PEP option chain PepsiCo, Inc.

Expiration Cboe delayed options data · as of 12:42 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 ±8.3% (123.49–145.94) · ATM IV 21.1% · P/C open interest 0.58

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
62.85	65.45		1	70.4%	1.00	0.0001	0.000	70	0	0.2000		51	57.5%	-0.00	0.0003	-0.002
57.05	60.35		1		1.00	0.0002	0.000	75	0.0100	0.3400		301	56.0%	-0.00	0.0004	-0.002
52.90	55.35		5	52.8%	1.00	0.0002	0.000	80	0.0100	0.1000	2	165	43.2%	-0.01	0.0006	-0.003
47.95	50.35			47.0%	1.00	0.0004	0.000	85	0.0100	0.3300		132	44.9%	-0.01	0.0009	-0.003
42.95	45.40		58	41.5%	1.00	0.0006	0.000	90	0	0.1500		195	35.4%	-0.01	0.0012	-0.004
38.00	40.65		1	41.3%	0.99	0.0009	0.000	95	0.0100	0.1300	15	174	31.4%	-0.01	0.0017	-0.004
32.20	35.20	9	65		0.99	0.0015	0.000	100	0.0100	0.3700	24	1,542	31.0%	-0.02	0.0025	-0.005
28.10	31.15		24	35.5%	0.98	0.0026	0.000	105	0	0.3000	27	651	25.4%	-0.03	0.0040	-0.007
22.40	25.65	10	101		0.97	0.0050	-0.003	110	0.3000	0.4000	11	1,059	24.9%	-0.05	0.0065	-0.010
17.75	21.60	1	223	24.7%	0.94	0.0095	-0.009	115	0.5200	0.7400	14	1,269	23.3%	-0.09	0.0107	-0.014
14.15	16.60	30	289	24.9%	0.87	0.0161	-0.017	120	1.18	1.50	47	2,914	23.2%	-0.16	0.0166	-0.020
10.70	11.60	97	628	22.8%	0.77	0.0234	-0.025	125	2.23	2.43	35	4,517	22.1%	-0.26	0.0230	-0.026
7.15	7.80	156	1,277	21.1%	0.64	0.0288	-0.030	130	3.80	4.10	57	3,351	21.3%	-0.39	0.0283	-0.030
4.85	5.05	1,183	2,801	21.4%	0.49	0.0302	-0.032	135	6.05	6.50	90	2,394	20.7%	-0.54	0.0301	-0.031
2.93	3.10	298	7,905	21.1%	0.35	0.0276	-0.029	140	8.70	10.65	3	2,638	21.5%	-0.68	0.0277	-0.028
1.60	1.96	186	2,198	21.3%	0.23	0.0224	-0.024	145	11.90	14.50		2,151	20.0%	-0.79	0.0224	-0.021
0.9500	1.02	1,224	5,550	21.3%	0.15	0.0166	-0.018	150	16.75	18.65	3	1,178	21.3%	-0.88	0.0161	-0.014
0.1700	0.6100	66	2,219	19.9%	0.09	0.0115	-0.012	155	20.30	24.15	1	759	20.5%	-0.93	0.0105	-0.008
0.2600	0.3900	244	3,381	22.3%	0.06	0.0077	-0.009	160	25.60	28.95		398	24.8%	-0.96	0.0066	-0.003
0.1100	0.2200	24	3,024	22.3%	0.04	0.0052	-0.006	165	29.95	33.95		513	21.5%	-0.98	0.0042	0.000
0.0100	0.2100	1	2,136	23.4%	0.02	0.0037	-0.005	170	35.65	38.85		86	31.3%	-0.98	0.0028	0.000
0	0.1100	11	2,559	23.5%	0.02	0.0026	-0.004	175	40.60	43.00		22		-0.99	0.0019	0.000
0	0.3600	120	1,390	30.2%	0.01	0.0020	-0.003	180	45.35	48.80			34.7%	-0.99	0.0013	0.000
0.0100	0.2400		952	30.7%	0.01	0.0015	-0.003	185	49.95	53.75			31.6%	-0.99	0.0010	0.000
0	0.3400	1	2,735	34.2%	0.01	0.0012	-0.002	190	55.30	57.90				-1.00	0.0007	0.000
0	0.1300		300	32.0%	0.01	0.0009	-0.002	195	60.45	63.70			43.6%	-1.00	0.0006	0.000
0	0.1700		3,840	35.0%	0.01	0.0007	-0.002	200	64.75	67.85				-1.00	0.0004	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 — Jan 15, 2027

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 — Jan 15, 2027

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