Tour v346
PEP
PEPSICO INC
$137.12 -1.66%
$137.25 (+0.09%)🌙
as of 07/17 07:09 PM
7/17 19:09

Option Volume

Detail
Current (07/17) 35,128
Calls: 25,198 (72%)
Puts: 9,930 (28%)
Prior (07/16) 34,547
Calls: 13,539 (39%)
Puts: 21,008 (61%)
Current vs Prior +1.68%
Calls: +86.11% (Calls)
Puts: -52.73% (Puts)
Prior 7-Day Total 273,341
Calls: 154,219 (56%)
Puts: 119,122 (44%)
Prior 7-Day Average 39,048
Calls: 22,031 (56%)
Puts: 17,017 (44%)
Current vs Prior 7-Day Avg -10.04%
Calls: +14.37%
Puts: -41.65%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/17) $5.94M
Calls: $3.66M (62%)
Puts: $2.28M (38%)
Prior (07/16) $20.89M
Calls: $3.68M (18%)
Puts: $17.21M (82%)
Current vs Prior -71.58%
Calls: -0.74%
Puts: -86.75%
Prior 7-Day Total $79.49M
Calls: $33.61M (42%)
Puts: $45.87M (58%)
Prior 7-Day Average $11.36M
Calls: $4.80M (42%)
Puts: $6.55M (58%)
Current vs Prior 7-Day Avg -47.72%
Calls: -23.84%
Puts: -65.21%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/17) 0.39
Prior (07/16) 1.55
Current vs Prior -74.60%
Prior 7-Day Average 0.80
Current vs Prior 7-Day Avg -50.69%
Sentiment BULLISH

Open Interest

Detail
Current (07/17) 311,210
Calls: 210,727 (68%)
Puts: 100,483 (32%)
Prior (07/16) 269,681
Calls: 174,795 (65%)
Puts: 94,886 (35%)
Current vs Prior +15.40%
Prior 7-Day Total 2,281,835
Calls: 1,499,922 (66%)
Puts: 781,913 (34%)
Prior 7-Day Average 325,976
Calls: 214,274 (66%)
Puts: 111,701 (34%)
Current vs Prior 7-Day Avg -4.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/17) | Next (07/24)Expiry (07/17) | Next (08/21)
Current 1.09% | 3.09%1.09% | 8.12%
Prior 1.69% | 3.23%1.69% | 7.98%
Current vs Prior +83.47% | +35.28%-35.10% | +1.68%
Prior 7-Day Avg 2.50% | 3.81%2.91% | 8.49%
Current vs 7-Day Avg +23.66% | +14.94%-62.38% | -4.35%
Prior 7-Day Eod 1.69% | 3.23%1.69% | 7.98%
Current vs 7-Day Eod +83.47% | +35.28%-35.10% | +1.68%
Sentiment BEARISHBULLISH

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 13.39% | 8.57%
Calls: 12.15% | 9.41%
Puts: 14.63% | 7.74%
Current vs 7-Day Avg +0.00% | +0.00%
Liquidity Expensive
+
Add Card

🤖 AI Insights

Moderately bullish flow with 62% call dollar volume ($3.66M). Light premium activity with dollar volume down 72% vs prior. Extreme bullish P/C ratio of 0.39 - heavy call buying (25,198 calls vs 9,930 puts). P/C ratio dropping 75% - sentiment shifting bullish.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BEARISH
7-Day Avg BEARISH
Current BULLISH
Prior BEARISH
7-Day Avg NEUTRAL
Current BULLISH
Prior BEARISH
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 27 of results (avg 7.7%, best 3.5%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 215.555.75$5.653.5%4650.60481
$140.00Jul 240.800.85$0.836.0%3090.28628
$145.00Aug 211.551.66$1.616.8%1.3K0.263.5K
$135.00Aug 144.905.25$5.086.9%30.614
$140.00Aug 213.003.25$3.138.0%2990.414.6K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 215.355.60$5.484.6%1170.592.1K
$140.00Aug 144.955.25$5.105.9%20.60--
$138.00Aug 143.854.10$3.976.3%20.5221
$139.00Aug 144.404.70$4.556.6%30.56--
$139.00Jul 313.503.75$3.636.9%130.59--

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 6 found (avg $0.73, cheapest $0.45)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Jul 240.410.49$0.4517.8%1.0K0.17194
$144.00Jul 310.650.72$0.6910.1%5.1K0.1892
$150.00Aug 210.750.88$0.8215.9%2.2K0.153.7K
$140.00Jul 240.800.85$0.836.0%3090.28628
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$134.00Jul 240.590.70$0.6516.9%830.24195
$135.00Jul 240.881.02$0.9514.7%3170.311.5K

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 79 found (avg delta 0.76, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 1715.6518.80$17.2318.3%11.00--
$125.00Jul 1710.6513.15$11.9021.0%31.00--
$130.00Jul 175.658.15$6.9036.2%51.00188
$135.00Jul 170.252.93$1.59168.6%151.00139
$136.00Jul 170.481.52$1.00104.0%641.00398
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$155.00Jul 1716.2019.90$18.0520.5%71.00418
$160.00Jul 1722.2524.35$23.309.0%11.00617
$150.00Jul 1712.1014.40$13.2517.4%80.99959
$145.00Jul 176.859.40$8.1331.4%40.991.2K
$141.00Jul 173.405.40$4.4045.5%170.99440

Most actively traded options today. High liquidity = easy entry/exit. 244 active (total vol 31.0K, top 5.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 310.650.72$0.6910.1%5.1K0.1892
$143.00Aug 71.231.36$1.3010.0%3.9K0.26194
$150.00Aug 210.750.88$0.8215.9%2.2K0.153.7K
$138.00Jul 170.000.05$0.03166.7%1.3K0.081.6K
$145.00Aug 211.551.66$1.616.8%1.3K0.263.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 211.351.45$1.407.1%8450.233.7K
$131.00Jul 240.190.31$0.2548.0%8320.1051
$140.00Jul 243.453.70$3.587.0%8170.72176
$140.00Jul 172.564.20$3.3848.5%4960.994.7K
$138.00Jul 170.462.06$1.26127.0%4560.92936

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 49 strikes (avg 1013.0%, max 3859.2%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$147.00Jul 17Aug 281021.9%25.8%3859.2%13554
$120.00Jul 17Aug 21827.1%28.3%2823.2%2--
$133.00Jul 17Jul 31632.9%24.9%2444.3%14--
$160.00Jul 17Aug 21720.0%28.9%2392.8%825.4K
$148.00Jul 17Aug 14573.8%26.3%2080.8%9205
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$133.00Jul 17Aug 28632.9%24.9%2445.5%134777
$155.00Jul 17Aug 21586.4%26.3%2127.0%22482
$129.00Jul 17Aug 14490.5%25.0%1859.7%2--
$128.00Jul 17Aug 28431.7%22.3%1837.7%6229
$125.00Jul 17Aug 28450.8%25.0%1701.4%201.6K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 116 found (best R:R 40.67, avg 3.93)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.12$4.88$0.1240.67$155.12
$150.00$155.00Aug 7$0.27$4.73$0.2717.52$150.27
$150.00$155.00Aug 14$0.29$4.71$0.2916.24$150.29
$150.00$155.00Aug 21$0.47$4.53$0.479.64$150.47
$143.00$144.00Jul 24$0.10$0.90$0.109.00$143.10
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 28$0.18$4.82$0.1826.78$124.82
$125.00$120.00Aug 14$0.21$4.79$0.2122.81$124.79
$120.00$115.00Aug 7$0.29$4.71$0.2916.24$119.71
$127.00$125.00Aug 7$0.13$1.87$0.1314.38$126.87
$125.00$120.00Aug 21$0.35$4.65$0.3513.29$124.65

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 146 found (best R:R 25.67, avg 1.91)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$120.00$125.00Aug 21$4.72$4.72$0.2816.86$124.72
$130.00$133.00Jul 17$2.82$2.82$0.1815.67$132.82
$120.00$125.00Aug 7$4.70$4.70$0.3015.67$124.70
$125.00$130.00Jul 31$4.63$4.63$0.3712.51$129.63
$131.00$134.00Jul 24$2.65$2.65$0.357.57$133.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$149.00$145.00Jul 17$3.85$3.85$0.1525.67$145.15
$155.00$150.00Jul 17$4.80$4.80$0.2024.00$150.20
$155.00$150.00Aug 21$4.62$4.62$0.3812.16$150.38
$142.00$141.00Jul 24$0.88$0.88$0.127.33$141.12
$150.00$145.00Aug 21$4.40$4.40$0.607.33$145.60

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.55, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$150.00Jul 17Jul 24$0.06445.1%33.5%
$155.00Jul 17Jul 24$0.08586.4%45.7%
$145.00Jul 17Jul 24$0.12293.8%26.0%
$146.00Jul 17Jul 24$0.14325.0%29.3%
$144.00Jul 17Jul 24$0.22262.0%26.8%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$128.00Jul 17Jul 24$0.07431.7%29.6%
$126.00Jul 24Jul 31$0.0831.1%25.7%
$129.00Jul 17Jul 24$0.09490.5%31.3%
$155.00Jul 17Aug 21$0.10586.4%26.3%
$130.00Jul 17Jul 24$0.12272.6%25.3%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 70 found (cheapest 0.39% of stock, avg 6.05%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$137.00Jul 17$0.24$0.29$0.53$136.47$137.530.39%
$136.00Jul 17$1.00$0.03$1.03$134.97$137.030.75%
$138.00Jul 17$0.03$1.26$1.29$136.71$139.290.94%
$135.00Jul 17$1.59$0.02$1.61$133.39$136.611.17%
$139.00Jul 17$0.13$2.57$2.70$136.30$141.701.97%
$134.00Jul 17$3.11$0.14$3.25$130.75$137.252.37%
$140.00Jul 17$0.01$3.38$3.39$136.61$143.392.47%
$137.00Jul 24$1.97$1.72$3.69$133.31$140.692.69%
$138.00Jul 24$1.53$2.27$3.80$134.20$141.802.77%
$136.00Jul 24$2.54$1.29$3.83$132.17$139.832.79%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 157 found (cheapest 0.04% of stock, avg 2.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$138.00$136.00Jul 17$0.03$0.03$0.06$135.94$138.06
$143.00$136.00Jul 17$0.08$0.03$0.11$135.89$143.11
$138.00$129.00Jul 17$0.03$0.11$0.14$128.86$138.14
$139.00$136.00Jul 17$0.13$0.03$0.16$135.84$139.16
$138.00$134.00Jul 17$0.03$0.14$0.17$133.83$138.17
$143.00$129.00Jul 17$0.08$0.11$0.19$128.81$143.19
$143.00$134.00Jul 17$0.08$0.14$0.22$133.78$143.22
$139.00$129.00Jul 17$0.13$0.11$0.24$128.76$139.24
$139.00$134.00Jul 17$0.13$0.14$0.27$133.73$139.27
$155.00$120.00Aug 21$0.35$0.31$0.66$119.34$155.66

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 288 found (best R:R 15.67, avg credit $1.02)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
128/129133/135Jul 31$1.88$0.1215.67$127.12$134.88
125/127137/139Aug 28$1.86$0.1413.29$125.14$138.86
128/129131/134Jul 24$2.75$0.2511.00$126.25$133.75
145/150155/160Aug 21$4.52$0.489.42$145.48$159.52
137/138139/140Jul 31$0.89$0.118.09$137.11$139.89
131/133135/136Aug 28$1.77$0.237.70$131.23$136.77
138/139140/141Jul 31$0.88$0.127.33$138.12$140.88
134/135136/137Aug 7$0.88$0.127.33$134.12$136.88
134/135139/140Aug 14$0.88$0.127.33$134.12$139.88
136/137139/140Aug 14$0.88$0.127.33$136.12$139.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 84 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Jul 24$0.10$2.4024.00
$145.00$150.00$155.00Aug 21$0.32$4.6814.62
$120.00$125.00$130.00Jul 17$0.33$4.6714.15
$143.00$144.00$145.00Jul 17$0.07$0.9313.29
$135.00$136.00$137.00Jul 24$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 14$0.14$4.8634.71
$145.00$150.00$155.00Aug 21$0.22$4.7821.73
$125.00$126.00$127.00Jul 31$0.05$0.9519.00
$115.00$120.00$125.00Aug 21$0.26$4.7418.23
$134.00$135.00$136.00Jul 31$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. 124 found (best net $-0.85, 96 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$135.001:2Aug 28-$0.85$7.15
$120.00$128.001:2Jul 24-$1.62$6.38
$150.00$155.001:2Jul 17-$0.01$4.99
$155.00$160.001:2Jul 17-$0.01$4.99
$145.00$150.001:2Aug 21-$0.03$4.97
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Aug 14-$0.03$4.97
$115.00$110.001:2Aug 21-$0.10$4.90
$120.00$115.001:2Aug 21-$0.13$4.87
$140.00$135.001:2Aug 21-$0.46$4.54
$125.00$120.001:2Aug 28-$0.48$4.52

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 53 found (best yield 2.30%, avg 0.81%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Aug 28$3.150.422.1%2.30%4.40%1313
$138.00Aug 14$3.100.480.6%2.26%2.90%118
$140.00Aug 21$3.000.412.1%2.19%4.29%2994.6K
$139.00Aug 14$2.930.451.4%2.14%3.51%457
$140.00Aug 14$2.520.412.1%1.84%3.94%550
$139.00Aug 28$2.370.441.4%1.73%3.10%1001
$138.00Jul 31$2.280.460.6%1.66%2.30%5220
$141.00Aug 28$2.240.392.8%1.63%4.46%317
$140.00Aug 7$2.050.382.1%1.50%3.60%78357
$139.00Jul 31$1.830.411.4%1.33%2.71%5252

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 25,198
Total Puts 9,930
Put/Call Ratio 0.39
Net Difference 15,268

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 154,219
Total Puts 119,122
Average Put/Call Ratio 0.80
Ratio Trend Falling

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