Tour v473
PEP
PEPSICO INC
$140.20 -2.30%
$140.11 (-0.06%)🌙
as of 07/30 07:20 PM
7/30 19:20

Option Volume

Detail
Current (07/30) 17,322
Calls: 9,397 (54%)
Puts: 7,925 (46%)
Prior (07/29) 97,542
Calls: 90,937 (93%)
Puts: 6,605 (7%)
Current vs Prior -82.24%
Calls: -89.67% (Calls)
Puts: +19.98% (Puts)
Prior 7-Day Total 287,262
Calls: 225,857 (79%)
Puts: 61,405 (21%)
Prior 7-Day Average 41,037
Calls: 32,265 (79%)
Puts: 8,772 (21%)
Current vs Prior 7-Day Avg -57.79%
Calls: -70.88%
Puts: -9.66%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/30) $3.56M
Calls: $2.10M (59%)
Puts: $1.45M (41%)
Prior (07/29) $28.92M
Calls: $27.30M (94%)
Puts: $1.62M (6%)
Current vs Prior -87.71%
Calls: -92.29%
Puts: -10.59%
Prior 7-Day Total $75.92M
Calls: $60.57M (80%)
Puts: $15.35M (20%)
Prior 7-Day Average $10.85M
Calls: $8.65M (80%)
Puts: $2.19M (20%)
Current vs Prior 7-Day Avg -67.22%
Calls: -75.69%
Puts: -33.79%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/30) 0.84
Prior (07/29) 0.07
Current vs Prior +1061.12%
Prior 7-Day Average 0.44
Current vs Prior 7-Day Avg +93.40%
Sentiment NEUTRAL

Open Interest

Detail
Current (07/30) 306,886
Calls: 223,733 (73%)
Puts: 83,153 (27%)
Prior (07/29) 302,007
Calls: 218,651 (72%)
Puts: 83,356 (28%)
Current vs Prior +1.62%
Prior 7-Day Total 2,165,037
Calls: 1,542,814 (71%)
Puts: 622,223 (29%)
Prior 7-Day Average 309,291
Calls: 220,402 (71%)
Puts: 88,889 (29%)
Current vs Prior 7-Day Avg -0.78%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.44% | 3.38%5.51% | 9.72%
Prior 2.15% | 3.60%5.23% | 9.20%
Current vs Prior -32.87% | -6.16%+5.49% | +5.69%
Prior 7-Day Avg 2.42% | 3.79%5.71% | 9.41%
Current vs 7-Day Avg -40.41% | -10.68%-3.42% | +3.29%
Prior 7-Day Eod 2.15% | 3.60%5.23% | 9.20%
Current vs 7-Day Eod -32.87% | -6.16%+5.49% | +5.69%
Sentiment BULLISHBEARISH

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
+
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🤖 AI Insights

Light premium activity with dollar volume down 88% vs prior. Below-average activity with volume down 82% vs prior. P/C ratio rising 1061% - increased hedging/bearish positioning. Call-heavy open interest (223,733 calls vs 83,153 puts) suggests bullish 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 NEUTRAL
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 8 of results (avg 8.8%, best 8.2%)

CALLS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 72.282.48$2.388.4%1590.52508
$144.00Aug 212.082.27$2.178.8%70.36213
$140.00Aug 213.704.05$3.889.0%1010.536.5K
$140.00Aug 143.103.40$3.259.2%70.5283
PUTS (4)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$142.00Aug 72.903.15$3.038.3%240.6277
$139.00Aug 212.612.84$2.728.5%2440.4267
$138.00Aug 212.202.41$2.319.1%120.3812
$140.00Aug 213.053.35$3.209.4%3230.472.0K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.93, cheapest $0.90)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Aug 210.881.03$0.9615.6%250.1984
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Aug 210.810.98$0.9018.9%60.18149

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 53 found (avg delta 0.71, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Jul 319.5011.20$10.3516.4%20.99--
$135.00Jul 314.705.55$5.1316.6%140.98119
$134.00Jul 315.057.45$6.2538.4%10.9757
$136.00Jul 312.555.80$4.1877.8%40.96104
$137.00Jul 312.485.10$3.7969.1%170.90385
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$144.00Jul 312.645.20$3.9265.3%211.0040
$145.00Jul 313.606.05$4.8350.7%241.0079
$147.00Jul 315.108.70$6.9052.2%11.00--
$160.00Aug 2118.0021.80$19.9019.1%100.95--
$143.00Jul 311.744.30$3.0284.8%40.9364

Most actively traded options today. High liquidity = easy entry/exit. 223 active (total vol 10.0K, top 2.1K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 211.761.95$1.8610.2%2.1K0.324.0K
$143.00Aug 141.822.08$1.9513.3%3760.3785
$144.00Jul 310.060.14$0.1080.0%3590.093.5K
$143.00Jul 310.080.23$0.1693.8%2770.14471
$146.00Aug 140.971.22$1.1022.7%1900.2442
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$136.00Aug 281.592.07$1.8326.2%4890.3013
$140.00Aug 213.053.35$3.209.4%3230.472.0K
$140.00Jul 310.241.04$0.64125.0%2810.42514
$139.00Aug 212.612.84$2.728.5%2440.4267
$139.00Jul 310.220.44$0.3366.7%2320.25194

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 69.9%, max 272.0%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Jul 31Aug 2192.3%30.8%199.5%161.8K
$155.00Jul 31Sep 471.9%27.8%158.6%81.1K
$152.50Jul 31Aug 2874.0%28.9%155.8%472
$150.00Jul 31Sep 465.5%27.5%138.5%114882
$148.00Jul 31Sep 459.0%25.6%130.2%71388
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$120.00Jul 31Aug 28110.8%29.8%272.0%35186
$129.00Jul 31Sep 478.6%24.7%218.2%2177
$130.00Jul 31Sep 1168.5%23.5%191.2%25657
$131.00Jul 31Sep 1162.7%23.5%166.9%42870
$132.00Jul 31Sep 460.1%24.9%141.3%29413

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 110 found (best R:R 40.67, avg 4.35)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Aug 21$0.12$4.88$0.1240.67$155.12
$155.00$165.00Sep 4$0.40$9.60$0.4024.00$155.40
$152.50$155.00Aug 14$0.11$2.39$0.1121.73$152.61
$155.00$165.00Aug 28$0.46$9.54$0.4620.74$155.46
$150.00$152.50Aug 7$0.13$2.37$0.1318.23$150.13
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$123.00$120.00Aug 28$0.10$2.90$0.1029.00$122.90
$128.00$125.00Aug 21$0.23$2.77$0.2312.04$127.77
$127.00$126.00Aug 28$0.10$0.90$0.109.00$126.90
$136.00$135.00Aug 28$0.10$0.90$0.109.00$135.90
$134.00$133.00Aug 7$0.11$0.89$0.118.09$133.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 135 found (best R:R 39.00, avg 1.40)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$141.00$142.00Sep 4$0.88$0.88$0.127.33$141.88
$147.00$148.00Aug 28$0.87$0.87$0.136.69$147.87
$136.00$138.00Aug 7$1.70$1.70$0.305.67$137.70
$141.00$142.00Aug 14$0.83$0.83$0.174.88$141.83
$139.00$140.00Jul 31$0.78$0.78$0.223.55$139.78
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$160.00$150.00Aug 21$9.75$9.75$0.2539.00$150.25
$144.00$143.00Jul 31$0.90$0.90$0.109.00$143.10
$140.00$139.00Aug 14$0.86$0.86$0.146.14$139.14
$146.00$145.00Aug 14$0.80$0.80$0.204.00$145.20
$142.00$141.00Aug 21$0.80$0.80$0.204.00$141.20

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 43 found (avg debit $0.67, cheapest $0.08)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$152.50Jul 31Aug 7$0.0974.0%33.0%
$150.00Jul 31Aug 7$0.2165.5%32.6%
$155.00Jul 31Aug 14$0.2571.9%32.5%
$148.00Jul 31Aug 7$0.3259.0%31.4%
$135.00Jul 31Aug 7$0.5239.9%25.5%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$131.00Jul 31Aug 7$0.0862.7%27.1%
$125.00Aug 7Aug 14$0.0836.2%31.4%
$130.00Jul 31Aug 7$0.1068.5%30.4%
$120.00Jul 31Aug 7$0.11110.8%55.4%
$132.00Jul 31Aug 7$0.1360.1%27.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 51 found (cheapest 1.11% of stock, avg 4.61%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$141.00Jul 31$0.63$0.93$1.56$139.44$142.561.11%
$140.00Jul 31$1.09$0.64$1.73$138.27$141.731.23%
$142.00Jul 31$0.31$1.84$2.15$139.85$144.151.53%
$139.00Jul 31$1.87$0.33$2.20$136.80$141.201.57%
$138.00Jul 31$2.43$0.17$2.60$135.40$140.601.85%
$143.00Jul 31$0.16$3.02$3.18$139.82$146.182.27%
$137.00Jul 31$3.79$0.13$3.92$133.08$140.922.80%
$144.00Jul 31$0.10$3.92$4.02$139.98$148.022.87%
$141.00Aug 7$1.84$2.36$4.20$136.80$145.203.00%
$136.00Jul 31$4.18$0.05$4.23$131.77$140.233.02%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 160 found (cheapest 0.16% of stock, avg 3.07%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$144.00$137.00Jul 31$0.10$0.13$0.23$136.77$144.23
$145.00$137.00Jul 31$0.09$0.13$0.22$136.78$145.22
$144.00$138.00Jul 31$0.10$0.17$0.27$137.73$144.27
$145.00$138.00Jul 31$0.09$0.17$0.26$137.74$145.26
$143.00$137.00Jul 31$0.16$0.13$0.29$136.71$143.29
$143.00$138.00Jul 31$0.16$0.17$0.33$137.67$143.33
$145.00$139.00Jul 31$0.09$0.33$0.42$138.58$145.42
$142.00$137.00Jul 31$0.31$0.13$0.44$136.56$142.44
$144.00$139.00Jul 31$0.10$0.33$0.43$138.57$144.43
$142.00$138.00Jul 31$0.31$0.17$0.48$137.52$142.48

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 302 found (best R:R 9.53, avg credit $0.76)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
133/134136/138Aug 7$1.81$0.199.53$132.19$137.81
134/135137/138Aug 21$0.90$0.109.00$134.10$137.90
139/140142/143Aug 21$0.90$0.109.00$139.10$142.90
142/143149/150Aug 14$0.89$0.118.09$142.11$149.89
134/135143/144Aug 28$0.89$0.118.09$134.11$143.89
137/138143/144Aug 21$0.88$0.127.33$137.12$143.88
138/139143/144Aug 21$0.88$0.127.33$138.12$143.88
126/127143/144Aug 28$0.88$0.127.33$126.12$143.88
135/136143/144Aug 28$0.88$0.127.33$135.12$143.88
142/143144/145Aug 14$0.87$0.136.69$142.13$144.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 73 found (best R:R 32.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 14$0.12$2.3819.83
$146.00$147.00$148.00Jul 31$0.05$0.9519.00
$148.00$149.00$150.00Jul 31$0.05$0.9519.00
$136.00$137.00$138.00Aug 21$0.06$0.9415.67
$148.00$149.00$150.00Aug 21$0.06$0.9415.67
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.15$4.8532.33
$135.00$136.00$137.00Jul 31$0.06$0.9415.67
$129.00$130.00$131.00Aug 21$0.06$0.9415.67
$123.00$124.00$125.00Aug 14$0.07$0.9313.29
$138.00$139.00$140.00Aug 21$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. 97 found (best net $-0.40, 85 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$167.501:2Jul 31-$0.27$7.23
$155.00$160.001:2Jul 31-$0.01$4.99
$150.00$155.001:2Sep 4-$0.02$4.98
$160.00$165.001:2Aug 21-$0.05$4.95
$155.00$160.001:2Aug 21-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$150.001:2Aug 21-$0.40$9.60
$123.00$115.001:2Aug 14-$0.17$7.83
$125.00$120.001:2Aug 7-$0.20$4.80
$120.00$115.001:2Aug 21-$0.20$4.80
$130.00$126.001:2Aug 7-$0.08$3.92

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 54 found (best yield 2.71%, avg 0.90%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$141.00Sep 4$3.800.470.6%2.71%3.28%37--
$141.00Aug 28$3.500.510.6%2.50%3.07%3--
$141.00Aug 21$3.250.490.6%2.32%2.89%27195
$142.00Aug 21$2.820.451.3%2.01%3.30%143.0K
$141.00Aug 14$2.600.470.6%1.85%2.43%654
$144.00Sep 4$2.530.372.7%1.80%4.51%2--
$143.00Aug 28$2.450.432.0%1.75%3.74%721
$143.00Aug 21$2.420.412.0%1.73%3.72%44133
$142.00Sep 4$2.380.441.3%1.70%2.98%1610
$145.00Sep 11$2.260.333.4%1.61%5.04%1--

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 9,397
Total Puts 7,925
Put/Call Ratio 0.84
Net Difference 1,472

Prior's Put/Call Breakdown

Total Calls 90,937
Total Puts 6,605
Put/Call Ratio 0.07
Net Difference 84,332

Prior 7-Day Put/Call Summary

Total Calls 225,857
Total Puts 61,405
Average Put/Call Ratio 0.44
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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