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
0.2%
135 strike
EXPECTED MOVE
$9.27
ATM straddle
MAX PAIN
$90.00
-33.6%
PUT/CALL VOLUME
0.05
1,106 / 20,968
DEC 18, 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 | 60.86 | 2 | 0.0% | 1.000 | 0.0000 | -0.009 | 75 | -0.000 | 0.0000 | -0.000 | 25.0% | 46 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 50.40 | 1 | 0.0% | 1.000 | 0.0000 | -0.010 | 80 | -0.000 | 0.0000 | -0.000 | 25.0% | 100 | 0.03 | 0.00 | 0.00 | ||
| 52.85 | 56.80 | 57.52 | 125.1% | 0.891 | 0.0029 | -0.122 | 85 | -0.000 | 0.0000 | -0.000 | 25.0% | 62 | 0.03 | 0.00 | 0.00 | |||
| 44.30 | 48.30 | 39.22 | 3 | 3 | 70.8% | 0.953 | 0.0027 | -0.044 | 90 | -0.000 | 0.0000 | -0.000 | 25.0% | 20 | 0.01 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 45.31 | 5 | 0.0% | 1.000 | 0.0000 | -0.012 | 95 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.07 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.72 | 4 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.05 | 0.00 | 0.00 | ||
| 38.60 | 41.65 | 45.00 | 1 | 7 | 119.6% | 0.789 | 0.0047 | -0.177 | 105 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.07 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 23.02 | 5 | 0.0% | 1.000 | 0.0000 | -0.013 | 110 | -0.000 | 0.0000 | -0.000 | 12.5% | 4 | 0.12 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 20.60 | 4 | 0.0% | 1.000 | 0.0000 | -0.014 | 115 | -0.000 | 0.0001 | -0.000 | 12.5% | 109 | 0.34 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.05 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0000 | -0.000 | 6.3% | 143 | 0.53 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.25 | 2 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0001 | -0.000 | 6.3% | 118 | 1.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.40 | 39 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0001 | -0.000 | 3.1% | 257 | 2.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.67 | 54 | 0.0% | 1.000 | 0.0000 | -0.017 | 135 | 0.000 | 0.0000 | -0.000 | 0.4% | 101 | 4.60 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.51 | 20,713 | 1.6% | 0.000 | 0.0000 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 2 | 7.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.22 | 77 | 3.1% | 0.000 | 0.0000 | -0.000 | 145 | 0.018 | 0.0000 | -1.000 | 0.0% | 25 | 9.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.57 | 27 | 6.3% | 0.000 | 0.0000 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 101 | 13.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.26 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 155 | 0.019 | 0.0000 | -1.000 | 0.0% | 1 | 21.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.13 | 2 | 12.5% | 0.000 | 0.0002 | -0.000 | 160 | 0.020 | 0.0000 | -1.000 | 0.0% | 7 | 34.95 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.06 | 4 | 12.5% | 0.000 | 0.0000 | -0.000 | 165 | 0.020 | 0.0000 | -1.000 | 0.0% | 1 | 37.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 170 | 0.021 | 0.0000 | -1.000 | 0.0% | 1 | 44.44 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.07 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 175 | 0.021 | 0.0000 | -1.000 | 0.0% | 1 | 31.27 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 180 | 0.022 | 0.0000 | -1.000 | 0.0% | 1 | 41.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.06 | 5 | 12.5% | 0.000 | 0.0000 | -0.000 | 185 | ||||||||||
| 0.00 | 0.00 | 0.10 | 1 | 25.0% | 0.000 | 0.0001 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 3 | 3 | 32.87 | 35.65 | 33.00 | |
| 0.00 | 0.00 | 0.16 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 195 | ||||||||||
| 0.00 | 0.00 | 0.16 | 5 | 25.0% | 0.000 | 0.0000 | -0.000 | 200 | ||||||||||
| 0.00 | 2.14 | 0.15 | 1 | 31 | 71.9% | 0.074 | 0.0038 | -0.051 | 210 | |||||||||
| 0.00 | 0.00 | 0.04 | 3 | 25.0% | 0.000 | 0.0000 | -0.000 | 220 | 0.027 | 0.0000 | -1.000 | 0.0% | 54.65 | 61.15 | 58.35 | |||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology