PEP option chain PepsiCo, Inc.
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 ±7.1% (124.30–143.20) · ATM IV 20.8% · P/C open interest 0.41
| 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 | |
| 62.15 | 65.45 | 1.00 | 0.0001 | 0.000 | 70 | 0 | 0.0500 | 59.1% | -0.00 | 0.0002 | -0.001 | |||||
| 57.85 | 61.10 | 3 | 86.6% | 1.00 | 0.0001 | 0.000 | 75 | 0 | 0.1000 | 23 | 57.4% | -0.00 | 0.0002 | -0.001 | ||
| 52.20 | 56.10 | 6 | 64.3% | 1.00 | 0.0001 | 0.000 | 80 | 0 | 0.1500 | 16 | 54.1% | -0.00 | 0.0003 | -0.002 | ||
| 47.90 | 50.55 | 60.1% | 1.00 | 0.0002 | 0.000 | 85 | 0 | 0.3200 | 27 | 53.5% | -0.00 | 0.0005 | -0.002 | |||
| 42.95 | 45.65 | 3 | 55.2% | 1.00 | 0.0004 | 0.000 | 90 | 0 | 0.2800 | 58 | 18 | 46.5% | -0.01 | 0.0007 | -0.003 | |
| 37.25 | 40.60 | 1.00 | 0.0006 | 0.000 | 95 | 0 | 0.3400 | 49 | 42.1% | -0.01 | 0.0011 | -0.003 | ||||
| 32.85 | 35.45 | 30 | 31.8% | 0.99 | 0.0009 | 0.000 | 100 | 0.0100 | 0.1200 | 3 | 695 | 31.6% | -0.01 | 0.0017 | -0.004 | |
| 28.05 | 30.70 | 36.4% | 0.99 | 0.0016 | 0.000 | 105 | 0.0200 | 0.1100 | 8 | 487 | 27.6% | -0.02 | 0.0027 | -0.005 | ||
| 23.10 | 24.85 | 5 | 33 | 0.98 | 0.0031 | -0.002 | 110 | 0.1500 | 0.1900 | 50 | 1,655 | 25.3% | -0.03 | 0.0049 | -0.007 | |
| 18.25 | 19.95 | 1 | 23 | 0.96 | 0.0068 | -0.007 | 115 | 0.3200 | 0.3800 | 91 | 682 | 24.0% | -0.06 | 0.0094 | -0.012 | |
| 14.55 | 15.00 | 14 | 137 | 23.8% | 0.91 | 0.0140 | -0.015 | 120 | 0.7000 | 0.8000 | 199 | 1,793 | 22.6% | -0.12 | 0.0168 | -0.020 |
| 9.75 | 10.65 | 46 | 1,063 | 20.7% | 0.82 | 0.0243 | -0.026 | 125 | 1.52 | 1.67 | 174 | 2,609 | 21.7% | -0.23 | 0.0260 | -0.029 |
| 6.55 | 6.80 | 146 | 1,556 | 21.2% | 0.67 | 0.0341 | -0.036 | 130 | 3.00 | 3.25 | 374 | 2,459 | 21.1% | -0.38 | 0.0337 | -0.036 |
| 3.75 | 4.00 | 346 | 2,407 | 20.8% | 0.49 | 0.0377 | -0.039 | 135 | 5.40 | 5.75 | 220 | 1,771 | 20.8% | -0.56 | 0.0355 | -0.037 |
| 2.01 | 2.08 | 333 | 21.3K | 20.8% | 0.31 | 0.0329 | -0.035 | 140 | 8.05 | 9.70 | 10 | 890 | 20.7% | -0.72 | 0.0304 | -0.031 |
| 0.9300 | 1.15 | 383 | 2,476 | 21.2% | 0.18 | 0.0240 | -0.026 | 145 | 12.55 | 13.75 | 2 | 1,011 | 22.6% | -0.83 | 0.0221 | -0.022 |
| 0.4500 | 0.5300 | 133 | 3,474 | 21.5% | 0.10 | 0.0153 | -0.017 | 150 | 16.80 | 18.75 | 3 | 1,028 | 25.0% | -0.91 | 0.0140 | -0.013 |
| 0.1700 | 0.2500 | 18 | 3,709 | 21.6% | 0.05 | 0.0090 | -0.010 | 155 | 20.30 | 24.05 | 697 | 22.0% | -0.95 | 0.0082 | -0.006 | |
| 0.1000 | 0.1500 | 54 | 946 | 23.0% | 0.03 | 0.0052 | -0.006 | 160 | 25.00 | 28.90 | 414 | 15.3% | -0.98 | 0.0047 | -0.002 | |
| 0.0400 | 0.1700 | 54 | 878 | 25.5% | 0.02 | 0.0032 | -0.004 | 165 | 29.95 | 33.80 | 262 | -0.99 | 0.0028 | 0.000 | ||
| 0 | 0.3400 | 11 | 531 | 30.6% | 0.01 | 0.0020 | -0.003 | 170 | 35.40 | 38.05 | 34 | -0.99 | 0.0018 | 0.000 | ||
| 0.0100 | 0.2000 | 1 | 274 | 31.3% | 0.01 | 0.0013 | -0.002 | 175 | 40.40 | 43.00 | -0.99 | 0.0012 | 0.000 | |||
| 0.0100 | 0.0500 | 841 | 29.2% | 0.00 | 0.0009 | -0.002 | 180 | 45.35 | 48.70 | 38.0% | -1.00 | 0.0008 | 0.000 | |||
| 0 | 0.5200 | 106 | 41.8% | 0.00 | 0.0006 | -0.001 | 185 | 50.30 | 52.95 | -1.00 | 0.0006 | 0.000 | ||||
| 0 | 0.5200 | 155 | 44.6% | 0.00 | 0.0005 | -0.001 | 190 | 55.30 | 57.90 | -1.00 | 0.0004 | 0.000 | ||||
| 0 | 0.5200 | 101 | 47.2% | 0.00 | 0.0004 | -0.001 | 195 | 59.85 | 62.90 | -1.00 | 0.0003 | 0.000 | ||||
| 0 | 0.1200 | 71 | 40.9% | 0.00 | 0.0003 | -0.001 | 200 | 65.20 | 67.85 | -1.00 | 0.0002 | 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 — Dec 18, 2026
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.