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

24.5%

135 strike

EXPECTED MOVE

$4.65

ATM straddle

MAX PAIN

$130.00

-3.9%

PUT/CALL VOLUME

0.67

396 / 589

NOV 6, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
13.60	17.50	6.94		4	0.0%	0.985	0.0048	-0.010	120	-0.012	0.0048	-0.015	35.3%	85		0.06	0.12	0.00
13.25	16.50	14.25			39.4%	0.983	0.0056	-0.011	121	-0.013	0.0057	-0.017	35.7%	74	1	0.01	0.20	0.00
12.20	14.75	15.40	2	1	0.0%	0.981	0.0066	-0.012	122	-0.014	0.0067	-0.019	30.8%	64	2	0.38	0.12	0.00
11.05	14.50	11.80		1	29.3%	0.978	0.0079	-0.013	123	-0.015	0.0080	-0.023	31.4%	162		0.08	0.20	0.00
9.75	13.50	4.25		23	0.0%	0.973	0.0097	-0.015	124	-0.017	0.0098	-0.027	35.0%	64	1	0.59	0.48	0.00
8.85	12.55	10.85	2	36	0.0%	0.967	0.0121	-0.018	125	-0.019	0.0122	-0.034	30.5%	98	53	0.07	0.31	0.05
7.70	11.00	12.20		85	0.0%	0.957	0.0154	-0.022	126	-0.023	0.0156	-0.044	24.9%	68	4	0.10	0.15	0.05
6.75	10.05	9.17		39	0.0%	0.943	0.0198	-0.027	127	-0.029	0.0201	-0.058	23.4%	184	5	0.16	0.20	0.03
5.85	8.75	8.70	2	68	0.0%	0.922	0.0256	-0.035	128	-0.036	0.0259	-0.078	22.6%	40	5	0.23	0.23	0.08
5.60	8.20	6.50		38	21.0%	0.895	0.0326	-0.044	129	-0.045	0.0330	-0.107	26.3%	126	7	0.41	0.77	0.05
4.00	7.90	5.66		341	19.8%	0.858	0.0404	-0.055	130	-0.056	0.0409	-0.143	23.6%	81	37	0.36	0.55	0.28
4.55	5.50	5.30	2	269	18.7%	0.814	0.0487	-0.066	131	-0.067	0.0492	-0.188	24.7%	36	31	0.61	0.90	0.43
2.90	5.25	4.20	7	122	16.7%	0.760	0.0566	-0.077	132	-0.078	0.0573	-0.242	21.2%	83	60	0.85	1.26	0.03
1.87	5.15	3.85	17	303	19.7%	0.700	0.0637	-0.086	133	-0.088	0.0645	-0.304	27.2%	51	94	1.17	2.23	0.60
2.65	3.55	3.40	9	106	22.7%	0.633	0.0692	-0.094	134	-0.095	0.0701	-0.371	20.8%	75	43	1.52	2.13	0.30
2.33	3.10	2.29	22	296	24.8%	0.561	0.0727	-0.098	135	-0.100	0.0738	-0.444	24.1%	45	37	2.02	2.19	1.69
1.95	2.10	2.00	31	217	22.9%	0.488	0.0738	-0.099	136	-0.101	0.0750	-0.518	23.8%	24	10	1.93	2.70	2.10
1.44	1.64	1.57	75	522	22.4%	0.416	0.0723	-0.097	137	-0.098	0.0737	-0.592	26.1%	3		2.70	4.00	2.36
1.00	1.38	1.22	102	253	22.5%	0.346	0.0685	-0.091	138	-0.093	0.0702	-0.663	24.7%	145	1	3.54	4.85	2.52
0.74	0.99	0.85	48	56	22.1%	0.281	0.0628	-0.082	139	-0.084	0.0648	-0.730	23.6%	1		4.20	5.60	3.00
0.53	0.84	0.64	159	344	21.9%	0.222	0.0558	-0.072	140	-0.074	0.0581	-0.791	19.6%	12		5.10	6.35	3.25
0.39	0.57	0.47	66	98	22.0%	0.171	0.0478	-0.060	141	-0.063	0.0504	-0.845	31.4%			0.00	7.95	4.85
0.23	0.40	0.32	17	64	22.1%	0.129	0.0396	-0.049	142	-0.052	0.0422	-0.890	25.8%			0.00	8.80	4.90
0.03	0.58	0.24	3	28	24.3%	0.096	0.0318	-0.040	143	-0.043	0.0347	-0.925	24.5%	1		12.65	8.95	6.40
0.08	0.39	0.16	5	24	21.8%	0.072	0.0253	-0.032	144	-0.035	0.0285	-0.950	25.4%			0.00	9.90	7.35
0.05	0.28	0.12	3	78	22.6%	0.056	0.0202	-0.026	145	-0.028	0.0226	-0.968	24.6%			21.07	11.35	7.75
0.00	0.12	0.07	7	1	22.1%	0.044	0.0162	-0.022	146	-0.023	0.0174	-0.980	31.2%	3		8.05	12.60	8.75
0.00	0.10	0.06	4	1	23.2%	0.035	0.0131	-0.019	147	-0.020	0.0121	-0.988	33.3%			0.00	13.60	9.75
0.00	0.53	0.02	5	12	34.0%	0.029	0.0108	-0.017	148	-0.018	0.0081	-0.993	36.9%			0.00	14.60	10.85
0.00	0.36	0.25		24	35.0%	0.020	0.0075	-0.013	150	-0.016	0.0035	-0.997	39.4%			0.00	16.60	12.75
0.00	1.45	0.08		20	54.6%	0.014	0.0050	-0.010	152.5	-0.016	0.0009	-0.999	38.4%			0.00	19.10	15.00

Open PEP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

NOV 6, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS