Tour v303
PEP
PEPSICO INC
$142.51 -1.70%
$143.00 (+0.34%)🌙
as of 07/08 06:00 PM
7/8 18:00

Option Volume

Detail
Current (07/08) 49,471
Calls: 30,746 (62%)
Puts: 18,725 (38%)
Prior (07/07) 34,526
Calls: 16,832 (49%)
Puts: 17,694 (51%)
Current vs Prior +43.29%
Calls: +82.66% (Calls)
Puts: +5.83% (Puts)
Prior 7-Day Total 438,927
Calls: 369,817 (84%)
Puts: 69,110 (16%)
Prior 7-Day Average 62,703
Calls: 52,831 (84%)
Puts: 9,872 (16%)
Current vs Prior 7-Day Avg -21.10%
Calls: -41.80%
Puts: +89.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08) $7.03M
Calls: $3.99M (57%)
Puts: $3.04M (43%)
Prior (07/07) $10.53M
Calls: $6.22M (59%)
Puts: $4.31M (41%)
Current vs Prior -33.17%
Calls: -35.79%
Puts: -29.38%
Prior 7-Day Total $147.77M
Calls: $128.27M (87%)
Puts: $19.50M (13%)
Prior 7-Day Average $21.11M
Calls: $18.32M (87%)
Puts: $2.79M (13%)
Current vs Prior 7-Day Avg -66.68%
Calls: -78.20%
Puts: +9.13%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08) 0.61
Prior (07/07) 1.05
Current vs Prior -42.06%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +26.54%
Sentiment BULLISH

Open Interest

Detail
Current (07/08) 357,065
Calls: 230,329 (65%)
Puts: 126,736 (35%)
Prior (07/07) 294,753
Calls: 207,151 (70%)
Puts: 87,602 (30%)
Current vs Prior +21.14%
Prior 7-Day Total 1,988,488
Calls: 1,406,250 (71%)
Puts: 582,238 (29%)
Prior 7-Day Average 284,069
Calls: 200,892 (71%)
Puts: 83,176 (29%)
Current vs Prior 7-Day Avg +25.70%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.71% | 5.04%5.04% | 9.17%
Prior 4.34% | 5.21%5.21% | 10.00%
Current vs Prior -14.60% | -3.38%-3.38% | -8.30%
Prior 7-Day Avg 3.19% | 5.24%5.28% | 9.64%
Current vs 7-Day Avg +16.20% | -3.87%-4.58% | -4.88%
Prior 7-Day Eod 4.34% | 5.21%-- | --
Current vs 7-Day Eod -14.60% | -3.38%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.39% | 8.57%
Calls: 12.15% | 9.41%
Puts: 14.63% | 7.74%
Prior 29.64% | 8.40%
Calls: 37.85% | 6.30%
Puts: 21.43% | 10.51%
Current vs Prior -54.82% | +2.02%
Prior 7-Day Avg 29.61% | 12.71%
Calls: 36.59% | 14.54%
Puts: 22.62% | 10.89%
Current vs 7-Day Avg -54.77% | -32.58%
Liquidity Expensive
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🤖 AI Insights

Bullish P/C ratio of 0.61. P/C ratio dropping 42% - sentiment shifting bullish. Call-heavy open interest (230,329 calls vs 126,736 puts) suggests bullish positioning. Rising open interest (up 21%) indicates new positions being established.

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 NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
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 7.8%, best 5.6%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 216.857.30$7.076.4%280.611.2K
$145.00Aug 214.404.75$4.587.6%1920.461.1K
$115.00Jul 1727.3530.00$28.689.2%--0.9141
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Jul 100.520.55$0.545.6%1.5K0.16308
$130.00Aug 211.121.20$1.166.9%3740.151.2K
$143.00Jul 173.053.30$3.187.9%970.51128
$142.00Jul 172.752.98$2.878.0%920.462.0K
$140.00Jul 171.842.02$1.939.3%4260.365.3K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 9 found (avg $0.50, cheapest $0.09)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 100.080.09$0.0911.1%1.2K0.031.1K
$160.00Jul 170.090.10$0.1010.0%1.4K0.033.4K
$149.00Jul 100.430.50$0.4714.9%4590.15201
$150.00Jul 170.740.90$0.8219.5%1.2K0.193.5K
$160.00Aug 210.820.95$0.8914.6%1280.132.1K
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 100.270.31$0.2913.8%1.4K0.101.4K
$136.00Jul 100.340.41$0.3818.4%2670.12190
$137.00Jul 100.520.55$0.545.6%1.5K0.16308
$139.00Jul 100.841.00$0.9217.4%6400.26152

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 104 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1021.2024.80$23.0015.7%--1.0072
$126.00Jul 1014.8018.85$16.8324.1%--1.0056
$125.00Jul 1017.0519.85$18.4515.2%--0.9926
$127.00Jul 1015.1517.80$16.4816.1%40.9954
$128.00Jul 1013.8016.85$15.3319.9%50.992
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Jul 1017.8021.80$19.8020.2%11.00--
$160.00Jul 1715.3018.70$17.0020.0%--1.00653
$170.00Jul 1725.3028.45$26.8811.7%--1.0010
$165.00Jul 1720.2523.10$21.6813.1%--0.9428
$155.00Jul 1711.6513.45$12.5514.3%560.93550

Most actively traded options today. High liquidity = easy entry/exit. 247 active (total vol 37.4K, top 2.9K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 100.030.09$0.06100.0%2.9K0.02470
$147.00Jul 100.731.00$0.8731.0%2.8K0.25354
$150.00Jul 100.350.44$0.4022.5%2.5K0.131.5K
$152.50Jul 100.150.24$0.2045.0%1.9K0.07260
$160.00Jul 170.090.10$0.1010.0%1.4K0.033.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 100.971.50$1.2343.1%1.8K0.321.7K
$137.00Jul 100.520.55$0.545.6%1.5K0.16308
$135.00Jul 100.270.31$0.2913.8%1.4K0.101.4K
$138.00Jul 100.590.90$0.7541.3%1.0K0.21245
$133.00Jul 100.090.18$0.1464.3%8500.0590

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 60 strikes (avg 113.2%, max 392.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Jul 10Aug 14108.8%30.9%252.2%353132
$170.00Jul 10Aug 2188.8%29.8%197.9%42418
$165.00Jul 10Aug 2183.2%28.8%188.6%1411.7K
$160.00Jul 10Aug 2176.5%28.0%173.7%3.0K2.6K
$120.00Jul 10Aug 2189.4%33.8%164.3%187
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 10Aug 21232.5%47.2%392.2%23238
$129.00Jul 10Aug 1483.6%30.7%172.2%20479
$120.00Jul 10Aug 2189.4%33.8%164.3%611.5K
$125.00Jul 10Aug 2173.3%29.0%152.6%6901.4K
$130.00Jul 10Aug 2166.1%28.1%135.5%5111.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 148 found (best R:R 44.45, avg 4.04)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$165.00$170.00Jul 17$0.11$4.89$0.1144.45$165.11
$165.00$170.00Aug 21$0.21$4.79$0.2122.81$165.21
$152.50$155.00Jul 10$0.11$2.39$0.1121.73$152.61
$160.00$165.00Jul 24$0.25$4.75$0.2519.00$160.25
$152.50$155.00Jul 24$0.18$2.32$0.1812.89$152.68
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 21$0.11$4.89$0.1144.45$124.89
$129.00$125.00Jul 24$0.22$3.78$0.2217.18$128.78
$131.00$130.00Jul 17$0.10$0.90$0.109.00$130.90
$134.00$133.00Jul 24$0.11$0.89$0.118.09$133.89
$127.00$125.00Aug 14$0.23$1.77$0.237.70$126.77

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 180 found (best R:R 49.00, avg 1.87)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$115.00$120.00Aug 21$4.77$4.77$0.2320.74$119.77
$120.00$135.00Jul 24$13.98$13.98$1.0213.71$133.98
$120.00$125.00Aug 21$4.60$4.60$0.4011.50$124.60
$120.00$125.00Jul 10$4.55$4.55$0.4510.11$124.55
$138.00$139.00Jul 10$0.90$0.90$0.109.00$138.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$162.50$150.00Jul 10$12.25$12.25$0.2549.00$150.25
$160.00$155.00Aug 21$4.75$4.75$0.2519.00$155.25
$165.00$160.00Jul 17$4.68$4.68$0.3214.62$160.32
$160.00$155.00Jul 17$4.45$4.45$0.558.09$155.55
$134.00$133.00Jul 31$0.80$0.80$0.204.00$133.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 53 found (avg debit $0.63, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$162.50Jul 10Jul 17$0.1081.5%46.0%
$165.00Jul 10Jul 17$0.1383.2%50.9%
$155.00Jul 10Jul 17$0.1561.8%35.4%
$132.00Jul 10Jul 17$0.2059.7%38.3%
$152.50Jul 10Jul 17$0.2861.3%36.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 10Jul 17$0.0689.4%52.7%
$125.00Jul 10Jul 17$0.1073.3%45.6%
$147.00Jul 10Jul 17$0.1558.1%35.9%
$130.00Jul 10Jul 17$0.1666.1%38.9%
$145.00Jul 10Jul 17$0.2559.3%36.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 101 found (cheapest 3.23% of stock, avg 8.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$142.00Jul 10$2.74$1.87$4.61$137.39$146.613.23%
$141.00Jul 10$3.17$1.58$4.75$136.25$145.753.33%
$144.00Jul 10$1.77$3.01$4.78$139.22$148.783.35%
$143.00Jul 10$2.26$2.54$4.80$138.20$147.803.37%
$140.00Jul 10$3.78$1.23$5.01$134.99$145.013.52%
$139.00Jul 10$4.53$0.92$5.45$133.55$144.453.82%
$145.00Jul 10$1.49$3.95$5.44$139.56$150.443.82%
$146.00Jul 10$1.10$4.43$5.53$140.47$151.533.88%
$143.00Jul 17$2.93$3.18$6.11$136.89$149.114.29%
$138.00Jul 10$5.43$0.75$6.18$131.82$144.184.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 175 found (cheapest 0.76% of stock, avg 3.43%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$125.00Aug 21$0.52$0.57$1.09$123.91$166.09
$165.00$115.00Aug 21$0.52$0.90$1.42$113.58$166.42
$160.00$125.00Aug 21$0.89$0.57$1.46$123.54$161.46
$147.00$138.00Jul 10$0.87$0.75$1.62$136.38$148.62
$165.00$130.00Aug 21$0.52$1.16$1.68$128.32$166.68
$147.00$139.00Jul 10$0.87$0.92$1.79$137.21$148.79
$160.00$115.00Aug 21$0.89$0.90$1.79$113.21$161.79
$146.00$138.00Jul 10$1.10$0.75$1.85$136.15$147.85
$146.00$139.00Jul 10$1.10$0.92$2.02$136.98$148.02
$160.00$130.00Aug 21$0.89$1.16$2.05$127.95$162.05

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 271 found (best R:R 24.00, avg credit $1.32)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/128130/135Jul 31$4.80$0.2024.00$123.20$134.80
125/130135/140Aug 21$4.77$0.2320.74$125.23$139.77
138/140141/142Aug 14$1.87$0.1314.38$138.13$142.87
135/136146/147Jul 24$0.90$0.109.00$135.10$146.90
133/134135/140Jul 31$4.50$0.509.00$129.50$139.50
141/143146/147Jul 31$1.80$0.209.00$141.20$147.80
145/147149/150Aug 14$1.80$0.209.00$145.20$150.80
125/129135/140Jul 24$4.42$0.587.62$124.58$139.42
139/140143/144Jul 24$0.88$0.127.33$139.12$143.88
130/131146/147Jul 31$0.88$0.127.33$130.12$146.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 107 found (best R:R 30.25, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$152.50$155.00$157.50Jul 31$0.08$2.4230.25
$160.00$165.00$170.00Aug 21$0.16$4.8430.25
$115.00$120.00$125.00Aug 21$0.17$4.8328.41
$150.00$152.50$155.00Jul 10$0.09$2.4126.78
$150.00$152.50$155.00Jul 17$0.10$2.4024.00
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$145.00$150.00$155.00Aug 21$0.19$4.8125.32
$155.00$160.00$165.00Jul 17$0.23$4.7720.74
$139.00$140.00$141.00Jul 31$0.06$0.9415.67
$130.00$135.00$140.00Aug 21$0.31$4.6915.13
$135.00$136.00$137.00Jul 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. 123 found (best net $-1.84, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$170.001:2Aug 7-$1.84$8.16
$120.00$130.001:2Jul 17-$2.75$7.25
$165.00$170.001:2Aug 21-$0.10$4.90
$160.00$165.001:2Aug 21-$0.15$4.85
$155.00$160.001:2Aug 21-$0.16$4.84
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Jul 10$0.00$5.00
$125.00$120.001:2Jul 17-$0.02$4.98
$135.00$130.001:2Aug 21-$0.13$4.87
$125.00$120.001:2Aug 21-$0.35$4.65
$125.00$120.001:2Jul 24-$0.68$4.32

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 69 found (best yield 3.16%, avg 1.12%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$143.00Aug 7$4.500.520.3%3.16%3.50%1185
$145.00Aug 21$4.400.461.8%3.09%4.83%1921.1K
$144.00Aug 14$4.000.501.1%2.81%3.85%710
$144.00Aug 7$3.950.481.1%2.77%3.82%2817
$145.00Aug 14$3.800.471.8%2.67%4.41%12
$143.00Jul 31$3.600.500.3%2.53%2.87%10015
$146.00Aug 14$3.550.442.5%2.49%4.94%45
$145.00Aug 7$3.500.451.8%2.46%4.20%22111
$144.00Jul 31$3.150.471.1%2.21%3.26%2971
$143.00Jul 24$2.850.490.3%2.00%2.34%1255

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 30,746
Total Puts 18,725
Put/Call Ratio 0.61
Net Difference 12,021

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 369,817
Total Puts 69,110
Average Put/Call Ratio 0.48
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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