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

22.1%

135 strike

EXPECTED MOVE

$6.34

ATM straddle

MAX PAIN

$135.00

-0.2%

PUT/CALL VOLUME

0.69

1,070 / 1,557

NOV 20, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
13.85	17.70	15.65		159	0.0%	0.970	0.0074	-0.010	120	-0.012	0.0076	-0.031	26.8%	1,953	38	0.12	0.22	0.05
12.90	16.90	0.00			0.0%	0.964	0.0089	-0.011	121	-0.014	0.0090	-0.037	27.1%	2		0.12	0.38	0.00
11.95	15.75	0.00			0.0%	0.956	0.0106	-0.014	122	-0.016	0.0107	-0.045	25.3%	10		0.29	0.36	0.00
11.00	14.35	0.00			0.0%	0.946	0.0127	-0.016	123	-0.019	0.0129	-0.055	22.9%	11	4	0.20	0.25	0.05
10.05	13.40	0.00			0.0%	0.933	0.0152	-0.020	124	-0.022	0.0154	-0.068	23.6%	36	6	0.29	0.47	0.01
9.60	11.90	11.51	6	802	0.0%	0.918	0.0181	-0.023	125	-0.025	0.0183	-0.083	23.2%	4,178	114	0.31	0.40	0.20
8.65	11.50	0.00			17.7%	0.899	0.0213	-0.027	126	-0.029	0.0216	-0.102	22.9%	18		0.45	0.60	0.17
7.35	11.15	11.32		2	19.8%	0.877	0.0249	-0.032	127	-0.033	0.0252	-0.125	22.8%	132	12	0.44	0.81	0.18
6.45	10.10	0.00			18.4%	0.851	0.0287	-0.036	128	-0.038	0.0291	-0.152	22.4%	44	1	0.63	0.75	0.48
5.65	9.45	8.09		1	20.3%	0.821	0.0326	-0.041	129	-0.042	0.0332	-0.182	22.3%	50	13	0.81	1.03	0.54
6.45	7.60	6.71	26	2,831	23.1%	0.786	0.0366	-0.045	130	-0.047	0.0372	-0.217	22.4%	5,088	141	1.01	1.08	0.93
4.15	7.05	5.90	7	21	16.7%	0.748	0.0404	-0.049	131	-0.051	0.0411	-0.256	25.4%	39	12	1.29	2.17	1.04
4.10	5.85	5.37	3	30	17.9%	0.706	0.0440	-0.053	132	-0.055	0.0448	-0.298	22.7%	111	15	1.62	2.79	0.40
3.40	6.00	5.70		33	21.3%	0.661	0.0470	-0.056	133	-0.058	0.0480	-0.345	22.4%	60	1	2.00	3.05	0.74
3.45	5.05	4.01		127	22.5%	0.612	0.0494	-0.059	134	-0.060	0.0505	-0.394	22.3%	273	48	2.40	3.35	1.21
3.20	3.85	3.30	100	3,561	21.3%	0.562	0.0510	-0.060	135	-0.062	0.0523	-0.446	23.0%	3,394	43	2.80	3.05	2.58
2.70	3.20	2.96	532	241	20.9%	0.511	0.0517	-0.061	136	-0.063	0.0531	-0.498	20.0%	63	572	3.30	3.90	1.88
2.37	2.79	2.60	28	114	21.5%	0.460	0.0514	-0.061	137	-0.063	0.0530	-0.551	22.6%	303	1	3.25	5.65	1.96
1.46	2.80	2.06	87	111	21.2%	0.410	0.0503	-0.060	138	-0.061	0.0520	-0.602	22.4%	6	3	4.02	6.20	2.55
1.03	2.26	2.15	9	317	20.3%	0.362	0.0484	-0.058	139	-0.059	0.0503	-0.652	22.1%	10		4.55	6.30	3.65
1.42	1.63	1.47	482	3,975	21.8%	0.316	0.0459	-0.055	140	-0.057	0.0479	-0.699	23.0%	1,117	10	5.70	7.60	3.95
0.63	1.55	1.33	7	90	20.4%	0.274	0.0429	-0.051	141	-0.053	0.0452	-0.744	22.9%	8		6.43	8.50	4.50
0.08	1.89	0.98	18	645	21.4%	0.234	0.0395	-0.047	142	-0.049	0.0422	-0.786	24.4%			0.00	9.30	5.55
0.46	0.99	0.80	10	424	20.8%	0.198	0.0359	-0.043	143	-0.045	0.0390	-0.825	22.7%			0.00	9.95	6.15
0.55	1.15	0.74	3	41	23.9%	0.165	0.0321	-0.038	144	-0.041	0.0357	-0.861	22.8%			0.00	10.75	7.05
0.48	0.65	0.55	166	4,974	22.4%	0.137	0.0283	-0.033	145	-0.037	0.0323	-0.893	22.8%	110		15.10	11.65	7.90
0.15	0.20	0.18	51	1,396	22.8%	0.055	0.0136	-0.018	150	-0.021	0.0136	-0.986	27.4%	46		17.61	15.90	13.35
0.00	0.35	0.11	2	16	25.7%	0.038	0.0096	-0.014	152.5	-0.021	0.0035	-0.997	31.9%			0.00	19.15	15.20
0.03	0.12	0.10	1	1,126	24.8%	0.028	0.0070	-0.011	155	-0.021	0.0000	-1.000	40.8%	4		24.83	21.65	18.30
0.00	0.24	0.04	19	2,442	32.0%	0.017	0.0040	-0.008	160	-0.021	0.0000	-1.000	0.0%			31.44	26.05	22.75
0.00	0.44	0.09		582	40.8%	0.011	0.0026	-0.006	165	-0.021	0.0000	-1.000	0.0%			25.64	31.05	27.70

Open PEP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 20, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS