Tour v490
PEP
PEPSICO INC
$139.10 -0.38%
$139.66 (+0.40%)🌙
as of 08/04 07:03 PM
8/4 19:03

Option Volume

Detail
Current (08/04) 13,386
Calls: 8,795 (66%)
Puts: 4,591 (34%)
Prior (08/03) 15,243
Calls: 9,551 (63%)
Puts: 5,692 (37%)
Current vs Prior -12.18%
Calls: -7.92% (Calls)
Puts: -19.34% (Puts)
Prior 7-Day Total 267,723
Calls: 210,943 (79%)
Puts: 56,780 (21%)
Prior 7-Day Average 38,246
Calls: 30,134 (79%)
Puts: 8,111 (21%)
Current vs Prior 7-Day Avg -65.00%
Calls: -70.81%
Puts: -43.40%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/04) $2.43M
Calls: $1.74M (72%)
Puts: $691.1K (28%)
Prior (08/03) $2.84M
Calls: $2.07M (73%)
Puts: $773.9K (27%)
Current vs Prior -14.45%
Calls: -15.86%
Puts: -10.70%
Prior 7-Day Total $68.72M
Calls: $57.51M (84%)
Puts: $11.22M (16%)
Prior 7-Day Average $9.82M
Calls: $8.22M (84%)
Puts: $1.60M (16%)
Current vs Prior 7-Day Avg -75.22%
Calls: -78.79%
Puts: -56.88%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/04) 0.52
Prior (08/03) 0.60
Current vs Prior -12.41%
Prior 7-Day Average 0.49
Current vs Prior 7-Day Avg +6.30%
Sentiment BULLISH

Open Interest

Detail
Current (08/04) 294,952
Calls: 218,860 (74%)
Puts: 76,092 (26%)
Prior (08/03) 239,138
Calls: 160,135 (67%)
Puts: 79,003 (33%)
Current vs Prior +23.34%
Prior 7-Day Total 2,096,751
Calls: 1,489,073 (71%)
Puts: 607,678 (29%)
Prior 7-Day Average 299,535
Calls: 212,724 (71%)
Puts: 86,811 (29%)
Current vs Prior 7-Day Avg -1.53%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.67% | 3.97%5.04% | 9.26%
Prior 2.77% | 4.04%5.02% | 9.30%
Current vs Prior -3.77% | -1.75%+0.38% | -0.39%
Prior 7-Day Avg 2.61% | 4.02%5.41% | 9.42%
Current vs 7-Day Avg +2.24% | -1.33%-6.91% | -1.71%
Prior 7-Day Eod 2.77% | 4.04%5.02% | 9.30%
Current vs 7-Day Eod -3.77% | -1.75%+0.38% | -0.39%
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

Moderately bullish flow with 72% call dollar volume ($1.74M). Bullish P/C ratio of 0.52. Call-heavy open interest (218,860 calls vs 76,092 puts) suggests bullish positioning. Rising open interest (up 23%) indicates new positions being established.

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 20 of results (avg 7.9%, best 5.3%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 182.372.50$2.445.3%390.317.7K
$140.00Sep 184.204.45$4.335.8%320.463.5K
$140.00Aug 212.782.99$2.897.3%770.476.5K
$150.00Sep 181.251.35$1.307.7%5200.195.0K
$139.00Aug 283.704.05$3.889.0%70.5213
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 185.555.90$5.736.1%150.545.1K
$135.00Sep 183.153.35$3.256.2%880.385.4K
$140.00Aug 283.804.05$3.936.4%40.52--
$140.00Aug 142.752.95$2.857.0%390.5499
$130.00Sep 181.621.76$1.698.3%1090.238.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 4 found (avg $0.77, cheapest $0.46)

CALLS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 210.420.50$0.4617.4%7230.114.2K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Sep 180.750.82$0.789.0%1220.123.2K
$133.00Aug 210.780.95$0.8719.5%180.20181
$132.00Aug 280.871.05$0.9618.8%40.1946

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 56 found (avg delta 0.72, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 712.9016.00$14.4521.5%10.99--
$127.00Aug 710.6513.75$12.2025.4%30.99--
$126.00Aug 711.1015.00$13.0529.9%10.97--
$130.00Aug 148.0511.35$9.7034.0%520.9452
$125.00Sep 1812.9516.40$14.6823.5%40.9362
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$150.00Aug 1410.4012.45$11.4317.9%10.93--
$146.00Aug 75.108.40$6.7548.9%10.90--
$148.00Aug 148.4510.55$9.5022.1%10.89--
$150.00Aug 2110.9512.00$11.489.1%40.89830
$150.00Sep 1111.5514.30$12.9321.3%220.83--

Most actively traded options today. High liquidity = easy entry/exit. 224 active (total vol 10.4K, top 1.5K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 71.001.27$1.1423.7%1.5K0.421.1K
$150.00Aug 210.420.50$0.4617.4%7230.114.2K
$150.00Sep 181.251.35$1.307.7%5200.195.0K
$160.00Aug 210.050.10$0.0862.5%4830.021.8K
$143.00Aug 70.210.50$0.3680.6%3210.174.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$138.00Aug 70.861.25$1.0636.8%3900.38919
$120.00Sep 180.250.42$0.3450.0%3630.061.1K
$137.00Aug 70.570.79$0.6832.4%2940.28451
$135.00Aug 70.220.40$0.3158.1%2550.151.3K
$133.00Aug 70.080.17$0.1369.2%1240.07821

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 45 strikes (avg 38.0%, max 284.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$160.00Aug 7Sep 18100.2%26.1%284.4%2534.1K
$125.00Aug 7Sep 1849.4%25.4%95.0%562
$155.00Aug 7Sep 1849.2%26.0%89.4%15915.1K
$150.00Aug 7Sep 1844.5%26.2%70.0%5225.0K
$146.00Aug 7Sep 1140.3%25.0%61.2%118497
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Aug 7Sep 445.8%26.7%71.3%3149
$129.00Aug 7Sep 1143.3%25.9%67.5%502
$120.00Aug 14Sep 1843.5%26.3%65.8%3691.2K
$130.00Aug 7Sep 1836.5%24.7%47.9%1188.9K
$115.00Aug 14Sep 1840.4%28.2%43.1%613

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 127 found (best R:R 26.78, avg 4.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$165.00Sep 4$0.38$9.62$0.3825.32$155.38
$157.50$160.00Aug 21$0.12$2.38$0.1219.83$157.62
$152.50$155.00Aug 28$0.15$2.35$0.1515.67$152.65
$150.00$152.50Aug 21$0.16$2.34$0.1614.62$150.16
$150.00$152.50Aug 28$0.17$2.33$0.1713.71$150.17
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Sep 18$0.18$4.82$0.1826.78$119.82
$124.00$122.00Sep 4$0.14$1.86$0.1413.29$123.86
$125.00$120.00Sep 18$0.44$4.56$0.4410.36$124.56
$131.00$130.00Aug 14$0.10$0.90$0.109.00$130.90
$135.00$134.00Aug 7$0.13$0.87$0.136.69$134.87

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 152 found (best R:R 16.78, avg 1.24)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$127.00$135.00Aug 7$7.55$7.55$0.4516.78$134.55
$130.00$131.00Aug 14$0.90$0.90$0.109.00$130.90
$138.00$139.00Aug 7$0.88$0.88$0.127.33$138.88
$135.00$136.00Aug 14$0.88$0.88$0.127.33$135.88
$126.00$127.00Aug 7$0.85$0.85$0.155.67$126.85
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$145.00Aug 21$4.53$4.53$0.479.64$145.47
$146.00$145.00Aug 14$0.85$0.85$0.155.67$145.15
$150.00$145.00Sep 18$4.17$4.17$0.835.02$145.83
$146.00$142.00Aug 7$3.28$3.28$0.724.56$142.72
$149.00$145.00Sep 11$3.20$3.20$0.804.00$145.80

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.48, cheapest $0.05)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$147.00Aug 7Aug 14$0.1346.9%28.2%
$150.00Aug 7Aug 14$0.1744.5%31.0%
$149.00Aug 7Aug 14$0.1840.1%28.8%
$155.00Aug 7Aug 21$0.2149.2%31.4%
$125.00Aug 7Sep 18$0.2349.4%25.4%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$127.00Aug 7Aug 14$0.0545.8%29.6%
$150.00Aug 14Aug 21$0.0531.0%28.4%
$124.00Aug 21Aug 28$0.0529.4%26.7%
$125.00Aug 14Aug 21$0.0632.2%27.9%
$129.00Aug 7Aug 14$0.0943.3%28.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 48 found (cheapest 2.18% of stock, avg 5.57%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$139.00Aug 7$1.60$1.43$3.03$135.97$142.032.18%
$140.00Aug 7$1.14$2.11$3.25$136.75$143.252.34%
$138.00Aug 7$2.48$1.06$3.54$134.46$141.542.54%
$137.00Aug 7$2.91$0.68$3.59$133.41$140.592.58%
$141.00Aug 7$0.75$2.89$3.64$137.36$144.642.62%
$142.00Aug 7$0.61$3.47$4.08$137.92$146.082.93%
$136.00Aug 7$3.90$0.41$4.31$131.69$140.313.10%
$135.00Aug 7$4.65$0.31$4.96$130.04$139.963.57%
$139.00Aug 14$2.67$2.31$4.98$134.02$143.983.58%
$140.00Aug 14$2.24$2.85$5.09$134.91$145.093.66%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.42% of stock, avg 2.97%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$144.00$135.00Aug 7$0.28$0.31$0.59$134.41$144.59
$160.00$120.00Sep 18$0.30$0.34$0.64$119.36$160.64
$143.00$135.00Aug 7$0.36$0.31$0.67$134.33$143.67
$144.00$136.00Aug 7$0.28$0.41$0.69$135.31$144.69
$143.00$136.00Aug 7$0.36$0.41$0.77$135.23$143.77
$142.00$135.00Aug 7$0.61$0.31$0.92$134.08$142.92
$144.00$137.00Aug 7$0.28$0.68$0.96$136.04$144.96
$155.00$120.00Sep 18$0.64$0.34$0.98$119.02$155.98
$142.00$136.00Aug 7$0.61$0.41$1.02$134.98$143.02
$143.00$137.00Aug 7$0.36$0.68$1.04$135.96$144.04

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 368 found (best R:R 9.20, avg credit $0.88)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
145/150155/160Sep 18$4.51$0.499.20$145.49$159.51
135/136139/141Sep 11$1.79$0.218.52$134.21$140.79
138/139140/141Aug 21$0.89$0.118.09$138.11$140.89
138/139143/144Aug 21$0.89$0.118.09$138.11$143.89
133/134143/144Sep 11$0.89$0.118.09$133.11$143.89
135/136138/139Aug 21$0.88$0.127.33$135.12$138.88
134/135137/138Sep 4$0.88$0.127.33$134.12$137.88
133/134142/143Sep 11$0.88$0.127.33$133.12$142.88
136/137138/139Aug 14$0.87$0.136.69$136.13$138.87
136/137138/139Aug 21$0.87$0.136.69$136.13$138.87

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 76 found (best R:R 26.78, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 21$0.09$2.4126.78
$138.00$139.00$140.00Aug 14$0.05$0.9519.00
$150.00$152.50$155.00Sep 4$0.13$2.3718.23
$150.00$155.00$160.00Sep 18$0.32$4.6814.62
$155.00$160.00$165.00Sep 18$0.32$4.6814.62
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$120.00$122.00$124.00Sep 4$0.10$1.9019.00
$115.00$120.00$125.00Sep 18$0.26$4.7418.23
$133.00$134.00$135.00Aug 7$0.08$0.9211.50
$129.00$130.00$131.00Aug 14$0.08$0.9211.50
$127.00$128.00$129.00Aug 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. 121 found (best net $-0.05, 107 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$160.00$165.001:2Aug 21-$0.08$4.92
$145.00$150.001:2Sep 18-$0.16$4.84
$160.00$165.001:2Sep 18-$0.26$4.74
$140.00$145.001:2Sep 18-$0.55$4.45
$155.00$160.001:2Aug 7-$0.66$4.34
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$120.00$115.001:2Aug 21-$0.05$4.95
$125.00$120.001:2Aug 14-$0.08$4.92
$135.00$130.001:2Sep 18-$0.13$4.87
$145.00$140.001:2Aug 21-$0.41$4.59
$140.00$135.001:2Sep 18-$0.77$4.23

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 3.02%, avg 0.83%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$4.200.460.7%3.02%3.67%323.5K
$140.00Aug 28$3.200.480.7%2.30%2.95%2664
$141.00Sep 11$2.900.441.4%2.08%3.45%23
$141.00Sep 4$2.840.431.4%2.04%3.41%535
$140.00Aug 21$2.780.470.7%2.00%2.65%776.5K
$142.00Sep 4$2.500.382.1%1.80%3.88%1032
$141.00Aug 21$2.380.421.4%1.71%3.08%6234
$145.00Sep 18$2.370.314.2%1.70%5.95%397.7K
$141.00Aug 28$2.340.431.4%1.68%3.05%333
$142.00Aug 28$2.190.402.1%1.57%3.66%87

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 8,795
Total Puts 4,591
Put/Call Ratio 0.52
Net Difference 4,204

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 210,943
Total Puts 56,780
Average Put/Call Ratio 0.49
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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