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
$2.98
ATM straddle
MAX PAIN
$75.00
-44.6%
PUT/CALL VOLUME
0.83
3,815 / 4,574
OCT 30, 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 | 18.86 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.50 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 121 | -0.000 | 0.0000 | -0.000 | 25.0% | 20 | 0.03 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.92 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 122 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.06 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.99 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 123 | -0.000 | 0.0001 | -0.000 | 25.0% | 2 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 14.14 | 5 | 0.0% | 1.000 | 0.0000 | -0.015 | 124 | -0.000 | 0.0002 | -0.000 | 25.0% | 14 | 0.02 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 13.17 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0000 | -0.000 | 12.5% | 5 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.66 | 2 | 0.0% | 1.000 | 0.0000 | -0.016 | 126 | -0.000 | 0.0000 | -0.000 | 12.5% | 26 | 0.01 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.75 | 19 | 0.0% | 1.000 | 0.0000 | -0.016 | 127 | -0.000 | 0.0000 | -0.000 | 12.5% | 74 | 0.09 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.65 | 28 | 0.0% | 1.000 | 0.0000 | -0.016 | 128 | -0.000 | 0.0000 | -0.000 | 12.5% | 78 | 0.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.90 | 4 | 0.0% | 1.000 | 0.0000 | -0.016 | 129 | -0.000 | 0.0001 | -0.000 | 12.5% | 19 | 0.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.80 | 39 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0010 | -0.000 | 12.5% | 468 | 0.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.45 | 8 | 0.0% | 1.000 | 0.0000 | -0.016 | 131 | -0.000 | 0.0000 | -0.000 | 6.3% | 181 | 0.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.77 | 16 | 0.0% | 1.000 | 0.0000 | -0.016 | 132 | -0.000 | 0.0001 | -0.000 | 6.3% | 248 | 0.29 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.23 | 17 | 0.0% | 1.000 | 0.0000 | -0.016 | 133 | -0.000 | 0.0053 | -0.001 | 6.3% | 651 | 0.57 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.14 | 30 | 0.0% | 1.000 | 0.0000 | -0.017 | 134 | -0.000 | 0.0015 | -0.000 | 3.1% | 173 | 0.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.70 | 198 | 0.0% | 1.000 | 0.0000 | -0.017 | 135 | -0.000 | 0.0000 | -0.000 | 0.8% | 821 | 1.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.20 | 215 | 1.6% | 0.012 | 0.1514 | -0.001 | 136 | 0.017 | 0.0000 | -1.000 | 0.0% | 247 | 1.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.81 | 247 | 3.1% | 0.000 | 0.0024 | -0.000 | 137 | 0.017 | 0.0000 | -1.000 | 0.0% | 721 | 2.27 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.45 | 1,172 | 6.3% | 0.002 | 0.0073 | -0.001 | 138 | 0.017 | 0.0000 | -1.000 | 0.0% | 7 | 3.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.33 | 810 | 6.3% | 0.000 | 0.0001 | -0.000 | 139 | 0.017 | 0.0000 | -1.000 | 0.0% | 11 | 3.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.18 | 494 | 6.3% | 0.000 | 0.0000 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 9 | 2.91 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.12 | 153 | 12.5% | 0.001 | 0.0016 | -0.001 | 141 | 0.017 | 0.0000 | -1.000 | 0.0% | 5 | 4.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.05 | 369 | 12.5% | 0.000 | 0.0002 | -0.000 | 142 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 11.80 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.01 | 25 | 12.5% | 0.000 | 0.0000 | -0.000 | 143 | 0.018 | 0.0000 | -1.000 | 0.0% | 1 | 15.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.03 | 60 | 12.5% | 0.000 | 0.0000 | -0.000 | 144 | 0.018 | 0.0000 | -1.000 | 0.0% | 1 | 17.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 29 | 12.5% | 0.000 | 0.0000 | -0.000 | 145 | 0.018 | 0.0000 | -1.000 | 0.0% | 1 | 19.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.02 | 35 | 12.5% | 0.000 | 0.0000 | -0.000 | 146 | ||||||||||
| 0.00 | 0.00 | 0.01 | 6 | 25.0% | 0.001 | 0.0006 | -0.001 | 147 | ||||||||||
| 0.00 | 0.00 | 0.20 | 2 | 25.0% | 0.000 | 0.0003 | -0.000 | 148 | ||||||||||
| 0.00 | 0.00 | 0.01 | 3 | 25.0% | 0.000 | 0.0001 | -0.000 | 149 | ||||||||||
| 0.00 | 0.00 | 0.14 | 2 | 25.0% | 0.000 | 0.0000 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 2 | 13.89 | 0.00 | 0.00 | ||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology