Tour v334
PEP
PEPSICO INC
$135.45 -2.20%
$135.75 (+0.22%)🌙
as of 07/14 07:18 PM
7/14 19:18

Option Volume

Detail
Current (07/14) 23,166
Calls: 15,008 (65%)
Puts: 8,158 (35%)
Prior (07/13) 31,462
Calls: 20,631 (66%)
Puts: 10,831 (34%)
Current vs Prior -26.37%
Calls: -27.26% (Calls)
Puts: -24.68% (Puts)
Prior 7-Day Total 397,829
Calls: 279,787 (70%)
Puts: 118,042 (30%)
Prior 7-Day Average 56,832
Calls: 39,969 (70%)
Puts: 16,863 (30%)
Current vs Prior 7-Day Avg -59.24%
Calls: -62.45%
Puts: -51.62%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/14) $5.56M
Calls: $2.77M (50%)
Puts: $2.79M (50%)
Prior (07/13) $10.13M
Calls: $6.10M (60%)
Puts: $4.03M (40%)
Current vs Prior -45.17%
Calls: -54.68%
Puts: -30.76%
Prior 7-Day Total $133.43M
Calls: $101.71M (76%)
Puts: $31.72M (24%)
Prior 7-Day Average $19.06M
Calls: $14.53M (76%)
Puts: $4.53M (24%)
Current vs Prior 7-Day Avg -70.85%
Calls: -80.97%
Puts: -38.42%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/14) 0.54
Prior (07/13) 0.53
Current vs Prior +3.54%
Prior 7-Day Average 0.58
Current vs Prior 7-Day Avg -6.38%
Sentiment BULLISH

Open Interest

Detail
Current (07/14) 311,888
Calls: 207,870 (67%)
Puts: 104,018 (33%)
Prior (07/13) 317,100
Calls: 215,227 (68%)
Puts: 101,873 (32%)
Current vs Prior -1.64%
Prior 7-Day Total 2,291,565
Calls: 1,551,362 (68%)
Puts: 740,203 (32%)
Prior 7-Day Average 327,366
Calls: 221,623 (68%)
Puts: 105,743 (32%)
Current vs Prior 7-Day Avg -4.73%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.39% | 3.62%2.39% | 8.28%
Prior 2.71% | 4.04%2.71% | 8.69%
Current vs Prior -11.66% | -10.54%-11.66% | -4.64%
Prior 7-Day Avg 3.54% | 4.63%4.10% | 9.05%
Current vs 7-Day Avg -32.43% | -21.89%-41.71% | -8.44%
Prior 7-Day Eod 2.71% | 4.04%2.71% | 8.69%
Current vs 7-Day Eod -11.66% | -10.54%-11.66% | -4.64%
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 20.35% | 8.50%
Calls: 23.16% | 8.08%
Puts: 17.54% | 8.93%
Current vs 7-Day Avg -34.22% | +0.86%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Bullish P/C ratio of 0.54. Call-heavy open interest (207,870 calls vs 104,018 puts) suggests bullish 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 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 12 of results (avg 6.7%, best 3.4%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 214.604.85$4.725.3%320.54369
$140.00Aug 212.472.64$2.566.6%2.6K0.362.7K
$145.00Aug 211.221.32$1.277.9%1.0K0.212.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 2110.0510.40$10.233.4%210.791.6K
$140.00Aug 216.356.65$6.504.6%1430.642.0K
$130.00Aug 211.751.85$1.805.6%4570.283.2K
$135.00Aug 213.503.70$3.605.6%5090.464.7K
$145.00Jul 179.159.80$9.486.9%171.002.2K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 3 found (avg $0.81, cheapest $0.75)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 70.680.82$0.7518.7%90.17199
$144.00Aug 70.810.96$0.8916.9%70.1956
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.750.85$0.8012.5%2920.142.2K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 73 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$110.00Aug 724.0028.00$26.0015.4%10.95--
$130.00Jul 175.607.35$6.4827.0%30.95--
$131.00Jul 173.606.20$4.9053.1%90.9285
$129.00Jul 174.908.45$6.6853.1%20.92--
$129.00Jul 245.907.80$6.8527.7%130.899
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Jul 175.409.00$7.2050.0%11.00140
$144.00Jul 177.0510.00$8.5334.6%11.00114
$145.00Jul 179.159.80$9.486.9%171.002.2K
$148.00Jul 1710.3513.05$11.7023.1%51.00--
$150.00Jul 1713.3016.10$14.7019.0%41.001.2K

Most actively traded options today. High liquidity = easy entry/exit. 241 active (total vol 17.6K, top 2.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 212.472.64$2.566.6%2.6K0.362.7K
$140.00Jul 170.150.24$0.2045.0%1.1K0.111.9K
$145.00Aug 211.221.32$1.277.9%1.0K0.212.6K
$148.00Jul 240.000.23$0.12191.7%9020.041.3K
$145.00Jul 310.140.70$0.42133.3%8410.121.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 170.911.10$1.0118.8%5620.422.5K
$135.00Aug 213.503.70$3.605.6%5090.464.7K
$130.00Aug 211.751.85$1.805.6%4570.283.2K
$136.00Jul 171.231.95$1.5945.3%4390.551.2K
$137.00Jul 171.353.00$2.1776.0%4340.67759

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 52 strikes (avg 50.1%, max 187.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Jul 17Aug 1486.7%30.6%182.7%324
$152.50Jul 17Aug 1467.5%26.7%152.4%32597
$160.00Jul 17Aug 2164.4%29.3%119.4%3975.8K
$155.00Jul 17Aug 2857.0%28.2%102.1%253.4K
$150.00Jul 17Aug 2849.8%25.8%93.2%1623.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$110.00Jul 17Aug 2895.9%33.4%187.2%290
$115.00Jul 17Aug 2165.1%26.4%147.1%42461
$155.00Jul 17Aug 2157.0%26.3%116.9%1576
$150.00Jul 17Aug 2149.8%25.9%91.8%262.2K
$125.00Jul 17Aug 2843.7%24.2%80.7%311.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 113 found (best R:R 37.46, avg 5.09)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$152.50$160.00Jul 24$0.23$7.27$0.2331.61$152.73
$157.50$160.00Jul 17$0.11$2.39$0.1121.73$157.61
$150.00$152.50Aug 14$0.12$2.38$0.1219.83$150.12
$150.00$155.00Aug 28$0.29$4.71$0.2916.24$150.29
$152.50$155.00Aug 14$0.15$2.35$0.1515.67$152.65
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$110.00Aug 28$0.26$9.74$0.2637.46$119.74
$124.00$120.00Jul 24$0.13$3.87$0.1329.77$123.87
$120.00$115.00Aug 21$0.19$4.81$0.1925.32$119.81
$125.00$120.00Aug 14$0.32$4.68$0.3214.63$124.68
$125.00$120.00Aug 28$0.46$4.54$0.469.87$124.54

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 147 found (best R:R 22.08, avg 1.72)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$110.00$130.00Aug 7$18.52$18.52$1.4812.51$128.52
$125.00$130.00Aug 21$4.40$4.40$0.607.33$129.40
$133.00$134.00Jul 17$0.87$0.87$0.136.69$133.87
$139.00$140.00Jul 24$0.85$0.85$0.155.67$139.85
$131.00$132.00Jul 17$0.82$0.82$0.184.56$131.82
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$148.00$145.00Jul 24$2.87$2.87$0.1322.08$145.13
$145.00$142.00Aug 7$2.83$2.83$0.1716.65$142.17
$155.00$150.00Jul 17$4.65$4.65$0.3513.29$150.35
$150.00$145.00Aug 14$4.60$4.60$0.4011.50$145.40
$138.00$137.00Jul 31$0.88$0.88$0.127.33$137.12

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 48 found (avg debit $0.49, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Jul 17Jul 24$0.0849.7%30.2%
$148.00Jul 17Jul 24$0.0944.9%30.6%
$155.00Jul 17Jul 31$0.1057.0%31.4%
$150.00Jul 17Jul 24$0.1149.8%35.8%
$145.00Jul 17Jul 24$0.1239.5%27.3%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$127.00Jul 17Jul 24$0.0840.9%25.6%
$110.00Jul 17Aug 21$0.0995.9%32.8%
$129.00Jul 17Jul 24$0.0941.1%24.5%
$125.00Jul 17Jul 24$0.1343.7%30.7%
$150.00Jul 17Aug 14$0.1349.8%25.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 69 found (cheapest 1.96% of stock, avg 5.82%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$1.65$1.01$2.66$132.34$137.661.96%
$136.00Jul 17$1.12$1.59$2.71$133.29$138.712.00%
$137.00Jul 17$0.73$2.17$2.90$134.10$139.902.14%
$134.00Jul 17$2.24$0.75$2.99$131.01$136.992.21%
$138.00Jul 17$0.51$2.76$3.27$134.73$141.272.41%
$133.00Jul 17$3.11$0.40$3.51$129.49$136.512.59%
$136.00Jul 24$2.03$2.33$4.36$131.64$140.363.22%
$132.00Jul 17$4.08$0.34$4.42$127.58$136.423.26%
$139.00Jul 17$0.31$4.13$4.44$134.56$143.443.28%
$135.00Jul 24$2.57$1.95$4.52$130.48$139.523.34%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 166 found (cheapest 0.30% of stock, avg 2.86%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$129.00Jul 17$0.20$0.20$0.40$128.60$140.40
$139.00$129.00Jul 17$0.31$0.20$0.51$128.49$139.51
$140.00$132.00Jul 17$0.20$0.34$0.54$131.46$140.54
$140.00$133.00Jul 17$0.20$0.40$0.60$132.40$140.60
$155.00$120.00Aug 21$0.30$0.30$0.60$119.40$155.60
$139.00$132.00Jul 17$0.31$0.34$0.65$131.35$139.65
$138.00$129.00Jul 17$0.51$0.20$0.71$128.29$138.71
$139.00$133.00Jul 17$0.31$0.40$0.71$132.29$139.71
$138.00$132.00Jul 17$0.51$0.34$0.85$131.15$138.85
$138.00$133.00Jul 17$0.51$0.40$0.91$132.09$138.91

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 302 found (best R:R 11.20, avg credit $0.97)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
115/120125/130Aug 21$4.59$0.4111.20$115.41$129.59
131/132142/144Aug 7$1.83$0.1710.76$130.17$143.83
128/129140/141Aug 7$0.90$0.109.00$128.10$140.90
133/134146/147Aug 7$0.89$0.118.09$133.11$146.89
132/133139/140Aug 28$0.89$0.118.09$132.11$139.89
133/134135/136Jul 17$0.88$0.127.33$133.12$135.88
133/134140/141Jul 24$0.88$0.127.33$133.12$140.88
131/132139/140Jul 31$0.88$0.127.33$131.12$139.88
138/140146/147Aug 7$1.76$0.247.33$138.24$147.76
127/128134/135Jul 24$0.85$0.155.67$127.15$134.85

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 82 found (best R:R 24.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$147.00$148.00$149.00Jul 17$0.05$0.9519.00
$145.00$150.00$155.00Aug 21$0.25$4.7519.00
$145.00$150.00$155.00Aug 28$0.27$4.7317.52
$146.00$148.00$150.00Jul 24$0.11$1.8917.18
$150.00$155.00$160.00Aug 21$0.28$4.7216.86
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.20$4.8024.00
$129.00$130.00$131.00Jul 24$0.05$0.9519.00
$127.00$128.00$129.00Jul 31$0.05$0.9519.00
$128.00$129.00$130.00Aug 7$0.05$0.9519.00
$128.00$129.00$130.00Jul 24$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. 127 found (best net $--, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$145.00$150.001:2Aug 21-$0.05$4.95
$155.00$160.001:2Aug 21-$0.14$4.86
$150.00$155.001:2Aug 28-$0.35$4.65
$145.00$150.001:2Aug 28-$0.37$4.63
$135.00$140.001:2Aug 21-$0.40$4.60
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$135.00$130.001:2Aug 21$0.00$5.00
$125.00$120.001:2Aug 28$0.00$5.00
$115.00$110.001:2Jul 17-$0.05$4.95
$125.00$120.001:2Aug 14-$0.07$4.93
$115.00$110.001:2Aug 21-$0.13$4.87

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 2.10%, avg 0.70%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$136.00Aug 7$2.850.500.4%2.10%2.51%2--
$136.00Aug 14$2.850.490.4%2.10%2.51%1--
$140.00Aug 28$2.800.413.4%2.07%5.43%48
$136.00Jul 31$2.650.520.4%1.96%2.36%458
$139.00Aug 28$2.640.432.6%1.95%4.57%2--
$140.00Aug 21$2.470.363.4%1.82%5.18%2.6K2.7K
$137.00Aug 14$2.250.461.1%1.66%2.81%16
$138.00Aug 7$2.200.421.9%1.62%3.51%3628
$140.00Aug 14$2.000.353.4%1.48%4.84%2610
$136.00Jul 24$1.860.470.4%1.37%1.78%268

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
Loading data...

Current Put/Call Breakdown

Total Calls 15,008
Total Puts 8,158
Put/Call Ratio 0.54
Net Difference 6,850

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 279,787
Total Puts 118,042
Average Put/Call Ratio 0.58
Ratio Trend Rising

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
Loading data...

Upcoming Earnings - 2 Weeks Prior

Loading earnings data...

Upcoming Earnings - 1 Week Prior

Loading earnings data...

Earnings This Week

Loading earnings data...

Earnings - Day Before / Day After

Loading earnings data...

Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
Loading data...

Chart Title

Price — Past 7 Days

Add Card

CI/CD Results
App Log
Loading...
Requests
New Request
View All