PEP Options Chain
PEP $135.46 · Updated Oct 26, 4:00 PM ET
PEP is at $135.46. The nearest expiration, Oct 30, 2026 (4 days out), lists 51 strikes, with 4,574 calls and 3,815 puts traded in the latest session. At-the-money implied volatility is 0.4%. The at-the-money straddle prices a move of about $2.98 (2.2%) by expiration.
EXPIRATION
- Oct 30, 2026
- Nov 6, 2026
- Nov 13, 2026
- Nov 20, 2026
- Nov 27, 2026
- Dec 4, 2026
- Dec 18, 2026
- Jan 15, 2027
- Mar 19, 2027
- Apr 16, 2027
ATM IV
0.4%
135 strike
EXPECTED MOVE
$4.31
ATM straddle
MAX PAIN
$85.00
-37.3%
PUT/CALL VOLUME
0.71
471 / 666
NOV 6, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 0.00 | 0.00 | 6.94 | 8 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.25 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 121 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.40 | 2 | 0.0% | 1.000 | 0.0000 | -0.015 | 122 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.80 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 123 | -0.000 | 0.0000 | -0.000 | 12.5% | 35 | 0.08 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.25 | 5 | 0.0% | 1.000 | 0.0000 | -0.015 | 124 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.59 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0001 | -0.000 | 12.5% | 53 | 0.07 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.20 | 2 | 0.0% | 1.000 | 0.0000 | -0.016 | 126 | -0.000 | 0.0003 | -0.000 | 12.5% | 4 | 0.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.17 | 1 | 0.0% | 1.000 | 0.0000 | -0.016 | 127 | -0.000 | 0.0000 | -0.000 | 6.3% | 5 | 0.16 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.70 | 2 | 0.0% | 1.000 | 0.0000 | -0.016 | 128 | -0.000 | 0.0000 | -0.000 | 6.3% | 5 | 0.23 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.016 | 129 | -0.000 | 0.0000 | -0.000 | 6.3% | 7 | 0.41 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.66 | 12 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0001 | -0.000 | 6.3% | 37 | 0.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.30 | 2 | 0.0% | 1.000 | 0.0000 | -0.016 | 131 | -0.000 | 0.0013 | -0.001 | 6.3% | 31 | 0.61 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.20 | 7 | 0.0% | 1.000 | 0.0000 | -0.016 | 132 | -0.000 | 0.0000 | -0.000 | 3.1% | 60 | 0.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.85 | 17 | 0.0% | 1.000 | 0.0000 | -0.016 | 133 | -0.000 | 0.0006 | -0.000 | 3.1% | 94 | 1.17 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.40 | 9 | 0.0% | 1.000 | 0.0000 | -0.016 | 134 | -0.000 | 0.0000 | -0.000 | 1.6% | 43 | 1.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.29 | 22 | 0.0% | 1.000 | 0.0000 | -0.017 | 135 | -0.000 | 0.0044 | -0.000 | 0.8% | 37 | 2.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.00 | 31 | 0.8% | 0.023 | 0.3027 | -0.001 | 136 | 0.017 | 0.0000 | -1.000 | 0.0% | 10 | 1.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.57 | 75 | 1.6% | 0.000 | 0.0010 | -0.000 | 137 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 2.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.22 | 102 | 3.1% | 0.001 | 0.0030 | -0.000 | 138 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 3.54 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.85 | 48 | 3.1% | 0.000 | 0.0000 | -0.000 | 139 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 4.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.64 | 159 | 6.3% | 0.002 | 0.0035 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 5.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.47 | 66 | 6.3% | 0.000 | 0.0004 | -0.000 | 141 | ||||||||||
| 0.00 | 0.00 | 0.32 | 17 | 6.3% | 0.000 | 0.0000 | -0.000 | 142 | ||||||||||
| 0.00 | 0.00 | 0.24 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 143 | 0.018 | 0.0000 | -1.000 | 0.0% | 1 | 12.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.16 | 5 | 6.3% | 0.000 | 0.0000 | -0.000 | 144 | ||||||||||
| 0.00 | 0.00 | 0.12 | 3 | 12.5% | 0.001 | 0.0011 | -0.000 | 145 | 0.018 | 0.0000 | -1.000 | 0.0% | 21.07 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.07 | 7 | 12.5% | 0.000 | 0.0004 | -0.000 | 146 | 0.018 | 0.0000 | -1.000 | 0.0% | 8.05 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.06 | 4 | 12.5% | 0.000 | 0.0001 | -0.000 | 147 | ||||||||||
| 0.00 | 0.00 | 0.02 | 5 | 12.5% | 0.000 | 0.0000 | -0.000 | 148 | ||||||||||
| 0.00 | 0.00 | 0.25 | 18 | 12.5% | 0.000 | 0.0000 | -0.000 | 150 | ||||||||||
| 0.00 | 0.00 | 0.08 | 20 | 12.5% | 0.000 | 0.0000 | -0.000 | 152.5 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology