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PepsiCo Inc PEP

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-16T01:03:33.004Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:50:19.309631974Z

FundamentalsAlpha Vantage · quarter 2026-09-30 · fetched 2026-10-16T01:03:32.454161+00:00

Share price$128.50
1D-2.2%
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$0.68$3.07$5.46$7.86$10.25$116.41$122.43$128.46$134.48$140.5020Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive PEP spot · $128.50PEP PRICE$0.94$1.22$1.62$2.04$2.46$2.87$3.41$4.02$4.63$5.24$5.96$7.32$8.68$1.06$1.40$1.75$2.24$2.77$3.30$3.83$4.48$5.28$6.09$6.90$7.99$9.56
PutsCheap0.91×
CallsFair0.98×
SkewBearish+0.59 pp
Implied moveBearish±$7.25
TiltBearish5.8% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ136.9020.8%7.3%121.8021.8%6.0%
25Δ135.1520.9%6.1%123.2521.8%5.2%
30Δ133.9321.0%5.5%124.7021.8%4.3%
35Δ132.7721.2%4.9%125.9121.9%3.8%
40Δ131.6021.4%4.3%127.0522.0%3.3%
45Δ130.4321.6%3.7%128.1922.2%2.8%
50Δ129.2921.6%3.3%129.3322.4%2.3%
55Δ128.1821.6%2.9%130.5122.4%1.9%
60Δ127.0621.5%2.5%131.7522.4%1.6%
65Δ125.9421.5%2.1%132.9922.3%1.2%
70Δ124.7421.5%1.7%134.2322.3%0.9%
75Δ123.0622.4%1.5%135.7122.3%0.6%
80Δ121.3823.3%1.2%137.5922.6%0.4%

20Δ

Calls
Pseudo strike
136.90
IV
20.8%
B/E move
7.3%
Puts
Pseudo strike
121.80
IV
21.8%
B/E move
6.0%

25Δ

Calls
Pseudo strike
135.15
IV
20.9%
B/E move
6.1%
Puts
Pseudo strike
123.25
IV
21.8%
B/E move
5.2%

30Δ

Calls
Pseudo strike
133.93
IV
21.0%
B/E move
5.5%
Puts
Pseudo strike
124.70
IV
21.8%
B/E move
4.3%

35Δ

Calls
Pseudo strike
132.77
IV
21.2%
B/E move
4.9%
Puts
Pseudo strike
125.91
IV
21.9%
B/E move
3.8%

40Δ

Calls
Pseudo strike
131.60
IV
21.4%
B/E move
4.3%
Puts
Pseudo strike
127.05
IV
22.0%
B/E move
3.3%

45Δ

Calls
Pseudo strike
130.43
IV
21.6%
B/E move
3.7%
Puts
Pseudo strike
128.19
IV
22.2%
B/E move
2.8%

50Δ

Calls
Pseudo strike
129.29
IV
21.6%
B/E move
3.3%
Puts
Pseudo strike
129.33
IV
22.4%
B/E move
2.3%

55Δ

Calls
Pseudo strike
128.18
IV
21.6%
B/E move
2.9%
Puts
Pseudo strike
130.51
IV
22.4%
B/E move
1.9%

60Δ

Calls
Pseudo strike
127.06
IV
21.5%
B/E move
2.5%
Puts
Pseudo strike
131.75
IV
22.4%
B/E move
1.6%

65Δ

Calls
Pseudo strike
125.94
IV
21.5%
B/E move
2.1%
Puts
Pseudo strike
132.99
IV
22.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
124.74
IV
21.5%
B/E move
1.7%
Puts
Pseudo strike
134.23
IV
22.3%
B/E move
0.9%

75Δ

Calls
Pseudo strike
123.06
IV
22.4%
B/E move
1.5%
Puts
Pseudo strike
135.71
IV
22.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
121.38
IV
23.3%
B/E move
1.2%
Puts
Pseudo strike
137.59
IV
22.6%
B/E move
0.4%