PEP option chain PepsiCo, Inc.

Expiration Cboe delayed options data · as of 18:41 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 ±5.1% (126.50–140.00) · ATM IV 21.3% · P/C open interest 0.81

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
51.50	54.20				1.00	0.0002	0.000	80	0	2.00		1	115.0%	-0.00	0.0002	-0.002
46.60	49.45				1.00	0.0003	0.000	85	0	0.0700	6	48	60.7%	-0.00	0.0003	-0.002
41.65	44.45		3		1.00	0.0004	0.000	90	0	0.0900		2	55.3%	-0.00	0.0004	-0.002
36.55	39.30				1.00	0.0006	0.000	95	0	0.1000		185	49.0%	-0.00	0.0006	-0.003
31.70	34.45		4		0.99	0.0009	0.000	100	0	0.1700		60	45.5%	-0.00	0.0009	-0.003
27.05	29.30		3		0.99	0.0015	-0.000	105	0	0.1000	20	260	36.0%	-0.01	0.0015	-0.004
22.25	24.35		56		0.99	0.0025	-0.002	110	0.0100	0.0400	21	708	27.3%	-0.01	0.0026	-0.005
17.40	19.35		27		0.98	0.0052	-0.006	115	0.0600	0.1000	151	1,294	25.5%	-0.02	0.0052	-0.008
14.15	16.30				0.96	0.0085	-0.010	118	0.1000	0.2000	7		24.3%	-0.04	0.0086	-0.012
13.40	15.50				0.95	0.0101	-0.012	119	0.1300	0.2800	1		24.4%	-0.05	0.0102	-0.014
12.60	14.60	1	162		0.94	0.0120	-0.014	120	0.2100	0.2400	156	2,186	23.4%	-0.06	0.0122	-0.016
11.65	13.55				0.93	0.0142	-0.017	121	0.2100	0.5200	1		24.7%	-0.07	0.0144	-0.018
10.15	12.65				0.92	0.0168	-0.019	122	0.2800	0.3800	1		22.5%	-0.08	0.0170	-0.021
9.95	11.55			14.0%	0.90	0.0196	-0.022	123	0.3800	0.4600	7		22.3%	-0.10	0.0199	-0.024
8.40	10.65				0.88	0.0227	-0.026	124	0.4800	0.6200	2		22.4%	-0.12	0.0230	-0.027
8.60	9.85	3	842	20.3%	0.86	0.0259	-0.029	125	0.6100	0.6700	251	4,454	22.0%	-0.15	0.0263	-0.031
6.75	8.90			12.4%	0.83	0.0293	-0.033	126	0.7300	0.9100	13		21.9%	-0.17	0.0297	-0.035
5.95	8.00			13.7%	0.80	0.0327	-0.037	127	0.8900	1.20	16		22.0%	-0.21	0.0332	-0.038
5.95	7.30			18.8%	0.76	0.0360	-0.040	128	1.14	1.39	9		21.8%	-0.24	0.0366	-0.042
6.15	6.55			22.5%	0.72	0.0392	-0.043	129	1.37	1.66	24		21.6%	-0.28	0.0399	-0.045
5.45	5.75	57	2,981	21.9%	0.68	0.0420	-0.046	130	1.73	1.86	117	2,044	21.3%	-0.32	0.0428	-0.048
4.80	5.00	4		21.5%	0.64	0.0443	-0.049	131	2.04	2.25	15		21.2%	-0.36	0.0453	-0.050
4.05	4.40	29		20.9%	0.59	0.0461	-0.050	132	2.43	2.58	79		20.9%	-0.41	0.0472	-0.052
3.60	3.90	7		21.4%	0.55	0.0473	-0.051	133	2.86	3.15			21.1%	-0.46	0.0485	-0.053
3.00	3.25	100		20.6%	0.50	0.0477	-0.052	134	3.40	3.70	31		21.4%	-0.51	0.0491	-0.053
2.71	2.80	472	3,696	21.1%	0.45	0.0474	-0.051	135	3.95	4.15	53	3,358	21.0%	-0.56	0.0490	-0.053
2.29	2.49	133		21.3%	0.41	0.0464	-0.050	136	4.50	5.70			24.0%	-0.60	0.0482	-0.052
1.73	2.05	19		20.4%	0.36	0.0448	-0.049	137	5.15	7.25			27.1%	-0.65	0.0468	-0.050
1.56	1.77	40		21.0%	0.32	0.0428	-0.046	138	5.85	6.95			23.9%	-0.69	0.0448	-0.048
1.33	1.64	214		21.8%	0.28	0.0402	-0.044	139	6.35	8.80			27.3%	-0.74	0.0425	-0.045
1.12	1.20	335	2,983	21.1%	0.24	0.0374	-0.041	140	7.35	8.10	6	852	22.9%	-0.78	0.0399	-0.042
0.8700	0.9700	18		20.8%	0.21	0.0344	-0.037	141	7.90	10.40			28.1%	-0.81	0.0370	-0.039
0.6200	0.9000	12		20.9%	0.18	0.0312	-0.034	142	8.85	11.25			29.1%	-0.85	0.0341	-0.036
0.5900	0.7000	48		21.3%	0.15	0.0280	-0.030	143	9.60	11.80			27.9%	-0.88	0.0311	-0.032
0.4400	0.6000	5		21.3%	0.13	0.0247	-0.026	144	10.55	13.00			30.2%	-0.90	0.0281	-0.029
0.3500	0.4700	139	1,971	21.2%	0.11	0.0217	-0.023	145	11.70	13.15		112	28.5%	-0.93	0.0250	-0.026
0.1000	0.1600	110	1,689	21.6%	0.05	0.0109	-0.013	150	16.25	18.55	8	46	35.4%	-0.99	0.0095	-0.015
0	0.2500			23.9%	0.03	0.0080	-0.011	152.5	18.55	21.35			39.4%	-1.00	0.0019	-0.014
0.0300	0.1000	8	1,468	23.8%	0.02	0.0059	-0.008	155	21.30	23.85		4	44.1%	-1.00	0.0000	-0.014
0	0.2000		2,450	29.8%	0.02	0.0035	-0.006	160	26.15	28.85			49.5%	-1.00	0.0000	-0.014
0	0.1800	1	582	33.5%	0.01	0.0023	-0.005	165	31.30	33.85			56.3%	-1.00	0.0000	-0.014
0	0.1500		121	36.5%	0.01	0.0015	-0.004	170	36.10	38.85			60.4%	-1.00	0.0000	-0.014
0	0.1700		92	40.9%	0.01	0.0011	-0.003	175	41.15	43.85			66.0%	-1.00	0.0000	-0.014
0	0.1800		99	44.9%	0.00	0.0008	-0.003	180	46.05	48.85			70.2%	-1.00	0.0000	-0.014
0	0.3600		12	53.3%	0.00	0.0006	-0.002	185	51.05	53.85			75.0%	-1.00	0.0000	-0.014
0	0.3600		39	56.9%	0.00	0.0005	-0.002	190	56.00	58.85			79.1%	-1.00	0.0000	-0.014
0	2.13		14	83.0%	0.00	0.0004	-0.002	195	61.05	63.85			84.0%	-1.00	0.0000	-0.014

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 — Nov 20, 2026

Volatility page →

Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.

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PEP option chain PepsiCo, Inc.

Volatility smile — Nov 20, 2026

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