Tour v308
PEP
PEPSICO INC
$137.86 -3.26%
$137.77 (-0.07%)🌙
as of 07/09 06:00 PM
7/9 18:00

Option Volume

Detail
Current (07/09) 76,312
Calls: 41,132 (54%)
Puts: 35,180 (46%)
Prior (07/08) 49,471
Calls: 30,746 (62%)
Puts: 18,725 (38%)
Current vs Prior +54.26%
Calls: +33.78% (Calls)
Puts: +87.88% (Puts)
Prior 7-Day Total 474,014
Calls: 394,116 (83%)
Puts: 79,898 (17%)
Prior 7-Day Average 67,716
Calls: 56,302 (83%)
Puts: 11,414 (17%)
Current vs Prior 7-Day Avg +12.69%
Calls: -26.94%
Puts: +208.22%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/09) $20.36M
Calls: $7.93M (39%)
Puts: $12.43M (61%)
Prior (07/08) $7.03M
Calls: $3.99M (57%)
Puts: $3.04M (43%)
Current vs Prior +189.38%
Calls: +98.57%
Puts: +308.69%
Prior 7-Day Total $150.93M
Calls: $130.99M (87%)
Puts: $19.94M (13%)
Prior 7-Day Average $21.56M
Calls: $18.71M (87%)
Puts: $2.85M (13%)
Current vs Prior 7-Day Avg -5.58%
Calls: -57.61%
Puts: +336.13%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/09) 0.86
Prior (07/08) 0.61
Current vs Prior +40.44%
Prior 7-Day Average 0.39
Current vs Prior 7-Day Avg +117.96%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/09) 382,097
Calls: 246,408 (64%)
Puts: 135,689 (36%)
Prior (07/08) 357,065
Calls: 230,329 (65%)
Puts: 126,736 (35%)
Current vs Prior +7.01%
Prior 7-Day Total 2,105,723
Calls: 1,468,917 (70%)
Puts: 636,806 (30%)
Prior 7-Day Average 300,817
Calls: 209,845 (70%)
Puts: 90,972 (30%)
Current vs Prior 7-Day Avg +27.02%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 1.92% | 3.43%3.43% | 8.87%
Prior 3.71% | 5.04%5.04% | 9.17%
Current vs Prior -48.31% | -31.90%-31.90% | -3.27%
Prior 7-Day Avg 3.33% | 5.18%5.20% | 9.48%
Current vs 7-Day Avg -42.49% | -33.80%-34.01% | -6.47%
Prior 7-Day Eod 3.71% | 5.04%-- | --
Current vs 7-Day Eod -48.31% | -31.90%-- | --
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 13.39% | 8.57%
Calls: 12.15% | 9.41%
Puts: 14.63% | 7.74%
Prior 13.39% | 8.57%
Calls: 12.15% | 9.41%
Puts: 14.63% | 7.74%
Current vs Prior +0.00% | +0.00%
Prior 7-Day Avg 27.32% | 8.42%
Calls: 34.18% | 6.74%
Puts: 20.46% | 10.11%
Current vs 7-Day Avg -50.99% | +1.73%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bearish flow with 61% put dollar volume ($12.43M). Massive premium surge with dollar volume up 189% vs prior. Above-average activity with volume up 54% vs prior. P/C ratio rising 40% - increased hedging/bearish positioning.

Smart Money BEARISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
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 28 of results (avg 7.8%, best 4.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 170.400.42$0.414.9%6590.14337
$138.00Aug 73.854.10$3.976.3%380.511
$140.00Aug 213.754.00$3.886.4%1.3K0.451.3K
$130.00Jul 177.908.45$8.186.7%2300.91120
$137.00Jul 172.512.70$2.617.3%4450.5721
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 212.993.15$3.075.2%4.0K0.381.8K
$134.00Jul 170.680.72$0.705.7%2270.23156
$150.00Aug 2112.4013.15$12.785.9%2260.82715
$130.00Aug 211.501.60$1.556.5%1.1K0.231.6K
$138.00Aug 73.503.75$3.636.9%40.493

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.74, cheapest $0.41)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 170.400.42$0.414.9%6590.14337
$141.00Jul 170.840.99$0.9216.3%4980.28190
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 170.680.72$0.705.7%2270.23156
$135.00Jul 170.851.00$0.9316.1%6900.282.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 123 found (avg delta 0.79, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$115.00Jul 1721.6524.80$23.2313.6%11.0041
$120.00Jul 1716.7019.30$18.0014.4%--1.0065
$120.00Jul 1016.5518.90$17.7313.3%--1.0072
$130.00Jul 106.559.15$7.8533.1%160.9921
$115.00Jul 2421.8025.10$23.4514.1%--0.9940
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Jul 106.058.45$7.2533.1%331.00236
$146.00Jul 107.059.40$8.2328.6%81.0048
$147.00Jul 107.9011.20$9.5534.6%901.0041
$148.00Jul 108.9511.45$10.2024.5%1.9K1.00780
$149.00Jul 109.9013.05$11.4827.4%131.008

Most actively traded options today. High liquidity = easy entry/exit. 295 active (total vol 60.4K, top 4.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 100.210.35$0.2850.0%2.8K0.20341
$145.00Aug 212.052.21$2.137.5%1.7K0.291.2K
$145.00Jul 170.180.34$0.2661.5%1.6K0.104.0K
$138.00Jul 171.882.15$2.0113.4%1.6K0.4912
$139.00Jul 100.460.71$0.5942.4%1.5K0.3418
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 212.993.15$3.075.2%4.0K0.381.8K
$148.00Jul 108.9511.45$10.2024.5%1.9K1.00780
$135.00Jul 100.180.22$0.2020.0%1.4K0.141.7K
$140.00Jul 102.243.25$2.7536.7%1.2K0.802.4K
$138.00Jul 100.911.33$1.1237.5%1.1K0.52957

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 62 strikes (avg 114.7%, max 415.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Jul 10Aug 21109.5%25.3%332.4%966
$165.00Jul 10Aug 21122.9%31.2%293.7%991.7K
$160.00Jul 10Aug 21103.7%28.3%266.2%4304.7K
$120.00Jul 10Aug 2198.7%27.7%256.3%187
$155.00Jul 10Aug 2183.6%25.8%224.1%4114.0K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 10Aug 21158.5%30.8%415.0%87236
$125.00Jul 10Aug 21109.5%25.3%332.4%8081.9K
$120.00Jul 10Aug 2198.7%27.7%256.3%3051.5K
$128.00Jul 10Aug 1473.0%24.2%201.3%126255
$127.00Jul 10Aug 1474.4%25.5%192.0%305226

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 161 found (best R:R 49.00, avg 4.79)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 7$0.15$4.85$0.1532.33$155.15
$155.00$160.00Aug 21$0.16$4.84$0.1630.25$155.16
$155.00$157.50Jul 31$0.23$2.27$0.239.87$155.23
$150.00$155.00Aug 21$0.56$4.44$0.567.93$150.56
$157.50$160.00Jul 31$0.29$2.21$0.297.62$157.79
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 10$0.10$4.90$0.1049.00$124.90
$120.00$115.00Jul 24$0.11$4.89$0.1144.45$119.89
$120.00$115.00Jul 31$0.11$4.89$0.1144.45$119.89
$125.00$120.00Jul 31$0.11$4.89$0.1144.45$124.89
$120.00$115.00Aug 7$0.14$4.86$0.1434.71$119.86

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 202 found (best R:R 54.56, avg 2.30)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$130.00Jul 17$9.82$9.82$0.1854.56$129.82
$115.00$120.00Aug 21$4.80$4.80$0.2024.00$119.80
$125.00$129.00Jul 31$3.82$3.82$0.1821.22$128.82
$127.00$129.00Jul 10$1.88$1.88$0.1215.67$128.88
$134.00$135.00Jul 17$0.90$0.90$0.109.00$134.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 17$4.90$4.90$0.1049.00$155.10
$165.00$160.00Jul 17$4.82$4.82$0.1826.78$160.18
$160.00$155.00Aug 21$4.80$4.80$0.2024.00$155.20
$155.00$150.00Aug 21$4.55$4.55$0.4510.11$150.45
$155.00$144.00Aug 7$9.75$9.75$1.257.80$145.25

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 50 found (avg debit $0.45, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Jul 10Jul 17$0.06122.9%56.2%
$155.00Jul 10Jul 17$0.0783.6%40.5%
$162.50Jul 10Jul 17$0.09113.4%55.6%
$131.00Jul 10Jul 17$0.1145.8%28.0%
$150.00Jul 10Jul 17$0.1262.3%33.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$148.00Jul 10Jul 17$0.0557.5%32.4%
$128.00Jul 10Jul 17$0.1073.0%30.9%
$129.00Jul 10Jul 17$0.1263.7%29.0%
$146.00Jul 10Jul 17$0.1254.3%31.6%
$145.00Jul 10Jul 17$0.1548.8%26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 122 found (cheapest 1.54% of stock, avg 7.13%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$138.00Jul 10$1.00$1.12$2.12$135.88$140.121.54%
$137.00Jul 10$1.52$0.61$2.13$134.87$139.131.55%
$139.00Jul 10$0.59$1.59$2.18$136.82$141.181.58%
$136.00Jul 10$1.97$0.33$2.30$133.70$138.301.67%
$140.00Jul 10$0.28$2.75$3.03$136.97$143.032.20%
$135.00Jul 10$3.25$0.20$3.45$131.55$138.452.50%
$141.00Jul 10$0.16$3.48$3.64$137.36$144.642.64%
$134.00Jul 10$3.86$0.11$3.97$130.03$137.972.88%
$137.00Jul 17$2.61$1.49$4.10$132.90$141.102.97%
$138.00Jul 17$2.01$2.12$4.13$133.87$142.133.00%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.19% of stock, avg 2.74%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$142.00$134.00Jul 10$0.15$0.11$0.26$133.74$142.26
$141.00$134.00Jul 10$0.16$0.11$0.27$133.73$141.27
$142.00$135.00Jul 10$0.15$0.20$0.35$134.65$142.35
$141.00$135.00Jul 10$0.16$0.20$0.36$134.64$141.36
$140.00$134.00Jul 10$0.28$0.11$0.39$133.61$140.39
$140.00$135.00Jul 10$0.28$0.20$0.48$134.52$140.48
$142.00$136.00Jul 10$0.15$0.33$0.48$135.52$142.48
$141.00$136.00Jul 10$0.16$0.33$0.49$135.51$141.49
$140.00$136.00Jul 10$0.28$0.33$0.61$135.39$140.61
$139.00$134.00Jul 10$0.59$0.11$0.70$133.30$139.70

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 313 found (best R:R 9.00, avg credit $0.95)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/136137/138Aug 7$0.90$0.109.00$135.10$137.90
136/137138/139Aug 7$0.89$0.118.09$136.11$138.89
136/137139/140Aug 7$0.89$0.118.09$136.11$139.89
132/133135/136Aug 14$0.89$0.118.09$132.11$135.89
135/136138/139Aug 14$0.89$0.118.09$135.11$138.89
134/135137/138Jul 31$0.88$0.127.33$134.12$137.88
129/130132/133Aug 7$0.88$0.127.33$129.12$132.88
131/132137/138Aug 14$0.88$0.127.33$131.12$137.88
134/135136/137Aug 14$0.88$0.127.33$134.12$136.88
135/136137/138Jul 17$0.87$0.136.69$135.13$137.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 114 found (best R:R 99.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$160.00$165.00Aug 21$0.08$4.9261.50
$130.00$131.00$132.00Jul 17$0.05$0.9519.00
$136.00$137.00$138.00Aug 14$0.05$0.9519.00
$138.00$139.00$140.00Aug 14$0.05$0.9519.00
$125.00$126.00$127.00Jul 10$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Jul 17$0.05$4.9599.00
$155.00$160.00$165.00Aug 21$0.10$4.9049.00
$115.00$120.00$125.00Jul 10$0.13$4.8737.46
$115.00$120.00$125.00Aug 21$0.19$4.8125.32
$131.00$132.00$133.00Jul 17$0.05$0.9519.00

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 143 found (best net $-0.37, 123 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Aug 7-$0.37$9.63
$160.00$165.001:2Jul 24-$0.02$4.98
$145.00$150.001:2Aug 21-$0.09$4.91
$155.00$160.001:2Aug 21-$0.23$4.77
$160.00$165.001:2Aug 21-$0.23$4.77
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Jul 17-$0.01$4.99
$135.00$130.001:2Aug 21-$0.03$4.97
$125.00$120.001:2Aug 14-$0.04$4.96
$125.00$120.001:2Jul 31-$0.05$4.95
$125.00$120.001:2Aug 21-$0.05$4.95

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 77 found (best yield 2.83%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$138.00Aug 14$3.900.500.1%2.83%2.93%5--
$138.00Aug 7$3.850.510.1%2.79%2.89%381
$140.00Aug 21$3.750.451.6%2.72%4.27%1.3K1.3K
$139.00Aug 14$3.450.470.8%2.50%3.33%1--
$139.00Aug 7$3.350.470.8%2.43%3.26%27--
$138.00Jul 31$3.300.520.1%2.39%2.50%12--
$140.00Aug 14$2.990.431.6%2.17%3.72%1--
$140.00Aug 7$2.920.431.6%2.12%3.67%68220
$138.00Jul 24$2.650.510.1%1.92%2.02%7--
$141.00Aug 14$2.590.402.3%1.88%4.16%23

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 41,132
Total Puts 35,180
Put/Call Ratio 0.86
Net Difference 5,952

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 394,116
Total Puts 79,898
Average Put/Call Ratio 0.39
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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