PEP Expected Move
PEP $135.46 · Updated Oct 26, 4:00 PM ET
The options market prices PEP to move about $2.95 (2.2%) by Oct 30, 2026, a range of $132.52 to $138.41. For Nov 27, 2026 (32 days out) the expected move is $6.56 (4.8%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 30, 2026 | 4 | $2.95 | $3.97 | $132.52 | $138.41 |
| Nov 6, 2026 | 11 | $4.65 | $6.53 | $130.81 | $140.12 |
| Nov 13, 2026 | 18 | $5.12 | $7.64 | $130.35 | $140.58 |
| Nov 20, 2026 | 25 | $6.34 | $8.60 | $129.12 | $141.80 |
| Nov 27, 2026 | 32 | $6.56 | $10.61 | $128.90 | $142.02 |
| Dec 4, 2026 | 39 | $8.29 | $13.69 | $127.17 | $143.75 |
| Dec 18, 2026 | 53 | $9.38 | $12.70 | $126.09 | $144.84 |
| Jan 15, 2027 | 81 | $11.15 | $14.66 | $124.31 | $146.61 |
| Mar 19, 2027 | 144 | $16.00 | $22.66 | $119.46 | $151.46 |
| Apr 16, 2027 | 172 | $17.73 | $26.07 | $117.74 | $153.19 |
How this is calculated: Expected Move methodology · Expected move calculator