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PepsiCo Inc PEP

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-15T21:02:27.180Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T21:02:25.422144825Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-15T21:02:26.000207+00:00

Share price$128.59
1D-2.3%
AH$127$129$130$132$1335:30 AM6:30 AM9:00 AM1:00 PM2:00 PMPEP
Sold putSold callAH

PepsiCo Inc options

Live interpolated PEP call and put midpoint premiums by absolute delta.PepsiCo Inc$0.13$1.56$2.98$4.40$5.82$124.81$126.92$129.03$131.14$133.2520Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $128.59OPTION PRICELive PEP spot · $128.59PEP PRICE$0.75$0.29$0.35$0.42$0.49$0.60$0.72$0.84$0.96$1.09$1.23$1.37$1.51$0.42$0.31$0.39$0.48$0.58$0.72$0.86$0.99$1.17$1.38$1.58$2.47$5.41
PutsCheap0.85×
CallsCheap0.85×
SkewBearish+5.18 pp
Implied moveBearish±$1.57
TiltBearish22.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.60120.6%6.8%124.2870.9%3.7%
25Δ129.9428.8%1.3%127.2130.6%1.3%
30Δ129.6527.7%1.1%127.5230.1%1.1%
35Δ129.3526.6%0.9%127.8329.5%1.0%
40Δ129.0625.6%0.7%128.1229.5%0.8%
45Δ128.8225.5%0.6%128.3730.0%0.7%
50Δ128.6025.7%0.6%128.6330.5%0.6%
55Δ128.3825.9%0.5%128.8931.0%0.5%
60Δ128.1626.1%0.4%129.1731.4%0.5%
65Δ127.9426.0%0.3%129.4731.6%0.4%
70Δ127.7225.0%0.3%129.7731.9%0.3%
75Δ127.5024.0%0.2%130.6941.5%0.3%
80Δ127.2923.0%0.2%133.4579.6%0.4%

20Δ

Calls
Pseudo strike
136.60
IV
120.6%
B/E move
6.8%
Puts
Pseudo strike
124.28
IV
70.9%
B/E move
3.7%

25Δ

Calls
Pseudo strike
129.94
IV
28.8%
B/E move
1.3%
Puts
Pseudo strike
127.21
IV
30.6%
B/E move
1.3%

30Δ

Calls
Pseudo strike
129.65
IV
27.7%
B/E move
1.1%
Puts
Pseudo strike
127.52
IV
30.1%
B/E move
1.1%

35Δ

Calls
Pseudo strike
129.35
IV
26.6%
B/E move
0.9%
Puts
Pseudo strike
127.83
IV
29.5%
B/E move
1.0%

40Δ

Calls
Pseudo strike
129.06
IV
25.6%
B/E move
0.7%
Puts
Pseudo strike
128.12
IV
29.5%
B/E move
0.8%

45Δ

Calls
Pseudo strike
128.82
IV
25.5%
B/E move
0.6%
Puts
Pseudo strike
128.37
IV
30.0%
B/E move
0.7%

50Δ

Calls
Pseudo strike
128.60
IV
25.7%
B/E move
0.6%
Puts
Pseudo strike
128.63
IV
30.5%
B/E move
0.6%

55Δ

Calls
Pseudo strike
128.38
IV
25.9%
B/E move
0.5%
Puts
Pseudo strike
128.89
IV
31.0%
B/E move
0.5%

60Δ

Calls
Pseudo strike
128.16
IV
26.1%
B/E move
0.4%
Puts
Pseudo strike
129.17
IV
31.4%
B/E move
0.5%

65Δ

Calls
Pseudo strike
127.94
IV
26.0%
B/E move
0.3%
Puts
Pseudo strike
129.47
IV
31.6%
B/E move
0.4%

70Δ

Calls
Pseudo strike
127.72
IV
25.0%
B/E move
0.3%
Puts
Pseudo strike
129.77
IV
31.9%
B/E move
0.3%

75Δ

Calls
Pseudo strike
127.50
IV
24.0%
B/E move
0.2%
Puts
Pseudo strike
130.69
IV
41.5%
B/E move
0.3%

80Δ

Calls
Pseudo strike
127.29
IV
23.0%
B/E move
0.2%
Puts
Pseudo strike
133.45
IV
79.6%
B/E move
0.4%