NEW Tour v251
PEP
PEPSICO INC
$141.16 +4.25%
$141.09 (-0.05%)🌙
as of 07/01 06:51 PM
7/1 18:51

Option Volume

Detail
Current (07/01) 20,970
Calls: 12,850 (61%)
Puts: 8,120 (39%)
Prior (06/30) 105,660
Calls: 94,843 (90%)
Puts: 10,817 (10%)
Current vs Prior -80.15%
Calls: -86.45% (Calls)
Puts: -24.93% (Puts)
Prior 7-Day Total 304,610
Calls: 249,510 (82%)
Puts: 55,100 (18%)
Prior 7-Day Average 43,515
Calls: 35,644 (82%)
Puts: 7,871 (18%)
Current vs Prior 7-Day Avg -51.81%
Calls: -63.95%
Puts: +3.16%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/01) $7.57M
Calls: $5.80M (77%)
Puts: $1.77M (23%)
Prior (06/30) $24.63M
Calls: $20.21M (82%)
Puts: $4.42M (18%)
Current vs Prior -69.28%
Calls: -71.30%
Puts: -60.06%
Prior 7-Day Total $76.84M
Calls: $56.39M (73%)
Puts: $20.45M (27%)
Prior 7-Day Average $10.98M
Calls: $8.06M (73%)
Puts: $2.92M (27%)
Current vs Prior 7-Day Avg -31.07%
Calls: -28.00%
Puts: -39.54%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/01) 0.63
Prior (06/30) 0.11
Current vs Prior +454.05%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg +9.85%
Sentiment BULLISH

Open Interest

Detail
Current (07/01) 285,714
Calls: 198,025 (69%)
Puts: 87,689 (31%)
Prior (06/30) 313,142
Calls: 229,383 (73%)
Puts: 83,759 (27%)
Current vs Prior -8.76%
Prior 7-Day Total 1,798,189
Calls: 1,262,091 (70%)
Puts: 536,098 (30%)
Prior 7-Day Average 256,884
Calls: 180,298 (70%)
Puts: 76,585 (30%)
Current vs Prior 7-Day Avg +11.22%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.80% | 5.32%4.80% | 5.32%5.32% | 9.46%
Prior 1.96% | 5.17%-- | ---- | --
Current vs Prior -6.60% | -7.23%-- | ---- | --
Prior 7-Day Avg 2.26% | 4.33%-- | ---- | --
Current vs 7-Day Avg -18.99% | +10.87%-- | ---- | --
Prior 7-Day Eod 1.96% | 5.17%-- | ---- | --
Current vs 7-Day Eod -6.60% | -7.23%-- | ---- | --
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 33.56% | 18.71%
Calls: 41.35% | 22.07%
Puts: 25.78% | 15.36%
Current vs 7-Day Avg -11.69% | -55.11%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 77% of dollar volume in calls ($5.80M) vs puts ($1.77M). Light premium activity with dollar volume down 69% vs prior. Below-average activity with volume down 80% vs prior. Bullish P/C ratio of 0.63.

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 7.5%, best 5.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 315.155.45$5.305.7%810.56148
$141.00Jul 173.653.90$3.786.6%120.52194
$145.00Jul 171.992.16$2.088.2%2170.353.9K
$135.00Aug 78.759.50$9.138.2%20.714
$140.00Jul 244.655.05$4.858.2%240.57506
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 313.503.70$3.605.6%50.44568
$140.00Jul 243.153.35$3.256.2%120.43--
$145.00Jul 316.006.40$6.206.5%140.61177
$140.00Jul 102.502.67$2.596.6%2860.43710
$145.00Jul 175.455.85$5.657.1%250.652.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.89, cheapest $0.83)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 170.780.90$0.8414.3%3650.183.9K
$141.00Jul 20.901.05$0.9815.3%2220.53626
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Jul 170.760.90$0.8316.9%150.17260
$135.00Jul 100.841.00$0.9217.4%5680.20714

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 69 found (avg delta 0.77, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 25.358.65$7.0047.1%30.98--
$135.00Jul 24.257.25$5.7552.2%70.98174
$136.00Jul 23.256.60$4.9368.0%600.9788
$131.00Jul 28.3011.40$9.8531.5%10.97--
$126.00Jul 1014.0016.95$15.4819.1%3660.95373
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 27.4010.85$9.1337.8%21.003
$146.00Jul 23.856.85$5.3556.1%40.948
$160.00Jul 1718.4520.85$19.6512.2%150.94--
$155.00Jul 1712.8016.05$14.4322.5%110.92549
$160.00Jul 2417.2520.85$19.0518.9%20.91--

Most actively traded options today. High liquidity = easy entry/exit. 185 active (total vol 13.4K, top 706)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 71.601.82$1.7112.9%7060.259
$140.00Jul 174.104.55$4.3210.4%6140.571.5K
$140.00Jul 21.411.70$1.5618.6%4500.72448
$127.00Jul 1013.0516.00$14.5320.3%3670.93372
$126.00Jul 1014.0016.95$15.4819.1%3660.95373
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 170.400.65$0.5347.2%5950.114.2K
$135.00Jul 100.841.00$0.9217.4%5680.20714
$135.00Jul 171.151.28$1.2110.7%4280.232.2K
$134.00Jul 20.010.03$0.02100.0%4140.02727
$138.00Jul 20.050.20$0.13115.4%3520.10341

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 109.2%, max 692.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 2Aug 7220.1%30.2%628.5%2810
$165.00Jul 2Jul 17189.4%40.3%370.3%2322.4K
$128.00Jul 2Jul 10124.4%40.2%209.4%33
$155.00Jul 2Aug 786.1%29.4%192.8%207504
$133.00Jul 2Jul 1778.7%30.7%156.2%182
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 2Aug 7275.8%34.8%692.4%3220
$129.00Jul 2Jul 17182.8%36.5%400.4%589
$130.00Jul 2Aug 794.1%28.3%232.9%72404
$128.00Jul 2Jul 17124.4%39.1%217.9%2641
$133.00Jul 2Jul 1778.7%30.7%156.2%49260

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 98 found (best R:R 49.00, avg 4.87)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Jul 17$0.16$4.84$0.1630.25$155.16
$155.00$160.00Jul 31$0.18$4.82$0.1826.78$155.18
$155.00$160.00Jul 24$0.19$4.81$0.1925.32$155.19
$162.50$165.00Jul 2$0.14$2.36$0.1416.86$162.64
$152.50$155.00Jul 17$0.22$2.28$0.2210.36$152.72
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 31$0.10$4.90$0.1049.00$124.90
$125.00$120.00Aug 7$0.11$4.89$0.1144.45$124.89
$130.00$125.00Jul 24$0.49$4.51$0.499.20$129.51
$130.00$125.00Jul 31$0.50$4.50$0.509.00$129.50
$128.00$125.00Jul 17$0.34$2.66$0.347.82$127.66

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 121 found (best R:R 19.00, avg 1.61)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$131.00$133.00Jul 2$1.90$1.90$0.1019.00$132.90
$128.00$130.00Jul 10$1.88$1.88$0.1215.67$129.88
$125.00$130.00Jul 17$4.36$4.36$0.646.81$129.36
$135.00$136.00Jul 2$0.82$0.82$0.184.56$135.82
$139.00$140.00Jul 10$0.82$0.82$0.184.56$139.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$146.00Jul 2$3.78$3.78$0.2217.18$146.22
$150.00$145.00Jul 31$4.53$4.53$0.479.64$145.47
$160.00$145.00Jul 24$12.97$12.97$2.036.39$147.03
$129.00$128.00Jul 2$0.86$0.86$0.146.14$128.14
$160.00$150.00Jul 31$8.42$8.42$1.585.33$151.58

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $1.17, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 2Jul 10$0.18124.4%40.2%
$155.00Jul 2Jul 10$0.1986.1%38.4%
$152.50Jul 2Jul 10$0.2465.5%34.2%
$150.00Jul 2Jul 10$0.6055.0%36.7%
$148.00Jul 2Jul 10$0.7070.9%36.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$115.00Jul 2Jul 10$0.08141.2%63.4%
$125.00Jul 10Jul 17$0.1046.0%37.9%
$150.00Jul 2Jul 17$0.2255.0%30.4%
$143.00Jul 10Jul 17$0.2737.5%31.0%
$131.00Jul 10Jul 17$0.2946.0%38.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 68 found (cheapest 1.26% of stock, avg 6.41%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$141.00Jul 2$0.98$0.80$1.78$139.22$142.781.26%
$140.00Jul 2$1.56$0.37$1.93$138.07$141.931.37%
$142.00Jul 2$0.62$1.61$2.23$139.77$144.231.58%
$139.00Jul 2$2.49$0.16$2.65$136.35$141.651.88%
$144.00Jul 2$0.17$3.08$3.25$140.75$147.252.30%
$138.00Jul 2$3.30$0.13$3.43$134.57$141.432.43%
$137.00Jul 2$3.87$0.17$4.04$132.96$141.042.86%
$145.00Jul 2$0.16$4.29$4.45$140.55$149.453.15%
$136.00Jul 2$4.93$0.03$4.96$131.04$140.963.51%
$146.00Jul 2$0.05$5.35$5.40$140.60$151.403.83%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 135 found (cheapest 0.23% of stock, avg 2.34%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$144.00$139.00Jul 2$0.17$0.16$0.33$138.67$144.33
$143.00$139.00Jul 2$0.30$0.16$0.46$138.54$143.46
$144.00$140.00Jul 2$0.17$0.37$0.54$139.46$144.54
$143.00$140.00Jul 2$0.30$0.37$0.67$139.33$143.67
$142.00$139.00Jul 2$0.62$0.16$0.78$138.22$142.78
$160.00$120.00Jul 24$0.48$0.37$0.85$119.15$160.85
$160.00$125.00Jul 24$0.48$0.43$0.91$124.09$160.91
$144.00$141.00Jul 2$0.17$0.80$0.97$140.03$144.97
$142.00$140.00Jul 2$0.62$0.37$0.99$139.01$142.99
$160.00$120.00Jul 31$0.57$0.42$0.99$119.01$160.99

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 107 found (best R:R 16.24, avg credit $1.70)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
145/150155/160Jul 31$4.71$0.2916.24$145.29$159.71
135/136137/138Jul 10$0.87$0.136.69$135.13$137.87
125/130135/140Aug 7$4.30$0.706.14$125.70$139.30
134/135139/140Jul 17$0.85$0.155.67$134.15$139.85
135/136140/141Jul 17$0.85$0.155.67$135.15$140.85
129/130133/134Jul 10$0.83$0.174.88$129.17$133.83
130/131137/138Jul 10$0.83$0.174.88$130.17$137.83
135/136137/138Jul 17$0.83$0.174.88$135.17$137.83
137/138140/141Jul 17$0.83$0.174.88$137.17$140.83
132/133137/138Jul 10$0.82$0.184.56$132.18$137.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 79 found (best R:R 54.56, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Aug 7$0.12$4.8840.67
$155.00$160.00$165.00Jul 17$0.17$4.8328.41
$150.00$152.50$155.00Jul 17$0.09$2.4126.78
$143.00$144.00$145.00Jul 10$0.06$0.9415.67
$150.00$155.00$160.00Jul 24$0.32$4.6814.63
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 10$0.09$4.9154.56
$150.00$155.00$160.00Jul 17$0.14$4.8634.71
$125.00$130.00$135.00Jul 24$0.22$4.7821.73
$136.00$137.00$138.00Jul 17$0.06$0.9415.67
$125.00$130.00$135.00Jul 31$0.33$4.6714.15

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 94 found (best net $-2.31, 78 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$150.001:2Jul 31$0.00$5.00
$150.00$155.001:2Jul 31-$0.04$4.96
$155.00$160.001:2Aug 7-$0.15$4.85
$150.00$155.001:2Jul 24-$0.16$4.84
$160.00$165.001:2Jul 17-$0.17$4.83
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$150.001:2Jul 31-$2.31$7.69
$128.00$120.001:2Jul 2-$1.93$6.07
$125.00$120.001:2Jul 10$0.00$5.00
$140.00$135.001:2Jul 24-$0.01$4.99
$130.00$125.001:2Jul 31-$0.02$4.98

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 35 found (best yield 2.10%, avg 0.87%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$142.00Jul 17$2.960.480.6%2.10%2.69%2897
$145.00Jul 31$2.790.392.7%1.98%4.70%5695
$145.00Aug 7$2.740.392.7%1.94%4.66%103126
$143.00Jul 17$2.700.431.3%1.91%3.22%2--
$142.00Jul 10$2.670.470.6%1.89%2.49%8063
$145.00Jul 24$2.350.382.7%1.66%4.39%11229
$144.00Jul 17$2.300.392.0%1.63%3.64%19112
$143.00Jul 10$2.270.421.3%1.61%2.91%7958
$145.00Jul 17$1.990.352.7%1.41%4.13%2173.9K
$144.00Jul 10$1.860.372.0%1.32%3.33%9375

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 12,850
Total Puts 8,120
Put/Call Ratio 0.63
Net Difference 4,730

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 249,510
Total Puts 55,100
Average Put/Call Ratio 0.58
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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