Tour v492
PEP
PEPSICO INC
$138.44 -0.24%
$138.52 (+0.06%)🌙
as of 08/06 07:04 PM
8/6 19:04

Option Volume

Detail
Current (08/06) 17,905
Calls: 11,593 (65%)
Puts: 6,312 (35%)
Prior (08/05) 12,288
Calls: 6,986 (57%)
Puts: 5,302 (43%)
Current vs Prior +45.71%
Calls: +65.95% (Calls)
Puts: +19.05% (Puts)
Prior 7-Day Total 207,228
Calls: 157,745 (76%)
Puts: 49,483 (24%)
Prior 7-Day Average 29,604
Calls: 22,535 (76%)
Puts: 7,069 (24%)
Current vs Prior 7-Day Avg -39.52%
Calls: -48.56%
Puts: -10.71%
Sentiment BULLISH

Dollar Volume

Detail
Current (08/06) $10.29M
Calls: $8.98M (87%)
Puts: $1.32M (13%)
Prior (08/05) $2.76M
Calls: $1.46M (53%)
Puts: $1.30M (47%)
Current vs Prior +273.48%
Calls: +514.70%
Puts: +1.55%
Prior 7-Day Total $55.43M
Calls: $45.58M (82%)
Puts: $9.85M (18%)
Prior 7-Day Average $7.92M
Calls: $6.51M (82%)
Puts: $1.41M (18%)
Current vs Prior 7-Day Avg +29.98%
Calls: +37.88%
Puts: -6.53%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (08/06) 0.54
Prior (08/05) 0.76
Current vs Prior -28.26%
Prior 7-Day Average 0.57
Current vs Prior 7-Day Avg -4.34%
Sentiment BULLISH

Open Interest

Detail
Current (08/06) 322,406
Calls: 231,289 (72%)
Puts: 91,117 (28%)
Prior (08/05) 257,529
Calls: 167,805 (65%)
Puts: 89,724 (35%)
Current vs Prior +25.19%
Prior 7-Day Total 2,037,712
Calls: 1,441,407 (71%)
Puts: 596,305 (29%)
Prior 7-Day Average 291,101
Calls: 205,915 (71%)
Puts: 85,186 (29%)
Current vs Prior 7-Day Avg +10.75%
Sentiment BEARISH

Expected Move

Detail
Expiry (08/07) | Next (08/14)Expiry (08/21) | Next (09/18)
Current 1.99% | 3.69%4.06% | 8.31%
Prior 2.23% | 3.61%4.45% | 9.01%
Current vs Prior -10.78% | +2.25%-8.69% | -7.77%
Prior 7-Day Avg 2.51% | 3.91%5.13% | 9.28%
Current vs 7-Day Avg -20.95% | -5.63%-20.85% | -10.42%
Prior 7-Day Eod 2.23% | 3.61%4.45% | 9.01%
Current vs 7-Day Eod -10.78% | +2.25%-8.69% | -7.77%
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

Strong bullish conviction with 87% of dollar volume in calls ($8.98M) vs puts ($1.32M). Massive premium surge with dollar volume up 273% vs prior. Bullish P/C ratio of 0.54. P/C ratio dropping 28% - sentiment shifting bullish.

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 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 9 of results (avg 8.1%, best 4.7%)

CALLS (3)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Sep 181.751.92$1.849.2%1480.277.7K
$130.00Sep 189.1010.00$9.559.4%500.82207
$140.00Sep 183.353.70$3.539.9%730.433.5K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Sep 181.451.52$1.494.7%4400.238.7K
$135.00Sep 183.003.20$3.106.5%2360.405.4K
$140.00Sep 185.556.00$5.787.8%580.575.1K
$150.00Aug 2111.4012.40$11.908.4%20.92--
$150.00Sep 1813.0514.20$13.638.4%120.831.7K

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. 1 found (avg $0.64, cheapest $0.64)

CALLS (0)
No calls meet the criteria
PUTS (1)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 140.590.69$0.6415.6%1200.21257

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 62 found (avg delta 0.75, highest 1.00)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$130.00Aug 77.159.50$8.3228.2%1360.9927
$128.00Aug 148.5012.25$10.3836.1%30.98--
$133.00Aug 73.357.10$5.2371.7%2000.981
$127.00Aug 1410.7513.20$11.9820.5%30.98--
$129.00Aug 147.5011.25$9.3840.0%20.97--
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$143.00Aug 72.876.70$4.7980.0%131.0035
$144.00Aug 74.007.70$5.8563.2%481.0030
$145.00Aug 75.558.10$6.8237.4%961.00--
$146.00Aug 75.759.65$7.7050.6%11.004
$155.00Aug 2115.7018.40$17.0515.8%511.00--

Most actively traded options today. High liquidity = easy entry/exit. 230 active (total vol 13.4K, top 951)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$145.00Aug 210.570.79$0.6832.4%9510.184.5K
$145.00Aug 70.010.10$0.06150.0%5510.041.1K
$148.00Sep 110.151.10$0.63150.8%5100.141
$145.00Aug 140.200.40$0.3066.7%4840.12398
$143.00Aug 70.020.07$0.05100.0%4450.043.9K
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$135.00Aug 211.061.19$1.1311.5%4560.283.8K
$130.00Sep 181.451.52$1.494.7%4400.238.7K
$137.00Aug 70.150.39$0.2788.9%3180.22646
$120.00Sep 180.210.34$0.2846.4%3100.051.4K
$134.00Aug 140.210.47$0.3476.5%2630.1473

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 92.9%, max 425.7%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Aug 7Sep 18163.6%31.1%425.7%112.3K
$155.00Aug 7Sep 18127.1%25.3%403.1%15715.1K
$150.00Aug 7Sep 18105.3%25.0%320.5%4126.1K
$148.00Aug 7Sep 1172.7%20.9%248.6%512342
$147.00Aug 7Aug 2873.6%24.6%199.2%13379
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$127.00Aug 7Aug 2887.4%24.2%261.6%456
$129.00Aug 7Sep 1164.5%19.4%232.6%221
$128.00Aug 7Sep 1170.5%26.2%168.9%4--
$130.00Aug 7Sep 1853.0%22.5%135.8%4469.0K
$145.00Aug 7Sep 1850.7%24.7%105.8%1072.3K

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 106 found (best R:R 26.78, avg 4.07)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$155.00$160.00Sep 18$0.19$4.81$0.1925.32$155.19
$150.00$152.50Aug 21$0.12$2.38$0.1219.83$150.12
$150.00$152.50Sep 4$0.21$2.29$0.2110.90$150.21
$144.00$145.00Aug 28$0.10$0.90$0.109.00$144.10
$150.00$155.00Sep 18$0.50$4.50$0.509.00$150.50
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossR:RBE
$120.00$115.00Sep 18$0.18$4.82$0.1826.78$119.82
$125.00$122.00Sep 4$0.22$2.78$0.2212.64$124.78
$125.00$120.00Sep 18$0.37$4.63$0.3712.51$124.63
$126.00$120.00Sep 11$0.54$5.46$0.5410.11$125.46
$137.00$136.00Aug 7$0.10$0.90$0.109.00$136.90

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 126 found (best R:R 8.09, avg 1.19)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$138.00$139.00Aug 28$0.89$0.89$0.118.09$138.89
$132.00$135.00Aug 28$2.48$2.48$0.524.77$134.48
$139.00$140.00Sep 4$0.78$0.78$0.223.55$139.78
$130.00$135.00Sep 18$3.82$3.82$1.183.24$133.82
$145.00$146.00Aug 28$0.76$0.76$0.243.17$145.76
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossR:RBE
$138.00$137.00Aug 21$0.89$0.89$0.118.09$137.11
$146.00$145.00Aug 7$0.88$0.88$0.127.33$145.12
$139.00$138.00Aug 14$0.86$0.86$0.146.14$138.14
$139.00$138.00Aug 7$0.84$0.84$0.165.25$138.16
$145.00$143.00Aug 21$1.65$1.65$0.354.71$143.35

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 38 found (avg debit $0.59, cheapest $0.06)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$165.00Aug 7Aug 21$0.06163.6%44.6%
$152.50Aug 14Aug 21$0.0632.3%27.2%
$147.00Aug 7Aug 14$0.1573.6%29.0%
$149.00Aug 14Aug 21$0.1631.2%27.5%
$148.00Aug 7Aug 14$0.1972.7%31.1%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$129.00Aug 7Aug 14$0.0664.5%28.1%
$130.00Aug 7Aug 14$0.0753.0%26.0%
$125.00Aug 14Aug 21$0.0731.2%27.4%
$132.00Aug 7Aug 14$0.1342.0%23.8%
$133.00Aug 7Aug 14$0.2039.9%23.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 61 found (cheapest 1.38% of stock, avg 5.03%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$138.00Aug 7$1.26$0.65$1.91$136.09$139.911.38%
$137.00Aug 7$1.72$0.27$1.99$135.01$138.991.44%
$139.00Aug 7$0.70$1.49$2.19$136.81$141.191.58%
$136.00Aug 7$2.30$0.17$2.47$133.53$138.471.78%
$141.00Aug 7$0.16$2.91$3.07$137.93$144.072.22%
$140.00Aug 7$0.35$2.78$3.13$136.87$143.132.26%
$135.00Aug 7$3.29$0.08$3.37$131.63$138.372.43%
$139.00Aug 14$1.56$2.38$3.94$135.06$142.942.85%
$137.00Aug 14$2.70$1.32$4.02$132.98$141.022.90%
$138.00Aug 14$2.73$1.52$4.25$133.75$142.253.07%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 166 found (cheapest 0.17% of stock, avg 2.58%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$141.00$135.00Aug 7$0.16$0.08$0.24$134.76$141.24
$141.00$134.00Aug 7$0.16$0.10$0.26$133.74$141.26
$142.00$135.00Aug 7$0.18$0.08$0.26$134.74$142.26
$142.00$134.00Aug 7$0.18$0.10$0.28$133.72$142.28
$150.00$135.00Aug 7$0.23$0.08$0.31$134.69$150.31
$141.00$136.00Aug 7$0.16$0.17$0.33$135.67$141.33
$150.00$134.00Aug 7$0.23$0.10$0.33$133.67$150.33
$142.00$136.00Aug 7$0.18$0.17$0.35$135.65$142.35
$150.00$136.00Aug 7$0.23$0.17$0.40$135.60$150.40
$140.00$135.00Aug 7$0.35$0.08$0.43$134.57$140.43

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 222 found (best R:R 12.33, avg credit $0.94)

Put SpreadCall SpreadExpiryCreditMax LossR:RBE LowBE High
138/140141/142Sep 11$1.85$0.1512.33$138.15$142.85
134/135142/143Aug 21$0.90$0.109.00$134.10$142.90
138/139140/141Aug 28$0.90$0.109.00$138.10$140.90
129/130139/140Sep 4$0.90$0.109.00$129.10$139.90
135/136142/143Sep 11$0.90$0.109.00$135.10$142.90
138/140145/146Sep 11$1.79$0.218.52$138.21$146.79
134/135139/140Aug 21$0.89$0.118.09$134.11$139.89
137/138144/145Aug 28$0.89$0.118.09$137.11$144.89
130/131139/140Sep 4$0.89$0.118.09$130.11$139.89
140/145150/155Sep 18$4.45$0.558.09$140.55$154.45

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 75 found (best R:R 61.50, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainR:R
$150.00$152.50$155.00Aug 21$0.09$2.4126.78
$155.00$160.00$165.00Sep 18$0.20$4.8024.00
$150.00$152.50$155.00Sep 4$0.14$2.3616.86
$141.00$142.00$143.00Aug 14$0.06$0.9415.67
$150.00$155.00$160.00Sep 18$0.31$4.6915.13
PUTS (5)
LowMidHighExpiryDebitMax GainR:R
$115.00$120.00$125.00Aug 21$0.08$4.9261.50
$115.00$120.00$125.00Sep 18$0.19$4.8125.32
$134.00$135.00$136.00Aug 14$0.05$0.9519.00
$127.00$128.00$129.00Aug 14$0.06$0.9415.67
$131.00$132.00$133.00Aug 14$0.06$0.9415.67

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, 101 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$155.00$165.001:2Aug 7-$0.01$9.99
$152.50$160.001:2Aug 14-$0.03$7.47
$145.00$150.001:2Sep 18-$0.06$4.94
$150.00$155.001:2Aug 7-$0.07$4.93
$155.00$160.001:2Sep 18-$0.07$4.93
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$125.00$120.001:2Aug 14$0.00$5.00
$120.00$115.001:2Sep 4-$0.04$4.96
$120.00$115.001:2Aug 21-$0.07$4.93
$140.00$135.001:2Sep 18-$0.42$4.58
$145.00$140.001:2Sep 11-$1.61$3.39

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 60 found (best yield 2.42%, avg 0.73%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$140.00Sep 18$3.350.431.1%2.42%3.55%733.5K
$139.00Sep 4$3.300.480.4%2.38%2.79%1936
$140.00Sep 11$2.500.431.1%1.81%2.93%424
$141.00Sep 11$2.420.391.9%1.75%3.60%556
$140.00Aug 28$2.410.441.1%1.74%2.87%2275
$139.00Sep 11$2.390.470.4%1.73%2.13%4--
$140.00Sep 4$2.330.441.1%1.68%2.81%685
$141.00Sep 4$2.280.391.9%1.65%3.50%641
$139.00Aug 21$2.180.480.4%1.57%1.98%50272
$142.00Sep 11$2.050.362.6%1.48%4.05%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 11,593
Total Puts 6,312
Put/Call Ratio 0.54
Net Difference 5,281

Prior's Put/Call Breakdown

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

Prior 7-Day Put/Call Summary

Total Calls 157,745
Total Puts 49,483
Average Put/Call Ratio 0.57
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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