Tour v340
PEP
PEPSICO INC
$135.40 -0.04%
$135.54 (+0.10%)🌙
as of 07/15 06:59 PM
7/15 18:59

Option Volume

Detail
Current (07/15) 15,014
Calls: 8,611 (57%)
Puts: 6,403 (43%)
Prior (07/14) 23,166
Calls: 15,008 (65%)
Puts: 8,158 (35%)
Current vs Prior -35.19%
Calls: -42.62% (Calls)
Puts: -21.51% (Puts)
Prior 7-Day Total 321,622
Calls: 202,560 (63%)
Puts: 119,062 (37%)
Prior 7-Day Average 45,946
Calls: 28,937 (63%)
Puts: 17,008 (37%)
Current vs Prior 7-Day Avg -67.32%
Calls: -70.24%
Puts: -62.35%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/15) $4.33M
Calls: $1.90M (44%)
Puts: $2.43M (56%)
Prior (07/14) $5.56M
Calls: $2.77M (50%)
Puts: $2.79M (50%)
Current vs Prior -22.04%
Calls: -31.27%
Puts: -12.90%
Prior 7-Day Total $96.29M
Calls: $63.36M (66%)
Puts: $32.93M (34%)
Prior 7-Day Average $13.76M
Calls: $9.05M (66%)
Puts: $4.70M (34%)
Current vs Prior 7-Day Avg -68.51%
Calls: -79.00%
Puts: -48.33%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/15) 0.74
Prior (07/14) 0.54
Current vs Prior +36.79%
Prior 7-Day Average 0.65
Current vs Prior 7-Day Avg +14.89%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/15) 308,123
Calls: 202,903 (66%)
Puts: 105,220 (34%)
Prior (07/14) 311,888
Calls: 207,870 (67%)
Puts: 104,018 (33%)
Current vs Prior -1.21%
Prior 7-Day Total 2,318,299
Calls: 1,561,296 (67%)
Puts: 757,003 (33%)
Prior 7-Day Average 331,185
Calls: 223,042 (67%)
Puts: 108,143 (33%)
Current vs Prior 7-Day Avg -6.96%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 2.22% | 3.37%2.22% | 8.14%
Prior 2.39% | 3.62%2.39% | 8.28%
Current vs Prior -7.37% | -6.90%-7.37% | -1.75%
Prior 7-Day Avg 3.20% | 4.37%3.86% | 8.94%
Current vs 7-Day Avg -30.72% | -22.98%-42.58% | -8.94%
Prior 7-Day Eod 2.39% | 3.62%2.39% | 8.28%
Current vs 7-Day Eod -7.37% | -6.90%-7.37% | -1.75%
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 18.03% | 8.52%
Calls: 19.49% | 8.52%
Puts: 16.57% | 8.53%
Current vs 7-Day Avg -25.75% | +0.57%
Liquidity Expensive
+
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🤖 AI Insights

P/C ratio rising 37% - increased hedging/bearish positioning. Call-heavy open interest (202,903 calls vs 105,220 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 BEARISH
7-Day Avg BULLISH
Current BULLISH
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 22 of results (avg 7.1%, best 2.9%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 211.091.14$1.124.5%2100.203.1K
$135.00Jul 242.202.32$2.265.3%790.54190
$135.00Aug 214.354.60$4.475.6%660.54389
$140.00Aug 212.252.39$2.326.0%2790.354.2K
$132.00Jul 314.755.05$4.906.1%40.71--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 213.403.50$3.452.9%6620.474.7K
$130.00Aug 211.611.69$1.654.8%4870.273.5K
$133.00Aug 71.912.02$1.975.6%70.3651
$137.00Jul 242.682.89$2.797.5%370.62300
$132.00Aug 71.571.70$1.647.9%40.3215

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 11 found (avg $0.75, cheapest $0.30)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 240.490.56$0.5313.2%1670.19580
$144.00Aug 70.590.72$0.6619.7%140.1661
$139.00Jul 240.680.76$0.7211.1%150.2495
$143.00Aug 70.760.88$0.8214.6%70.19188
$145.00Aug 140.770.90$0.8415.5%90.1750
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Aug 210.270.32$0.3016.7%500.061.5K
$125.00Aug 210.690.75$0.728.3%620.142.3K
$129.00Aug 70.820.91$0.8710.3%30.1992
$131.00Jul 310.901.06$0.9816.3%5160.2484
$128.00Aug 140.921.04$0.9812.2%550.1927

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 76 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Jul 179.1011.65$10.3824.6%20.997
$128.00Jul 176.608.50$7.5525.2%20.983
$126.00Jul 177.6511.35$9.5038.9%20.98--
$120.00Jul 3114.5017.70$16.1019.9%10.95--
$131.00Jul 173.255.65$4.4553.9%40.9388
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 175.307.75$6.5337.5%41.002.0K
$143.00Jul 175.759.65$7.7050.6%41.00140
$145.00Jul 179.1510.40$9.7812.8%421.002.2K
$148.00Jul 1710.7014.70$12.7031.5%31.00182
$150.00Jul 1713.9016.00$14.9514.0%31.00959

Most actively traded options today. High liquidity = easy entry/exit. 239 active (total vol 10.2K, top 662)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 170.060.28$0.17129.4%6380.102.1K
$160.00Aug 210.120.17$0.1533.3%6360.031.9K
$148.00Jul 240.000.12$0.06200.0%4500.031.6K
$138.00Jul 170.240.31$0.2825.0%3310.191.4K
$140.00Aug 212.252.39$2.326.0%2790.354.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 213.403.50$3.452.9%6620.474.7K
$131.00Jul 310.901.06$0.9816.3%5160.2484
$130.00Aug 211.611.69$1.654.8%4870.273.5K
$135.00Jul 170.781.00$0.8924.7%3320.422.8K
$130.00Jul 170.040.15$0.10110.0%1720.064.6K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 64.0%, max 274.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$149.00Jul 17Aug 2874.2%21.9%238.5%6--
$147.00Jul 17Aug 2869.4%23.9%190.5%8--
$155.00Jul 17Aug 2165.8%25.8%154.5%1495.7K
$160.00Jul 17Aug 2879.6%31.4%153.8%25--
$150.00Jul 17Aug 2851.1%24.6%108.2%783.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$115.00Jul 17Aug 2195.5%25.5%274.4%2207
$125.00Jul 17Aug 2847.9%23.5%104.1%251.6K
$150.00Jul 17Aug 2151.1%25.3%101.8%111.9K
$129.00Jul 17Aug 2843.5%23.1%88.3%24203
$148.00Jul 17Aug 1445.0%25.3%78.2%6182

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 128 found (best R:R 46.62, avg 5.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.11$4.89$0.1144.45$155.11
$150.00$160.00Aug 28$0.25$9.75$0.2539.00$150.25
$150.00$155.00Aug 14$0.16$4.84$0.1630.25$150.16
$146.00$150.00Jul 31$0.13$3.87$0.1329.77$146.13
$150.00$155.00Aug 7$0.19$4.81$0.1925.32$150.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$115.00Aug 14$0.21$9.79$0.2146.62$124.79
$120.00$115.00Aug 21$0.22$4.78$0.2221.73$119.78
$128.00$125.00Jul 31$0.25$2.75$0.2511.00$127.75
$125.00$120.00Aug 21$0.42$4.58$0.4210.90$124.58
$125.00$120.00Aug 28$0.48$4.52$0.489.42$124.52

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 154 found (best R:R 17.52, avg 1.34)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$128.00Jul 31$2.80$2.80$0.2014.00$127.80
$125.00$126.00Jul 17$0.88$0.88$0.127.33$125.88
$138.00$139.00Aug 28$0.81$0.81$0.194.26$138.81
$130.00$135.00Aug 21$4.03$4.03$0.974.15$134.03
$131.00$132.00Aug 7$0.77$0.77$0.233.35$131.77
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Aug 21$4.73$4.73$0.2717.52$155.27
$145.00$142.00Jul 24$2.77$2.77$0.2312.04$142.23
$150.00$145.00Aug 21$4.60$4.60$0.4011.50$145.40
$148.00$143.00Aug 14$4.33$4.33$0.676.46$143.67
$138.00$137.00Jul 17$0.85$0.85$0.155.67$137.15

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.42, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Jul 17Jul 24$0.0665.8%41.8%
$145.00Jul 17Jul 24$0.1040.4%26.7%
$149.00Jul 17Aug 7$0.1374.2%25.0%
$150.00Jul 17Jul 24$0.1451.1%38.3%
$146.00Jul 17Jul 24$0.1741.7%31.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 31Aug 7$0.0631.2%28.4%
$125.00Jul 17Jul 24$0.0847.9%29.0%
$129.00Jul 17Jul 24$0.0843.5%22.7%
$128.00Jul 17Jul 24$0.1339.1%24.4%
$130.00Jul 17Jul 24$0.2137.3%22.9%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 72 found (cheapest 1.73% of stock, avg 5.95%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$135.00Jul 17$1.45$0.89$2.34$132.66$137.341.73%
$136.00Jul 17$0.85$1.55$2.40$133.60$138.401.77%
$137.00Jul 17$0.44$2.21$2.65$134.35$139.651.96%
$134.00Jul 17$2.66$0.56$3.22$130.78$137.222.38%
$138.00Jul 17$0.28$3.06$3.34$134.66$141.342.47%
$133.00Jul 17$3.03$0.34$3.37$129.63$136.372.49%
$139.00Jul 17$0.19$3.84$4.03$134.97$143.032.98%
$136.00Jul 24$1.75$2.30$4.05$131.95$140.052.99%
$135.00Jul 24$2.26$1.80$4.06$130.94$139.063.00%
$137.00Jul 24$1.32$2.79$4.11$132.89$141.113.04%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 166 found (cheapest 0.20% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$131.00Jul 17$0.17$0.10$0.27$130.73$140.27
$139.00$131.00Jul 17$0.19$0.10$0.29$130.71$139.29
$138.00$131.00Jul 17$0.28$0.10$0.38$130.62$138.38
$140.00$132.00Jul 17$0.17$0.22$0.39$131.61$140.39
$139.00$132.00Jul 17$0.19$0.22$0.41$131.59$139.41
$138.00$132.00Jul 17$0.28$0.22$0.50$131.50$138.50
$140.00$133.00Jul 17$0.17$0.34$0.51$132.49$140.51
$139.00$133.00Jul 17$0.19$0.34$0.53$132.47$139.53
$137.00$131.00Jul 17$0.44$0.10$0.54$130.46$137.54
$155.00$120.00Aug 21$0.26$0.30$0.56$119.44$155.56

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 362 found (best R:R 16.24, avg credit $0.91)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
145/150155/160Aug 21$4.71$0.2916.24$145.29$159.71
135/137138/139Aug 28$1.88$0.1215.67$135.12$139.88
135/137140/141Aug 28$1.81$0.199.53$135.19$141.81
134/135140/141Aug 14$0.90$0.109.00$134.10$140.90
138/139140/141Jul 17$0.89$0.118.09$138.11$140.89
128/129137/138Aug 7$0.89$0.118.09$128.11$137.89
138/139140/141Aug 7$0.89$0.118.09$138.11$140.89
120/125130/135Aug 21$4.45$0.558.09$120.55$134.45
130/131132/134Jul 24$1.76$0.247.33$129.24$133.76
134/135136/137Jul 24$0.88$0.127.33$134.12$136.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 25.32, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Aug 21$0.20$4.8024.00
$145.00$150.00$155.00Aug 21$0.24$4.7619.83
$137.00$138.00$139.00Jul 31$0.06$0.9415.67
$137.00$138.00$139.00Jul 17$0.07$0.9313.29
$138.00$139.00$140.00Jul 17$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$110.00$115.00$120.00Aug 21$0.19$4.8125.32
$115.00$120.00$125.00Aug 21$0.20$4.8024.00
$132.00$133.00$134.00Aug 14$0.06$0.9415.67
$145.00$150.00$155.00Aug 21$0.32$4.6814.62
$130.00$131.00$132.00Jul 24$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. 133 found (best net $-0.04, 116 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$160.001:2Aug 28-$0.20$9.80
$155.00$160.001:2Jul 17-$0.01$4.99
$145.00$150.001:2Aug 21-$0.02$4.98
$150.00$155.001:2Aug 14-$0.03$4.97
$155.00$160.001:2Aug 21-$0.04$4.96
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$115.001:2Jul 17-$0.04$9.96
$125.00$115.001:2Aug 14-$0.13$9.87
$115.00$110.001:2Aug 21-$0.02$4.98
$125.00$120.001:2Aug 7-$0.09$4.91
$140.00$135.001:2Aug 21-$0.35$4.65

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 63 found (best yield 2.19%, avg 0.74%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$138.00Aug 28$2.970.431.9%2.19%4.11%6--
$136.00Aug 7$2.760.490.4%2.04%2.48%1928
$137.00Aug 7$2.550.441.2%1.88%3.06%421
$138.00Aug 14$2.390.401.9%1.77%3.69%8--
$136.00Jul 31$2.380.470.4%1.76%2.20%2347
$140.00Aug 28$2.310.363.4%1.71%5.10%48
$140.00Aug 21$2.250.353.4%1.66%5.06%2794.2K
$139.00Aug 14$2.200.372.7%1.62%4.28%156
$138.00Aug 7$2.130.401.9%1.57%3.49%5562
$137.00Jul 31$1.920.421.2%1.42%2.60%664

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 8,611
Total Puts 6,403
Put/Call Ratio 0.74
Net Difference 2,208

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 202,560
Total Puts 119,062
Average Put/Call Ratio 0.65
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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