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PepsiCo PEP 142.42 5.15 3.75%

Previous-day view · Wed Nov 4 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PEP / Comparative study

3 signals / 503 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z 0.37
54.62
Mean
47.63
Window
-14.9%
ATM IV z 0.32
0.24
Mean
0.23
Window
+26.8%
IV Percentile z -0.28
59.38
Mean
66.71
Window
-35.5%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.46 0.81
ATM IV 0.46 1.00 0.53
IV Percent... 0.81 0.53 1.00
Source observations

Data inspector

1-50 of 503
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-11-04 142.42 54.62 0.24 59.38
2026-11-03 137.27 51.97 0.24 50.78
2026-11-02 140.42 55.01 0.24 60.39
2026-10-30 137.34 56.98 0.25 63.92
2026-10-29 133.79 43.81 0.22 25.2
2026-10-28 132.63 44.91 0.22 29.64
2026-10-27 133.5 44.3 0.22 27.67
2026-10-26 135.46 47.46 0.23 35.71
2026-10-23 135.77 45.61 0.22 31.23
2026-10-22 138.83 49.08 0.23 42.69
2026-10-21 134.7 49.44 0.23 44.66
2026-10-20 134.02 44.43 0.22 30.04
2026-10-19 133.57 43.55 0.22 26.98
2026-10-15 128.38 42.02 0.22 22.44
2026-10-14 129.27 40.17 0.21 18.9
2026-10-13 127.3 34.44 0.2 10.24
2026-10-12 126.68 33.13 0.2 7.51
2026-10-09 125.97 34.97 0.2 10.24
2026-10-08 128.34 45.53 0.22 31.89
2026-10-07 123.73 50.05 0.23 46.85
2026-10-06 125.71 49.55 0.23 45.28
2026-10-05 125.65 65.83 0.26 74.7
2026-10-02 125.89 44.21 0.25 62.99
2026-10-01 125.6 40.18 0.24 50.39
2026-09-30 126.72 40.32 0.24 50.79
2026-09-29 128.69 45.95 0.25 65.35
2026-09-28 128.5 46.04 0.25 66.01
2026-09-25 128.63 44.59 0.25 63.39
2026-09-24 128.15 45.79 0.25 64.82
2026-09-23 130.18 43.93 0.25 62.06
2026-09-22 131.19 41.96 0.24 57.71
2026-09-21 129.59 41.61 0.24 55.56
2026-09-18 129.75 36.59 0.23 37.55
2026-09-17 133.66 39.89 0.24 49.41
2026-09-16 134.34 40.87 0.24 51.38
2026-09-15 135.5 37.8 0.23 42.69
2026-09-14 136.34 38.66 0.23 46.43
2026-09-11 136.32 33.49 0.22 26.88
2026-09-10 136.65 36.9 0.23 38.34
2026-09-09 136.69 34.16 0.22 29.25
2026-09-08 138.45 40.08 0.24 47.43
2026-09-07 137.75 37.81 0.23 41.67
2026-09-04 137.63 33.32 0.22 25.69
2026-09-03 140.02 35.14 0.22 31.23
2026-09-02 140.52 34.77 0.22 30.04
2026-09-01 139.79 36.15 0.23 33.33
2026-08-31 140.34 30.5 0.21 16.73
2026-08-28 141.07 30.33 0.21 16.67
2026-08-27 139.72 31.25 0.21 19.05
2026-08-26 142.19 25.27 0.2 7.14