Tour v290
PEP
PEPSICO INC
$144.22 +2.17%
$143.63 (-0.41%)🌙
as of 07/02 06:51 PM
7/2 18:51

Option Volume

Detail
Current (07/02) 99,373
Calls: 92,235 (93%)
Puts: 7,138 (7%)
Prior (07/01) 20,970
Calls: 12,850 (61%)
Puts: 8,120 (39%)
Current vs Prior +373.88%
Calls: +617.78% (Calls)
Puts: -12.09% (Puts)
Prior 7-Day Total 304,475
Calls: 249,669 (82%)
Puts: 54,806 (18%)
Prior 7-Day Average 43,496
Calls: 35,667 (82%)
Puts: 7,829 (18%)
Current vs Prior 7-Day Avg +128.46%
Calls: +158.60%
Puts: -8.83%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/02) $42.70M
Calls: $41.12M (96%)
Puts: $1.58M (4%)
Prior (07/01) $7.57M
Calls: $5.80M (77%)
Puts: $1.77M (23%)
Current vs Prior +464.32%
Calls: +608.88%
Puts: -10.46%
Prior 7-Day Total $77.73M
Calls: $59.17M (76%)
Puts: $18.56M (24%)
Prior 7-Day Average $11.10M
Calls: $8.45M (76%)
Puts: $2.65M (24%)
Current vs Prior 7-Day Avg +284.52%
Calls: +386.41%
Puts: -40.36%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/02) 0.08
Prior (07/01) 0.63
Current vs Prior -87.75%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -86.44%
Sentiment BULLISH

Open Interest

Detail
Current (07/02) 285,154
Calls: 197,936 (69%)
Puts: 87,218 (31%)
Prior (07/01) 285,714
Calls: 198,025 (69%)
Puts: 87,689 (31%)
Current vs Prior -0.20%
Prior 7-Day Total 1,837,492
Calls: 1,144,546 (70%)
Puts: 485,571 (30%)
Prior 7-Day Average 262,498
Calls: 190,757 (70%)
Puts: 80,928 (30%)
Current vs Prior 7-Day Avg +8.63%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/02) | Next (07/10)Expiry (07/17) | Next (08/21)
Current 0.99% | 4.78%5.43% | 9.55%
Prior 1.83% | 4.80%-- | --
Current vs Prior +160.76% | +13.20%-- | --
Prior 7-Day Avg 2.13% | 4.48%-- | --
Current vs 7-Day Avg +124.29% | +21.25%-- | --
Prior 7-Day Eod 1.83% | 4.80%-- | --
Current vs 7-Day Eod +160.76% | +13.20%-- | --
Sentiment BEARISH--

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 30.65% | 16.22%
Calls: 39.37% | 24.50%
Puts: 22.33% | 11.07%
Current vs 7-Day Avg -3.30% | -48.21%
Liquidity Expensive
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🤖 AI Insights

Strong bullish conviction with 96% of dollar volume in calls ($41.12M) vs puts ($1.58M). Massive premium surge with dollar volume up 464% vs prior. Dollar volume significantly above 7-day average (285% higher). Unusually high activity with volume up 374% vs prior - elevated interest.

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 BULLISH
Current BULLISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BEARISH
7-Day Avg BEARISH

📈 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 8 of results (avg 8.3%, best 6.1%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 173.203.40$3.306.1%2790.484.0K
$145.00Jul 102.672.92$2.808.9%4660.47767
$148.00Jul 172.012.20$2.119.0%390.3618
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 244.254.60$4.437.9%280.5255
$170.00Jul 2424.8527.00$25.938.3%10.92--
$142.00Jul 172.432.65$2.548.7%330.39131
$140.00Jul 171.741.90$1.828.8%1150.304.7K
$165.00Jul 1020.0521.90$20.988.8%180.92--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.84, cheapest $0.74)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$152.50Jul 170.881.00$0.9412.8%460.2083
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 170.680.80$0.7416.2%3130.152.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 76 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$126.00Jul 1017.2019.70$18.4513.6%61.0060
$134.00Jul 29.0511.10$10.0720.4%21.00--
$135.00Jul 28.0510.15$9.1023.1%131.00171
$132.00Jul 211.0013.15$12.0817.8%31.00--
$138.00Jul 25.507.00$6.2524.0%71.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 20.001.73$0.87198.9%481.004
$146.00Jul 21.122.04$1.5858.2%81.008
$147.00Jul 22.023.95$2.9964.5%21.002
$150.00Jul 25.006.25$5.6322.2%11.001
$170.00Jul 2424.8527.00$25.938.3%10.92--

Most actively traded options today. High liquidity = easy entry/exit. 221 active (total vol 12.5K, top 873)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 20.000.05$0.03166.7%8730.121.4K
$150.00Jul 101.011.27$1.1422.8%5600.24882
$150.00Jul 171.391.54$1.4710.2%5370.283.9K
$145.00Jul 102.672.92$2.808.9%4660.47767
$144.00Jul 20.250.88$0.56112.5%4000.68531
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 240.831.25$1.0440.4%7360.18195
$130.00Jul 170.200.38$0.2962.1%3830.064.5K
$143.00Jul 20.000.36$0.18200.0%3420.197
$135.00Jul 170.680.80$0.7416.2%3130.152.4K
$140.00Jul 101.311.45$1.3810.1%2880.28869

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 1151.4%, max 4800.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$170.00Jul 2Jul 171738.0%36.0%4727.8%212.4K
$133.00Jul 2Jul 171139.0%33.0%3351.5%52
$152.50Jul 2Aug 7849.0%30.0%2730.0%6411
$137.00Jul 2Jul 17861.0%31.0%2677.4%14107
$149.00Jul 2Aug 14622.0%28.0%2121.4%13--
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 2Jul 172009.0%41.0%4800.0%38499
$129.00Jul 2Jul 171408.0%37.0%3705.4%51
$133.00Jul 2Jul 241139.0%35.0%3154.3%699
$137.00Jul 2Aug 14861.0%27.0%3088.9%33375
$128.00Jul 2Jul 31726.0%36.0%1916.7%2262

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 44.45, avg 3.84)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$170.00Jul 17$0.11$4.89$0.1144.45$165.11
$155.00$157.50Jul 10$0.19$2.31$0.1912.16$155.19
$160.00$162.50Jul 10$0.19$2.31$0.1912.16$160.19
$155.00$160.00Jul 24$0.40$4.60$0.4011.50$155.40
$152.50$155.00Jul 10$0.27$2.23$0.278.26$152.77
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 17$0.11$4.89$0.1144.45$124.89
$130.00$128.00Jul 31$0.11$1.89$0.1117.18$129.89
$128.00$125.00Jul 17$0.28$2.72$0.289.71$127.72
$135.00$130.00Aug 7$0.55$4.45$0.558.09$134.45
$138.00$137.00Jul 10$0.12$0.88$0.127.33$137.88

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 16.65, avg 1.70)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$140.00$142.00Aug 7$1.88$1.88$0.1215.67$141.88
$128.00$134.00Jul 10$5.50$5.50$0.5011.00$133.50
$135.00$137.00Jul 2$1.82$1.82$0.1810.11$136.82
$138.00$140.00Jul 10$1.80$1.80$0.209.00$139.80
$133.00$134.00Jul 17$0.88$0.88$0.127.33$133.88
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$165.00$150.00Jul 10$14.15$14.15$0.8516.65$150.85
$170.00$150.00Jul 24$18.61$18.61$1.3913.39$151.39
$150.00$147.00Jul 2$2.64$2.64$0.367.33$147.36
$155.00$150.00Jul 17$4.28$4.28$0.725.94$150.72
$150.00$149.00Jul 17$0.84$0.84$0.165.25$149.16

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 40 found (avg debit $1.25, cheapest $0.10)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$157.50Jul 10Jul 17$0.1138.0%30.0%
$162.50Jul 10Jul 17$0.2038.0%36.0%
$149.00Jul 2Jul 10$0.23622.0%36.0%
$160.00Jul 2Jul 10$0.23490.0%44.0%
$136.00Jul 10Jul 17$0.3536.0%30.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Jul 10Jul 17$0.1046.0%39.0%
$130.00Jul 2Jul 10$0.12615.0%40.0%
$132.00Jul 10Jul 17$0.1242.0%34.0%
$128.00Jul 2Jul 10$0.17726.0%49.0%
$134.00Jul 2Jul 10$0.37377.0%38.0%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 0.56% of stock, avg 6.00%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$144.00Jul 2$0.56$0.25$0.81$143.19$144.810.56%
$145.00Jul 2$0.03$0.87$0.90$144.10$145.900.62%
$143.00Jul 2$1.32$0.18$1.50$141.50$144.501.04%
$146.00Jul 2$0.12$1.58$1.70$144.30$147.701.18%
$142.00Jul 2$2.26$0.03$2.29$139.71$144.291.59%
$147.00Jul 2$0.03$2.99$3.02$143.98$150.022.09%
$141.00Jul 2$3.28$0.06$3.34$137.66$144.342.32%
$140.00Jul 2$4.43$0.01$4.44$135.56$144.443.08%
$139.00Jul 2$5.13$0.15$5.28$133.72$144.283.66%
$150.00Jul 2$0.01$5.63$5.64$144.36$155.643.91%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 166 found (cheapest 0.21% of stock, avg 3.24%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$146.00$143.00Jul 2$0.12$0.18$0.30$142.70$146.30
$146.00$144.00Jul 2$0.12$0.25$0.37$143.63$146.37
$146.00$137.00Jul 2$0.12$1.07$1.19$135.81$147.19
$146.00$133.00Jul 2$0.12$1.07$1.19$131.81$147.19
$146.00$129.00Jul 2$0.12$1.07$1.19$127.81$147.19
$148.00$143.00Jul 2$1.07$0.18$1.25$141.75$149.25
$149.00$143.00Jul 2$1.07$0.18$1.25$141.75$150.25
$152.50$143.00Jul 2$1.07$0.18$1.25$141.75$153.75
$167.50$143.00Jul 2$1.07$0.18$1.25$141.75$168.75
$148.00$144.00Jul 2$1.07$0.25$1.32$142.68$149.32

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 187 found (best R:R 20.43, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
130/133135/137Jul 2$2.86$0.1420.43$130.14$137.86
130/132144/145Jul 31$1.79$0.218.52$130.21$145.79
130/131136/137Jul 17$0.89$0.118.09$130.11$136.89
136/137140/141Jul 17$0.89$0.118.09$136.11$140.89
133/134139/140Jul 17$0.87$0.136.69$133.13$139.87
138/139140/141Jul 17$0.87$0.136.69$138.13$140.87
133/134137/139Jul 17$1.73$0.276.41$132.27$138.73
130/133135/140Jul 24$4.32$0.686.35$128.68$139.32
130/131137/139Jul 17$1.72$0.286.14$129.28$138.72
130/131139/140Jul 17$0.86$0.146.14$130.14$139.86

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 64 found (best R:R 49.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Jul 17$0.05$2.4549.00
$152.50$155.00$157.50Jul 10$0.08$2.4230.25
$157.50$160.00$162.50Jul 17$0.12$2.3819.83
$142.00$143.00$144.00Jul 10$0.06$0.9415.67
$150.00$152.50$155.00Jul 17$0.19$2.3112.16
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$131.00$132.00$133.00Jul 17$0.06$0.9415.67
$138.00$139.00$140.00Jul 17$0.06$0.9415.67
$125.00$126.00$127.00Jul 10$0.07$0.9313.29
$127.00$128.00$129.00Jul 10$0.07$0.9313.29
$132.00$133.00$134.00Jul 17$0.07$0.9313.29

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 102 found (best net $-2.10, 80 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$167.501:2Jul 2-$2.13$5.37
$155.00$160.001:2Jul 2-$0.01$4.99
$155.00$160.001:2Jul 24-$0.13$4.87
$155.00$160.001:2Aug 14-$0.59$4.41
$155.00$157.501:2Jul 10-$0.01$2.49
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$128.00$120.001:2Jul 2-$2.10$5.90
$125.00$120.001:2Jul 10-$0.04$4.96
$135.00$130.001:2Aug 7-$0.54$4.46
$145.00$140.001:2Jul 24-$0.61$4.39
$139.00$135.001:2Jul 24-$0.22$3.78

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 49 found (best yield 3.12%, avg 1.22%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 7$4.500.490.5%3.12%3.66%3--
$145.00Jul 31$4.100.510.5%2.84%3.38%50113
$146.00Aug 7$3.950.461.2%2.74%3.97%10--
$145.00Jul 24$3.750.480.5%2.60%3.14%76233
$147.00Aug 7$3.550.431.9%2.46%4.39%25--
$145.00Jul 17$3.200.480.5%2.22%2.76%2794.0K
$147.00Jul 31$3.150.441.9%2.18%4.11%5--
$146.00Jul 24$3.100.451.2%2.15%3.38%25--
$148.00Aug 7$3.050.402.6%2.11%4.74%22--
$148.00Aug 14$2.870.422.6%1.99%4.61%2--

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 92,235
Total Puts 7,138
Put/Call Ratio 0.08
Net Difference 85,097

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 249,669
Total Puts 54,806
Average Put/Call Ratio 0.57
Ratio Trend Falling

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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