Tour v325
PEP
PEPSICO INC
$138.49 +0.81%
$138.72 (+0.17%)🌙
as of 07/13 06:53 PM
7/13 18:53

Option Volume

Detail
Current (07/13) 31,462
Calls: 20,631 (66%)
Puts: 10,831 (34%)
Prior (07/10) 43,369
Calls: 24,552 (57%)
Puts: 18,817 (43%)
Current vs Prior -27.46%
Calls: -15.97% (Calls)
Puts: -42.44% (Puts)
Prior 7-Day Total 387,337
Calls: 272,006 (70%)
Puts: 115,331 (30%)
Prior 7-Day Average 55,333
Calls: 38,858 (70%)
Puts: 16,475 (30%)
Current vs Prior 7-Day Avg -43.14%
Calls: -46.91%
Puts: -34.26%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/13) $10.13M
Calls: $6.10M (60%)
Puts: $4.03M (40%)
Prior (07/10) $11.18M
Calls: $7.23M (65%)
Puts: $3.95M (35%)
Current vs Prior -9.36%
Calls: -15.64%
Puts: +2.13%
Prior 7-Day Total $130.87M
Calls: $101.41M (77%)
Puts: $29.46M (23%)
Prior 7-Day Average $18.70M
Calls: $14.49M (77%)
Puts: $4.21M (23%)
Current vs Prior 7-Day Avg -45.80%
Calls: -57.88%
Puts: -4.22%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/13) 0.53
Prior (07/10) 0.77
Current vs Prior -31.50%
Prior 7-Day Average 0.60
Current vs Prior 7-Day Avg -11.90%
Sentiment BULLISH

Open Interest

Detail
Current (07/13) 317,100
Calls: 215,227 (68%)
Puts: 101,873 (32%)
Prior (07/10) 335,881
Calls: 222,390 (66%)
Puts: 113,491 (34%)
Current vs Prior -5.59%
Prior 7-Day Total 2,260,179
Calls: 1,534,160 (68%)
Puts: 726,019 (32%)
Prior 7-Day Average 322,882
Calls: 219,165 (68%)
Puts: 103,717 (32%)
Current vs Prior 7-Day Avg -1.79%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.71% | 4.04%2.71% | 8.69%
Prior 2.88% | 3.92%2.88% | 8.27%
Current vs Prior -6.06% | +3.25%-6.06% | +5.05%
Prior 7-Day Avg 3.42% | 4.74%4.38% | 9.12%
Current vs 7-Day Avg -20.71% | -14.67%-38.21% | -4.74%
Prior 7-Day Eod 2.88% | 3.92%2.88% | 8.27%
Current vs 7-Day Eod -6.06% | +3.25%-6.06% | +5.05%
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 22.68% | 8.47%
Calls: 26.84% | 7.63%
Puts: 18.52% | 9.32%
Current vs 7-Day Avg -40.95% | +1.15%
Liquidity Expensive
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🤖 AI Insights

Moderately bullish flow with 60% call dollar volume ($6.10M). Bullish P/C ratio of 0.53. P/C ratio dropping 32% - sentiment shifting bullish. Call-heavy open interest (215,227 calls vs 101,873 puts) suggests bullish 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 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 13 of results (avg 7.4%, best 3.8%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 213.854.00$3.933.8%1.3K0.472.1K
$145.00Aug 212.062.17$2.125.2%4320.302.5K
$138.00Aug 73.954.25$4.107.3%200.5429
$135.00Jul 315.205.65$5.438.3%50.6943
$137.00Jul 172.432.68$2.569.8%2690.65346
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 212.542.67$2.615.0%5330.354.7K
$140.00Aug 214.704.95$4.835.2%3600.531.8K
$139.00Jul 313.153.40$3.287.6%40.52--
$141.00Jul 173.053.30$3.187.9%270.72455
$140.00Jul 313.653.95$3.807.9%520.56525

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.61, cheapest $0.26)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 170.230.28$0.2619.2%1720.12741
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 170.450.52$0.4914.3%3150.202.4K
$136.00Jul 170.600.73$0.6719.4%4910.26955
$127.00Aug 140.610.73$0.6717.9%120.1263
$137.00Jul 170.881.04$0.9616.7%2620.35720

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 66 found (avg delta 0.74, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 177.609.70$8.6524.3%9930.971.0K
$129.00Jul 179.2010.75$9.9815.5%9910.97993
$120.00Aug 718.2521.10$19.6814.5%30.954
$131.00Jul 176.159.70$7.9344.8%20.94--
$129.00Jul 248.4511.60$10.0231.4%90.94--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 1710.6513.00$11.8319.9%321.002.3K
$155.00Jul 1715.8017.95$16.8812.7%4351.00--
$160.00Jul 1720.4523.00$21.7311.7%4221.00--
$160.00Aug 2120.1523.50$21.8315.3%10.93--
$145.00Jul 176.107.35$6.7318.6%500.932.2K

Most actively traded options today. High liquidity = easy entry/exit. 220 active (total vol 25.3K, top 2.0K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 170.961.10$1.0313.6%2.0K0.371.5K
$148.00Jul 240.230.38$0.3148.4%1.6K0.101.3K
$142.00Jul 170.450.57$0.5123.5%1.5K0.21893
$140.00Aug 213.854.00$3.933.8%1.3K0.472.1K
$130.00Jul 177.609.70$8.6524.3%9930.971.0K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 240.160.35$0.2673.1%1.5K0.08493
$125.00Aug 210.530.68$0.6124.6%1.1K0.101.7K
$130.00Aug 211.181.33$1.2512.0%7480.202.6K
$135.00Aug 212.542.67$2.615.0%5330.354.7K
$136.00Jul 170.600.73$0.6719.4%4910.26955

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 42.0%, max 179.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 17Aug 2172.2%25.8%179.6%895.8K
$165.00Jul 17Aug 2162.3%28.1%122.1%823.8K
$155.00Jul 17Aug 2151.5%25.6%100.9%2056.0K
$157.50Jul 17Aug 1451.1%26.5%92.5%3373
$152.50Jul 17Aug 1441.9%26.4%58.9%22593
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 17Aug 2172.2%25.8%179.6%423--
$115.00Jul 17Aug 2174.4%33.2%123.7%158367
$155.00Jul 17Aug 2151.5%25.6%100.9%437--
$125.00Jul 17Aug 2150.6%25.9%95.1%1.1K3.2K
$131.00Jul 17Aug 1435.9%24.5%46.4%47533

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 119 found (best R:R 44.45, avg 4.52)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$165.00Jul 17$0.11$4.89$0.1144.45$160.11
$150.00$152.50Jul 31$0.10$2.40$0.1024.00$150.10
$157.50$160.00Aug 14$0.10$2.40$0.1024.00$157.60
$155.00$157.50Aug 14$0.11$2.39$0.1121.73$155.11
$152.50$155.00Jul 24$0.12$2.38$0.1219.83$152.62
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 31$0.17$4.83$0.1728.41$124.83
$125.00$120.00Aug 21$0.30$4.70$0.3015.67$124.70
$132.00$131.00Jul 24$0.11$0.89$0.118.09$131.89
$130.00$129.00Aug 7$0.11$0.89$0.118.09$129.89
$131.00$130.00Aug 7$0.11$0.89$0.118.09$130.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 32.33, avg 1.56)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$133.00Aug 7$12.55$12.55$0.4527.89$132.55
$130.00$134.00Jul 31$3.68$3.68$0.3211.50$133.68
$132.00$135.00Jul 24$2.75$2.75$0.2511.00$134.75
$132.00$133.00Jul 17$0.90$0.90$0.109.00$132.90
$130.00$131.00Jul 24$0.89$0.89$0.118.09$130.89
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 17$4.85$4.85$0.1532.33$155.15
$155.00$150.00Aug 21$4.55$4.55$0.4510.11$150.45
$148.00$145.00Jul 24$2.55$2.55$0.455.67$145.45
$150.00$145.00Aug 21$4.15$4.15$0.854.88$145.85
$146.00$145.00Jul 17$0.82$0.82$0.184.56$145.18

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.63, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Jul 24$0.0834.8%26.5%
$155.00Jul 17Jul 24$0.1251.5%38.0%
$165.00Jul 17Jul 31$0.1262.3%40.3%
$147.00Jul 17Jul 24$0.1834.3%26.1%
$148.00Jul 17Jul 24$0.2335.4%28.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 24Jul 31$0.0835.3%33.9%
$160.00Jul 17Aug 21$0.1072.2%25.8%
$129.00Jul 17Jul 24$0.1138.2%27.4%
$128.00Jul 17Jul 24$0.1436.7%29.5%
$145.00Jul 17Jul 24$0.1530.3%27.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 2.35% of stock, avg 5.92%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$139.00Jul 17$1.46$1.80$3.26$135.74$142.262.35%
$138.00Jul 17$1.95$1.36$3.31$134.69$141.312.39%
$140.00Jul 17$1.03$2.48$3.51$136.49$143.512.53%
$137.00Jul 17$2.56$0.96$3.52$133.48$140.522.54%
$136.00Jul 17$3.07$0.67$3.74$132.26$139.742.70%
$141.00Jul 17$0.74$3.18$3.92$137.08$144.922.83%
$135.00Jul 17$3.83$0.49$4.32$130.68$139.323.12%
$142.00Jul 17$0.51$4.18$4.69$137.31$146.693.39%
$139.00Jul 24$2.30$2.72$5.02$133.98$144.023.62%
$138.00Jul 24$2.88$2.23$5.11$132.89$143.113.69%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 141 found (cheapest 0.50% of stock, avg 2.68%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$143.00$134.00Jul 17$0.39$0.30$0.69$133.31$143.69
$142.00$134.00Jul 17$0.51$0.30$0.81$133.19$142.81
$155.00$120.00Aug 21$0.51$0.31$0.82$119.18$155.82
$143.00$135.00Jul 17$0.39$0.49$0.88$134.12$143.88
$142.00$135.00Jul 17$0.51$0.49$1.00$134.00$143.00
$141.00$134.00Jul 17$0.74$0.30$1.04$132.96$142.04
$143.00$136.00Jul 17$0.39$0.67$1.06$134.94$144.06
$155.00$125.00Aug 21$0.51$0.61$1.12$123.88$156.12
$142.00$136.00Jul 17$0.51$0.67$1.18$134.82$143.18
$141.00$135.00Jul 17$0.74$0.49$1.23$133.77$142.23

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 255 found (best R:R 20.05, avg credit $0.92)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
126/127130/134Jul 31$3.81$0.1920.05$123.19$133.81
135/137144/145Aug 14$1.81$0.199.53$135.19$145.81
137/138139/140Jul 31$0.90$0.109.00$137.10$139.90
135/136140/141Aug 7$0.89$0.118.09$135.11$140.89
132/133138/139Aug 14$0.89$0.118.09$132.11$138.89
133/134137/138Aug 14$0.89$0.118.09$133.11$137.89
145/150155/160Aug 21$4.44$0.567.93$145.56$159.44
135/136137/138Jul 24$0.88$0.127.33$135.12$137.88
135/136138/139Jul 31$0.88$0.127.33$135.12$138.88
134/135139/140Aug 14$0.88$0.127.33$134.12$139.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 83 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$135.00$140.00Aug 21$0.18$4.8226.78
$155.00$160.00$165.00Aug 21$0.22$4.7821.73
$150.00$155.00$160.00Aug 21$0.24$4.7619.83
$135.00$136.00$137.00Jul 24$0.05$0.9519.00
$155.00$157.50$160.00Jul 17$0.13$2.3718.23
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.23$4.7720.74
$133.00$134.00$135.00Jul 31$0.05$0.9519.00
$128.00$129.00$130.00Jul 24$0.06$0.9415.67
$135.00$136.00$137.00Jul 24$0.06$0.9415.67
$134.00$135.00$136.00Aug 7$0.06$0.9415.67

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 122 found (best net $-0.25, 106 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Jul 31-$0.04$4.96
$150.00$155.001:2Aug 7-$0.04$4.96
$160.00$165.001:2Aug 21-$0.08$4.92
$155.00$160.001:2Jul 24-$0.13$4.87
$155.00$160.001:2Jul 31-$0.24$4.76
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Aug 7-$0.25$9.75
$125.00$120.001:2Aug 21-$0.01$4.99
$120.00$115.001:2Jul 24-$0.07$4.93
$120.00$115.001:2Aug 21-$0.17$4.83
$145.00$140.001:2Jul 31-$0.37$4.63

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 61 found (best yield 2.78%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 21$3.850.471.1%2.78%3.87%1.3K2.1K
$139.00Aug 14$3.750.500.4%2.71%3.08%692
$139.00Aug 7$3.400.490.4%2.46%2.82%8--
$140.00Aug 14$3.250.461.1%2.35%3.44%101
$140.00Aug 7$2.950.451.1%2.13%3.22%29277
$141.00Aug 14$2.800.421.8%2.02%3.83%86
$139.00Jul 31$2.700.480.4%1.95%2.32%36263
$140.00Jul 31$2.440.441.1%1.76%2.85%781.0K
$142.00Aug 14$2.430.392.5%1.75%4.29%14--
$141.00Aug 7$2.340.411.8%1.69%3.50%10--

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 20,631
Total Puts 10,831
Put/Call Ratio 0.53
Net Difference 9,800

Prior's Put/Call Breakdown

Total Calls 24,552
Total Puts 18,817
Put/Call Ratio 0.77
Net Difference 5,735

Prior 7-Day Put/Call Summary

Total Calls 272,006
Total Puts 115,331
Average Put/Call Ratio 0.60
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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