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
0.1%
135 strike
EXPECTED MOVE
$16.18
ATM straddle
MAX PAIN
$165.00
+21.8%
PUT/CALL VOLUME
0.74
579 / 786
MAR 19, 2027 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 62.80 | 66.35 | 65.33 | 1 | 111.0% | 0.871 | 0.0022 | -0.076 | 80 | -0.000 | 0.0000 | -0.000 | 12.5% | 5 | 0.20 | 0.00 | 0.00 | ||
| 57.80 | 61.40 | 51.06 | 102.2% | 0.859 | 0.0026 | -0.075 | 85 | -0.000 | 0.0000 | -0.000 | 12.5% | 13 | 0.10 | 0.00 | 0.00 | |||
| 47.40 | 50.75 | 55.36 | 1 | 1 | 64.5% | 0.896 | 0.0033 | -0.043 | 90 | -0.000 | 0.0000 | -0.000 | 12.5% | 13 | 0.20 | 0.00 | 0.00 | |
| 95 | -0.000 | 0.0000 | -0.000 | 12.5% | 38 | 0.28 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 38.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.18 | 1 | 0.0% | 1.000 | 0.0000 | -0.013 | 105 | -0.000 | 0.0000 | -0.000 | 6.3% | 12 | 0.62 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 26.40 | 6 | 0.0% | 1.000 | 0.0000 | -0.013 | 110 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 1.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.60 | 2 | 0.0% | 1.000 | 0.0000 | -0.014 | 115 | -0.000 | 0.0000 | -0.000 | 6.3% | 6 | 1.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 18.40 | 7 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0000 | -0.000 | 3.1% | 47 | 2.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.15 | 20 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0000 | -0.000 | 3.1% | 163 | 3.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.45 | 4 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0000 | -0.000 | 1.6% | 69 | 5.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.11 | 119 | 0.0% | 1.000 | 0.0000 | -0.016 | 135 | -0.000 | 0.0000 | 0.000 | 0.2% | 44 | 8.07 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.85 | 160 | 1.6% | 0.061 | 0.0903 | -0.002 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 124 | 10.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.15 | 31 | 3.1% | 0.005 | 0.0057 | -0.000 | 145 | 0.018 | 0.0000 | -1.000 | 0.0% | 2 | 13.46 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.97 | 369 | 3.1% | 0.000 | 0.0000 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 18 | 25.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.85 | 7 | 6.3% | 0.002 | 0.0009 | -0.000 | 155 | 0.019 | 0.0000 | -1.000 | 0.0% | 2 | 26.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.21 | 3 | 6.3% | 0.000 | 0.0001 | -0.000 | 160 | 0.019 | 0.0000 | -1.000 | 0.0% | 1 | 29.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.95 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 165 | -0.012 | 0.0106 | -0.779 | 32.8% | 8 | 3 | 36.41 | 32.30 | 28.95 | |
| 0.00 | 0.00 | 0.55 | 6 | 6.3% | 0.000 | 0.0000 | -0.000 | 170 | 0.021 | 0.0000 | -1.000 | 0.0% | 3 | 32.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.47 | 20 | 6.3% | 0.000 | 0.0000 | -0.000 | 175 | 0.021 | 0.0000 | -1.000 | 0.0% | 8 | 38.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.25 | 5 | 12.5% | 0.000 | 0.0001 | -0.000 | 180 | 0.022 | 0.0000 | -1.000 | 0.0% | 1 | 1 | 41.02 | 38.35 | 34.95 | |
| 0.00 | 0.00 | 0.19 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 185 | 0.022 | 0.0000 | -1.000 | 0.0% | 47.70 | 42.70 | 39.80 | |||
| 0.00 | 0.00 | 0.12 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 1 | 49.30 | 48.50 | 44.60 | ||
| 0.00 | 0.00 | 0.57 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 1 | 53.95 | 53.45 | 49.70 | ||
| 0.00 | 0.00 | 0.10 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 200 | ||||||||||
| 0.00 | 0.00 | 0.07 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 210 | ||||||||||
| 0.00 | 0.00 | 0.09 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 220 | 0.027 | 0.0000 | -1.000 | 0.0% | 1 | 59.66 | 64.90 | 60.50 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology