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PepsiCo, Inc. Common Stock PEP

i

Market datapartial · fetched 2026-11-07T13:16:26.520Z

Delta surfaceAlpaca · derived absolute-delta buckets ·

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-07T00:49:27.523025334Z

FundamentalsAlpha Vantage · unavailable

Share price$141.70
1D+1.1%
AH$138$139$140$141$1425:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEP
Sold putSold callAH

PepsiCo, Inc. Common Stock options

Live interpolated PEP call and put midpoint premiums by absolute delta.PepsiCo, Inc. Common Stock$0.00$0.27$0.54$0.81$1.08$-0.14$0.18$0.50$0.82$1.1420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —25Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —30Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —35Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —40Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —45Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —50Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —55Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —60Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —65Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —70Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —75Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —80Δ C/P unavailable: no unambiguous, price-consistent delta bracketC/P —OPTION PRICEPEP PRICE
Puts——
Calls——
Skew——
Implied move——
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ
25Δ
30Δ
35Δ
40Δ
45Δ
50Δ
55Δ
60Δ
65Δ
70Δ
75Δ
80Δ

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend24.07%
Daily close
PEP16.4%26.4%36.5%2026-08-10: 22.64%2026-08-11: 21.47%2026-08-12: 22.43%2026-08-13: 22.38%2026-08-14: 20.67%2026-08-17: 22.46%2026-08-18: 24.28%2026-08-19: 23.53%2026-08-20: 23.73%2026-08-21: 22.24%2026-08-24: 22.53%2026-08-25: 24.04%2026-08-26: 22.63%2026-08-27: 21.96%2026-08-28: 21.04%2026-08-31: 22.05%2026-09-01: 22.84%2026-09-02: 24.50%2026-09-03: 23.69%2026-09-04: 17.76%2026-09-08: 21.61%2026-09-09: 20.44%2026-09-10: 21.61%2026-09-11: 20.64%2026-09-14: 22.22%2026-09-15: 22.94%2026-09-16: 21.33%2026-09-17: 22.33%2026-09-18: 21.86%2026-09-21: 23.30%2026-09-22: 24.11%2026-09-23: 23.98%2026-09-24: 24.72%2026-09-25: 25.05%2026-09-28: 27.48%2026-09-29: 27.66%2026-09-30: 25.69%2026-10-01: 27.29%2026-10-02: 29.50%2026-10-05: 35.09%2026-10-06: 32.61%2026-10-07: 35.09%2026-10-08: 25.43%2026-10-09: 20.31%2026-10-12: 20.74%2026-10-13: 21.43%2026-10-14: 21.69%2026-10-15: 23.39%2026-10-16: 22.57%2026-10-19: 23.47%2026-10-20: 22.51%2026-10-21: 23.43%2026-10-22: 25.25%2026-10-23: 22.37%2026-10-26: 22.85%2026-10-27: 22.54%2026-10-28: 23.75%2026-10-29: 23.28%2026-10-30: 24.07%Aug 10Sep 21Oct 30
59 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
22.64%
21.47%
22.43%
22.38%
20.67%
22.46%
24.28%
23.53%
23.73%
22.24%
22.53%
24.04%
22.63%
21.96%
21.04%
22.05%
22.84%
24.50%
23.69%
17.76%
21.61%
20.44%
21.61%
20.64%
22.22%
22.94%
21.33%
22.33%
21.86%
23.30%
24.11%
23.98%
24.72%
25.05%
27.48%
27.66%
25.69%
27.29%
29.50%
35.09%
32.61%
35.09%
25.43%
20.31%
20.74%
21.43%
21.69%
23.39%
22.57%
23.47%
22.51%
23.43%
25.25%
22.37%
22.85%
22.54%
23.75%
23.28%
24.07%