PEP option chain PepsiCo, Inc.

Expiration Cboe delayed options data · as of 15:41 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 ±20.5% (106.63–161.68) · ATM IV 23.8% · P/C open interest 0.46

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
63.15	66.25		18	34.7%	1.00	0.0002	0.000	70	0.4000	0.5200		195	32.7%	-0.02	0.0012	-0.003
58.25	61.25		12	32.3%	1.00	0.0006	0.000	75	0.4600	0.7100		44	31.0%	-0.03	0.0016	-0.003
53.40	55.90		47		0.99	0.0015	0.000	80	0.6500	0.9200		53	29.8%	-0.04	0.0021	-0.004
49.70	50.90	1	141	31.2%	0.97	0.0025	0.000	85	0.9100	1.22		105	28.8%	-0.06	0.0027	-0.005
44.50	46.30	1	46	27.8%	0.95	0.0033	-0.000	90	1.25	1.60		141	27.9%	-0.07	0.0035	-0.006
40.10	42.10		35	27.6%	0.92	0.0041	-0.002	95	1.71	2.06	1	494	27.0%	-0.09	0.0044	-0.007
36.55	37.50	9	302	27.4%	0.90	0.0052	-0.004	100	2.39	2.75	3	508	26.5%	-0.12	0.0054	-0.008
31.80	33.85		78	26.0%	0.86	0.0063	-0.005	105	3.05	3.60		343	25.7%	-0.16	0.0065	-0.009
28.50	30.05	2	329	26.1%	0.82	0.0074	-0.007	110	4.30	4.50	6	196	25.4%	-0.19	0.0077	-0.011
24.45	25.95	1	223	24.3%	0.78	0.0085	-0.009	115	5.45	5.75	14	593	24.8%	-0.24	0.0088	-0.011
21.75	23.05	2	813	25.0%	0.73	0.0096	-0.010	120	7.15	7.30	15	1,397	24.7%	-0.29	0.0098	-0.012
18.85	19.85	3	965	24.6%	0.68	0.0105	-0.012	125	8.75	9.10	15	1,328	24.2%	-0.34	0.0107	-0.013
16.25	16.95	15	1,072	24.2%	0.63	0.0112	-0.013	130	11.05	11.20	4	1,421	24.1%	-0.39	0.0114	-0.013
14.00	14.40	5	1,106	24.1%	0.57	0.0117	-0.013	135	13.10	13.55	9	840	23.6%	-0.45	0.0120	-0.014
11.65	12.30	19	2,536	23.7%	0.52	0.0119	-0.013	140	16.05	16.20	7	961	23.6%	-0.51	0.0123	-0.013
10.00	10.20		1,293	23.6%	0.46	0.0119	-0.013	145	18.75	19.40	2	395	23.4%	-0.57	0.0124	-0.013
8.35	8.65	9	1,208	23.5%	0.41	0.0117	-0.013	150	22.10	23.15		404	23.9%	-0.62	0.0124	-0.012
6.95	7.35	9	973	23.5%	0.36	0.0113	-0.013	155	25.05	27.00		136	23.6%	-0.68	0.0122	-0.012
5.75	5.90	3	983	23.2%	0.32	0.0108	-0.012	160	28.75	30.65		158	23.5%	-0.73	0.0120	-0.011
4.75	4.90		836	23.2%	0.27	0.0101	-0.011	165	32.80	34.55		192	23.4%	-0.78	0.0116	-0.010
3.90	4.05		840	23.1%	0.24	0.0094	-0.011	170	36.85	38.85		183	23.4%	-0.83	0.0111	-0.009
2.80	3.65		627	23.0%	0.20	0.0086	-0.010	175	41.45	43.30		125	23.9%	-0.87	0.0100	-0.007
2.51	2.95	54	1,343	23.2%	0.17	0.0078	-0.009	180	46.05	47.95		74	24.4%	-0.91	0.0086	-0.005
2.01	2.53		628	23.3%	0.15	0.0070	-0.008	185	50.70	52.65		29	24.7%	-0.94	0.0069	-0.002
1.62	1.98	11	732	23.1%	0.12	0.0062	-0.007	190	55.35	57.55			25.1%	-0.96	0.0050	0.000
1.27	1.83	6	469	23.4%	0.11	0.0056	-0.006	195	59.95	62.60			25.5%	-0.98	0.0035	0.000
1.14	1.41	5	705	23.5%	0.09	0.0049	-0.006	200	65.20	68.00			29.3%	-0.99	0.0022	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 21, 2028

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 21, 2028

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