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PepsiCo PEP 136.48 -0.17 -0.12%

Previous-day view · Fri Sep 11 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
Group
Window
Scale
Plotted 3/8
Metric library

Volatility

Interactive timeline

PEP / Comparative study

3 signals / 504 sessions
Window statistics

Signal snapshot

Current value vs. selected history
IV Rank z -0.75
33.49
Mean
47.93
Window
-32.1%
ATM IV z -0.18
0.22
Mean
0.23
Window
+19.9%
IV Percentile z -1.66
26.88
Mean
68.85
Window
-65.6%
Relationship matrix

Correlation

Pearson r
Signal IV Rank ATM IV IV Percent...
IV Rank 1.00 0.44 0.84
ATM IV 0.44 1.00 0.50
IV Percent... 0.84 0.50 1.00
Source observations

Data inspector

1-50 of 504
  • 1 / 11
Date Close IV Rank ATM IV IV Percentile
2026-09-11 136.48 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
2026-08-25 142.27 27.94 0.2 11.11
2026-08-24 144.67 29.52 0.21 14.74
2026-08-21 143.48 26.78 0.2 9.92
2026-08-20 142.08 32.62 0.22 23.02
2026-08-19 142.58 30.1 0.21 16.27
2026-08-18 140.13 36.47 0.23 34.92
2026-08-17 138.24 35.57 0.22 33.47
2026-08-14 140.79 28.28 0.21 13.1
2026-08-13 140.62 32.02 0.22 22.62
2026-08-12 138.7 35.29 0.22 32.94
2026-08-11 138.41 34.51 0.22 30.95
2026-08-10 137.73 35.14 0.22 31.87
2026-08-07 139.02 37.82 0.23 40.48
2026-08-06 138.44 40.87 0.24 47.22
2026-08-05 138.78 44.36 0.25 57.14
2026-08-04 139.1 47.36 0.26 62.7
2026-08-03 139.63 46.08 0.25 60.56
2026-07-31 139.56 47.22 0.26 62.7
2026-07-30 140.2 52.43 0.27 73.81
2026-07-29 143.5 47.46 0.26 63.49
2026-07-28 142.86 48.56 0.26 66.27
2026-07-27 139.79 44.47 0.25 59.76
2026-07-24 136.64 42.35 0.24 56.75
2026-07-23 134.95 44.84 0.25 61.11
2026-07-22 135.65 44.26 0.25 60.32
2026-07-21 135 42.02 0.24 56.75
2026-07-20 135.46 42.31 0.24 57.37
2026-07-17 137.12 43.22 0.25 59.92
2026-07-16 139.43 40.93 0.24 52.78
2026-07-15 135.4 35.41 0.22 38.89
2026-07-14 135.45 37.59 0.23 45.24
2026-07-13 138.49 41.52 0.24 54.18
2026-07-10 137.38 37.7 0.23 45.24
2026-07-09 137.86 38.51 0.23 47.62
2026-07-08 142.51 52.52 0.27 72.62
2026-07-07 144.98 58.41 0.29 88.89
2026-07-02 144.22 61.4 0.29 94.07