Tour v477
PEP
PEPSICO INC
$139.56 -0.46%
$140.20 (+0.46%)🌙
as of 07/31 06:59 PM
7/31 19:00

Option Volume

Detail
Current (07/31) 16,072
Calls: 10,212 (64%)
Puts: 5,860 (36%)
Prior (07/30) 17,322
Calls: 9,397 (54%)
Puts: 7,925 (46%)
Current vs Prior -7.22%
Calls: +8.67% (Calls)
Puts: -26.06% (Puts)
Prior 7-Day Total 278,573
Calls: 219,538 (79%)
Puts: 59,035 (21%)
Prior 7-Day Average 39,796
Calls: 31,362 (79%)
Puts: 8,433 (21%)
Current vs Prior 7-Day Avg -59.61%
Calls: -67.44%
Puts: -30.52%
Sentiment BULLISH

Dollar Volume

Detail
Current (07/31) $4.45M
Calls: $2.92M (66%)
Puts: $1.54M (34%)
Prior (07/30) $3.56M
Calls: $2.10M (59%)
Puts: $1.45M (41%)
Current vs Prior +25.21%
Calls: +38.62%
Puts: +5.77%
Prior 7-Day Total $71.56M
Calls: $58.24M (81%)
Puts: $13.31M (19%)
Prior 7-Day Average $10.22M
Calls: $8.32M (81%)
Puts: $1.90M (19%)
Current vs Prior 7-Day Avg -56.45%
Calls: -64.95%
Puts: -19.28%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (07/31) 0.57
Prior (07/30) 0.84
Current vs Prior -31.96%
Prior 7-Day Average 0.46
Current vs Prior 7-Day Avg +23.93%
Sentiment BULLISH

Open Interest

Detail
Current (07/31) 308,485
Calls: 217,908 (71%)
Puts: 90,577 (29%)
Prior (07/30) 306,886
Calls: 223,733 (73%)
Puts: 83,153 (27%)
Current vs Prior +0.52%
Prior 7-Day Total 2,162,534
Calls: 1,549,056 (72%)
Puts: 613,478 (28%)
Prior 7-Day Average 308,933
Calls: 221,293 (72%)
Puts: 87,639 (28%)
Current vs Prior 7-Day Avg -0.15%
Sentiment BEARISH

Expected Move

Detail
Expiry (07/31) | Next (08/07)Expiry (08/21) | Next (09/18)
Current 1.51% | 3.17%5.25% | 9.23%
Prior 1.44% | 3.38%5.51% | 9.72%
Current vs Prior +119.82% | +24.62%-4.74% | -5.07%
Prior 7-Day Avg 2.33% | 3.79%5.67% | 9.68%
Current vs 7-Day Avg +36.09% | +11.30%-7.37% | -4.62%
Prior 7-Day Eod 1.44% | 3.38%5.51% | 9.72%
Current vs 7-Day Eod +119.82% | +24.62%-4.74% | -5.07%
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
+
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🤖 AI Insights

Moderately bullish flow with 66% call dollar volume ($2.92M). Bullish P/C ratio of 0.57. P/C ratio dropping 32% - sentiment shifting bullish. Call-heavy open interest (217,908 calls vs 90,577 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 BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
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 4 of results (avg 8.8%, best 8.1%)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 71.671.83$1.759.1%3820.47586
$139.00Aug 284.154.55$4.359.2%100.53--
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Aug 284.154.50$4.338.1%90.5512
$140.00Aug 213.253.55$3.408.8%500.501.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 2 found (avg $0.84, cheapest $0.81)

CALLS (0)
No calls meet the criteria
PUTS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$137.00Aug 70.730.89$0.8119.8%390.28301
$135.00Aug 140.800.95$0.8817.0%130.23120

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.73, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$120.00Jul 3117.8521.70$19.7719.5%21.007
$124.00Jul 3113.8517.70$15.7724.4%11.00--
$125.00Jul 3112.8516.70$14.7726.1%11.00--
$129.00Jul 319.4512.70$11.0829.3%11.007
$130.00Jul 318.4511.05$9.7526.7%121.00149
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Jul 310.651.74$1.2090.8%420.98165
$144.00Jul 312.776.15$4.4675.8%270.9739
$146.00Aug 75.207.80$6.5040.0%20.88--
$150.00Aug 149.1511.80$10.4825.3%10.87--
$150.00Aug 219.4011.30$10.3518.4%10.86836

Most actively traded options today. High liquidity = easy entry/exit. 218 active (total vol 11.1K, top 1.6K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Jul 310.050.33$0.19147.4%1.6K0.321.9K
$141.00Aug 71.241.90$1.5742.0%8360.40109
$150.00Sep 110.901.50$1.2050.0%6790.19--
$150.00Sep 40.271.27$0.77129.9%4040.1524
$140.00Aug 71.671.83$1.759.1%3820.47586
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Aug 70.861.20$1.0333.0%3840.3583
$139.00Aug 71.281.63$1.4624.0%3120.44167
$139.00Jul 310.010.42$0.22186.4%2900.31354
$140.00Jul 310.340.94$0.6493.7%2630.68579
$140.00Aug 71.952.28$2.1115.6%1560.531.0K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 43 strikes (avg 1193.5%, max 4051.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$152.50Jul 31Aug 281170.3%28.2%4051.7%2291
$148.00Jul 31Sep 4906.6%26.4%3332.3%313
$162.50Jul 31Aug 28995.9%33.8%2845.3%286
$165.00Jul 31Aug 211049.8%37.4%2709.7%41.4K
$146.00Jul 31Sep 4583.9%27.3%2036.9%54914
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$134.00Jul 31Sep 11726.0%21.0%3363.1%49326
$120.00Jul 31Aug 21709.6%30.9%2197.4%231.6K
$143.00Jul 31Aug 7565.5%27.9%1926.5%363
$135.00Jul 31Sep 11421.1%22.5%1770.6%351.8K
$142.00Jul 31Aug 21486.4%28.9%1585.9%3197

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 102 found (best R:R 28.41, avg 3.75)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$157.50$162.50Aug 28$0.17$4.83$0.1728.41$157.67
$150.00$152.50Aug 21$0.10$2.40$0.1024.00$150.10
$152.50$155.00Aug 14$0.12$2.38$0.1219.83$152.62
$150.00$152.50Aug 28$0.15$2.35$0.1515.67$150.15
$150.00$152.50Aug 14$0.19$2.31$0.1912.16$150.19
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$122.00Sep 4$0.14$2.86$0.1420.43$124.86
$128.00$125.00Aug 21$0.19$2.81$0.1914.79$127.81
$130.00$128.00Aug 28$0.19$1.81$0.199.53$129.81
$133.00$132.00Aug 28$0.10$0.90$0.109.00$132.90
$135.00$134.00Aug 7$0.11$0.89$0.118.09$134.89

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 125 found (best R:R 11.90, avg 1.35)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$125.00$129.00Jul 31$3.69$3.69$0.3111.90$128.69
$129.00$135.00Aug 7$5.53$5.53$0.4711.77$134.53
$149.00$150.00Sep 4$0.90$0.90$0.109.00$149.90
$130.00$135.00Aug 21$4.07$4.07$0.934.38$134.07
$135.00$137.00Aug 21$1.60$1.60$0.404.00$136.60
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$147.00$146.00Aug 21$0.89$0.89$0.118.09$146.11
$150.00$144.00Aug 14$5.20$5.20$0.806.50$144.80
$142.00$141.00Jul 31$0.82$0.82$0.184.56$141.18
$144.00$142.00Aug 21$1.63$1.63$0.374.41$142.37
$141.00$140.00Aug 7$0.79$0.79$0.213.76$140.21

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 36 found (avg debit $0.61, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$142.00Jul 31Aug 7$0.08486.4%27.9%
$165.00Jul 31Aug 21$0.081049.8%37.4%
$147.00Aug 7Aug 14$0.0936.8%27.2%
$150.00Jul 31Aug 7$0.19361.4%34.6%
$155.00Aug 7Aug 14$0.2033.3%33.7%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$120.00Jul 31Aug 21$0.06709.6%30.9%
$128.00Aug 14Aug 21$0.0631.2%26.9%
$131.00Jul 31Aug 7$0.07406.5%27.5%
$125.00Aug 7Aug 21$0.1039.8%27.4%
$132.00Jul 31Aug 7$0.13364.9%27.2%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 0.59% of stock, avg 4.77%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$140.00Jul 31$0.19$0.64$0.83$139.17$140.830.59%
$141.00Jul 31$0.01$1.20$1.21$139.79$142.210.87%
$139.00Jul 31$1.47$0.22$1.69$137.31$140.691.21%
$138.00Jul 31$2.26$0.04$2.30$135.70$140.301.65%
$137.00Jul 31$2.77$0.03$2.80$134.20$139.802.01%
$142.00Jul 31$1.07$2.02$3.09$138.91$145.092.21%
$139.00Aug 7$2.31$1.46$3.77$135.23$142.772.70%
$140.00Aug 7$1.75$2.11$3.86$136.14$143.862.77%
$136.00Jul 31$3.82$0.07$3.89$132.11$139.892.79%
$138.00Aug 7$3.06$1.03$4.09$133.91$142.092.93%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 165 found (cheapest 0.16% of stock, avg 2.60%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$140.00$138.00Jul 31$0.19$0.04$0.23$137.77$140.23
$140.00$136.00Jul 31$0.19$0.07$0.26$135.74$140.26
$140.00$139.00Jul 31$0.19$0.22$0.41$138.59$140.41
$140.00$135.00Jul 31$0.19$0.34$0.53$134.47$140.53
$144.00$135.00Aug 7$0.61$0.39$1.00$134.00$145.00
$142.00$138.00Jul 31$1.07$0.04$1.11$136.89$143.11
$143.00$138.00Jul 31$1.07$0.04$1.11$136.89$144.11
$148.00$138.00Jul 31$1.07$0.04$1.11$136.89$149.11
$152.50$138.00Jul 31$1.07$0.04$1.11$136.89$153.61
$142.00$136.00Jul 31$1.07$0.07$1.14$134.86$143.14

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 261 found (best R:R 12.33, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
133/134135/137Aug 21$1.85$0.1512.33$132.15$136.85
130/131135/137Aug 21$1.81$0.199.53$129.19$136.81
129/131149/150Sep 4$1.81$0.199.53$129.19$150.81
139/140143/144Aug 7$0.90$0.109.00$139.10$143.90
130/131140/141Aug 21$0.90$0.109.00$130.10$140.90
130/131140/141Aug 28$0.90$0.109.00$130.10$140.90
133/134139/140Aug 28$0.90$0.109.00$133.10$139.90
127/128137/138Aug 14$0.89$0.118.09$127.11$137.89
127/128143/144Aug 14$0.89$0.118.09$127.11$143.89
132/133137/138Aug 14$0.89$0.118.09$132.11$137.89

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 62 found (best R:R 34.71, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 14$0.07$2.4334.71
$139.00$140.00$141.00Aug 14$0.06$0.9415.67
$140.00$141.00$142.00Aug 14$0.07$0.9313.29
$139.00$140.00$141.00Aug 28$0.08$0.9211.50
$141.00$142.00$143.00Aug 7$0.13$0.876.69
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$136.00$137.00$138.00Jul 31$0.05$0.9519.00
$131.00$132.00$133.00Aug 21$0.05$0.9519.00
$135.00$136.00$137.00Aug 7$0.06$0.9415.67
$134.00$135.00$136.00Aug 7$0.07$0.9313.29
$133.00$134.00$135.00Sep 4$0.08$0.9211.50

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 107 found (best net $-0.02, 88 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Aug 21-$0.09$4.91
$157.50$162.501:2Aug 28-$0.13$4.87
$155.00$160.001:2Aug 21-$0.16$4.84
$150.00$155.001:2Sep 4-$0.71$4.29
$131.00$135.001:2Jul 31-$0.50$3.50
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$115.001:2Aug 14-$0.02$11.98
$150.00$144.001:2Aug 14-$0.08$5.92
$139.00$135.001:2Sep 11-$1.03$2.97
$129.00$126.001:2Aug 7-$0.09$2.91
$128.00$125.001:2Sep 4-$0.31$2.69

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 52 found (best yield 2.69%, avg 0.85%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 4$3.750.480.3%2.69%3.00%5566
$140.00Aug 28$3.500.490.3%2.51%2.82%1--
$140.00Aug 21$3.200.500.3%2.29%2.61%1526.5K
$141.00Sep 11$3.100.431.0%2.22%3.25%2--
$141.00Aug 28$3.000.451.0%2.15%3.18%532
$140.00Sep 11$2.920.460.3%2.09%2.41%314
$141.00Sep 4$2.750.441.0%1.97%3.00%2138
$142.00Aug 21$2.360.421.8%1.69%3.44%33.0K
$140.00Aug 14$2.300.480.3%1.65%1.96%2689
$142.00Sep 4$2.170.411.8%1.55%3.30%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 10,212
Total Puts 5,860
Put/Call Ratio 0.57
Net Difference 4,352

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 219,538
Total Puts 59,035
Average Put/Call Ratio 0.46
Ratio Trend Falling

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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