Tour v297
PEP
PEPSICO INC
$144.98 +1.18%
$145.00 (+0.01%)🌙
as of 07/07 06:53 PM
7/7 18:53

Option Volume

Detail
Current (07/07) 34,526
Calls: 16,832 (49%)
Puts: 17,694 (51%)
Prior (07/06) 63,316
Calls: 53,659 (85%)
Puts: 9,657 (15%)
Current vs Prior -45.47%
Calls: -68.63% (Calls)
Puts: +83.22% (Puts)
Prior 7-Day Total 420,314
Calls: 362,539 (86%)
Puts: 57,775 (14%)
Prior 7-Day Average 60,044
Calls: 51,791 (86%)
Puts: 8,253 (14%)
Current vs Prior 7-Day Avg -42.50%
Calls: -67.50%
Puts: +114.38%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/07) $10.53M
Calls: $6.22M (59%)
Puts: $4.31M (41%)
Prior (07/06) $31.50M
Calls: $29.11M (92%)
Puts: $2.39M (8%)
Current vs Prior -66.59%
Calls: -78.63%
Puts: +79.98%
Prior 7-Day Total $141.70M
Calls: $124.04M (88%)
Puts: $17.65M (12%)
Prior 7-Day Average $20.24M
Calls: $17.72M (88%)
Puts: $2.52M (12%)
Current vs Prior 7-Day Avg -48.00%
Calls: -64.90%
Puts: +70.70%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/07) 1.05
Prior (07/06) 0.18
Current vs Prior +484.10%
Prior 7-Day Average 0.43
Current vs Prior 7-Day Avg +146.64%
Sentiment BEARISH

Open Interest

Detail
Current (07/07) 294,753
Calls: 207,151 (70%)
Puts: 87,602 (30%)
Prior (07/06) 319,515
Calls: 231,921 (73%)
Puts: 87,594 (27%)
Current vs Prior -7.75%
Prior 7-Day Total 1,949,632
Calls: 1,376,467 (71%)
Puts: 573,165 (29%)
Prior 7-Day Average 278,518
Calls: 196,638 (71%)
Puts: 81,880 (29%)
Current vs Prior 7-Day Avg +5.83%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 4.34% | 5.21%5.21% | 10.00%
Prior 4.45% | 5.35%5.35% | 9.28%
Current vs Prior -2.41% | -2.46%-2.46% | +7.75%
Prior 7-Day Avg 2.82% | 4.96%5.35% | 9.28%
Current vs 7-Day Avg +53.60% | +5.18%-2.46% | +7.75%
Prior 7-Day Eod 4.45% | 5.35%-- | --
Current vs 7-Day Eod -2.41% | -2.46%-- | --
Sentiment BULLISHBULLISH

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 30.51% | 15.10%
Calls: 38.94% | 19.30%
Puts: 22.07% | 10.91%
Current vs 7-Day Avg -2.84% | -44.38%
Liquidity Expensive
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🤖 AI Insights

Light premium activity with dollar volume down 67% vs prior. Below-average activity with volume down 45% vs prior. Slightly bearish P/C ratio of 1.05. P/C ratio rising 484% - increased hedging/bearish positioning.

Smart Money BULLISH
Retail Flow NEUTRAL
Overall MIXED
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current NEUTRAL
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 9 of results (avg 6.7%, best 3.1%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 215.706.00$5.855.1%620.521.1K
$150.00Aug 213.553.75$3.655.5%2430.392.8K
$147.00Jul 172.452.68$2.578.9%340.42182
$146.00Jul 172.863.15$3.019.6%500.4783
$145.00Jul 173.353.70$3.539.9%3920.524.0K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 217.808.05$7.933.2%700.61707
$145.00Aug 215.005.20$5.103.9%3000.481.7K
$140.00Aug 212.963.15$3.066.2%1350.331.5K
$160.00Aug 2114.7516.00$15.388.1%110.8426

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.26, cheapest $0.26)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 100.240.28$0.2615.4%1350.081.4K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 77 found (avg delta 0.72, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1023.9027.00$25.4512.2%11.00--
$125.00Jul 1018.2522.05$20.1518.9%11.00--
$129.00Jul 1014.4518.10$16.2722.4%11.001
$130.00Jul 1014.4016.60$15.5014.2%31.009
$131.00Jul 1012.4516.10$14.2825.6%21.00--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1713.6516.20$14.9317.1%60.93653
$170.00Aug 2123.1526.95$25.0515.2%50.921
$155.00Jul 178.6511.40$10.0327.4%10.86--
$160.00Aug 2114.7516.00$15.388.1%110.8426
$152.50Jul 176.3510.30$8.3247.5%100.81--

Most actively traded options today. High liquidity = easy entry/exit. 249 active (total vol 24.3K, top 1.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 171.451.65$1.5512.9%9540.303.8K
$160.00Aug 210.991.27$1.1324.8%7860.161.8K
$150.00Jul 101.011.28$1.1523.5%7660.251.3K
$165.00Aug 210.570.85$0.7139.4%6520.111.4K
$160.00Jul 170.200.31$0.2642.3%6370.073.3K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 171.822.12$1.9715.2%1.8K0.34214
$140.00Jul 171.181.62$1.4031.4%1.5K0.264.7K
$130.00Jul 170.130.25$0.1963.2%1.1K0.054.8K
$135.00Jul 310.961.27$1.1227.7%1.1K0.17396
$125.00Jul 170.080.20$0.1485.7%9850.032.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 53 strikes (avg 91.9%, max 184.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Jul 10Aug 2166.0%28.4%132.8%8061.6K
$145.00Jul 10Aug 2158.4%25.4%130.2%3881.9K
$160.00Jul 10Aug 2160.7%27.0%124.8%1.2K1.9K
$148.00Jul 10Aug 1462.7%28.6%119.5%277451
$170.00Jul 10Aug 2162.7%28.9%117.4%70359
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Jul 10Aug 1481.7%28.7%184.7%206210
$120.00Jul 10Aug 2183.7%32.0%161.6%671.5K
$125.00Jul 10Aug 2175.5%29.8%153.6%1531.4K
$145.00Jul 10Aug 2158.4%25.4%130.2%4721.9K
$133.00Jul 10Aug 1466.8%29.4%127.3%2283

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 130 found (best R:R 49.00, avg 4.46)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$170.00Jul 17$0.10$4.90$0.1049.00$165.10
$157.50$160.00Jul 10$0.10$2.40$0.1024.00$157.60
$155.00$157.50Jul 10$0.14$2.36$0.1416.86$155.14
$152.50$155.00Jul 31$0.14$2.36$0.1416.86$152.64
$152.50$155.00Jul 17$0.15$2.35$0.1515.67$152.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 21$0.21$4.79$0.2122.81$124.79
$129.00$127.00Jul 31$0.11$1.89$0.1117.18$128.89
$125.00$120.00Aug 7$0.28$4.72$0.2816.86$124.72
$125.00$120.00Jul 24$0.33$4.67$0.3314.15$124.67
$138.00$135.00Jul 31$0.25$2.75$0.2511.00$137.75

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 167 found (best R:R 32.33, avg 1.71)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$129.00Jul 10$3.88$3.88$0.1232.33$128.88
$135.00$136.00Jul 17$0.90$0.90$0.109.00$135.90
$140.00$141.00Jul 10$0.83$0.83$0.174.88$140.83
$136.00$138.00Jul 10$1.65$1.65$0.354.71$137.65
$140.00$141.00Jul 17$0.82$0.82$0.184.56$140.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$170.00$160.00Aug 21$9.67$9.67$0.3329.30$160.33
$152.50$150.00Jul 17$2.37$2.37$0.1318.23$150.13
$140.00$139.00Jul 24$0.89$0.89$0.118.09$139.11
$149.00$148.00Jul 10$0.85$0.85$0.155.67$148.15
$160.00$155.00Aug 21$4.08$4.08$0.924.43$155.92

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 51 found (avg debit $0.43, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Jul 10Jul 17$0.1266.0%43.4%
$160.00Jul 10Jul 17$0.1660.7%38.4%
$152.50Jul 10Jul 17$0.2058.0%33.2%
$140.00Jul 10Jul 17$0.2250.0%35.8%
$141.00Jul 10Jul 17$0.2349.7%34.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$133.00Jul 10Jul 17$0.0666.8%39.3%
$120.00Jul 10Jul 17$0.0783.7%56.2%
$125.00Jul 10Jul 17$0.0975.5%49.1%
$130.00Jul 10Jul 17$0.0963.9%40.5%
$145.00Jul 10Jul 17$0.0958.4%34.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 3.40% of stock, avg 7.15%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$144.00Jul 10$3.10$1.83$4.93$139.07$148.933.40%
$143.00Jul 10$3.80$1.72$5.52$137.48$148.523.81%
$147.00Jul 10$1.93$3.81$5.74$141.26$152.743.96%
$145.00Jul 10$2.83$3.19$6.02$138.98$151.024.15%
$146.00Jul 10$2.51$3.53$6.04$139.96$152.044.17%
$142.00Jul 10$4.57$1.55$6.12$135.88$148.124.22%
$148.00Jul 10$1.85$4.58$6.43$141.57$154.434.44%
$141.00Jul 10$5.55$1.13$6.68$134.32$147.684.61%
$149.00Jul 10$1.30$5.43$6.73$142.27$155.734.64%
$150.00Jul 10$1.15$5.60$6.75$143.25$156.754.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.61% of stock, avg 3.56%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$170.00$125.00Aug 21$0.40$0.49$0.89$124.11$170.89
$165.00$125.00Aug 21$0.71$0.49$1.20$123.80$166.20
$170.00$130.00Aug 21$0.40$0.94$1.34$128.66$171.34
$160.00$125.00Aug 21$1.13$0.49$1.62$123.38$161.62
$165.00$130.00Aug 21$0.71$0.94$1.65$128.35$166.65
$160.00$130.00Aug 21$1.13$0.94$2.07$127.93$162.07
$170.00$135.00Aug 21$0.40$1.69$2.09$132.91$172.09
$149.00$140.00Jul 10$1.30$0.88$2.18$137.82$151.18
$165.00$135.00Aug 21$0.71$1.69$2.40$132.60$167.40
$149.00$141.00Jul 10$1.30$1.13$2.43$138.57$151.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 293 found (best R:R 18.23, avg credit $1.43)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
137/139152/155Aug 14$2.37$0.1318.23$136.63$154.87
137/139146/148Aug 7$1.89$0.1117.18$137.11$147.89
144/145152/155Aug 14$2.36$0.1416.86$142.64$154.86
141/142152/155Aug 14$2.33$0.1713.71$139.67$154.83
127/129143/145Aug 14$1.85$0.1512.33$127.15$144.85
135/136143/145Aug 14$1.85$0.1512.33$134.15$144.85
134/135152/155Aug 7$2.31$0.1912.16$132.69$154.81
149/152155/158Jul 31$3.21$0.2911.07$149.29$158.21
127/129141/143Aug 14$1.82$0.1810.11$127.18$142.82
135/136141/143Aug 14$1.82$0.1810.11$134.18$142.82

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Aug 21$0.11$4.8944.45
$157.50$160.00$162.50Jul 10$0.08$2.4230.25
$152.50$155.00$157.50Jul 10$0.13$2.3718.23
$150.00$152.50$155.00Jul 24$0.14$2.3616.86
$142.00$143.00$144.00Jul 10$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.24$4.7619.83
$134.00$135.00$136.00Jul 10$0.05$0.9519.00
$125.00$126.00$127.00Jul 10$0.06$0.9415.67
$138.00$139.00$140.00Jul 31$0.06$0.9415.67
$125.00$130.00$135.00Aug 21$0.30$4.7015.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 108 found (best net $-1.91, 92 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$165.00$170.001:2Aug 21-$0.09$4.91
$155.00$160.001:2Aug 21-$0.15$4.85
$160.00$165.001:2Aug 21-$0.29$4.71
$150.00$155.001:2Aug 21-$0.57$4.43
$138.00$144.001:2Aug 7-$2.08$3.92
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$120.001:2Aug 14-$1.91$5.09
$125.00$120.001:2Jul 17-$0.04$4.96
$130.00$125.001:2Aug 21-$0.04$4.96
$125.00$120.001:2Aug 21-$0.07$4.93
$135.00$130.001:2Aug 21-$0.19$4.81

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 3.93%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 21$5.700.520.0%3.93%3.95%621.1K
$145.00Aug 14$5.100.530.0%3.52%3.53%2--
$146.00Aug 14$3.800.500.7%2.62%3.32%41
$146.00Jul 31$3.600.480.7%2.48%3.19%17--
$150.00Aug 21$3.550.393.5%2.45%5.91%2432.8K
$145.00Jul 24$3.500.510.0%2.41%2.43%26238
$145.00Jul 31$3.400.520.0%2.35%2.36%13367
$145.00Aug 7$3.400.510.0%2.35%2.36%7109
$145.00Jul 17$3.350.520.0%2.31%2.32%3924.0K
$146.00Aug 7$3.350.480.7%2.31%3.01%1310

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 16,832
Total Puts 17,694
Put/Call Ratio 1.05
Net Difference -862

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 362,539
Total Puts 57,775
Average Put/Call Ratio 0.43
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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