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
$6.54
ATM straddle
MAX PAIN
$110.00
-18.8%
PUT/CALL VOLUME
0.51
144 / 284
NOV 27, 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 | 17.02 | 3 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0002 | -0.000 | 12.5% | 6 | 0.14 | 0.00 | 0.00 | ||
| 121 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 0.45 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 6.70 | 0.0% | 1.000 | 0.0000 | -0.015 | 122 | -0.000 | 0.0000 | -0.000 | 6.3% | 7 | 0.30 | 0.00 | 0.00 | |||
| 123 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 0.42 | 0.00 | 0.00 | ||||||||||
| 124 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 0.26 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 12.27 | 3 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 0.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 10.70 | 5 | 0.0% | 1.000 | 0.0000 | -0.015 | 126 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 0.46 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.15 | 6 | 0.0% | 1.000 | 0.0000 | -0.016 | 127 | -0.000 | 0.0002 | -0.000 | 6.3% | 2 | 0.74 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.25 | 2 | 0.0% | 1.000 | 0.0000 | -0.016 | 128 | -0.000 | 0.0007 | -0.000 | 6.3% | 1 | 0.79 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.92 | 6 | 0.0% | 1.000 | 0.0000 | -0.016 | 129 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 1.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.12 | 8 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0000 | -0.000 | 3.1% | 16 | 1.19 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.25 | 3 | 0.0% | 1.000 | 0.0000 | -0.016 | 131 | -0.000 | 0.0001 | -0.000 | 3.1% | 50 | 1.48 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.80 | 13 | 0.0% | 1.000 | 0.0000 | -0.016 | 132 | -0.000 | 0.0017 | -0.001 | 3.1% | 6 | 1.81 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.15 | 6 | 0.0% | 1.000 | 0.0000 | -0.016 | 133 | -0.000 | 0.0000 | -0.000 | 1.6% | 4 | 1.65 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.96 | 3 | 0.0% | 1.000 | 0.0000 | -0.016 | 134 | -0.000 | 0.0000 | -0.000 | 0.8% | 3 | 2.38 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 4.20 | 32 | 0.0% | 1.000 | 0.0000 | -0.017 | 135 | 0.000 | 0.0000 | -0.000 | 0.4% | 3 | 2.34 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.40 | 18 | 0.4% | 0.473 | 2.5485 | -0.009 | 136 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 3.20 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.95 | 18 | 0.8% | 0.001 | 0.0073 | -0.000 | 137 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 4.24 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.40 | 3 | 1.6% | 0.001 | 0.0040 | -0.000 | 138 | 0.017 | 0.0000 | -1.000 | 0.0% | 4.77 | 0.00 | 0.00 | |||
| 0.00 | 0.00 | 2.32 | 1 | 1.6% | 0.000 | 0.0000 | -0.000 | 139 | ||||||||||
| 0.00 | 0.00 | 1.88 | 15 | 3.1% | 0.001 | 0.0022 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 1 | 5.89 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.56 | 4 | 3.1% | 0.000 | 0.0001 | -0.000 | 141 | 0.017 | 0.0000 | -1.000 | 0.0% | 4 | 6.61 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.31 | 5 | 3.1% | 0.000 | 0.0000 | -0.000 | 142 | ||||||||||
| 0.00 | 0.00 | 1.00 | 3 | 3.1% | 0.000 | 0.0000 | -0.000 | 143 | ||||||||||
| 0.00 | 0.00 | 1.04 | 56 | 6.3% | 0.001 | 0.0013 | -0.000 | 144 | ||||||||||
| 0.00 | 0.00 | 0.76 | 51 | 6.3% | 0.000 | 0.0004 | -0.000 | 145 | ||||||||||
| 0.00 | 0.00 | 0.68 | 2 | 6.3% | 0.000 | 0.0001 | -0.000 | 146 | ||||||||||
| 0.00 | 0.00 | 0.46 | 6 | 6.3% | 0.000 | 0.0000 | -0.000 | 147 | ||||||||||
| 0.00 | 0.00 | 0.71 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 148 | ||||||||||
| 0.00 | 0.00 | 0.48 | 10 | 6.3% | 0.000 | 0.0000 | -0.000 | 150 | ||||||||||
| 0.00 | 0.00 | 0.10 | 1 | 12.5% | 0.000 | 0.0002 | -0.000 | 155 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology