Pre-market
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PEP Options Strategy Builder

1168 contracts
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Previous-day view · Mon Sep 21 close. You are previewing the previous trading day. Subscribe to see today live and every other date — plans start at Delta, $39/mo. Sign up Sign in
Click a strike to add a leg · drag a leg to move it
PEP 129.67
Expected move by Sep 25 ±$2.06 ±1.6% $127.61 – $131.73 90%: $125.29 – $134.05
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Every quote and Greek, one row per strike.
114 contracts 70 two-sided
CALLS Strike PUTS
OI Vol Delta IV Bid Ask Bid Ask IV Delta Vol OI
0 24 - - 53.20 55.00 $75.00 0.00 0.22 - - 1 1
0 15 - - 48.40 49.85 $80.00 0.00 2.05 - - 2 0
0 10 0.99 192% 42.85 46.75 $85.00 0.00 2.13 - - 0 0
0 0 0.98 182% 37.95 41.80 $90.00 0.00 0.95 - - 0 0
0 0 0.98 151% 32.85 36.80 $95.00 0.00 2.13 - - 0 0
0 0 0.95 160% 28.55 31.80 $100.00 0.00 0.10 - - 3 3
0 0 - - 23.60 25.50 $105.00 0.00 0.08 - - 7 0
0 0 0.98 76% 18.60 20.85 $110.00 0.00 0.13 77% -0.02 30 14
0 0 0.95 71% 12.95 16.80 $115.00 0.00 0.04 80% -0.07 9 11
0 0 - - 11.60 13.50 $117.00 0.00 0.05 - - 0 0
0 0 - - 10.60 12.50 $118.00 0.00 0.31 - - 0 0
0 0 0.90 66% 9.60 12.65 $119.00 0.00 0.10 - - 0 0
0 0 0.86 70% 9.25 11.50 $120.00 0.00 0.03 52% -0.08 2 36
0 0 - - 7.60 9.70 $121.00 0.00 0.30 - - 0 0
0 0 - - 6.00 8.40 $122.00 0.00 0.38 29% -0.02 7 6
20 19 0.93 34% 5.60 8.00 $123.00 0.00 0.07 26% -0.03 63 38
0 31 0.88 36% 4.75 7.15 $124.00 0.00 0.13 25% -0.05 144 26
402 422 0.86 32% 3.15 6.80 $125.00 0.08 0.19 25% -0.08 87 165
5 21 0.81 31% 2.23 6.00 $126.00 0.12 0.41 26% -0.14 90 181
0 18 0.78 26% 2.70 3.50 $127.00 0.23 0.35 21% -0.18 180 187
212 212 0.68 26% 2.05 2.80 $128.00 0.47 0.59 21% -0.28 452 263
26 464 0.59 21% 1.42 1.58 $129.00 0.75 0.92 20% -0.40 319 345
734 1,008 0.46 21% 1.00 1.05 $130.00 1.10 1.37 19% -0.55 177 506
592 1,070 0.34 23% 0.51 0.87 $131.00 1.67 1.99 18% -0.70 111 531
464 1,832 0.24 23% 0.30 0.58 $132.00 2.59 3.05 24% -0.76 187 865
245 678 0.14 22% 0.18 0.27 $133.00 2.91 3.95 17% -0.93 59 917
216 285 0.09 23% 0.05 0.20 $134.00 2.55 6.20 16% -0.97 41 1,961
526 312 0.05 22% 0.04 0.08 $135.00 4.30 7.15 36% -0.85 53 723
120 30 0.03 24% 0.01 0.06 $136.00 4.30 7.95 - - 39 319
430 72 0.02 25% 0.00 0.03 $137.00 6.75 9.15 51% -0.84 2 167
149 98 0.01 27% 0.01 0.03 $138.00 7.15 9.70 33% -0.96 2 55
312 61 0.02 31% 0.00 0.09 $139.00 8.15 10.15 - - 1 6
425 63 0.03 39% 0.00 0.03 $140.00 9.70 11.50 51% -0.92 6 2
282 18 0.04 45% 0.00 0.01 $141.00 10.80 12.25 50% -0.94 1 1
123 26 0.02 41% 0.00 0.03 $142.00 11.70 13.30 51% -0.95 2 10
250 3 0.02 46% 0.00 0.25 $143.00 12.15 13.80 - - 2 1
66 15 0.01 44% 0.00 0.23 $144.00 14.05 15.30 69% -0.92 3 0
499 41 0.01 46% 0.00 5.00 $145.00 14.95 17.15 87% -0.88 1 0
84 4 0.02 55% 0.00 0.52 $146.00 15.95 17.30 72% -0.93 1 0
491 452 0.04 67% 0.00 0.42 $147.00 16.70 19.15 89% -0.90 1 0
84 9 0.02 61% 0.00 0.46 $148.00 17.70 20.15 93% -0.90 0 0
102 1 0.07 87% 0.00 0.02 $149.00 17.90 20.35 - - 0 0
290 9 0.01 63% 0.00 5.00 $150.00 19.65 21.35 76% -0.96 0 0
198 171 0.01 64% 0.00 0.96 $152.50 22.10 23.80 77% -0.97 3 0
74 2 0.03 88% 0.00 5.00 $155.00 24.90 26.30 97% -0.95 4 0
4 3 0.06 113% 0.00 0.25 $157.50 27.40 29.75 131% -0.91 0 0
26 3 0.03 102% 0.00 0.23 $160.00 29.45 32.25 128% -0.93 0 0
0 0 0.05 127% 0.00 2.13 $162.50 31.95 34.75 134% -0.93 0 0
3 1 0.05 133% 0.00 1.60 $165.00 34.45 37.25 141% -0.94 0 0
0 0 - - 0.00 0.95 $167.50 37.40 39.75 162% -0.92 0 0
0 0 0.05 146% 0.00 1.15 $170.00 38.35 42.25 - - 0 0
0 2 - - 0.00 1.44 $175.00 44.40 46.30 103% -1.00 0 0
0 74 - - 0.00 0.66 $180.00 49.90 51.20 155% -0.97 1 0
0 2 - - 0.00 2.08 $185.00 54.70 56.30 159% -0.98 0 0
1 1 - - 0.00 2.13 $190.00 58.85 61.30 - - 0 0
0 2 - - 0.00 2.13 $195.00 63.85 66.30 - - 0 0
2 1 - - 0.00 0.23 $200.00 69.85 72.25 237% -0.94 0 0