NEW Tour v246
PEP
PEPSICO INC
$135.40 -2.37%
$135.67 (+0.20%)🌙
as of 06/30 06:46 PM
6/30 18:46

Option Volume

Detail
Current (06/30) 105,660
Calls: 94,843 (90%)
Puts: 10,817 (10%)
Prior (06/29) 100,698
Calls: 92,951 (92%)
Puts: 7,747 (8%)
Current vs Prior +4.93%
Calls: +2.04% (Calls)
Puts: +39.63% (Puts)
Prior 7-Day Total 226,136
Calls: 172,395 (76%)
Puts: 53,741 (24%)
Prior 7-Day Average 32,305
Calls: 24,627 (76%)
Puts: 7,677 (24%)
Current vs Prior 7-Day Avg +227.07%
Calls: +285.10%
Puts: +40.90%
Sentiment BULLISH

Dollar Volume

Detail
Current (06/30) $24.63M
Calls: $20.21M (82%)
Puts: $4.42M (18%)
Prior (06/29) $26.97M
Calls: $24.53M (91%)
Puts: $2.44M (9%)
Current vs Prior -8.68%
Calls: -17.63%
Puts: +81.39%
Prior 7-Day Total $60.19M
Calls: $41.79M (69%)
Puts: $18.40M (31%)
Prior 7-Day Average $8.60M
Calls: $5.97M (69%)
Puts: $2.63M (31%)
Current vs Prior 7-Day Avg +186.44%
Calls: +238.50%
Puts: +68.20%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (06/30) 0.11
Prior (06/29) 0.08
Current vs Prior +36.84%
Prior 7-Day Average 0.64
Current vs Prior 7-Day Avg -82.04%
Sentiment BULLISH

Open Interest

Detail
Current (06/30) 313,142
Calls: 229,383 (73%)
Puts: 83,759 (27%)
Prior (06/29) 250,380
Calls: 174,172 (70%)
Puts: 76,208 (30%)
Current vs Prior +25.07%
Prior 7-Day Total 1,807,349
Calls: 1,250,324 (69%)
Puts: 557,025 (31%)
Prior 7-Day Average 258,192
Calls: 178,617 (69%)
Puts: 79,575 (31%)
Current vs Prior 7-Day Avg +21.28%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 5.17% | 5.78%5.17% | 5.78%5.78% | 9.93%
Prior 2.24% | 5.29%-- | ---- | --
Current vs Prior -12.11% | -2.19%-- | ---- | --
Prior 7-Day Avg 2.45% | 4.23%-- | ---- | --
Current vs 7-Day Avg -19.78% | +22.31%-- | ---- | --
Prior 7-Day Eod 2.24% | 5.29%-- | ---- | --
Current vs 7-Day Eod -12.11% | -2.19%-- | ---- | --
Sentiment BULLISH----

Relative Spread

Detail
Expiry | Next
Current 29.64% | 8.40%
Calls: 37.85% | 6.30%
Puts: 21.43% | 10.51%
Prior 29.64% | 8.40%
Calls: 37.85% | 6.30%
Puts: 21.43% | 10.51%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 34.77% | 23.99%
Calls: 42.01% | 25.68%
Puts: 27.53% | 22.30%
Current vs 7-Day Avg -14.76% | -64.98%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Strong bullish conviction with 82% of dollar volume in calls ($20.21M) vs puts ($4.42M). Dollar volume significantly above 7-day average (186% higher). Volume explosion - 227% above 7-day average (105,660 vs avg 32,305). Extreme bullish P/C ratio of 0.11 - heavy call buying (94,843 calls vs 10,817 puts).

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 14 of results (avg 7.8%, best 5.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 244.404.65$4.535.5%330.5421
$136.00Jul 173.403.70$3.558.5%1080.4911
$135.00Jul 173.854.20$4.038.7%500.5482
$130.00Jul 317.708.45$8.079.3%870.713
$136.00Jul 102.913.20$3.069.5%350.494
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 176.056.40$6.235.6%550.674.7K
$140.00Jul 105.706.05$5.886.0%200.69713
$132.00Jul 171.932.07$2.007.0%1180.3317
$145.00Jul 179.6010.30$9.957.0%7450.832.8K
$134.00Jul 172.712.92$2.827.4%60.4278

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.44, cheapest $0.07)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 170.060.07$0.0714.3%460.023.4K
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 20.730.87$0.8017.5%5860.421.1K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 71 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 1718.8522.20$20.5316.3%20.98--
$130.00Jul 24.407.30$5.8549.6%20.9587
$115.00Jul 2419.0022.75$20.8818.0%20.94--
$126.00Jul 108.0511.45$9.7534.9%3740.90--
$127.00Jul 107.1510.95$9.0542.0%3740.85--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 27.9011.25$9.5735.0%31.00--
$150.00Jul 212.8016.25$14.5323.7%21.00--
$143.00Jul 25.809.30$7.5546.4%110.97136
$144.00Jul 26.8510.25$8.5539.8%60.97--
$147.00Jul 29.8513.55$11.7031.6%20.96--

Most actively traded options today. High liquidity = easy entry/exit. 180 active (total vol 13.2K, top 1.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 100.150.35$0.2580.0%6380.07961
$140.00Jul 242.232.52$2.3812.2%4920.3550
$126.00Jul 108.0511.45$9.7534.9%3740.90--
$127.00Jul 107.1510.95$9.0542.0%3740.85--
$150.00Jul 20.000.13$0.07185.7%3610.031.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 20.400.54$0.4729.8%1.1K0.28150
$145.00Jul 179.6010.30$9.957.0%7450.832.8K
$135.00Jul 20.730.87$0.8017.5%5860.421.1K
$135.00Jul 102.733.05$2.8911.1%5070.46725
$130.00Jul 171.301.50$1.4014.3%2980.253.9K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 34 strikes (avg 57.5%, max 350.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 2Jul 24187.3%41.6%350.7%8470
$149.00Jul 2Jul 1776.6%31.8%140.5%119347
$150.00Jul 2Aug 770.8%29.4%140.5%3641.4K
$155.00Jul 2Jul 3178.5%35.2%122.8%191.4K
$148.00Jul 2Jul 1072.2%35.7%102.2%68168
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$150.00Jul 2Jul 3170.8%29.7%138.2%4--
$147.00Jul 2Jul 1063.5%37.1%71.1%3--
$145.00Jul 2Aug 745.8%28.2%62.4%43
$125.00Jul 2Aug 742.0%28.2%48.8%2117
$128.00Jul 2Jul 1744.3%31.2%41.8%14118

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 88 found (best R:R 26.78, avg 3.38)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$150.00$155.00Jul 24$0.21$4.79$0.2122.81$150.21
$152.50$155.00Jul 17$0.12$2.38$0.1219.83$152.62
$138.00$139.00Jul 2$0.11$0.89$0.118.09$138.11
$145.00$150.00Jul 24$0.58$4.42$0.587.62$145.58
$145.00$150.00Jul 31$0.59$4.41$0.597.47$145.59
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 10$0.18$4.82$0.1826.78$124.82
$125.00$120.00Jul 17$0.43$4.57$0.4310.63$124.57
$130.00$129.00Jul 10$0.10$0.90$0.109.00$129.90
$125.00$120.00Jul 31$0.55$4.45$0.558.09$124.45
$128.00$125.00Jul 17$0.35$2.65$0.357.57$127.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 112 found (best R:R 22.08, avg 1.85)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$133.00Jul 2$2.87$2.87$0.1322.08$132.87
$133.00$134.00Jul 2$0.89$0.89$0.118.09$133.89
$115.00$129.00Jul 17$12.40$12.40$1.607.75$127.40
$115.00$135.00Jul 24$16.35$16.35$3.654.48$131.35
$134.00$135.00Jul 2$0.77$0.77$0.233.35$134.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$147.00Jul 2$2.83$2.83$0.1716.65$147.17
$155.00$150.00Jul 31$4.68$4.68$0.3214.62$150.32
$155.00$150.00Jul 17$4.65$4.65$0.3513.29$150.35
$150.00$145.00Jul 31$4.55$4.55$0.4510.11$145.45
$155.00$145.00Aug 7$8.96$8.96$1.048.62$146.04

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 45 found (avg debit $1.02, cheapest $0.11)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$148.00Jul 2Jul 10$0.1172.2%35.7%
$149.00Jul 2Jul 10$0.1576.6%39.1%
$155.00Jul 2Jul 10$0.1778.5%47.2%
$150.00Jul 2Jul 10$0.1870.8%39.8%
$152.50Jul 2Jul 17$0.2570.2%35.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 10Jul 17$0.1237.8%34.3%
$139.00Jul 2Jul 10$0.1330.0%36.6%
$147.00Jul 2Jul 10$0.1563.5%37.1%
$129.00Jul 10Jul 17$0.1937.9%31.1%
$125.00Jul 2Jul 10$0.2542.0%34.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 67 found (cheapest 1.57% of stock, avg 6.67%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 2$1.32$0.80$2.12$132.88$137.121.57%
$136.00Jul 2$0.79$1.34$2.13$133.87$138.131.57%
$137.00Jul 2$0.46$1.96$2.42$134.58$139.421.79%
$134.00Jul 2$2.09$0.47$2.56$131.44$136.561.89%
$138.00Jul 2$0.29$2.91$3.20$134.80$141.202.36%
$133.00Jul 2$2.98$0.28$3.26$129.74$136.262.41%
$139.00Jul 2$0.18$4.47$4.65$134.35$143.653.43%
$140.00Jul 2$0.11$5.18$5.29$134.71$145.293.91%
$141.00Jul 2$0.10$5.60$5.70$135.30$146.704.21%
$130.00Jul 2$5.85$0.07$5.92$124.08$135.924.37%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 122 found (cheapest 0.30% of stock, avg 2.53%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$131.00Jul 2$0.29$0.11$0.40$130.60$138.40
$138.00$132.00Jul 2$0.29$0.19$0.48$131.52$138.48
$137.00$131.00Jul 2$0.46$0.11$0.57$130.43$137.57
$138.00$133.00Jul 2$0.29$0.28$0.57$132.43$138.57
$137.00$132.00Jul 2$0.46$0.19$0.65$131.35$137.65
$137.00$133.00Jul 2$0.46$0.28$0.74$132.26$137.74
$138.00$134.00Jul 2$0.29$0.47$0.76$133.24$138.76
$136.00$131.00Jul 2$0.79$0.11$0.90$130.10$136.90
$137.00$134.00Jul 2$0.46$0.47$0.93$133.07$137.93
$136.00$132.00Jul 2$0.79$0.19$0.98$131.02$136.98

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 144 found (best R:R 10.76, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
128/129131/133Jul 10$1.83$0.1710.76$127.17$132.83
126/127131/133Jul 10$1.78$0.228.09$125.22$132.78
133/134135/136Jul 10$0.88$0.127.33$133.12$135.88
133/134135/136Jul 17$0.88$0.127.33$133.12$135.88
134/135137/138Jul 17$0.88$0.127.33$134.12$137.88
132/133136/137Jul 17$0.87$0.136.69$132.13$136.87
134/135139/140Jul 17$0.87$0.136.69$134.13$139.87
134/135137/138Jul 10$0.86$0.146.14$134.14$137.86
131/132134/135Jul 17$0.86$0.146.14$131.14$134.86
125/126134/135Jul 10$0.85$0.155.67$125.15$134.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 37.46, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Jul 24$0.23$4.7720.74
$142.00$143.00$144.00Jul 2$0.05$0.9519.00
$137.00$138.00$139.00Jul 2$0.06$0.9415.67
$139.00$140.00$141.00Jul 2$0.06$0.9415.67
$144.00$145.00$146.00Jul 2$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Jul 31$0.13$4.8737.46
$115.00$120.00$125.00Jul 10$0.25$4.7519.00
$130.00$131.00$132.00Jul 10$0.06$0.9415.67
$133.00$134.00$135.00Jul 17$0.06$0.9415.67
$134.00$135.00$136.00Jul 17$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 90 found (best net $-1.81, 75 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$150.001:2Jul 24-$0.01$4.99
$145.00$150.001:2Jul 31-$0.13$4.87
$150.00$155.001:2Jul 10-$0.15$4.85
$150.00$155.001:2Jul 24-$0.17$4.83
$135.00$140.001:2Jul 24-$0.23$4.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$145.001:2Aug 7-$1.81$8.19
$115.00$110.001:2Jul 10-$0.01$4.99
$120.00$115.001:2Jul 17-$0.04$4.96
$135.00$130.001:2Jul 31-$0.05$4.95
$135.00$130.001:2Aug 7-$0.18$4.82

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 45 found (best yield 2.51%, avg 0.79%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$136.00Jul 17$3.400.490.4%2.51%2.95%10811
$136.00Jul 10$2.910.490.4%2.15%2.59%354
$137.00Jul 17$2.850.451.2%2.10%3.29%451
$140.00Aug 7$2.600.373.4%1.92%5.32%6--
$140.00Jul 31$2.520.363.4%1.86%5.26%128114
$137.00Jul 10$2.380.441.2%1.76%2.94%773
$138.00Jul 17$2.380.411.9%1.76%3.68%1211
$140.00Jul 24$2.230.353.4%1.65%5.04%49250
$138.00Jul 10$2.040.401.9%1.51%3.43%24136
$139.00Jul 17$1.970.372.7%1.45%4.11%1--

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 94,843
Total Puts 10,817
Put/Call Ratio 0.11
Net Difference 84,026

Prior's Put/Call Breakdown

Total Calls 92,951
Total Puts 7,747
Put/Call Ratio 0.08
Net Difference 85,204

Prior 7-Day Put/Call Summary

Total Calls 172,395
Total Puts 53,741
Average Put/Call Ratio 0.64
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All