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PepsiCo PEP 142.42 5.15 3.75%

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ATM IV
0.242
Put Call Ratio (OI)
0.659
Put Call Ratio (Vol)
1.14
IV Rank
54.6
IV Percentile
59.4
Max pain
135

Delta exposure (2026-11-04)

Delta approximates how many cents the option moves for a $1 move in the underlying.

A 0.50 call gains ~$0.50 if the stock goes up $1. Delta also approximates the option's probability of finishing in the money.

DTE \text{DTE}
2.0
807.0
| Δ | |\Delta|
0.00
1.00
Moneyness Moneyness
-117.4
117.4
View values by strike
PEP · Delta exposure · 2026-11-04. Delta-weighted share equivalents.
StrikeCallsPuts
65.00 95.1 -66.8
70.00 3.14 K -571
75.00 13.7 K -567
80.00 10.1 K -892
85.00 22.4 K -1.1 K
90.00 58.1 K -2.76 K
95.00 45.7 K -8.01 K
100.00 56.4 K -16 K
105.00 17.1 K -11.5 K
110.00 79.5 K -41.1 K
111.00 94.4 -38.6
112.00 1.92 K -56
113.00 1.93 K -35.1
114.00 96.6 -45
115.00 60 K -61.5 K
116.00 191 -34.1
117.00 286 -129
118.00 465 -198
119.00 1.98 K -161
120.00 311 K -235 K
121.00 0 -335
122.00 362 -385
123.00 733 -9.05 K
124.00 6.1 K -726
125.00 451 K -358 K
126.00 16.6 K -2.36 K
127.00 13 K -2.24 K
128.00 16.5 K -2.16 K
129.00 11.2 K -1.33 K
130.00 731 K -413 K
131.00 44.3 K -3.58 K
132.00 49.5 K -7.09 K
133.00 73 K -4.94 K
134.00 90.5 K -8.18 K
135.00 1.11 M -318 K
136.00 197 K -8.14 K
137.00 137 K -10.7 K
138.00 68 K -13.7 K
139.00 133 K -6.06 K
140.00 2.32 M -356 K
141.00 86.4 K -4.17 K
142.00 127 K -4.45 K
143.00 58.3 K -54.6
144.00 67.8 K -321
145.00 841 K -266 K
146.00 32.7 K -472
147.00 21.5 K 0
148.00 8.2 K 0
150.00 1.56 M -230 K
152.50 1.15 K 0
155.00 266 K -170 K
160.00 191 K -106 K
165.00 119 K -88.8 K
170.00 65.1 K -50.7 K
175.00 55.8 K -21.4 K
180.00 50.6 K -7.54 K
185.00 20.4 K -2.43 K
190.00 17.9 K 0
195.00 10.4 K -89
200.00 17.6 K -90.4
210.00 9.1 K 0
220.00 6.9 K 0
230.00 2.23 K -96.6
240.00 2.77 K 0
250.00 3.15 K -943
260.00 373 0