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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

Expected move

November 04, 2026 close · $142.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.72 $140.90 – $144.33 $140.56 – $144.67 $138.95 – $146.28
2 sessions ±1.7% ±$2.38 $140.23 – $145.00 $139.73 – $145.50 $137.48 – $147.75
3 sessions ±2.1% ±$2.97 $139.65 – $145.58 $139.08 – $146.15 $136.31 – $148.92
1 week ±2.6% ±$3.73 $138.88 – $146.35 $138.05 – $147.18 $134.66 – $150.57
2 weeks ±3.6% ±$5.14 $137.47 – $147.76 $136.24 – $148.99 $131.63 – $153.60
3 weeks ±4.0% ±$5.67 $136.94 – $148.29 $135.56 – $149.67 $130.62 – $154.61
1 month ±4.8% ±$6.88 $135.73 – $149.50 $134.02 – $151.21 $128.01 – $157.22
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.67%
Average actual move
4.41%
Beyond the implied move
7 / 8
Median IV change
-21.45%
Reaction session Implied Actual Used ATM IV before → after
October 08, 2026 ±3.28% +3.73% 1.14× —
July 09, 2026 ±3.16% -3.26% 1.03× —
April 16, 2026 ±4.30% +2.28% 0.53× —
February 03, 2026 ±4.11% +4.93% 1.20× —
October 09, 2025 ±3.60% +4.23% 1.17× 29.9% → 25.1%
July 17, 2025 ±4.16% +7.45% 1.79× —
April 24, 2025 ±3.27% -4.89% 1.49× 29.3% → 23.0%
February 04, 2025 ±3.43% -4.51% 1.32× 29.2% → 21.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →