PEP Options Chain

Name: PEP Options Chain
Creator: Obelion

PEP $135.21 · Updated Oct 26, 4:00 PM ET

PEP is at $135.21. The nearest expiration, Oct 30, 2026 (4 days out), lists 59 strikes, with 4,874 calls and 3,766 puts traded in the latest session. At-the-money implied volatility is 25.5%. The at-the-money straddle prices a move of about $2.95 (2.2%) by expiration.

EXPIRATION

ATM IV

25.5%

135 strike

EXPECTED MOVE

$2.95

ATM straddle

MAX PAIN

$131.00

-3.1%

PUT/CALL VOLUME

0.77

3,766 / 4,874

OCT 30, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
13.55	17.35	18.86		10	0.0%	0.998	0.0010	-0.000	120	-0.002	0.0010	-0.002	55.9%	199	1	0.02	0.10	0.00
12.45	16.35	7.50		4	0.0%	0.998	0.0013	-0.001	121	-0.003	0.0013	-0.002	54.1%	189		0.03	0.12	0.00
11.85	15.35	13.92	1	1	0.0%	0.997	0.0018	-0.002	122	-0.004	0.0018	-0.003	50.8%	163	2	0.06	0.12	0.00
10.50	14.35	12.99	1	3	0.0%	0.996	0.0024	-0.003	123	-0.005	0.0025	-0.004	48.6%	129	2	0.05	0.14	0.00
9.60	13.35	14.14		135	0.0%	0.994	0.0035	-0.005	124	-0.007	0.0035	-0.006	36.2%	604	14	0.02	0.23	0.00
8.50	12.35	13.17		356	0.0%	0.991	0.0050	-0.008	125	-0.009	0.0050	-0.009	31.7%	1,030	5	0.01	0.02	0.00
7.50	11.35	8.66		74	0.0%	0.988	0.0071	-0.012	126	-0.013	0.0072	-0.012	31.6%	707	26	0.01	0.03	0.01
7.70	10.35	8.75	19	100	52.7%	0.982	0.0102	-0.016	127	-0.018	0.0103	-0.018	33.5%	284	74	0.09	0.09	0.00
6.05	9.40	7.65	28	840	34.8%	0.974	0.0149	-0.023	128	-0.024	0.0150	-0.026	29.6%	341	78	0.04	0.10	0.00
4.90	8.45	7.90	4	324	27.6%	0.960	0.0220	-0.034	129	-0.035	0.0223	-0.040	28.7%	203	19	0.04	0.10	0.05
5.20	7.40	5.80	39	468	46.5%	0.937	0.0327	-0.051	130	-0.052	0.0330	-0.064	26.6%	289	468	0.10	0.13	0.08
3.40	6.45	4.45	8	281	30.8%	0.899	0.0475	-0.075	131	-0.077	0.0480	-0.101	25.1%	169	181	0.20	0.22	0.09
1.95	5.60	3.77	16	425	21.2%	0.844	0.0653	-0.106	132	-0.108	0.0661	-0.157	26.1%	1,165	248	0.29	0.37	0.26
2.53	3.40	3.23	17	621	22.2%	0.771	0.0838	-0.139	133	-0.141	0.0850	-0.232	27.4%	264	651	0.57	0.75	0.40
2.08	2.83	2.14	30	253	26.8%	0.680	0.1001	-0.167	134	-0.169	0.1017	-0.324	25.6%	174	173	0.83	1.00	0.57
1.60	1.83	1.70	198	571	24.5%	0.574	0.1110	-0.183	135	-0.186	0.1128	-0.431	26.6%	263	821	1.28	1.48	0.98
1.10	1.23	1.20	215	580	23.7%	0.462	0.1131	-0.185	136	-0.188	0.1149	-0.546	21.9%	111	247	1.76	1.75	1.18
0.72	0.89	0.81	247	415	24.3%	0.353	0.1057	-0.171	137	-0.174	0.1073	-0.656	25.2%	314	721	2.27	2.41	2.11
0.45	0.60	0.45	1,172	880	24.6%	0.256	0.0912	-0.145	138	-0.147	0.0924	-0.754	30.2%	44	7	3.10	3.95	2.46
0.28	0.35	0.33	810	847	24.4%	0.176	0.0732	-0.113	139	-0.113	0.0739	-0.835	35.6%	10	11	3.15	4.95	3.45
0.15	0.23	0.18	494	900	24.7%	0.114	0.0546	-0.080	140	-0.080	0.0552	-0.898	0.0%	9		2.91	6.00	2.85
0.06	0.17	0.12	153	631	25.3%	0.071	0.0382	-0.054	141	-0.053	0.0394	-0.941	43.9%	111	5	4.70	7.35	4.90
0.00	0.10	0.05	369	161	24.4%	0.044	0.0256	-0.035	142	-0.034	0.0267	-0.969	31.9%	1		11.80	7.90	5.35
0.00	0.05	0.01	25	289	24.5%	0.028	0.0171	-0.023	143	-0.024	0.0164	-0.985	35.5%			15.50	9.50	5.75
0.00	0.10	0.03	60	124	30.3%	0.018	0.0115	-0.016	144	-0.019	0.0089	-0.993	39.0%			17.90	10.50	6.75
0.00	0.05	0.02	29	430	27.9%	0.012	0.0079	-0.011	145	-0.017	0.0044	-0.997	39.0%			19.40	10.85	8.30
0.00	0.02	0.02	35	34	28.9%	0.008	0.0055	-0.008	146	-0.017	0.0021	-0.999	62.4%			0.00	12.60	9.45
0.00	0.02	0.01		10	31.2%	0.006	0.0039	-0.006	147	-0.016	0.0008	-1.000	51.8%			0.00	13.60	9.75
0.00	0.02	0.20		51	33.5%	0.004	0.0028	-0.004	148	-0.016	0.0004	-1.000	55.0%			0.00	14.60	10.75
0.00	0.02	0.01	3	5	35.8%	0.003	0.0021	-0.003	149	-0.016	0.0001	-1.000	58.3%			0.00	15.60	11.75
0.00	0.01	0.14		129	35.3%	0.002	0.0016	-0.003	150	-0.016	0.0001	-1.000	61.4%		2	13.89	16.60	12.75

Open PEP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

OCT 30, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS