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
$7.71
ATM straddle
MAX PAIN
$110.00
-18.8%
PUT/CALL VOLUME
0.06
157 / 2,718
DEC 4, 2026 CHAIN
| CALLS | PUTS | |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Bid | Ask | Last | Vol | OI | IV | Delta | Gamma | Theta | Strike | Theta | Gamma | Delta | IV | OI | Vol | Last | Ask | Bid |
| 110 | -0.000 | 0.0000 | -0.000 | 12.5% | 3 | 0.06 | 0.00 | 0.00 | ||||||||||
| 113 | -0.000 | 0.0000 | -0.000 | 12.5% | 39 | 0.10 | 0.00 | 0.00 | ||||||||||
| 118 | -0.000 | 0.0001 | -0.000 | 12.5% | 4 | 0.23 | 0.00 | 0.00 | ||||||||||
| 120 | -0.000 | 0.0000 | -0.000 | 6.3% | 48 | 0.23 | 0.00 | 0.00 | ||||||||||
| 124 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 0.65 | 0.00 | 0.00 | ||||||||||
| 125 | -0.000 | 0.0000 | -0.000 | 6.3% | 7 | 0.81 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 12.57 | 1 | 0.0% | 1.000 | 0.0000 | -0.015 | 126 | -0.000 | 0.0001 | -0.000 | 6.3% | 1 | 0.81 | 0.00 | 0.00 | ||
| 127 | -0.000 | 0.0004 | -0.000 | 6.3% | 5 | 1.09 | 0.00 | 0.00 | ||||||||||
| 128 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 1.28 | 0.00 | 0.00 | ||||||||||
| 129 | -0.000 | 0.0000 | -0.000 | 3.1% | 2 | 1.80 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 7.67 | 3 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0000 | -0.000 | 3.1% | 29 | 1.84 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.25 | 41 | 0.0% | 1.000 | 0.0000 | -0.016 | 132 | -0.000 | 0.0000 | -0.000 | 1.6% | 2 | 2.52 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.19 | 0.0% | 1.000 | 0.0000 | -0.016 | 134 | |||||||||||
| 0.00 | 0.00 | 3.96 | 2 | 0.0% | 1.000 | 0.0000 | -0.017 | 135 | 0.000 | 0.0000 | -0.000 | 0.4% | 4 | 3.75 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.70 | 12 | 0.4% | 0.731 | 1.9105 | -0.013 | 136 | ||||||||||
| 0.00 | 0.00 | 3.13 | 1,311 | 0.8% | 0.005 | 0.0427 | -0.000 | 137 | ||||||||||
| 0.00 | 0.00 | 2.73 | 1,312 | 1.6% | 0.003 | 0.0146 | -0.000 | 138 | 0.017 | 0.0000 | -1.000 | 0.0% | 10 | 5.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 2.10 | 16 | 3.1% | 0.003 | 0.0063 | -0.000 | 140 | ||||||||||
| 0.00 | 0.00 | 1.87 | 1 | 3.1% | 0.000 | 0.0007 | -0.000 | 141 | ||||||||||
| 0.00 | 0.00 | 1.95 | 5 | 3.1% | 0.000 | 0.0001 | -0.000 | 142 | ||||||||||
| 0.00 | 0.00 | 1.00 | 13 | 6.3% | 0.001 | 0.0012 | -0.000 | 145 | ||||||||||
| 0.00 | 0.00 | 0.60 | 1 | 6.3% | 0.000 | 0.0001 | -0.000 | 147 | ||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology