Tour v294
PEP
PEPSICO INC
$143.29 -0.64%
$143.75 (+0.32%)🌙
as of 07/06 06:50 PM
7/6 18:50

Option Volume

Detail
Current (07/06) 63,316
Calls: 53,659 (85%)
Puts: 9,657 (15%)
Prior (07/02) 99,373
Calls: 92,235 (93%)
Puts: 7,138 (7%)
Current vs Prior -36.28%
Calls: -41.82% (Calls)
Puts: +35.29% (Puts)
Prior 7-Day Total 356,998
Calls: 308,880 (87%)
Puts: 48,118 (13%)
Prior 7-Day Average 59,499
Calls: 44,125 (87%)
Puts: 6,874 (13%)
Current vs Prior 7-Day Avg +6.41%
Calls: +21.60%
Puts: +40.49%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/06) $31.50M
Calls: $29.11M (92%)
Puts: $2.39M (8%)
Prior (07/02) $42.70M
Calls: $41.12M (96%)
Puts: $1.58M (4%)
Current vs Prior -26.22%
Calls: -29.20%
Puts: +51.26%
Prior 7-Day Total $110.20M
Calls: $94.93M (86%)
Puts: $15.26M (14%)
Prior 7-Day Average $18.37M
Calls: $13.56M (86%)
Puts: $2.18M (14%)
Current vs Prior 7-Day Avg +71.53%
Calls: +114.65%
Puts: +9.71%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/06) 0.18
Prior (07/02) 0.08
Current vs Prior +132.55%
Prior 7-Day Average 0.47
Current vs Prior 7-Day Avg -61.48%
Sentiment BULLISH

Open Interest

Detail
Current (07/06) 319,515
Calls: 231,921 (73%)
Puts: 87,594 (27%)
Prior (07/02) 285,154
Calls: 197,936 (69%)
Puts: 87,218 (31%)
Current vs Prior +12.05%
Prior 7-Day Total 1,630,117
Calls: 1,144,546 (70%)
Puts: 485,571 (30%)
Prior 7-Day Average 271,686
Calls: 190,757 (70%)
Puts: 80,928 (30%)
Current vs Prior 7-Day Avg +17.60%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.45% | 5.35%5.35% | 9.28%
Prior 4.78% | 5.43%-- | --
Current vs Prior -7.08% | -1.54%-- | --
Prior 7-Day Avg 2.55% | 4.89%-- | --
Current vs 7-Day Avg +74.03% | +9.25%-- | --
Prior 7-Day Eod 4.78% | 5.43%-- | --
Current vs 7-Day Eod -7.08% | -1.54%-- | --
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 30.65% | 16.22%
Calls: 39.12% | 21.46%
Puts: 22.18% | 10.98%
Current vs 7-Day Avg -3.30% | -48.21%
Liquidity Expensive
+
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🤖 AI Insights

Strong bullish conviction with 92% of dollar volume in calls ($29.11M) vs puts ($2.39M). Dollar volume significantly above 7-day average (72% higher). Extreme bullish P/C ratio of 0.18 - heavy call buying (53,659 calls vs 9,657 puts). P/C ratio rising 133% - increased hedging/bearish positioning.

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 18 of results (avg 8.2%, best 6.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 315.205.55$5.386.5%20.58--
$141.00Jul 315.756.15$5.956.7%200.61--
$142.00Jul 174.154.45$4.307.0%2190.6090
$144.00Jul 314.154.45$4.307.0%710.518
$140.00Jul 175.305.70$5.507.3%980.681.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 174.104.40$4.257.1%190.552.3K
$129.00Jul 100.100.11$0.119.1%360.0351
$143.00Jul 243.453.80$3.639.6%80.46--
$140.00Jul 312.652.92$2.799.7%130.35562
$143.00Jul 313.854.25$4.059.9%250.461

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.53, cheapest $0.11)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$129.00Jul 100.100.11$0.119.1%360.0351
$136.00Jul 170.861.03$0.9517.9%4250.1879

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 49 found (avg delta 0.69, highest 0.96)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 1011.5015.45$13.4829.3%30.96--
$126.00Jul 1016.2519.45$17.8517.9%20.96--
$133.00Jul 108.6512.40$10.5335.6%50.9320
$131.00Jul 1711.4513.55$12.5016.8%10.92--
$132.00Jul 179.9513.80$11.8832.4%10.91--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$170.00Aug 1425.1028.05$26.5811.1%20.87--
$152.50Jul 248.8011.40$10.1025.7%680.82--
$150.00Jul 106.109.45$7.7843.1%270.81379
$150.00Jul 176.408.75$7.5831.0%70.782.4K
$149.00Jul 106.257.30$6.7815.5%40.77--

Most actively traded options today. High liquidity = easy entry/exit. 195 active (total vol 15.5K, top 2.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 172.642.86$2.758.0%2.2K0.463.9K
$150.00Jul 100.690.85$0.7720.8%5690.201.2K
$155.00Jul 170.310.48$0.4042.5%4310.104.0K
$145.00Jul 102.022.49$2.2620.8%4190.43711
$150.00Jul 171.151.24$1.197.6%4180.253.8K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$131.00Jul 100.150.29$0.2263.6%1.1K0.0676
$135.00Jul 100.410.53$0.4725.5%5960.12932
$136.00Jul 170.861.03$0.9517.9%4250.1879
$143.00Jul 102.442.93$2.6918.2%3560.4729
$141.00Jul 172.092.66$2.3823.9%2870.36305

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 73.3%, max 119.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 10Aug 756.9%28.3%101.0%48163
$143.00Jul 10Aug 1448.7%25.0%94.9%147111
$165.00Jul 10Jul 1779.2%41.1%92.8%1102.4K
$152.50Jul 10Aug 752.8%27.7%90.7%81106
$141.00Jul 10Aug 1449.2%26.2%88.3%2684
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$140.00Jul 10Aug 1448.7%22.1%119.7%235942
$135.00Jul 10Aug 1451.2%25.4%101.9%601932
$127.00Jul 10Aug 1459.3%29.5%101.1%131104
$143.00Jul 10Aug 1448.7%25.0%94.9%35729
$141.00Jul 10Aug 1449.2%26.2%88.3%357187

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 111 found (best R:R 49.00, avg 4.97)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$170.00Jul 24$0.48$9.52$0.4819.83$160.48
$155.00$157.50Jul 17$0.13$2.37$0.1318.23$155.13
$155.00$157.50Jul 10$0.15$2.35$0.1515.67$155.15
$155.00$160.00Jul 31$0.32$4.68$0.3214.62$155.32
$150.00$152.50Jul 10$0.24$2.26$0.249.42$150.24
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 31$0.10$4.90$0.1049.00$124.90
$120.00$115.00Aug 7$0.10$4.90$0.1049.00$119.90
$125.00$120.00Aug 7$0.13$4.87$0.1337.46$124.87
$128.00$125.00Jul 17$0.11$2.89$0.1126.27$127.89
$133.00$130.00Jul 24$0.26$2.74$0.2610.54$132.74

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 12.33, avg 1.28)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$133.00$135.00Jul 10$1.85$1.85$0.1512.33$134.85
$146.00$148.00Jul 31$1.84$1.84$0.1611.50$147.84
$143.00$144.00Jul 24$0.89$0.89$0.118.09$143.89
$143.00$144.00Aug 7$0.87$0.87$0.136.69$143.87
$138.00$139.00Jul 10$0.83$0.83$0.174.88$138.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$136.00$135.00Jul 24$0.90$0.90$0.109.00$135.10
$149.00$148.00Jul 10$0.85$0.85$0.155.67$148.15
$170.00$143.00Aug 14$22.11$22.11$4.894.52$147.89
$131.00$130.00Jul 31$0.80$0.80$0.204.00$130.20
$144.00$143.00Jul 17$0.74$0.74$0.262.85$143.26

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.43, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$160.00Jul 10Jul 17$0.0756.9%36.2%
$155.00Jul 10Jul 17$0.1352.1%33.0%
$157.50Jul 10Jul 17$0.1550.5%34.6%
$152.50Jul 10Jul 17$0.2052.8%33.6%
$149.00Jul 10Jul 17$0.3049.1%31.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 10Jul 17$0.0764.1%42.4%
$125.00Jul 10Jul 17$0.0860.2%43.3%
$129.00Jul 10Jul 17$0.0956.0%38.8%
$120.00Jul 10Jul 17$0.1067.1%54.1%
$132.00Jul 10Jul 17$0.1456.0%38.5%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 40 found (cheapest 4.05% of stock, avg 6.18%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$144.00Jul 10$2.58$3.22$5.80$138.20$149.804.05%
$143.00Jul 10$3.15$2.69$5.84$137.16$148.844.08%
$142.00Jul 10$3.68$2.24$5.92$136.08$147.924.13%
$145.00Jul 10$2.26$3.75$6.01$138.99$151.014.19%
$141.00Jul 10$4.30$1.85$6.15$134.85$147.154.29%
$140.00Jul 10$4.90$1.47$6.37$133.63$146.374.45%
$139.00Jul 10$5.50$1.15$6.65$132.35$145.654.64%
$144.00Jul 17$3.22$3.63$6.85$137.15$150.854.78%
$143.00Jul 17$4.03$2.89$6.92$136.08$149.924.83%
$142.00Jul 17$4.30$2.69$6.99$135.01$148.994.88%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 145 found (cheapest 1.63% of stock, avg 3.72%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$148.00$139.00Jul 10$1.18$1.15$2.33$136.67$150.33
$147.00$139.00Jul 10$1.46$1.15$2.61$136.39$149.61
$148.00$140.00Jul 10$1.18$1.47$2.65$137.35$150.65
$147.00$140.00Jul 10$1.46$1.47$2.93$137.07$149.93
$146.00$139.00Jul 10$1.84$1.15$2.99$136.01$148.99
$148.00$141.00Jul 10$1.18$1.85$3.03$137.97$151.03
$149.00$140.00Jul 17$1.27$2.01$3.28$136.72$152.28
$146.00$140.00Jul 10$1.84$1.47$3.31$136.69$149.31
$147.00$141.00Jul 10$1.46$1.85$3.31$137.69$150.31
$152.50$135.00Aug 7$1.60$1.77$3.37$131.63$155.87

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 284 found (best R:R 25.67, avg credit $1.20)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/128138/142Aug 7$3.85$0.1525.67$124.15$141.85
125/128131/138Aug 7$6.44$0.5611.50$121.56$137.44
141/142144/145Jul 24$0.90$0.109.00$141.10$144.90
139/140143/144Jul 10$0.89$0.118.09$139.11$143.89
136/137141/142Jul 31$0.89$0.118.09$136.11$141.89
133/134137/138Jul 17$0.88$0.127.33$133.12$137.88
138/139140/141Jul 17$0.88$0.127.33$138.12$140.88
138/139141/142Jul 17$0.88$0.127.33$138.12$141.88
141/144145/150Aug 7$4.38$0.627.06$139.62$149.38
136/138143/144Aug 7$1.75$0.257.00$136.25$144.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 21.73, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Jul 10$0.11$2.3921.73
$150.00$152.50$155.00Aug 7$0.12$2.3819.83
$150.00$152.50$155.00Jul 17$0.13$2.3718.23
$155.00$157.50$160.00Jul 10$0.14$2.3616.86
$157.50$160.00$162.50Jul 10$0.16$2.3414.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$139.00$140.00$141.00Jul 10$0.06$0.9415.67
$141.00$142.00$143.00Jul 10$0.06$0.9415.67
$128.00$129.00$130.00Jul 10$0.07$0.9313.29
$129.00$130.00$131.00Jul 10$0.07$0.9313.29
$138.00$139.00$140.00Jul 10$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. 89 found (best net $-1.67, 79 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$170.001:2Jul 31-$1.67$8.33
$149.00$155.001:2Aug 14-$0.19$5.81
$165.00$170.001:2Jul 17-$0.02$4.98
$165.00$170.001:2Jul 10-$0.05$4.95
$150.00$155.001:2Jul 24-$0.05$4.95
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Jul 10$0.00$5.00
$125.00$120.001:2Jul 10$0.00$5.00
$120.00$115.001:2Aug 7-$0.08$4.92
$125.00$120.001:2Jul 17-$0.12$4.88
$125.00$120.001:2Jul 31-$0.14$4.86

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 48 found (best yield 2.90%, avg 1.20%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$144.00Jul 31$4.150.510.5%2.90%3.39%718
$146.00Aug 14$3.700.441.9%2.58%4.47%2--
$144.00Jul 24$3.650.510.5%2.55%3.04%8210
$145.00Jul 31$3.650.471.2%2.55%3.74%327142
$144.00Aug 7$3.650.500.5%2.55%3.04%171
$145.00Aug 7$3.550.471.2%2.48%3.67%6106
$145.00Jul 24$3.150.471.2%2.20%3.39%28228
$146.00Jul 31$3.150.451.9%2.20%4.09%15--
$147.00Aug 14$3.150.412.6%2.20%4.79%18--
$144.00Jul 17$3.050.510.5%2.13%2.62%87212

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 53,659
Total Puts 9,657
Put/Call Ratio 0.18
Net Difference 44,002

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 308,880
Total Puts 48,118
Average Put/Call Ratio 0.47
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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