PEP option chain PepsiCo, Inc.
Cboe delayed options data · as of 21:53 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 ±9.7% (126.59–153.79) · ATM IV 22.2% · P/C open interest 0.71
| 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 | |
| 63.10 | 66.50 | 5 | 1 | 1.00 | 0.0000 | -0.328 | 75 | 0 | 0.3500 | 24 | 53.9% | -0.00 | 0.0004 | -0.002 | ||
| 58.10 | 61.95 | 64.4% | 1.00 | 0.0000 | -0.293 | 80 | 0 | 0.5600 | 24 | 52.4% | -0.01 | 0.0005 | -0.002 | |||
| 53.25 | 57.00 | 59.1% | 1.00 | 0.0000 | -0.256 | 85 | 0 | 0.3400 | 14 | 43.8% | -0.01 | 0.0007 | -0.003 | |||
| 48.75 | 52.00 | 10 | 3 | 56.2% | 1.00 | 0.0000 | -0.218 | 90 | 0 | 0.5400 | 17 | 42.2% | -0.01 | 0.0010 | -0.003 | |
| 43.25 | 47.00 | 5 | 1 | 46.2% | 1.00 | 0.0000 | -0.177 | 95 | 0.0500 | 0.1800 | 17 | 32.9% | -0.01 | 0.0014 | -0.004 | |
| 38.25 | 42.00 | 15 | 6 | 40.2% | 1.00 | 0.0000 | -0.129 | 100 | 0 | 0.5400 | 59 | 33.2% | -0.02 | 0.0021 | -0.005 | |
| 33.25 | 37.00 | 7 | 34.6% | 1.00 | 0.0000 | -0.068 | 105 | 0 | 0.3200 | 1 | 403 | 26.5% | -0.03 | 0.0032 | -0.006 | |
| 28.25 | 32.05 | 9 | 29.5% | 0.98 | 0.0090 | 0.000 | 110 | 0.1700 | 0.5600 | 282 | 26.3% | -0.05 | 0.0049 | -0.009 | ||
| 23.50 | 27.30 | 16 | 27.3% | 0.94 | 0.0064 | -0.003 | 115 | 0.5700 | 0.7100 | 15 | 275 | 25.2% | -0.07 | 0.0076 | -0.012 | |
| 18.90 | 22.70 | 62 | 25.5% | 0.90 | 0.0100 | -0.009 | 120 | 0.8200 | 1.30 | 7 | 678 | 23.9% | -0.12 | 0.0112 | -0.016 | |
| 14.80 | 18.40 | 6 | 291 | 24.9% | 0.84 | 0.0146 | -0.016 | 125 | 1.74 | 1.98 | 18 | 1,039 | 23.3% | -0.19 | 0.0156 | -0.021 |
| 10.70 | 14.65 | 51 | 23.8% | 0.75 | 0.0193 | -0.022 | 130 | 2.87 | 3.15 | 43 | 1,459 | 22.5% | -0.28 | 0.0200 | -0.026 | |
| 8.25 | 10.20 | 14 | 175 | 22.9% | 0.64 | 0.0232 | -0.028 | 135 | 4.75 | 5.20 | 7 | 1,507 | 22.9% | -0.39 | 0.0231 | -0.029 |
| 6.20 | 6.70 | 37 | 640 | 22.5% | 0.52 | 0.0249 | -0.030 | 140 | 6.70 | 7.60 | 16 | 813 | 21.9% | -0.51 | 0.0243 | -0.029 |
| 2.65 | 4.95 | 46 | 1,470 | 20.4% | 0.40 | 0.0243 | -0.029 | 145 | 8.90 | 11.55 | 3 | 851 | 22.1% | -0.62 | 0.0233 | -0.027 |
| 2.66 | 3.00 | 11 | 3,117 | 22.3% | 0.30 | 0.0216 | -0.026 | 150 | 11.65 | 14.20 | 22 | 1,025 | 18.4% | -0.73 | 0.0205 | -0.022 |
| 1.67 | 1.85 | 40 | 3,962 | 22.2% | 0.21 | 0.0177 | -0.022 | 155 | 15.70 | 19.65 | 4 | 707 | 21.6% | -0.81 | 0.0168 | -0.016 |
| 0.8700 | 1.45 | 82 | 986 | 22.8% | 0.14 | 0.0137 | -0.017 | 160 | 20.05 | 23.90 | 430 | 21.4% | -0.87 | 0.0139 | -0.011 | |
| 0.5900 | 0.7800 | 23 | 1,100 | 22.7% | 0.09 | 0.0101 | -0.013 | 165 | 24.65 | 28.40 | 257 | 20.0% | -0.93 | 0.0124 | -0.009 | |
| 0.2000 | 0.6900 | 6 | 609 | 23.3% | 0.06 | 0.0074 | -0.010 | 170 | 30.70 | 32.80 | 34 | 26.2% | -0.97 | 0.0091 | -0.004 | |
| 0.2500 | 0.3800 | 25 | 253 | 24.2% | 0.05 | 0.0054 | -0.008 | 175 | 34.60 | 38.10 | 30 | -0.99 | 0.0047 | 0.000 | ||
| 0.1300 | 0.3100 | 819 | 25.0% | 0.03 | 0.0041 | -0.006 | 180 | 39.35 | 43.20 | 81 | -1.00 | 0.0018 | 0.000 | |||
| 0.0400 | 0.2300 | 111 | 25.2% | 0.03 | 0.0031 | -0.005 | 185 | 44.30 | 48.20 | -1.00 | 0.0005 | 0.000 | ||||
| 0 | 0.2000 | 1 | 156 | 26.1% | 0.02 | 0.0024 | -0.004 | 190 | 49.35 | 53.15 | 3 | -1.00 | 0.0001 | 0.000 | ||
| 0 | 0.3900 | 101 | 30.6% | 0.02 | 0.0019 | -0.004 | 195 | 54.30 | 58.15 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.5700 | 71 | 34.5% | 0.01 | 0.0015 | -0.003 | 200 | 59.35 | 62.75 | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.3500 | 31 | 35.5% | 0.01 | 0.0010 | -0.002 | 210 | 69.40 | 73.10 | -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 — 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.
callsputs