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

22.1%

135 strike

EXPECTED MOVE

$9.38

ATM straddle

MAX PAIN

$135.00

-0.2%

PUT/CALL VOLUME

0.04

854 / 20,923

DEC 18, 2026 CHAIN

CALLS										PUTS
Bid	Ask	Last	Vol	OI	IV	Delta	Gamma	Theta	Strike	Theta	Gamma	Delta	IV	OI	Vol	Last	Ask	Bid
63.75	67.80	0.00			0.0%	1.000	0.0000	0.000	70	-0.000	0.0000	-0.000	111.5%			0.00	2.13	0.00
58.75	62.65	60.86		3	0.0%	1.000	0.0000	0.000	75	-0.000	0.0000	-0.000	62.3%	25		0.03	0.10	0.00
53.70	57.65	50.40		6	0.0%	1.000	0.0000	0.000	80	-0.000	0.0001	-0.000	51.9%	16	100	0.03	0.05	0.00
48.70	52.80	57.52			0.0%	1.000	0.0000	0.000	85	-0.000	0.0001	-0.001	62.8%	33		0.03	0.75	0.00
43.75	47.75	39.22		3	0.0%	1.000	0.0001	0.000	90	-0.001	0.0002	-0.001	35.3%	25	20	0.01	0.52	0.00
39.45	42.70	45.31			47.9%	1.000	0.0001	0.000	95	-0.001	0.0004	-0.002	45.6%	57		0.07	0.31	0.00
33.85	37.25	35.72		26	0.0%	0.999	0.0003	0.000	100	-0.002	0.0008	-0.005	35.4%	693		0.05	0.13	0.01
29.65	32.90	45.00			41.6%	0.997	0.0008	0.000	105	-0.003	0.0018	-0.010	35.9%	474		0.07	0.40	0.02
23.90	27.35	23.02		33	0.0%	0.991	0.0020	0.000	110	-0.006	0.0036	-0.020	27.6%	1,498	4	0.12	0.17	0.08
19.00	23.05	20.60		22	0.0%	0.977	0.0048	-0.004	115	-0.011	0.0072	-0.044	25.7%	601	109	0.34	0.34	0.18
14.15	16.55	16.05	1	128	0.0%	0.942	0.0106	-0.012	120	-0.018	0.0136	-0.091	24.1%	1,753	143	0.53	0.62	0.50
9.70	12.35	12.25	2	1,009	0.0%	0.868	0.0204	-0.024	125	-0.028	0.0227	-0.178	22.6%	2,767	118	1.18	1.23	1.07
7.25	8.20	7.40	39	1,373	21.2%	0.737	0.0319	-0.036	130	-0.037	0.0322	-0.316	21.9%	2,937	257	2.38	2.43	2.23
4.40	5.35	4.67	54	2,707	22.5%	0.556	0.0388	-0.043	135	-0.041	0.0369	-0.492	21.7%	1,832	101	4.60	4.80	4.20
2.42	2.60	2.51	20,713	37,406	21.3%	0.368	0.0364	-0.041	140	-0.037	0.0338	-0.666	21.2%	877	2	7.05	8.25	6.65
1.00	1.42	1.22	77	3,536	21.2%	0.216	0.0276	-0.031	145	-0.027	0.0255	-0.804	23.5%	998		9.05	12.55	10.65
0.54	0.68	0.57	27	3,240	22.1%	0.115	0.0179	-0.021	150	-0.017	0.0164	-0.897	25.6%	1,073		13.00	17.75	14.40
0.16	0.30	0.26	3	3,744	21.6%	0.058	0.0103	-0.012	155	-0.008	0.0094	-0.949	25.0%	697		21.65	22.40	18.70
0.10	0.16	0.13	2	1,017	23.1%	0.029	0.0057	-0.007	160	-0.003	0.0051	-0.975	27.6%	414		34.95	27.40	23.45
0.00	0.28	0.06	4	902	26.8%	0.015	0.0032	-0.004	165	0.000	0.0028	-0.987	22.0%	262		37.02	31.90	28.35
0.00	0.10	0.05		527	26.1%	0.009	0.0018	-0.003	170	0.000	0.0016	-0.993	38.6%	34		44.44	37.25	33.90
0.00	0.15	0.07		273	30.4%	0.005	0.0011	-0.002	175	0.000	0.0009	-0.996	35.9%			31.27	42.20	38.30
0.01	0.05	0.03	1	843	29.7%	0.003	0.0007	-0.001	180	0.000	0.0006	-0.998	40.5%			41.09	46.60	43.95
0.00	0.32	0.06		106	39.8%	0.002	0.0004	-0.001	185	0.000	0.0003	-0.999	46.6%			0.00	52.20	48.55
0.00	0.51	0.10		155	45.7%	0.001	0.0003	-0.001	190	0.000	0.0002	-0.999	0.0%			32.87	56.35	53.20
0.00	2.13	0.16		101	63.3%	0.001	0.0002	-0.000	195	0.000	0.0001	-1.000	44.8%			0.00	62.05	58.10
0.00	0.09	0.16		71	40.8%	0.001	0.0001	-0.000	200	0.000	0.0001	-1.000	0.0%			0.00	66.30	63.15
0.00	0.05	0.15		31	42.5%	0.000	0.0001	-0.000	210	0.000	0.0000	-1.000	0.0%			0.00	76.25	73.00
0.00	0.75	0.04		23	49.8%	0.000	0.0000	-0.000	220	0.000	0.0000	-1.000	0.0%			54.65	86.20	82.95

Open PEP in Obelion Terminal

How this is calculated: Options Chain methodology

EXPIRATION

DEC 18, 2026 CHAIN

OPTIONS CHAIN FOR OTHER TICKERS