Tour v344
PEP
PEPSICO INC
$139.43 +2.98%
$139.19 (-0.17%)🌙
as of 07/16 06:52 PM
7/16 18:52

Option Volume

Detail
Current (07/16) 34,547
Calls: 13,539 (39%)
Puts: 21,008 (61%)
Prior (07/15) 15,014
Calls: 8,611 (57%)
Puts: 6,403 (43%)
Current vs Prior +130.10%
Calls: +57.23% (Calls)
Puts: +228.10% (Puts)
Prior 7-Day Total 273,320
Calls: 157,512 (58%)
Puts: 115,808 (42%)
Prior 7-Day Average 39,045
Calls: 22,501 (58%)
Puts: 16,544 (42%)
Current vs Prior 7-Day Avg -11.52%
Calls: -39.83%
Puts: +26.98%
Sentiment BEARISH

Dollar Volume

Detail
Current (07/16) $20.89M
Calls: $3.68M (18%)
Puts: $17.21M (82%)
Prior (07/15) $4.33M
Calls: $1.90M (44%)
Puts: $2.43M (56%)
Current vs Prior +382.34%
Calls: +93.83%
Puts: +607.91%
Prior 7-Day Total $69.12M
Calls: $36.15M (52%)
Puts: $32.97M (48%)
Prior 7-Day Average $9.87M
Calls: $5.16M (52%)
Puts: $4.71M (48%)
Current vs Prior 7-Day Avg +111.59%
Calls: -28.66%
Puts: +265.37%
Sentiment BEARISH

Put/Call Ratio

Detail
Current (07/16) 1.55
Prior (07/15) 0.74
Current vs Prior +108.67%
Prior 7-Day Average 0.73
Current vs Prior 7-Day Avg +113.23%
Sentiment BEARISH

Open Interest

Detail
Current (07/16) 269,681
Calls: 174,795 (65%)
Puts: 94,886 (35%)
Prior (07/15) 308,123
Calls: 202,903 (66%)
Puts: 105,220 (34%)
Current vs Prior -12.48%
Prior 7-Day Total 2,306,907
Calls: 1,532,278 (66%)
Puts: 774,629 (34%)
Prior 7-Day Average 329,558
Calls: 218,896 (66%)
Puts: 110,661 (34%)
Current vs Prior 7-Day Avg -18.17%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.69% | 3.23%1.69% | 7.98%
Prior 2.22% | 3.37%2.22% | 8.14%
Current vs Prior -23.93% | -3.96%-23.93% | -1.92%
Prior 7-Day Avg 2.88% | 4.09%3.41% | 8.77%
Current vs 7-Day Avg -41.47% | -20.91%-50.60% | -9.03%
Prior 7-Day Eod 2.22% | 3.37%2.22% | 8.14%
Current vs 7-Day Eod -23.93% | -3.96%-23.93% | -1.92%
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 15.71% | 8.55%
Calls: 15.82% | 8.97%
Puts: 15.60% | 8.14%
Current vs 7-Day Avg -14.78% | +0.28%
Liquidity Expensive
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🤖 AI Insights

Strong bearish conviction with 82% of dollar volume in puts ($17.21M) vs calls ($3.68M). Massive premium surge with dollar volume up 382% vs prior. Dollar volume significantly above 7-day average (112% higher). Unusually high activity with volume up 130% vs prior - elevated interest.

Smart Money BEARISH
Retail Flow BEARISH
Overall BEARISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BEARISH
Prior BEARISH
7-Day Avg BULLISH
Current BEARISH
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
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 26 of results (avg 7.5%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 214.154.30$4.223.6%1.4K0.494.3K
$140.00Aug 73.103.30$3.206.2%280.48361
$138.00Aug 144.604.90$4.756.3%220.5717
$141.00Aug 72.622.80$2.716.6%20.4441
$145.00Aug 212.092.24$2.176.9%5470.323.2K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 217.107.40$7.254.1%500.681.6K
$140.00Aug 214.104.30$4.204.8%400.512.1K
$139.00Jul 312.362.49$2.425.4%170.4619
$142.00Aug 144.855.15$5.006.0%1930.5910
$135.00Aug 212.112.25$2.186.4%4970.324.9K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.48, cheapest $0.26)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Jul 240.240.28$0.2615.4%310.1146
$145.00Jul 240.330.38$0.3613.9%3340.14248
$155.00Aug 210.420.51$0.4719.1%2450.102.3K
$144.00Jul 240.460.52$0.4912.2%900.1895
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 140.750.88$0.8215.9%160.15144

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 66 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 178.4010.90$9.6525.9%71.00189
$133.00Jul 176.257.30$6.7815.5%31.0029
$136.00Jul 171.784.95$3.3794.1%290.95418
$128.00Jul 2410.7512.75$11.7517.0%220.9427
$134.00Jul 175.256.85$6.0526.4%60.9443
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$160.00Jul 1720.2022.30$21.259.9%3.0K1.00626
$148.00Jul 177.5510.55$9.0533.1%6330.99182
$155.00Jul 1715.2017.55$16.3814.3%1.3K0.99--
$150.00Jul 178.8012.55$10.6835.1%4.8K0.99--
$145.00Jul 175.356.40$5.8817.9%1.5K0.981.2K

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 27.9K, top 4.8K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 214.154.30$4.223.6%1.4K0.494.3K
$148.00Jul 240.120.17$0.1533.3%9240.062.0K
$138.00Jul 242.753.05$2.9010.3%8460.6221
$145.00Aug 212.092.24$2.176.9%5470.323.2K
$138.00Jul 171.542.23$1.8936.5%4050.751.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Jul 178.8012.55$10.6835.1%4.8K0.99--
$160.00Jul 1720.2022.30$21.259.9%3.0K1.00626
$145.00Jul 175.356.40$5.8817.9%1.5K0.981.2K
$155.00Jul 1715.2017.55$16.3814.3%1.3K0.99--
$137.00Jul 170.160.43$0.3090.0%1.2K0.19911

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 103.2%, max 470.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Jul 17Aug 21116.7%27.4%326.3%363.7K
$160.00Jul 17Aug 2197.4%27.4%255.0%145.4K
$155.00Jul 17Aug 2182.9%24.8%234.2%3475.7K
$150.00Jul 17Aug 2863.2%24.8%155.0%2543.9K
$130.00Jul 17Aug 2160.3%24.6%144.7%12266
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 17Aug 21163.6%28.7%470.7%3962.1K
$125.00Jul 17Aug 21104.7%27.1%286.0%4653.9K
$155.00Jul 17Aug 2182.9%24.8%234.2%1.3K65
$129.00Jul 17Aug 1478.2%28.2%176.9%546
$128.00Jul 17Aug 1476.4%28.1%171.7%43248

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 118 found (best R:R 30.25, avg 3.55)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.16$4.84$0.1630.25$155.16
$160.00$165.00Aug 21$0.18$4.82$0.1826.78$160.18
$148.00$149.00Aug 14$0.11$0.89$0.118.09$148.11
$150.00$155.00Aug 21$0.57$4.43$0.577.77$150.57
$142.00$143.00Jul 17$0.12$0.88$0.127.33$142.12
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 14$0.23$4.77$0.2320.74$124.77
$125.00$120.00Aug 21$0.30$4.70$0.3015.67$124.70
$130.00$125.00Aug 21$0.50$4.50$0.509.00$129.50
$135.00$134.00Jul 24$0.11$0.89$0.118.09$134.89
$132.00$131.00Jul 24$0.13$0.87$0.136.69$131.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 140 found (best R:R 37.46, avg 1.68)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$133.00Jul 17$2.87$2.87$0.1322.08$132.87
$132.00$133.00Jul 31$0.90$0.90$0.109.00$132.90
$125.00$130.00Aug 21$4.40$4.40$0.607.33$129.40
$136.00$137.00Jul 17$0.87$0.87$0.136.69$136.87
$130.00$135.00Aug 21$3.90$3.90$1.103.55$133.90
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$155.00Jul 17$4.87$4.87$0.1337.46$155.13
$165.00$143.00Aug 7$21.05$21.05$0.9522.16$143.95
$150.00$145.00Aug 21$4.38$4.38$0.627.06$145.62
$145.00$143.00Jul 17$1.70$1.70$0.305.67$143.30
$145.00$141.00Jul 24$3.39$3.39$0.615.56$141.61

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 41 found (avg debit $0.55, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Jul 17Jul 24$0.0782.9%37.1%
$150.00Jul 17Jul 24$0.0963.2%28.9%
$165.00Jul 17Aug 21$0.12116.7%27.4%
$148.00Jul 17Jul 24$0.1446.5%26.2%
$160.00Jul 17Jul 31$0.1597.4%37.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 17Jul 24$0.1276.4%35.5%
$124.00Jul 24Jul 31$0.1239.7%35.2%
$131.00Jul 17Jul 24$0.1758.3%29.4%
$130.00Jul 17Jul 24$0.2160.3%33.1%
$132.00Jul 17Jul 24$0.2857.1%30.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 62 found (cheapest 1.12% of stock, avg 5.40%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$139.00Jul 17$0.94$0.62$1.56$137.44$140.561.12%
$140.00Jul 17$0.59$1.41$2.00$138.00$142.001.43%
$138.00Jul 17$1.89$0.33$2.22$135.78$140.221.59%
$141.00Jul 17$0.34$2.06$2.40$138.60$143.401.72%
$137.00Jul 17$2.50$0.30$2.80$134.20$139.802.01%
$142.00Jul 17$0.20$3.07$3.27$138.73$145.272.35%
$136.00Jul 17$3.37$0.09$3.46$132.54$139.462.48%
$140.00Jul 24$1.72$2.24$3.96$136.04$143.962.84%
$139.00Jul 24$2.27$1.77$4.04$134.96$143.042.90%
$141.00Jul 24$1.33$2.81$4.14$136.86$145.142.97%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.12% of stock, avg 2.42%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$143.00$136.00Jul 17$0.08$0.09$0.17$135.83$143.17
$143.00$135.00Jul 17$0.08$0.13$0.21$134.79$143.21
$142.00$136.00Jul 17$0.20$0.09$0.29$135.71$142.29
$142.00$135.00Jul 17$0.20$0.13$0.33$134.67$142.33
$143.00$137.00Jul 17$0.08$0.30$0.38$136.62$143.38
$143.00$138.00Jul 17$0.08$0.33$0.41$137.59$143.41
$141.00$136.00Jul 17$0.34$0.09$0.43$135.57$141.43
$141.00$135.00Jul 17$0.34$0.13$0.47$134.53$141.47
$142.00$137.00Jul 17$0.20$0.30$0.50$136.50$142.50
$142.00$138.00Jul 17$0.20$0.33$0.53$137.47$142.53

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 258 found (best R:R 12.33, avg credit $1.05)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
135/137138/139Aug 7$1.85$0.1512.33$135.15$139.85
145/150160/165Aug 21$4.56$0.4410.36$145.44$164.56
145/150155/160Aug 21$4.54$0.469.87$145.46$159.54
138/139140/141Aug 7$0.90$0.109.00$138.10$140.90
138/139142/143Aug 7$0.90$0.109.00$138.10$142.90
135/136137/138Aug 14$0.89$0.118.09$135.11$137.89
137/138139/140Aug 14$0.89$0.118.09$137.11$139.89
150/155160/165Aug 21$4.40$0.607.33$150.60$164.40
135/136137/138Jul 24$0.87$0.136.69$135.13$137.87
131/132137/138Jul 31$0.87$0.136.69$131.13$137.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 77 found (best R:R 44.45, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$155.00$160.00Jul 31$0.11$4.8944.45
$140.00$141.00$142.00Jul 31$0.05$0.9519.00
$137.00$138.00$139.00Aug 14$0.05$0.9519.00
$145.00$146.00$147.00Aug 14$0.05$0.9519.00
$139.00$140.00$141.00Aug 7$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$125.00$130.00Aug 21$0.20$4.8024.00
$115.00$120.00$125.00Aug 21$0.21$4.7922.81
$131.00$132.00$133.00Aug 7$0.05$0.9519.00
$137.00$138.00$139.00Jul 24$0.07$0.9313.29
$138.00$139.00$140.00Aug 7$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. 125 found (best net $--, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$155.001:2Jul 17$0.00$5.00
$155.00$160.001:2Jul 17-$0.01$4.99
$150.00$155.001:2Jul 31-$0.05$4.95
$140.00$145.001:2Aug 21-$0.12$4.88
$155.00$160.001:2Aug 21-$0.15$4.85
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Aug 21-$0.02$4.98
$120.00$115.001:2Aug 21-$0.04$4.96
$140.00$135.001:2Aug 21-$0.16$4.84
$125.00$120.001:2Jul 17-$0.23$4.77
$125.00$120.001:2Aug 7-$0.27$4.73

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 3.08%, avg 0.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 28$4.300.490.4%3.08%3.49%410
$140.00Aug 21$4.150.490.4%2.98%3.39%1.4K4.3K
$140.00Aug 14$3.450.490.4%2.47%2.88%947
$140.00Aug 7$3.100.480.4%2.22%2.63%28361
$141.00Aug 7$2.620.441.1%1.88%3.01%241
$142.00Aug 14$2.570.411.8%1.84%3.69%1--
$140.00Jul 31$2.470.480.4%1.77%2.18%481.0K
$145.00Aug 28$2.160.334.0%1.55%5.54%324120
$145.00Aug 21$2.090.324.0%1.50%5.49%5473.2K
$142.00Aug 7$2.080.401.8%1.49%3.34%2201

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 13,539
Total Puts 21,008
Put/Call Ratio 1.55
Net Difference -7,469

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 157,512
Total Puts 115,808
Average Put/Call Ratio 0.73
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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