PEP option chain PepsiCo, Inc.

Expiration Cboe delayed options data · as of 22:01 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 ±5.0% (126.90–140.26) · ATM IV 21.0% · P/C open interest 0.81

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
51.95	56.00			78.8%	1.00	0.0002	0.000	80	0	2.13		1	117.2%	-0.00	0.0002	-0.002
47.80	51.00			90.5%	1.00	0.0003	0.000	85	0	0.0700	6	48	61.1%	-0.00	0.0003	-0.002
42.00	46.00		3	61.0%	1.00	0.0004	0.000	90	0	0.0900		2	55.6%	-0.00	0.0004	-0.002
37.05	41.00			53.8%	1.00	0.0006	0.000	95	0	0.1000	1	185	49.4%	-0.00	0.0006	-0.003
32.05	35.95		4	42.7%	0.99	0.0010	0.000	100	0	0.2400		60	48.2%	-0.01	0.0010	-0.004
27.90	30.50		3	45.9%	0.99	0.0016	-0.001	105	0	0.1000	20	260	36.4%	-0.01	0.0016	-0.004
22.10	25.50		56		0.99	0.0027	-0.003	110	0.0100	0.0900	25	708	30.2%	-0.01	0.0028	-0.006
18.00	20.40		27	29.9%	0.98	0.0053	-0.007	115	0.0600	0.1200	153	1,294	25.9%	-0.02	0.0054	-0.009
14.25	17.80				0.96	0.0084	-0.010	118	0	0.1900	7		22.8%	-0.04	0.0085	-0.013
13.30	17.20			25.2%	0.95	0.0099	-0.012	119	0	0.4800	1		25.7%	-0.05	0.0100	-0.014
12.35	16.10	6	162	23.1%	0.94	0.0117	-0.014	120	0.2100	0.2600	173	2,186	24.1%	-0.06	0.0118	-0.016
12.20	14.75			26.3%	0.93	0.0137	-0.016	121	0.1400	0.4300	2		23.7%	-0.07	0.0139	-0.018
10.55	13.70			17.2%	0.92	0.0160	-0.019	122	0.0800	0.4000	3		21.3%	-0.08	0.0162	-0.021
10.35	12.90			25.1%	0.91	0.0187	-0.022	123	0.0500	0.4900	7		20.5%	-0.10	0.0189	-0.023
8.75	11.80			18.1%	0.89	0.0216	-0.025	124	0.0800	0.5800	2		20.0%	-0.11	0.0218	-0.026
9.45	9.85	19	842	21.9%	0.86	0.0248	-0.028	125	0.5800	0.6500	290	4,454	22.1%	-0.14	0.0251	-0.030
7.00	10.05			18.6%	0.84	0.0281	-0.032	126	0.4800	1.12	16		22.3%	-0.16	0.0285	-0.033
6.15	9.20			18.6%	0.81	0.0316	-0.035	127	0.3200	1.20	16		20.1%	-0.19	0.0320	-0.037
5.30	8.65			19.6%	0.78	0.0350	-0.039	128	0.9100	1.42	11		21.7%	-0.23	0.0355	-0.040
4.70	7.30			17.8%	0.74	0.0382	-0.042	129	0.8800	1.49	25		19.8%	-0.26	0.0389	-0.044
5.55	5.95	89	2,981	21.3%	0.70	0.0412	-0.045	130	1.60	1.84	166	2,044	21.6%	-0.31	0.0419	-0.047
4.55	5.60	5		21.2%	0.66	0.0437	-0.048	131	1.74	2.25	18		21.0%	-0.35	0.0446	-0.049
3.50	5.00	30		19.7%	0.61	0.0457	-0.050	132	1.88	3.20	80		22.0%	-0.39	0.0467	-0.051
2.95	4.10	20		18.7%	0.56	0.0471	-0.051	133	1.86	3.70	4		20.7%	-0.44	0.0483	-0.052
2.86	3.50	102		19.8%	0.52	0.0478	-0.052	134	2.70	4.30	36		22.2%	-0.49	0.0491	-0.053
2.85	3.00	594	3,696	21.2%	0.47	0.0477	-0.051	135	3.55	4.00	98	3,358	20.5%	-0.54	0.0492	-0.053
2.42	2.71	143		21.6%	0.42	0.0470	-0.051	136	2.70	5.60			19.1%	-0.59	0.0487	-0.052
1.72	2.29	32		20.3%	0.38	0.0456	-0.049	137	3.80	6.20	4		20.5%	-0.64	0.0474	-0.051
1.70	2.01	85		21.7%	0.33	0.0436	-0.047	138	4.00	6.95			19.0%	-0.68	0.0457	-0.049
0.7500	1.99	219		20.2%	0.29	0.0412	-0.045	139	5.10	8.15			22.1%	-0.72	0.0435	-0.046
1.14	1.30	382	2,983	20.9%	0.26	0.0385	-0.042	140	7.00	8.10	9	852	23.5%	-0.76	0.0409	-0.043
0.6400	1.10	36		19.8%	0.22	0.0355	-0.038	141	6.80	9.95			24.0%	-0.80	0.0381	-0.040
0.6200	0.9000	313		20.4%	0.19	0.0323	-0.035	142	7.00	10.00			16.2%	-0.84	0.0352	-0.037
0.1700	1.17	62		21.0%	0.16	0.0291	-0.031	143	8.75	11.60			25.6%	-0.87	0.0322	-0.033
0.4900	0.7400	7		21.8%	0.13	0.0259	-0.028	144	8.90	12.50			22.0%	-0.90	0.0291	-0.030
0.4200	0.5000	165	1,971	21.4%	0.11	0.0228	-0.024	145	10.15	12.70		112	17.8%	-0.92	0.0262	-0.027
0.0900	0.1600	112	1,689	21.0%	0.05	0.0112	-0.013	150	15.00	18.40	8	46	30.1%	-0.99	0.0091	-0.014
0	0.2500			23.5%	0.03	0.0079	-0.010	152.5	17.50	20.90			33.2%	-1.00	0.0006	-0.014
0.0300	0.1000	10	1,468	22.8%	0.02	0.0057	-0.008	155	20.20	23.40		4	37.8%	-1.00	0.0000	-0.014
0	0.2000		2,450	29.5%	0.01	0.0032	-0.005	160	24.55	28.40			36.1%	-1.00	0.0000	-0.014
0	0.1900	1	582	33.4%	0.01	0.0020	-0.004	165	30.00	33.40			47.2%	-1.00	0.0000	-0.014
0	0.1500		121	36.2%	0.01	0.0013	-0.003	170	35.00	38.40			52.3%	-1.00	0.0000	-0.014
0	0.5700		92	48.9%	0.00	0.0009	-0.002	175	40.00	42.60				-1.00	0.0000	-0.014
0	0.1500		99	43.5%	0.00	0.0006	-0.002	180	45.00	48.40			61.8%	-1.00	0.0000	-0.014
0	0.7600		12	59.9%	0.00	0.0005	-0.001	185	50.00	52.60				-1.00	0.0000	-0.014
0	1.46		39	72.2%	0.00	0.0004	-0.001	190	55.00	57.60				-1.00	0.0000	-0.014
0	2.13		14	82.5%	0.00	0.0003	-0.001	195	60.00	63.40			74.6%	-1.00	0.0000	-0.014
0	2.13		13	86.6%	0.00	0.0002	-0.001	200	65.00	68.40			78.6%	-1.00	0.0000	-0.014

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 — Nov 20, 2026

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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 — Nov 20, 2026

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