PEP option chain PepsiCo, Inc.
Cboe delayed options data · as of 00:36 UTC
Each row is one strike. The left half is the call, the right half the put. Bid/ask are what buyers and sellers currently quote; volume is contracts traded this session; open interest is standing contracts. The highlighted row sits closest to the stock price.
This expiration prices a move of about ±3.5% (135.63–145.41) · ATM IV 19.9% · P/C open interest 0.37
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Bid | Ask | Vol | OI | IV | Δ | Γ | Θ | |
| 63.45 | 67.55 | 1 | 1.00 | 0.0000 | 0.000 | 75 | 0 | 2.13 | 20 | 191.6% | -0.00 | 0.0000 | -0.001 | |||
| 58.45 | 62.55 | 1.00 | 0.0000 | 0.000 | 80 | 0 | 2.13 | 29 | 174.5% | -0.00 | 0.0001 | -0.001 | ||||
| 53.75 | 57.55 | 157.0% | 1.00 | 0.0000 | 0.000 | 85 | 0 | 1.93 | 7 | 154.9% | -0.00 | 0.0001 | -0.001 | |||
| 48.50 | 52.55 | 1 | 120.0% | 1.00 | 0.0000 | 0.000 | 90 | 0 | 1.33 | 258 | 129.0% | -0.00 | 0.0001 | -0.001 | ||
| 43.50 | 47.55 | 106.6% | 1.00 | 0.0000 | 0.000 | 95 | 0 | 0.5300 | 82 | 97.1% | -0.00 | 0.0002 | -0.002 | |||
| 38.50 | 42.55 | 25 | 101.1% | 1.00 | 0.0000 | 0.000 | 100 | 0 | 0.3300 | 2 | 429 | 79.3% | -0.00 | 0.0003 | -0.002 | |
| 33.50 | 37.55 | 17 | 81.8% | 1.00 | 0.0000 | 0.000 | 105 | 0 | 0.1300 | 475 | 60.3% | -0.00 | 0.0006 | -0.003 | ||
| 28.50 | 32.55 | 26 | 70.2% | 1.00 | 0.0000 | 0.000 | 110 | 0.0100 | 0.0200 | 61 | 441 | 43.2% | -0.00 | 0.0010 | -0.004 | |
| 23.45 | 27.25 | 25 | 1.00 | 0.0000 | 0.000 | 115 | 0.0100 | 0.2000 | 660 | 46.1% | -0.01 | 0.0017 | -0.006 | |||
| 18.45 | 22.50 | 222 | 1.00 | 0.0000 | 0.000 | 120 | 0.0100 | 0.2100 | 9 | 1,945 | 37.5% | -0.01 | 0.0032 | -0.008 | ||
| 13.50 | 17.55 | 57 | 37.6% | 1.00 | 0.0000 | 0.000 | 125 | 0.0300 | 0.2700 | 4 | 4,048 | 30.4% | -0.02 | 0.0068 | -0.011 | |
| 9.50 | 13.45 | 1.00 | 0.0000 | 0.000 | 129 | 0 | 0.2100 | 46 | 22.4% | -0.04 | 0.0148 | -0.018 | ||||
| 9.20 | 11.45 | 1 | 200 | 1.00 | 0.0000 | 0.000 | 130 | 0.1000 | 0.3600 | 66 | 8,812 | 23.3% | -0.06 | 0.0186 | -0.021 | |
| 7.95 | 11.45 | 34.6% | 1.00 | 0.0001 | 0.000 | 131 | 0.0500 | 0.3200 | 31 | 203 | 20.2% | -0.07 | 0.0234 | -0.025 | ||
| 6.50 | 10.50 | 1.00 | 0.0007 | 0.000 | 132 | 0.0800 | 0.4100 | 27 | 47 | 19.7% | -0.10 | 0.0294 | -0.031 | |||
| 5.95 | 9.45 | 29.3% | 1.00 | 0.0039 | 0.000 | 133 | 0.2600 | 0.4600 | 57 | 522 | 19.7% | -0.13 | 0.0364 | -0.038 | ||
| 4.75 | 8.45 | 24.1% | 0.99 | 0.0162 | -0.004 | 134 | 0.4000 | 0.6200 | 64 | 67 | 19.6% | -0.17 | 0.0440 | -0.045 | ||
| 5.45 | 6.60 | 16 | 2,907 | 28.8% | 0.96 | 0.0451 | -0.025 | 135 | 0.6000 | 0.9100 | 169 | 6,152 | 20.1% | -0.22 | 0.0517 | -0.053 |
| 2.73 | 6.50 | 8 | 9 | 19.4% | 0.89 | 0.0846 | -0.091 | 136 | 0.6400 | 1.21 | 13 | 85 | 19.1% | -0.27 | 0.0588 | -0.060 |
| 2.75 | 5.60 | 2 | 1 | 24.1% | 0.79 | 0.1121 | -0.149 | 137 | 1.02 | 1.80 | 6 | 281 | 20.8% | -0.34 | 0.0647 | -0.066 |
| 1.64 | 4.85 | 35 | 21.2% | 0.67 | 0.1130 | -0.128 | 138 | 1.38 | 2.14 | 12 | 88 | 20.4% | -0.40 | 0.0688 | -0.071 | |
| 2.17 | 3.90 | 10 | 11 | 24.5% | 0.56 | 0.0962 | -0.088 | 139 | 1.87 | 2.51 | 27 | 54 | 20.2% | -0.47 | 0.0709 | -0.074 |
| 1.84 | 2.24 | 223 | 4,070 | 20.0% | 0.47 | 0.0793 | -0.075 | 140 | 2.17 | 2.80 | 103 | 5,400 | 18.1% | -0.55 | 0.0709 | -0.074 |
| 1.16 | 1.95 | 5 | 78 | 19.4% | 0.40 | 0.0692 | -0.070 | 141 | 2.17 | 4.50 | 3 | 66 | 20.4% | -0.61 | 0.0690 | -0.072 |
| 0.9100 | 1.52 | 216 | 156 | 19.5% | 0.34 | 0.0634 | -0.066 | 142 | 2.58 | 5.15 | 1 | 45 | 19.1% | -0.68 | 0.0652 | -0.068 |
| 0.5800 | 1.08 | 61 | 102 | 18.5% | 0.28 | 0.0579 | -0.060 | 143 | 4.00 | 5.35 | 4 | 36 | 20.0% | -0.74 | 0.0598 | -0.062 |
| 0.3900 | 0.9000 | 139 | 261 | 18.9% | 0.22 | 0.0516 | -0.054 | 144 | 3.75 | 5.75 | 32 | -0.80 | 0.0532 | -0.055 | ||
| 0.5000 | 0.6800 | 387 | 11.9K | 20.5% | 0.18 | 0.0448 | -0.047 | 145 | 5.20 | 7.80 | 6 | 2,338 | 22.9% | -0.84 | 0.0460 | -0.047 |
| 0.3500 | 0.6500 | 28 | 56 | 21.4% | 0.14 | 0.0381 | -0.040 | 146 | 6.15 | 7.70 | 1 | 14.5% | -0.88 | 0.0385 | -0.040 | |
| 0 | 0.4600 | 7 | 112 | 18.8% | 0.11 | 0.0317 | -0.034 | 147 | 6.75 | 9.30 | 19.2% | -0.91 | 0.0314 | -0.033 | ||
| 0.0400 | 0.2500 | 11 | 247 | 18.5% | 0.09 | 0.0260 | -0.028 | 148 | 7.65 | 10.20 | 17.6% | -0.93 | 0.0251 | -0.026 | ||
| 0.1500 | 0.2200 | 3 | 179 | 21.2% | 0.07 | 0.0212 | -0.024 | 149 | 8.70 | 11.15 | 19.2% | -0.95 | 0.0198 | -0.021 | ||
| 0.1000 | 0.2100 | 163 | 5,481 | 22.0% | 0.05 | 0.0172 | -0.020 | 150 | 10.30 | 11.80 | 8 | 1,606 | 25.1% | -0.96 | 0.0154 | -0.016 |
| 0 | 0.1800 | 469 | 23.3% | 0.03 | 0.0102 | -0.013 | 152.5 | 11.45 | 15.40 | 24.3% | -0.98 | 0.0080 | -0.008 | |||
| 0.0300 | 0.0500 | 19 | 15.1K | 23.6% | 0.02 | 0.0060 | -0.008 | 155 | 13.95 | 17.95 | 9 | 701 | 29.2% | -0.99 | 0.0040 | -0.003 |
| 0 | 0.3500 | 3 | 33.7% | 0.01 | 0.0036 | -0.005 | 157.5 | 16.40 | 20.40 | 29.3% | -1.00 | 0.0020 | -0.001 | |||
| 0.0100 | 0.0800 | 7 | 4,268 | 30.0% | 0.01 | 0.0022 | -0.004 | 160 | 19.85 | 22.90 | 4 | 426 | 49.2% | -1.00 | 0.0010 | 0.000 |
| 0 | 0.0100 | 25.8% | 0.00 | 0.0014 | -0.002 | 162.5 | 21.45 | 25.40 | 37.8% | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.3300 | 2,125 | 43.3% | 0.00 | 0.0009 | -0.002 | 165 | 23.90 | 27.95 | 1 | 199 | 40.9% | -1.00 | 0.0002 | 0.000 | |
| 0 | 0.1300 | 40.3% | 0.00 | 0.0006 | -0.001 | 167.5 | 26.35 | 30.40 | 37.8% | -1.00 | 0.0001 | 0.000 | ||||
| 0 | 0.0500 | 3 | 41.5K | 38.2% | 0.00 | 0.0004 | -0.001 | 170 | 29.80 | 32.85 | 161 | 63.1% | -1.00 | 0.0001 | 0.000 | |
| 0 | 0.3000 | 3,444 | 54.4% | 0.00 | 0.0002 | -0.000 | 175 | 33.85 | 37.90 | 23 | 46.4% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.0400 | 1,422 | 46.5% | 0.00 | 0.0001 | -0.000 | 180 | 38.85 | 42.90 | 83 | 51.9% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.3000 | 324 | 65.2% | 0.00 | 0.0000 | -0.000 | 185 | 43.90 | 47.90 | 20 | 61.2% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.0200 | 1,198 | 51.6% | 0.00 | 0.0000 | -0.000 | 190 | 48.85 | 52.90 | 2 | 62.4% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.7000 | 194 | 85.8% | 0.00 | 0.0000 | -0.000 | 195 | 53.90 | 57.90 | 1 | 71.4% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.5000 | 57 | 86.2% | 0.00 | 0.0000 | 0.000 | 200 | 58.85 | 62.90 | 2 | 72.3% | -1.00 | 0.0000 | 0.000 | ||
| 0 | 0.7500 | 328 | 101.9% | 0.00 | 0.0000 | 0.000 | 210 | 68.85 | 72.90 | 81.8% | -1.00 | 0.0000 | 0.000 | |||
Strikes shown: within ±50% of the underlying price. Intrinsic value = max(0, price − strike) for calls, max(0, strike − price) for puts; extrinsic = option price − intrinsic. Greeks and IV as computed by the exchange feed.
Volatility smile — Sep 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs