PEP Expected Move
PEP $135.21 · Updated Oct 26, 4:00 PM ET
The options market prices PEP to move about $2.95 (2.2%) by Oct 30, 2026, a range of $132.27 to $138.16. For Nov 27, 2026 (32 days out) the expected move is $6.56 (4.9%).
EXPECTED MOVE BY EXPIRATION
| Expiration | DTE | Straddle | IV (1 sd) | Low | High |
|---|---|---|---|---|---|
| Oct 30, 2026 | 4 | $2.95 | $3.47 | $132.27 | $138.16 |
| Nov 6, 2026 | 11 | $4.65 | $5.67 | $130.56 | $139.87 |
| Nov 13, 2026 | 18 | $5.12 | $6.26 | $130.10 | $140.33 |
| Nov 20, 2026 | 25 | $6.34 | $7.79 | $128.87 | $141.55 |
| Nov 27, 2026 | 32 | $6.56 | $8.07 | $128.65 | $141.77 |
| Dec 4, 2026 | 39 | $8.29 | $9.56 | $126.92 | $143.50 |
| Dec 18, 2026 | 53 | $9.38 | $11.34 | $125.84 | $144.59 |
| Jan 15, 2027 | 81 | $11.15 | $13.84 | $124.06 | $146.36 |
| Mar 19, 2027 | 144 | $16.00 | $19.81 | $119.21 | $151.21 |
| Apr 16, 2027 | 172 | $17.73 | $22.24 | $117.49 | $152.94 |
How this is calculated: Expected Move methodology · Expected move calculator