Tour v492
PEP
PEPSICO INC
$138.78 -0.23%
$139.23 (+0.32%)🌙
as of 08/05 07:05 PM
8/5 19:05

Option Volume

Detail
Current (08/05) 12,288
Calls: 6,986 (57%)
Puts: 5,302 (43%)
Prior (08/04) 13,386
Calls: 8,795 (66%)
Puts: 4,591 (34%)
Current vs Prior -8.20%
Calls: -20.57% (Calls)
Puts: +15.49% (Puts)
Prior 7-Day Total 216,955
Calls: 164,821 (76%)
Puts: 52,134 (24%)
Prior 7-Day Average 30,993
Calls: 23,545 (76%)
Puts: 7,447 (24%)
Current vs Prior 7-Day Avg -60.35%
Calls: -70.33%
Puts: -28.81%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/05) $2.76M
Calls: $1.46M (53%)
Puts: $1.30M (47%)
Prior (08/04) $2.43M
Calls: $1.74M (72%)
Puts: $691.1K (28%)
Current vs Prior +13.27%
Calls: -16.16%
Puts: +87.47%
Prior 7-Day Total $58.32M
Calls: $48.15M (83%)
Puts: $10.17M (17%)
Prior 7-Day Average $8.33M
Calls: $6.88M (83%)
Puts: $1.45M (17%)
Current vs Prior 7-Day Avg -66.92%
Calls: -78.77%
Puts: -10.84%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/05) 0.76
Prior (08/04) 0.52
Current vs Prior +45.39%
Prior 7-Day Average 0.54
Current vs Prior 7-Day Avg +40.13%
Sentiment NEUTRAL

Open Interest

Detail
Current (08/05) 257,529
Calls: 167,805 (65%)
Puts: 89,724 (35%)
Prior (08/04) 294,952
Calls: 218,860 (74%)
Puts: 76,092 (26%)
Current vs Prior -12.69%
Prior 7-Day Total 2,080,687
Calls: 1,489,770 (72%)
Puts: 590,917 (28%)
Prior 7-Day Average 297,241
Calls: 212,824 (72%)
Puts: 84,416 (28%)
Current vs Prior 7-Day Avg -13.36%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 2.23% | 3.61%4.45% | 9.01%
Prior 2.67% | 3.97%5.04% | 9.26%
Current vs Prior -16.52% | -9.03%-11.78% | -2.65%
Prior 7-Day Avg 2.59% | 3.97%5.30% | 9.37%
Current vs 7-Day Avg -14.11% | -9.11%-16.18% | -3.77%
Prior 7-Day Eod 2.67% | 3.97%5.04% | 9.26%
Current vs 7-Day Eod -16.52% | -9.03%-11.78% | -2.65%
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

P/C ratio rising 45% - increased hedging/bearish positioning. Call-heavy open interest (167,805 calls vs 89,724 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 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 6 of results (avg 7.1%, best 4.5%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 183.854.10$3.976.3%2210.453.5K
$150.00Sep 181.111.20$1.167.8%1240.185.1K
$145.00Sep 182.052.26$2.159.8%780.297.7K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Sep 185.455.70$5.584.5%910.555.1K
$135.00Sep 182.983.15$3.075.5%910.385.4K
$150.00Sep 1812.5513.70$13.138.8%1250.811.8K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 5 found (avg $0.81, cheapest $0.41)

CALLS (2)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$149.00Aug 210.370.45$0.4119.5%10.11--
$145.00Aug 210.901.02$0.9612.5%1.2K0.224.9K
PUTS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$133.00Aug 210.670.82$0.7520.0%710.19191
$136.00Aug 140.871.05$0.9618.8%810.29473
$134.00Aug 210.891.03$0.9614.6%1010.23543

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 60 found (avg delta 0.75, highest 0.99)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$125.00Aug 712.0516.05$14.0528.5%140.992
$128.00Aug 79.0513.05$11.0536.2%10.99--
$127.00Aug 710.0514.05$12.0533.2%10.98--
$125.00Aug 1412.9515.85$14.4020.1%60.98--
$128.00Aug 149.2513.25$11.2535.6%30.96--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$146.00Aug 75.108.65$6.8851.6%20.965
$145.00Aug 74.857.35$6.1041.0%20.94--
$143.00Aug 73.405.75$4.5851.3%100.9243
$150.00Aug 2110.5512.45$11.5016.5%10.91--
$145.00Aug 145.807.45$6.6324.9%10.85--

Most actively traded options today. High liquidity = easy entry/exit. 218 active (total vol 9.3K, top 1.2K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 210.901.02$0.9612.5%1.2K0.224.9K
$143.00Aug 70.110.24$0.1872.2%7010.114.3K
$160.00Sep 180.210.39$0.3060.0%5350.063.9K
$147.00Aug 70.000.45$0.23195.7%2820.09123
$150.00Aug 210.280.40$0.3435.3%2350.094.1K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$140.00Aug 142.653.10$2.8815.6%2640.57100
$130.00Aug 210.250.40$0.3345.5%2190.104.0K
$130.00Sep 181.461.68$1.5714.0%2160.238.7K
$135.00Aug 211.161.31$1.2312.2%2080.283.9K
$125.00Sep 180.550.93$0.7451.4%1820.123.3K

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 48 strikes (avg 57.7%, max 228.6%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$157.50Aug 7Sep 1191.9%28.0%228.6%10111
$150.00Aug 7Sep 1871.3%25.6%178.6%1326.1K
$152.50Aug 7Aug 2872.7%31.9%128.0%54113
$147.00Aug 7Sep 456.3%26.3%114.2%283123
$160.00Aug 14Sep 1852.1%26.5%96.1%5393.9K
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$125.00Aug 7Sep 1867.5%24.9%170.7%1853.3K
$131.00Aug 7Sep 1159.2%24.9%137.7%42131
$120.00Aug 14Sep 1852.5%25.6%105.0%611.5K
$130.00Aug 7Sep 1845.4%23.8%90.4%2318.9K
$132.00Aug 7Sep 1142.2%23.6%79.3%142608

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 112 found (best R:R 34.71, avg 4.49)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Sep 4$0.14$4.86$0.1434.71$155.14
$150.00$155.00Aug 21$0.16$4.84$0.1630.25$150.16
$150.00$152.50Aug 7$0.11$2.39$0.1121.73$150.11
$148.00$150.00Aug 28$0.12$1.88$0.1215.67$148.12
$150.00$155.00Sep 11$0.32$4.68$0.3214.63$150.32
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Sep 18$0.14$4.86$0.1434.71$119.86
$127.00$125.00Aug 21$0.12$1.88$0.1215.67$126.88
$127.00$125.00Aug 28$0.15$1.85$0.1512.33$126.85
$132.00$130.00Aug 28$0.15$1.85$0.1512.33$131.85
$125.00$120.00Sep 18$0.44$4.56$0.4410.36$124.56

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 131 found (best R:R 49.00, avg 1.44)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$128.00$135.00Aug 7$6.86$6.86$0.1449.00$134.86
$141.00$142.00Sep 4$0.90$0.90$0.109.00$141.90
$133.00$135.00Aug 14$1.75$1.75$0.257.00$134.75
$136.00$138.00Aug 14$1.74$1.74$0.266.69$137.74
$138.00$139.00Sep 11$0.83$0.83$0.174.88$138.83
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$150.00$145.00Aug 21$4.40$4.40$0.607.33$145.60
$142.00$140.00Aug 7$1.69$1.69$0.315.45$140.31
$150.00$145.00Sep 18$4.06$4.06$0.944.32$145.94
$145.00$144.00Aug 14$0.81$0.81$0.194.26$144.19
$146.00$145.00Aug 7$0.78$0.78$0.223.55$145.22

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 42 found (avg debit $0.56, cheapest $0.07)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Aug 21Sep 4$0.0742.6%33.9%
$149.00Aug 14Aug 21$0.1332.6%26.9%
$147.00Aug 7Aug 14$0.1656.3%30.5%
$128.00Aug 7Aug 14$0.2052.9%30.3%
$130.00Aug 14Aug 21$0.2132.6%24.6%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$125.00Aug 7Aug 21$0.0767.5%27.8%
$127.00Aug 14Aug 21$0.0934.2%28.4%
$131.00Aug 7Aug 14$0.1159.2%30.4%
$115.00Aug 21Sep 18$0.1238.9%28.2%
$132.00Aug 7Aug 14$0.1342.2%24.1%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 53 found (cheapest 1.83% of stock, avg 5.34%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$139.00Aug 7$1.27$1.27$2.54$136.46$141.541.83%
$140.00Aug 7$0.77$1.85$2.62$137.38$142.621.89%
$138.00Aug 7$1.82$0.86$2.68$135.32$140.681.93%
$137.00Aug 7$2.38$0.42$2.80$134.20$139.802.02%
$142.00Aug 7$0.38$3.54$3.92$138.08$145.922.82%
$136.00Aug 7$3.95$0.22$4.17$131.83$140.173.00%
$135.00Aug 7$4.19$0.15$4.34$130.66$139.343.13%
$138.00Aug 14$2.76$1.67$4.43$133.57$142.433.19%
$139.00Aug 14$2.24$2.25$4.49$134.51$143.493.24%
$141.00Aug 14$1.38$3.14$4.52$136.48$145.523.26%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 0.22% of stock, avg 2.65%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$144.00$135.00Aug 7$0.15$0.15$0.30$134.70$144.30
$144.00$134.00Aug 7$0.15$0.15$0.30$133.70$144.30
$143.00$135.00Aug 7$0.18$0.15$0.33$134.67$143.33
$143.00$134.00Aug 7$0.18$0.15$0.33$133.67$143.33
$144.00$136.00Aug 7$0.15$0.22$0.37$135.63$144.37
$143.00$136.00Aug 7$0.18$0.22$0.40$135.60$143.40
$142.00$135.00Aug 7$0.38$0.15$0.53$134.47$142.53
$142.00$134.00Aug 7$0.38$0.15$0.53$133.47$142.53
$144.00$137.00Aug 7$0.15$0.42$0.57$136.43$144.57
$142.00$136.00Aug 7$0.38$0.22$0.60$135.40$142.60

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 260 found (best R:R 15.67, avg credit $1.01)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
134/135136/138Aug 14$1.88$0.1215.67$133.12$137.88
129/130139/140Sep 4$0.90$0.109.00$129.10$139.90
127/129130/133Aug 28$2.64$0.367.33$126.36$132.64
132/133137/138Sep 4$0.88$0.127.33$132.12$137.88
145/150155/160Sep 18$4.40$0.607.33$145.60$159.40
135/136145/146Aug 21$0.87$0.136.69$135.13$145.87
134/135140/141Aug 28$0.87$0.136.69$134.13$140.87
131/132145/146Sep 4$0.87$0.136.69$131.13$145.87
132/133135/138Aug 21$2.57$0.435.98$130.43$137.57
135/137144/145Sep 11$1.71$0.295.90$135.29$145.71

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 71 found (best R:R 82.33, cheapest $0.06)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$155.00$160.00$165.00Sep 4$0.06$4.9482.33
$150.00$155.00$160.00Aug 21$0.08$4.9261.50
$155.00$160.00$165.00Aug 21$0.12$4.8840.67
$150.00$155.00$160.00Sep 18$0.18$4.8226.78
$150.00$155.00$160.00Sep 4$0.23$4.7720.74
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.09$4.9154.56
$129.00$130.00$131.00Aug 21$0.06$0.9415.67
$133.00$134.00$135.00Aug 21$0.06$0.9415.67
$115.00$120.00$125.00Sep 18$0.30$4.7015.67
$134.00$135.00$136.00Aug 7$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. 123 found (best net $-0.25, 113 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$152.50$160.001:2Aug 14-$0.25$7.25
$150.00$155.001:2Aug 21-$0.02$4.98
$155.00$160.001:2Aug 21-$0.02$4.98
$150.00$155.001:2Sep 4-$0.06$4.94
$152.50$157.501:2Aug 7-$0.12$4.88
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$127.00$120.001:2Aug 14-$0.18$6.82
$120.00$115.001:2Sep 18-$0.02$4.98
$130.00$125.001:2Aug 7-$0.04$4.96
$120.00$115.001:2Aug 21-$0.05$4.95
$135.00$130.001:2Sep 18-$0.07$4.93

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 65 found (best yield 2.77%, avg 0.86%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$3.850.450.9%2.77%3.65%2213.5K
$139.00Sep 4$3.550.500.2%2.56%2.72%635
$140.00Aug 28$2.900.460.9%2.09%2.97%2--
$139.00Sep 11$2.880.490.2%2.08%2.23%79
$140.00Sep 4$2.830.460.9%2.04%2.92%883
$139.00Aug 28$2.780.500.2%2.00%2.16%214
$141.00Sep 11$2.780.411.6%2.00%3.60%6--
$139.00Aug 21$2.730.500.2%1.97%2.13%8269
$141.00Sep 4$2.730.431.6%1.97%3.57%239
$141.00Aug 28$2.510.421.6%1.81%3.41%132

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 6,986
Total Puts 5,302
Put/Call Ratio 0.76
Net Difference 1,684

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 164,821
Total Puts 52,134
Average Put/Call Ratio 0.54
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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