Tour v487
PEP
PEPSICO INC
$139.63 +0.05%
$139.38 (-0.18%)🌙
as of 08/03 06:47 PM
8/3 18:47

Option Volume

Detail
Current (08/03) 15,243
Calls: 9,551 (63%)
Puts: 5,692 (37%)
Prior (07/31) 16,072
Calls: 10,212 (64%)
Puts: 5,860 (36%)
Current vs Prior -5.16%
Calls: -6.47% (Calls)
Puts: -2.87% (Puts)
Prior 7-Day Total 274,413
Calls: 216,083 (79%)
Puts: 58,330 (21%)
Prior 7-Day Average 39,201
Calls: 30,869 (79%)
Puts: 8,332 (21%)
Current vs Prior 7-Day Avg -61.12%
Calls: -69.06%
Puts: -31.69%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/03) $2.84M
Calls: $2.07M (73%)
Puts: $773.9K (27%)
Prior (07/31) $4.45M
Calls: $2.92M (66%)
Puts: $1.54M (34%)
Current vs Prior -36.11%
Calls: -29.01%
Puts: -49.59%
Prior 7-Day Total $71.13M
Calls: $58.34M (82%)
Puts: $12.79M (18%)
Prior 7-Day Average $10.16M
Calls: $8.33M (82%)
Puts: $1.83M (18%)
Current vs Prior 7-Day Avg -72.01%
Calls: -75.16%
Puts: -57.63%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/03) 0.60
Prior (07/31) 0.57
Current vs Prior +3.86%
Prior 7-Day Average 0.48
Current vs Prior 7-Day Avg +25.12%
Sentiment BULLISH

Open Interest

Detail
Current (08/03) 239,138
Calls: 160,135 (67%)
Puts: 79,003 (33%)
Prior (07/31) 308,485
Calls: 217,908 (71%)
Puts: 90,577 (29%)
Current vs Prior -22.48%
Prior 7-Day Total 2,164,886
Calls: 1,544,808 (71%)
Puts: 620,078 (29%)
Prior 7-Day Average 309,269
Calls: 220,686 (71%)
Puts: 88,582 (29%)
Current vs Prior 7-Day Avg -22.68%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.77% | 4.04%5.02% | 9.30%
Prior 3.17% | 4.21%5.25% | 9.23%
Current vs Prior -12.49% | -4.13%-4.41% | +0.73%
Prior 7-Day Avg 2.50% | 3.88%5.58% | 9.58%
Current vs 7-Day Avg +11.07% | +4.08%-9.96% | -2.96%
Prior 7-Day Eod 3.17% | 4.21%5.25% | 9.23%
Current vs 7-Day Eod -12.49% | -4.13%-4.41% | +0.73%
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 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 73% call dollar volume ($2.07M). Bullish P/C ratio of 0.60. Call-heavy open interest (160,135 calls vs 79,003 puts) suggests bullish positioning. Declining open interest (down 22%) indicates positions being closed.

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 14 of results (avg 8.0%, best 6.2%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 213.103.30$3.206.2%890.496.5K
$135.00Aug 286.557.05$6.807.4%10.7379
$136.00Aug 215.305.75$5.538.1%60.69--
$139.00Aug 142.853.10$2.988.4%1270.553.7K
$137.00Aug 214.655.10$4.889.2%20.65182
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$141.00Aug 143.103.30$3.206.2%80.5781
$143.00Aug 73.754.00$3.886.4%100.7634
$146.00Aug 287.207.70$7.456.7%10.72--
$145.00Aug 216.156.60$6.387.1%100.721.7K
$144.00Aug 145.005.40$5.207.7%10.7412

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.65, cheapest $0.65)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Aug 210.590.70$0.6516.9%20.15--
PUTS (0)
No puts meet the criteria

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 47 found (avg delta 0.69, highest 0.97)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 77.8511.45$9.6537.3%100.97--
$130.00Aug 148.9011.40$10.1524.6%510.924
$131.00Aug 147.9010.45$9.1827.8%510.927
$134.00Aug 74.557.30$5.9346.4%200.8831
$135.00Aug 74.406.65$5.5340.7%410.8687
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$157.50Aug 716.4019.75$18.0818.5%20.92--
$150.00Aug 2110.2012.60$11.4021.1%100.87836
$145.00Aug 74.007.55$5.7861.4%10.87--
$145.00Aug 144.957.30$6.1338.3%10.78--
$146.00Aug 215.609.15$7.3848.1%10.77--

Most actively traded options today. High liquidity = easy entry/exit. 215 active (total vol 11.2K, top 711)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Aug 71.802.20$2.0020.0%6250.57326
$145.00Aug 211.271.56$1.4220.4%5270.285.0K
$140.00Aug 71.501.68$1.5911.3%4720.48876
$145.00Aug 70.270.35$0.3125.8%4390.13824
$146.00Aug 70.170.32$0.2560.0%3600.11172
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Aug 70.831.05$0.9423.4%7110.34394
$136.00Aug 70.330.50$0.4240.5%3610.18382
$133.00Aug 70.100.20$0.1566.7%3440.07581
$131.00Aug 140.040.43$0.24162.5%3150.0855
$129.00Aug 140.020.45$0.24179.2%2530.0758

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 41 strikes (avg 50.7%, max 329.8%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Aug 7Sep 4130.2%30.3%329.8%4--
$160.00Aug 7Aug 2883.2%29.7%180.2%4104
$155.00Aug 7Sep 1141.1%22.7%80.6%55316
$150.00Aug 7Sep 1136.3%25.8%40.8%721.6K
$134.00Aug 7Sep 1134.4%24.7%39.4%3031
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$129.00Aug 7Sep 1181.9%25.1%226.0%897
$120.00Aug 7Aug 2896.3%33.6%186.2%1846
$128.00Aug 7Sep 1149.1%22.8%115.5%17525
$125.00Aug 7Sep 448.1%29.9%60.9%49262
$131.00Aug 7Sep 1132.5%21.6%50.8%2272

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 122 found (best R:R 49.00, avg 3.76)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$152.50$155.00Aug 14$0.16$2.34$0.1614.62$152.66
$155.00$160.00Aug 28$0.32$4.68$0.3214.62$155.32
$165.00$167.50Aug 28$0.19$2.31$0.1912.16$165.19
$150.00$152.50Aug 21$0.20$2.30$0.2011.50$150.20
$155.00$157.50Aug 21$0.22$2.28$0.2210.36$155.22
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$125.00$120.00Aug 28$0.10$4.90$0.1049.00$124.90
$129.00$125.00Aug 21$0.19$3.81$0.1920.05$128.81
$124.00$120.00Aug 14$0.21$3.79$0.2118.05$123.79
$128.00$126.00Sep 4$0.19$1.81$0.199.53$127.81
$128.00$127.00Aug 28$0.13$0.87$0.136.69$127.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 138 found (best R:R 61.50, avg 1.41)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$130.00$134.00Aug 7$3.72$3.72$0.2813.29$133.72
$131.00$135.00Aug 14$3.63$3.63$0.379.81$134.63
$135.00$136.00Aug 21$0.85$0.85$0.155.67$135.85
$135.00$138.00Sep 11$2.45$2.45$0.554.45$137.45
$132.00$133.00Aug 28$0.80$0.80$0.204.00$132.80
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$157.50$145.00Aug 7$12.30$12.30$0.2061.50$145.20
$132.00$131.00Sep 11$0.77$0.77$0.233.35$131.23
$142.00$141.00Aug 7$0.74$0.74$0.262.85$141.26
$143.00$142.00Aug 7$0.73$0.73$0.272.70$142.27
$146.00$140.00Aug 28$4.23$4.23$1.772.39$141.77

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 37 found (avg debit $0.58, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$155.00Aug 7Aug 14$0.0541.1%30.0%
$150.00Aug 7Aug 14$0.1936.3%28.7%
$152.50Aug 7Aug 14$0.2136.8%33.0%
$146.00Aug 7Aug 14$0.3933.8%27.3%
$130.00Aug 7Aug 14$0.5035.7%29.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$146.00Aug 21Aug 28$0.0726.1%26.8%
$127.00Aug 14Aug 28$0.0838.7%27.9%
$128.00Aug 7Aug 14$0.1149.1%33.6%
$126.00Aug 14Aug 28$0.1442.2%31.3%
$131.00Aug 7Aug 14$0.1932.5%26.8%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 46 found (cheapest 2.38% of stock, avg 5.22%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$139.00Aug 7$2.00$1.32$3.32$135.68$142.322.38%
$140.00Aug 7$1.59$1.87$3.46$136.54$143.462.48%
$138.00Aug 7$2.65$0.94$3.59$134.41$141.592.57%
$141.00Aug 7$1.20$2.41$3.61$137.39$144.612.59%
$142.00Aug 7$0.85$3.15$4.00$138.00$146.002.86%
$137.00Aug 7$3.43$0.64$4.07$132.93$141.072.91%
$143.00Aug 7$0.65$3.88$4.53$138.47$147.533.24%
$139.00Aug 14$2.98$2.14$5.12$133.88$144.123.67%
$140.00Aug 14$2.51$2.66$5.17$134.83$145.173.70%
$141.00Aug 14$2.01$3.20$5.21$135.79$146.213.73%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 150 found (cheapest 0.63% of stock, avg 3.17%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$144.00$136.00Aug 7$0.46$0.42$0.88$135.12$144.88
$143.00$136.00Aug 7$0.65$0.42$1.07$134.93$144.07
$144.00$137.00Aug 7$0.46$0.64$1.10$135.90$145.10
$142.00$136.00Aug 7$0.85$0.42$1.27$134.73$143.27
$143.00$137.00Aug 7$0.65$0.64$1.29$135.71$144.29
$144.00$138.00Aug 7$0.46$0.94$1.40$136.60$145.40
$142.00$137.00Aug 7$0.85$0.64$1.49$135.51$143.49
$144.00$129.00Aug 7$0.46$1.07$1.53$127.47$145.53
$143.00$138.00Aug 7$0.65$0.94$1.59$136.41$144.59
$141.00$136.00Aug 7$1.20$0.42$1.62$134.38$142.62

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 350 found (best R:R 24.00, avg credit $0.84)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
120/124131/135Aug 14$3.84$0.1624.00$120.16$134.84
128/129135/138Sep 11$2.88$0.1224.00$126.12$137.88
133/134135/138Sep 11$2.79$0.2113.29$131.21$137.79
132/133140/141Aug 21$0.90$0.109.00$132.10$140.90
135/136138/139Aug 21$0.90$0.109.00$135.10$138.90
136/137146/147Aug 28$0.90$0.109.00$136.10$146.90
135/136139/140Sep 11$0.89$0.118.09$135.11$139.89
138/139141/142Aug 14$0.88$0.127.33$138.12$141.88
140/141143/144Aug 14$0.88$0.127.33$140.12$143.88
134/135136/137Aug 21$0.88$0.127.33$134.12$136.88

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 56 found (best R:R 19.00, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$147.00$148.00$149.00Aug 21$0.05$0.9519.00
$146.00$147.00$148.00Aug 21$0.06$0.9415.67
$155.00$157.50$160.00Aug 21$0.16$2.3414.63
$135.00$137.00$139.00Aug 14$0.13$1.8714.38
$138.00$139.00$140.00Sep 11$0.07$0.9313.29
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$130.00$131.00$132.00Aug 7$0.06$0.9415.67
$136.00$137.00$138.00Aug 7$0.08$0.9211.50
$137.00$138.00$139.00Aug 7$0.08$0.9211.50
$133.00$134.00$135.00Aug 14$0.08$0.9211.50
$129.00$130.00$131.00Aug 21$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. 119 found (best net $-0.01, 103 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Aug 21-$0.11$4.89
$160.00$165.001:2Aug 28-$0.35$4.65
$155.00$160.001:2Aug 14-$0.49$4.51
$155.00$160.001:2Aug 7-$0.62$4.38
$152.50$157.501:2Sep 4-$1.67$3.33
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Aug 21-$0.01$4.99
$120.00$115.001:2Aug 14-$0.06$4.94
$125.00$120.001:2Aug 28-$0.08$4.92
$125.00$120.001:2Aug 7-$0.69$4.31
$145.00$141.001:2Aug 21-$0.92$3.08

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 62 found (best yield 2.79%, avg 0.94%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 11$3.900.480.3%2.79%3.06%517
$140.00Sep 4$3.750.480.3%2.69%2.95%1079
$140.00Aug 28$3.600.520.3%2.58%2.84%660
$141.00Sep 11$3.400.441.0%2.44%3.42%12
$141.00Sep 4$3.250.451.0%2.33%3.31%733
$140.00Aug 21$3.100.490.3%2.22%2.49%896.5K
$141.00Aug 28$3.100.481.0%2.22%3.20%232
$142.00Sep 11$2.860.411.7%2.05%3.75%2--
$141.00Aug 21$2.540.451.0%1.82%2.80%24216
$140.00Aug 14$2.340.490.3%1.68%1.94%79102

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 9,551
Total Puts 5,692
Put/Call Ratio 0.60
Net Difference 3,859

Prior's Put/Call Breakdown

Total Calls 10,212
Total Puts 5,860
Put/Call Ratio 0.57
Net Difference 4,352

Prior 7-Day Put/Call Summary

Total Calls 216,083
Total Puts 58,330
Average Put/Call Ratio 0.48
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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