0.00 | 100 | 744 | 54.3% | 0.018 | 0.0046 | -0.030 | 0.008 | 0.000 |
| 149.00 | 0.12 | 0.00 | 0.02 | 0.00 | 1 | 65 | 46.1% | 0.005 | 0.0017 | -0.008 | 0.002 | 0.000 |
| 150.00 | 0.02 | 0.00 | 0.01 | 0.01 | 1 | 341 | 43.8% | 0.002 | 0.0009 | -0.004 | 0.001 | 0.000 |
| 152.50 | 0.05 | 0.00 | 0.02 | 0.00 | 2 | 23 | 51.6% | 0.004 | 0.0014 | -0.008 | 0.002 | 0.000 |
| 155.00 | 0.03 | 0.00 | 0.01 | 0.00 | 25 | 63 | 51.6% | 0.002 | 0.0007 | -0.004 | 0.001 | 0.000 |
| 157.50 | 0.26 | 0.00 | 0.10 | 0.00 | 2 | 17 | 65.6% | 0.008 | 0.0019 | -0.018 | 0.004 | 0.000 |
| 160.00 | 0.06 | 0.00 | 0.07 | 0.00 | 1 | 11 | 66.8% | 0.006 | 0.0014 | -0.013 | 0.003 | 0.000 |
Puts
| Strike | Last | Bid | Ask | Chg | Vol | OI | IV | Delta | Gamma | Theta | Vega | Rho |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 100.00 | 0.07 | 0.00 | 2.13 | 0.00 | 1 | 1 | 125.1% | -0.078 | 0.0067 | -0.226 | 0.025 | -0.002 |
| 110.00 | 0.08 | 0.00 | 0.31 | 0.00 | 1 | 28 | 52.6% | -0.029 | 0.0072 | -0.043 | 0.011 | -0.001 |
| 115.00 | 0.08 | 0.06 | 0.11 | -0.06 | 55 | 1,078 | 35.5% | -0.030 | 0.0110 | -0.030 | 0.012 | -0.001 |
| 116.00 | 0.11 | 0.10 | 0.15 | -0.03 | 80 | 33 | 34.9% | -0.041 | 0.0145 | -0.038 | 0.015 | -0.001 |
| 117.00 | 0.15 | 0.08 | 0.27 | -0.10 | 31 | 13 | 36.7% | -0.069 | 0.0208 | -0.060 | 0.023 | -0.002 |
| 118.00 | 0.22 | 0.12 | 0.32 | -0.07 | 201 | 157 | 35.0% | -0.084 | 0.0254 | -0.066 | 0.027 | -0.002 |
| 119.00 | 0.31 | 0.24 | 0.35 | -0.08 | 14 | 55 | 32.5% | -0.098 | 0.0306 | -0.068 | 0.030 | -0.002 |
| 120.00 | 0.51 | 0.39 | 0.54 | -0.04 | 230 | 396 | 33.5% | -0.141 | 0.0384 | -0.091 | 0.039 | -0.003 |
| 121.00 | 0.65 | 0.54 | 0.77 | -0.10 | 97 | 318 | 34.1% | -0.190 | 0.0456 | -0.112 | 0.047 | -0.005 |
| 122.00 | 0.87 | 0.77 | 0.92 | -0.10 | 122 | 196 | 32.5% | -0.230 | 0.0536 | -0.119 | 0.053 | -0.006 |
| 123.00 | 1.13 | 0.97 | 1.14 | -0.09 | 220 | 215 | 31.3% | -0.282 | 0.0619 | -0.128 | 0.059 | -0.007 |
| 124.00 | 1.48 | 1.38 | 1.64 | -0.09 | 176 | 500 | 33.5% | -0.357 | 0.0639 | -0.150 | 0.065 | -0.009 |
| 125.00 | 1.93 | 1.76 | 2.02 | -0.15 | 233 | 579 | 32.9% | -0.422 | 0.0682 | -0.154 | 0.068 | -0.011 |
| 126.00 | 2.37 | 2.22 | 2.56 | -0.12 | 355 | 242 | 33.7% | -0.491 | 0.0680 | -0.160 | 0.070 | -0.012 |
| 127.00 | 2.99 | 2.80 | 3.25 | 0.04 | 176 | 925 | 35.6% | -0.554 | 0.0637 | -0.167 | 0.069 | -0.014 |
| 128.00 | 3.50 | 3.30 | 3.75 | -0.30 | 54 | 1,012 | 34.1% | -0.622 | 0.0639 | -0.152 | 0.066 | -0.016 |
| 129.00 | 4.22 | 4.05 | 4.40 | -0.01 | 142 | 763 | 33.9% | -0.684 | 0.0602 | -0.139 | 0.062 | -0.017 |
| 130.00 | 5.02 | 4.60 | 5.30 | -0.06 | 159 | 589 | 36.7% | -0.722 | 0.0524 | -0.142 | 0.058 | -0.018 |
| 131.00 | 5.85 | 5.15 | 6.55 | 0.06 | 33 | 264 | 44.9% | -0.724 | 0.0427 | -0.175 | 0.058 | -0.019 |
| 132.00 | 6.82 | 6.35 | 8.10 | 0.17 | 20 | 537 | 57.6% | -0.707 | 0.0343 | -0.235 | 0.060 | -0.019 |
| 133.00 | 7.55 | 6.95 | 8.20 | 0.15 | 33 | 360 | 46.8% | -0.789 | 0.0354 | -0.156 | 0.050 | -0.021 |
| 134.00 | 8.65 | 7.85 | 9.20 | 1.00 | 52 | 633 | 50.4% | -0.802 | 0.0317 | -0.162 | 0.049 | -0.021 |
| 135.00 | 9.35 | 8.80 | 10.30 | 0.19 | 7 | 421 | 55.8% | -0.804 | 0.0285 | -0.179 | 0.048 | -0.021 |
| 136.00 | 10.30 | 10.00 | 11.25 | 0.88 | 6 | 188 | 58.2% | -0.818 | 0.0260 | -0.178 | 0.046 | -0.022 |
| 137.00 | 11.33 | 10.40 | 12.50 | 0.09 | 4 | 85 | 66.4% | -0.807 | 0.0237 | -0.213 | 0.048 | -0.022 |
| 138.00 | 11.70 | 11.85 | 14.20 | 0.00 | 1 | 6 | 60.1% | -0.854 | 0.0219 | -0.157 | 0.040 | -0.023 |
| 139.00 | 11.76 | 11.90 | 14.45 | 0.00 | 1 | 940 | 72.0% | -0.825 | 0.0205 | -0.217 | 0.045 | -0.023 |
| 140.00 | 13.50 | 12.45 | 16.30 | 0.00 | 1 | 0 | 91.0% | -0.780 | 0.0186 | -0.322 | 0.052 | -0.022 |
| 141.00 | 12.85 | 13.55 | 15.40 | 0.00 | 1 | 1 | 50.9% | -0.941 | 0.0133 | -0.059 | 0.021 | -0.026 |
| 142.00 | 16.18 | 14.45 | 18.30 | 0.00 | 1 | 1 | 52.2% | -0.947 | 0.0119 | -0.054 | 0.019 | -0.026 |
| 143.00 | 13.32 | 15.40 | 19.30 | 0.00 | 5 | 0 | 53.4% | -0.953 | 0.0105 | -0.049 | 0.017 | -0.026 |
| 144.00 | 6.73 | 17.90 | 20.30 | 0.00 | 0 | 0 | 79.3% | -0.877 | 0.0147 | -0.185 | 0.035 | -0.025 |
| 145.00 | 15.27 | 17.25 | 21.30 | 0.00 | 5 | 0 | 53.9% | -0.967 | 0.0077 | -0.032 | 0.013 | -0.027 |
| 148.00 | 10.01 | 20.35 | 24.30 | 0.00 | 0 | 0 | 63.1% | -0.964 | 0.0072 | -0.045 | 0.014 | -0.028 |
| 149.00 | 11.00 | 21.40 | 25.30 | 0.00 | 0 | 0 | 66.6% | -0.962 | 0.0071 | -0.052 | 0.014 | -0.028 |
| 150.00 | 11.43 | 22.80 | 26.30 | 0.00 | 0 | 0 | 77.7% | -0.941 | 0.0086 | -0.096 | 0.020 | -0.027 |
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.