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
$5.60
ATM straddle
MAX PAIN
$95.00
-29.9%
PUT/CALL VOLUME
0.78
269 / 347
NOV 13, 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 | 13.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0000 | -0.000 | 12.5% | 12 | 0.13 | 0.00 | 0.00 | ||
| 121 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.03 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 5.76 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 122 | -0.000 | 0.0001 | -0.000 | 12.5% | 50 | 0.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.85 | 2 | 0.0% | 1.000 | 0.0000 | -0.015 | 123 | -0.000 | 0.0002 | -0.000 | 12.5% | 4 | 0.18 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.31 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 124 | -0.000 | 0.0004 | -0.000 | 12.5% | 3 | 0.21 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.90 | 16 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0000 | -0.000 | 6.3% | 10 | 0.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.35 | 5 | 0.0% | 1.000 | 0.0000 | -0.016 | 126 | -0.000 | 0.0000 | -0.000 | 6.3% | 4 | 0.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.30 | 31 | 0.0% | 1.000 | 0.0000 | -0.016 | 127 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 0.51 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.95 | 6 | 0.0% | 1.000 | 0.0000 | -0.016 | 128 | -0.000 | 0.0000 | -0.000 | 6.3% | 11 | 0.50 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.99 | 4 | 0.0% | 1.000 | 0.0000 | -0.016 | 129 | -0.000 | 0.0002 | -0.000 | 6.3% | 2 | 0.58 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 7.10 | 5 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0015 | -0.001 | 6.3% | 15 | 0.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.87 | 9 | 0.0% | 1.000 | 0.0000 | -0.016 | 131 | -0.000 | 0.0000 | -0.000 | 3.1% | 14 | 1.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.80 | 3 | 0.0% | 1.000 | 0.0000 | -0.016 | 132 | -0.000 | 0.0001 | -0.000 | 3.1% | 12 | 1.28 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.90 | 1 | 0.0% | 1.000 | 0.0000 | -0.016 | 133 | -0.000 | 0.0000 | -0.000 | 1.6% | 1 | 1.63 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.50 | 4 | 0.0% | 1.000 | 0.0000 | -0.016 | 134 | -0.000 | 0.0007 | -0.000 | 1.6% | 6 | 1.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.20 | 16 | 0.0% | 1.000 | 0.0000 | -0.017 | 135 | -0.000 | 0.0000 | -0.000 | 0.4% | 28 | 2.40 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.54 | 17 | 0.8% | 0.147 | 0.9891 | -0.004 | 136 | 0.017 | 0.0000 | -1.000 | 0.0% | 12 | 2.93 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.20 | 29 | 1.6% | 0.004 | 0.0253 | -0.000 | 137 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 3.27 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.77 | 21 | 1.6% | 0.000 | 0.0000 | -0.000 | 138 | 0.017 | 0.0000 | -1.000 | 0.0% | 31 | 4.55 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.42 | 11 | 3.1% | 0.000 | 0.0012 | -0.000 | 139 | 0.017 | 0.0000 | -1.000 | 0.0% | 3 | 4.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.11 | 36 | 3.1% | 0.000 | 0.0000 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 15.95 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 0.85 | 18 | 3.1% | 0.000 | 0.0000 | -0.000 | 141 | ||||||||||
| 0.00 | 0.00 | 0.96 | 2 | 6.3% | 0.001 | 0.0010 | -0.000 | 142 | ||||||||||
| 0.00 | 0.00 | 0.66 | 90 | 6.3% | 0.000 | 0.0002 | -0.000 | 143 | ||||||||||
| 0.00 | 0.00 | 1.25 | 6.3% | 0.000 | 0.0000 | -0.000 | 144 | |||||||||||
| 0.00 | 0.00 | 0.29 | 3 | 6.3% | 0.000 | 0.0000 | -0.000 | 145 | ||||||||||
| 0.00 | 0.00 | 0.73 | 6.3% | 0.000 | 0.0000 | -0.000 | 146 | |||||||||||
| 0.00 | 0.00 | 0.27 | 12 | 6.3% | 0.000 | 0.0000 | -0.000 | 147 | ||||||||||
| 0.00 | 0.00 | 0.02 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 160 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology