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 ±14.2% (120.22–160.16) · ATM IV 23.0% · 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 | |
| 52.95 | 57.00 | 40.4% | 1.00 | 0.0000 | -0.096 | 85 | 0 | 0.5500 | 32.7% | -0.02 | 0.0013 | -0.003 | ||||
| 48.10 | 51.95 | 36.1% | 1.00 | 0.0000 | -0.067 | 90 | 0.0100 | 0.6500 | 30.3% | -0.03 | 0.0018 | -0.004 | ||||
| 43.05 | 46.25 | 1.00 | 0.0018 | -0.026 | 95 | 0.1200 | 1.01 | 1 | 30.0% | -0.04 | 0.0026 | -0.005 | ||||
| 38.30 | 42.15 | 2 | 29.4% | 0.97 | 0.0042 | -0.001 | 100 | 0.3200 | 1.09 | 27.9% | -0.05 | 0.0036 | -0.007 | |||
| 33.65 | 37.40 | 27.7% | 0.94 | 0.0045 | -0.003 | 105 | 0.5900 | 1.58 | 8 | 27.3% | -0.07 | 0.0050 | -0.009 | |||
| 29.10 | 32.95 | 26.7% | 0.91 | 0.0062 | -0.006 | 110 | 1.01 | 1.84 | 9 | 25.7% | -0.10 | 0.0066 | -0.011 | |||
| 24.80 | 28.65 | 25.9% | 0.87 | 0.0081 | -0.009 | 115 | 1.82 | 2.33 | 1 | 24.9% | -0.14 | 0.0085 | -0.013 | |||
| 20.70 | 24.55 | 2 | 1 | 25.0% | 0.82 | 0.0102 | -0.013 | 120 | 2.75 | 3.30 | 3 | 24.5% | -0.19 | 0.0106 | -0.016 | |
| 16.95 | 20.80 | 50 | 24.4% | 0.77 | 0.0123 | -0.016 | 125 | 3.95 | 4.45 | 13 | 23.9% | -0.26 | 0.0126 | -0.018 | ||
| 15.30 | 15.65 | 136 | 24.0% | 0.70 | 0.0142 | -0.018 | 130 | 4.65 | 6.65 | 3 | 30 | 23.1% | -0.32 | 0.0144 | -0.020 | |
| 10.50 | 14.50 | 23.7% | 0.62 | 0.0156 | -0.020 | 135 | 7.15 | 8.10 | 12 | 22.8% | -0.40 | 0.0158 | -0.021 | |||
| 8.00 | 11.75 | 1 | 8 | 23.3% | 0.54 | 0.0164 | -0.021 | 140 | 8.50 | 11.70 | 10 | 1 | 22.8% | -0.48 | 0.0165 | -0.021 |
| 5.70 | 9.60 | 41 | 23.0% | 0.46 | 0.0165 | -0.021 | 145 | 12.20 | 13.25 | 2 | 22.1% | -0.56 | 0.0166 | -0.020 | ||
| 3.95 | 7.80 | 22.8% | 0.38 | 0.0160 | -0.020 | 150 | 14.30 | 18.05 | 22.6% | -0.64 | 0.0161 | -0.019 | ||||
| 3.05 | 6.55 | 23.7% | 0.31 | 0.0149 | -0.018 | 155 | 17.70 | 21.65 | 22.3% | -0.71 | 0.0150 | -0.017 | ||||
| 1.96 | 4.75 | 1 | 22.8% | 0.25 | 0.0134 | -0.017 | 160 | 21.65 | 25.50 | 22.3% | -0.77 | 0.0135 | -0.014 | |||
| 2.07 | 2.89 | 5 | 22.7% | 0.20 | 0.0117 | -0.015 | 165 | 25.80 | 29.55 | 22.1% | -0.83 | 0.0118 | -0.011 | |||
| 0.7700 | 3.05 | 3 | 23.1% | 0.16 | 0.0100 | -0.013 | 170 | 30.50 | 34.00 | 23.0% | -0.87 | 0.0111 | -0.009 | |||
| 1.15 | 1.93 | 1 | 23.7% | 0.12 | 0.0084 | -0.011 | 175 | 36.10 | 38.10 | 24.8% | -0.92 | 0.0116 | -0.010 | |||
| 0.6100 | 1.66 | 1 | 23.7% | 0.10 | 0.0069 | -0.009 | 180 | 40.65 | 42.85 | 25.1% | -0.96 | 0.0099 | -0.012 | |||
| 0.2500 | 1.06 | 22.6% | 0.08 | 0.0057 | -0.008 | 185 | 45.10 | 48.20 | 26.5% | -0.98 | 0.0051 | 0.000 | ||||
| 0.0600 | 1.01 | 23.2% | 0.06 | 0.0047 | -0.006 | 190 | 49.35 | 53.30 | -1.00 | 0.0017 | 0.000 | |||||
| 0 | 0.8400 | 23.6% | 0.05 | 0.0039 | -0.005 | 195 | 54.35 | 58.40 | -1.00 | 0.0000 | 0.000 | |||||
| 0 | 0.9300 | 25.5% | 0.04 | 0.0032 | -0.005 | 200 | 60.05 | 63.30 | 32.7% | -1.00 | 0.0000 | 0.000 | ||||
| 0 | 0.5800 | 26.1% | 0.03 | 0.0022 | -0.004 | 210 | 69.35 | 73.40 | -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 — Apr 16, 2027
Volatility page →Implied volatility per strike for this expiration. Out-of-the-money puts usually price higher IV than calls — the skew.
callsputs