Tour v302
PEP
PEPSICO INC
$143.82 -0.80%
7/8 14:05

Option Volume

Detail
Current (07/08 2:05pm) 27,504
Calls: 18,405 (67%)
Puts: 9,099 (33%)
Prior (04/16) 50,734
Calls: 37,711 (74%)
Puts: 13,023 (26%)
Current vs Prior -45.79%
Calls: -51.19% (Calls)
Puts: -30.13% (Puts)
Prior 7-Day Total 73,282
Calls: 47,058 (64%)
Puts: 26,224 (36%)
Prior 7-Day Average 36,641
Calls: 6,722 (64%)
Puts: 3,746 (36%)
Current vs Prior 7-Day Avg -24.94%
Calls: +173.78%
Puts: +142.88%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/08 2:05pm) $4.32M
Calls: $3.08M (71%)
Puts: $1.24M (29%)
Prior (04/16) $7.17M
Calls: $5.42M (76%)
Puts: $1.75M (24%)
Current vs Prior -39.71%
Calls: -43.09%
Puts: -29.28%
Prior 7-Day Total $12.78M
Calls: $8.15M (64%)
Puts: $4.63M (36%)
Prior 7-Day Average $6.39M
Calls: $1.16M (64%)
Puts: $662.1K (36%)
Current vs Prior 7-Day Avg -32.35%
Calls: +164.94%
Puts: +87.29%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/08 2:05pm) 0.49
Prior (04/16) 0.35
Current vs Prior +43.16%
Prior 7-Day Average 0.88
Current vs Prior 7-Day Avg -43.74%
Sentiment BULLISH

Open Interest

Detail
Current (07/08 2:05pm) 357,065
Calls: 230,329 (65%)
Puts: 126,736 (35%)
Prior (04/16) 347,731
Calls: 194,633 (56%)
Puts: 153,098 (44%)
Current vs Prior +2.68%
Prior 7-Day Total 680,483
Calls: 383,205 (56%)
Puts: 297,278 (44%)
Prior 7-Day Average 340,241
Calls: 191,602 (56%)
Puts: 148,639 (44%)
Current vs Prior 7-Day Avg +4.94%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/10) | Next (07/17)Expiry (07/17) | Next (08/21)
Current 3.71% | 4.83%4.83% | 9.23%
Prior 5.18% | 5.88%-- | --
Current vs Prior -28.39% | -17.75%-- | --
Prior 7-Day Avg 3.95% | 4.85%-- | --
Current vs 7-Day Avg -6.00% | -0.29%-- | --
Prior 7-Day Eod 5.18% | 5.88%-- | --
Current vs 7-Day Eod -28.39% | -17.75%-- | --
Sentiment BULLISH--

Relative Spread

Detail
Expiry | Next
Current 13.39% | 8.57%
Calls: 12.15% | 9.41%
Puts: 14.63% | 7.74%
Prior 7.79% | 12.61%
Calls: 9.62% | 15.80%
Puts: 5.97% | 9.41%
Current vs Prior +71.89% | -32.04%
Prior 7-Day Avg 7.79% | 12.61%
Calls: 9.62% | 15.80%
Puts: 5.97% | 9.41%
Current vs 7-Day Avg +71.89% | -32.04%
Liquidity Expensive
+
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🤖 AI Insights

Moderately bullish flow with 71% call dollar volume ($3.08M). Below-average activity with volume down 46% vs prior. Extreme bullish P/C ratio of 0.49 - heavy call buying (18,405 calls vs 9,099 puts). P/C ratio rising 43% - increased hedging/bearish 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 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 39 of results (avg 8.1%, best 3.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 215.055.25$5.153.9%1170.491.1K
$145.00Jul 172.632.80$2.726.2%2140.463.9K
$150.00Aug 212.953.15$3.056.6%2560.352.8K
$140.00Aug 217.508.05$7.787.1%170.641.2K
$135.00Aug 2110.7511.60$11.187.6%30.77132
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 215.405.60$5.503.6%1310.511.6K
$140.00Jul 100.880.93$0.915.5%8590.251.7K
$135.00Aug 211.781.89$1.846.0%1250.231.8K
$146.00Jul 174.204.50$4.356.9%110.5922
$147.00Jul 174.755.10$4.937.1%--0.6422

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.72, cheapest $0.51)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$165.00Aug 210.460.55$0.5117.6%250.081.5K
$160.00Aug 210.871.00$0.9413.8%1120.142.1K
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 210.490.58$0.5317.0%290.08818
$140.00Jul 100.880.93$0.915.5%8590.251.7K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 95 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$127.00Jul 1015.9518.00$16.9812.1%40.9954
$126.00Jul 1017.1019.35$18.2312.3%--0.9956
$125.00Jul 1018.0020.65$19.3313.7%--0.9926
$128.00Jul 1014.9517.10$16.0213.4%40.992
$120.00Jul 1022.9525.25$24.109.5%--0.9972
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$162.50Jul 1017.4519.75$18.6012.4%11.00--
$165.00Jul 1719.8022.05$20.9310.8%--1.0028
$170.00Jul 1724.8027.30$26.059.6%--1.0010
$160.00Jul 1714.9017.15$16.0214.0%--0.94653
$155.00Jul 1711.2012.25$11.739.0%360.89550

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 19.9K, top 2.3K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$147.00Jul 101.071.29$1.1818.6%2.3K0.31354
$150.00Jul 100.490.61$0.5521.8%1.6K0.171.5K
$160.00Jul 100.020.03$0.0333.3%1.2K0.01470
$152.50Jul 100.210.31$0.2638.5%1.2K0.09260
$160.00Jul 170.150.20$0.1827.8%6560.053.4K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Jul 100.190.25$0.2227.3%9990.071.4K
$137.00Jul 100.320.44$0.3831.6%8910.12308
$140.00Jul 100.880.93$0.915.5%8590.251.7K
$138.00Jul 100.450.57$0.5123.5%6220.16245
$144.00Jul 102.282.64$2.4614.6%5380.50126

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 57 strikes (avg 110.2%, max 237.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 21108.2%32.0%237.8%--87
$165.00Jul 10Aug 2183.1%27.4%203.2%981.7K
$170.00Jul 10Aug 2181.6%28.4%187.1%21418
$125.00Jul 10Aug 2182.5%29.6%178.4%167
$130.00Jul 10Aug 2168.1%28.0%143.6%160
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 10Aug 21108.2%32.0%237.8%201.5K
$125.00Jul 10Aug 2182.5%29.6%178.4%901.4K
$129.00Jul 10Aug 1482.8%32.9%151.9%3279
$130.00Jul 10Aug 2168.1%28.0%143.6%1851.6K
$127.00Jul 10Aug 1471.0%30.0%136.7%105262

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 156 found (best R:R 32.33, avg 4.06)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$160.00$165.00Jul 24$0.15$4.85$0.1532.33$160.15
$157.50$160.00Jul 31$0.10$2.40$0.1024.00$157.60
$165.00$170.00Aug 21$0.21$4.79$0.2122.81$165.21
$162.50$165.00Jul 17$0.11$2.39$0.1121.73$162.61
$155.00$157.50Jul 31$0.11$2.39$0.1121.73$155.11
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Jul 17$0.15$4.85$0.1532.33$124.85
$129.00$125.00Jul 24$0.17$3.83$0.1722.53$128.83
$125.00$120.00Aug 21$0.22$4.78$0.2221.73$124.78
$127.00$125.00Aug 7$0.16$1.84$0.1611.50$126.84
$130.00$125.00Aug 21$0.47$4.53$0.479.64$129.53

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 190 found (best R:R 42.48, avg 1.97)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$130.00Jul 17$9.77$9.77$0.2342.48$129.77
$125.00$130.00Aug 21$4.82$4.82$0.1826.78$129.82
$120.00$125.00Jul 10$4.77$4.77$0.2320.74$124.77
$120.00$135.00Jul 24$14.10$14.10$0.9015.67$134.10
$125.00$130.00Jul 31$4.67$4.67$0.3314.15$129.67
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$162.50$150.00Jul 10$11.95$11.95$0.5521.73$150.55
$150.00$148.00Jul 24$1.85$1.85$0.1512.33$148.15
$160.00$155.00Jul 17$4.29$4.29$0.716.04$155.71
$160.00$155.00Aug 21$4.27$4.27$0.735.85$155.73
$155.00$150.00Aug 21$4.03$4.03$0.974.15$150.97

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 54 found (avg debit $0.53, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 10Jul 17$0.10108.2%54.4%
$137.00Jul 10Jul 17$0.1456.7%35.7%
$160.00Jul 10Jul 17$0.1560.9%39.7%
$162.50Jul 10Jul 17$0.1575.1%45.2%
$155.00Jul 10Jul 17$0.2462.9%37.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Jul 10Jul 17$0.0682.8%42.5%
$155.00Jul 17Jul 31$0.0737.1%29.2%
$130.00Jul 10Jul 17$0.1568.1%40.9%
$125.00Jul 10Jul 17$0.1982.5%53.3%
$133.00Jul 10Jul 17$0.2463.4%38.7%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 91 found (cheapest 3.32% of stock, avg 7.74%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$143.00Jul 10$2.88$1.89$4.77$138.23$147.773.32%
$144.00Jul 10$2.38$2.46$4.84$139.16$148.843.37%
$145.00Jul 10$1.89$3.07$4.96$140.04$149.963.45%
$142.00Jul 10$3.50$1.56$5.06$136.94$147.063.52%
$146.00Jul 10$1.48$3.68$5.16$140.84$151.163.59%
$141.00Jul 10$4.15$1.19$5.34$135.66$146.343.71%
$147.00Jul 10$1.18$4.32$5.50$141.50$152.503.82%
$140.00Jul 10$4.75$0.91$5.66$134.34$145.663.94%
$148.00Jul 10$0.97$5.08$6.05$141.95$154.054.21%
$139.00Jul 10$5.48$0.67$6.15$132.85$145.154.28%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.72% of stock, avg 3.39%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$165.00$125.00Aug 21$0.51$0.53$1.04$123.96$166.04
$149.00$139.00Jul 10$0.71$0.67$1.38$137.62$150.38
$160.00$125.00Aug 21$0.94$0.53$1.47$123.53$161.47
$165.00$130.00Aug 21$0.51$1.00$1.51$128.49$166.51
$149.00$140.00Jul 10$0.71$0.91$1.62$138.38$150.62
$148.00$139.00Jul 10$0.97$0.67$1.64$137.36$149.64
$147.00$139.00Jul 10$1.18$0.67$1.85$137.15$148.85
$148.00$140.00Jul 10$0.97$0.91$1.88$138.12$149.88
$149.00$141.00Jul 10$0.71$1.19$1.90$139.10$150.90
$160.00$130.00Aug 21$0.94$1.00$1.94$128.06$161.94

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 304 found (best R:R 28.41, avg credit $1.29)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
125/128130/135Jul 31$4.83$0.1728.41$123.17$134.83
132/133137/140Aug 7$2.88$0.1224.00$130.12$139.88
125/128135/140Jul 31$4.71$0.2916.24$123.29$139.71
132/133135/140Jul 24$4.67$0.3314.15$128.33$139.67
130/131135/140Jul 31$4.63$0.3712.51$126.37$139.63
133/134135/140Jul 31$4.63$0.3712.51$129.37$139.63
125/129135/140Jul 24$4.62$0.3812.16$124.38$139.62
120/125130/135Aug 21$4.62$0.3812.16$120.38$134.62
129/130135/140Jul 24$4.61$0.3911.82$125.39$139.61
130/131137/140Aug 7$2.75$0.2511.00$128.25$139.75

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 101 found (best R:R 70.43, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Jul 24$0.07$4.9370.43
$157.50$160.00$162.50Jul 10$0.05$2.4549.00
$130.00$135.00$140.00Jul 31$0.12$4.8840.67
$155.00$157.50$160.00Jul 10$0.09$2.4126.78
$157.50$160.00$162.50Jul 31$0.09$2.4126.78
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$160.00$165.00$170.00Jul 17$0.21$4.7922.81
$150.00$155.00$160.00Aug 21$0.24$4.7619.83
$120.00$125.00$130.00Aug 21$0.25$4.7519.00
$129.00$130.00$131.00Jul 10$0.06$0.9415.67
$138.00$139.00$140.00Jul 17$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. 121 found (best net $-4.66, 110 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$130.001:2Jul 17-$4.66$5.34
$165.00$170.001:2Jul 17-$0.01$4.99
$160.00$165.001:2Aug 21-$0.08$4.92
$165.00$170.001:2Aug 21-$0.09$4.91
$165.00$170.001:2Jul 24-$0.10$4.90
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$130.00$125.001:2Aug 21-$0.06$4.94
$125.00$120.001:2Jul 10-$0.07$4.93
$125.00$120.001:2Aug 21-$0.09$4.91
$135.00$130.001:2Aug 21-$0.16$4.84
$125.00$120.001:2Jul 31-$0.17$4.83

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 66 found (best yield 3.51%, avg 1.26%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$145.00Aug 21$5.050.490.8%3.51%4.33%1171.1K
$144.00Aug 14$4.600.510.1%3.20%3.32%410
$144.00Aug 7$4.550.500.1%3.16%3.29%517
$144.00Jul 31$4.100.510.1%2.85%2.98%1871
$145.00Aug 7$4.050.470.8%2.82%3.64%13111
$144.00Jul 24$3.600.510.1%2.50%2.63%1352
$145.00Jul 31$3.600.480.8%2.50%3.32%3364
$146.00Aug 7$3.600.431.5%2.50%4.02%--13
$146.00Aug 14$3.400.451.5%2.36%3.88%35
$147.00Aug 7$3.200.402.2%2.23%4.44%312

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 18,405
Total Puts 9,099
Put/Call Ratio 0.49
Net Difference 9,306

Prior's Put/Call Breakdown

Total Calls 37,711
Total Puts 13,023
Put/Call Ratio 0.35
Net Difference 24,688

Prior 7-Day Put/Call Summary

Total Calls 47,058
Total Puts 26,224
Average Put/Call Ratio 0.88
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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