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
0.1%
135 strike
EXPECTED MOVE
$10.95
ATM straddle
MAX PAIN
$180.00
+32.9%
PUT/CALL VOLUME
1.49
1,453 / 974
JAN 15, 2027 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 | 75.48 | 80 | 0.0% | 1.000 | 0.0000 | -0.008 | 65 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.07 | 0.00 | 0.00 | ||
| 64.85 | 67.45 | 60.32 | 1 | 1 | 82.6% | 0.973 | 0.0012 | -0.029 | 70 | -0.000 | 0.0000 | -0.000 | 25.0% | 4 | 0.04 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 64.28 | 5 | 0.0% | 1.000 | 0.0000 | -0.009 | 75 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.01 | 0.00 | 0.00 | ||
| 54.90 | 58.25 | 50.50 | 1 | 5 | 75.4% | 0.955 | 0.0020 | -0.037 | 80 | -0.000 | 0.0000 | -0.000 | 25.0% | 2 | 0.01 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 80.95 | 1 | 0.0% | 1.000 | 0.0000 | -0.010 | 85 | -0.000 | 0.0000 | -0.000 | 25.0% | 1 | 0.01 | 0.00 | 0.00 | ||
| 44.95 | 47.60 | 39.69 | 48 | 58 | 56.9% | 0.955 | 0.0026 | -0.031 | 90 | -0.000 | 0.0000 | -0.000 | 25.0% | 8 | 0.01 | 0.00 | 0.00 | |
| 0.00 | 0.00 | 44.78 | 5 | 0.0% | 1.000 | 0.0000 | -0.012 | 95 | -0.000 | 0.0000 | -0.000 | 12.5% | 48 | 0.05 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 35.78 | 8 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0000 | -0.000 | 12.5% | 363 | 0.04 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 23.05 | 15 | 0.0% | 1.000 | 0.0000 | -0.013 | 105 | -0.000 | 0.0000 | -0.000 | 12.5% | 100 | 0.15 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 28.00 | 1 | 0.0% | 1.000 | 0.0000 | -0.013 | 110 | -0.000 | 0.0000 | -0.000 | 12.5% | 1 | 0.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.00 | 4 | 0.0% | 1.000 | 0.0000 | -0.014 | 115 | -0.000 | 0.0000 | -0.000 | 6.3% | 39 | 0.53 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.50 | 9 | 0.0% | 1.000 | 0.0000 | -0.015 | 120 | -0.000 | 0.0000 | -0.000 | 6.3% | 389 | 1.00 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 12.30 | 21 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0000 | -0.000 | 3.1% | 41 | 1.85 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 8.60 | 43 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0000 | -0.000 | 1.6% | 60 | 3.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.60 | 70 | 0.0% | 1.000 | 0.0000 | -0.016 | 135 | -0.000 | 0.0000 | 0.000 | 0.2% | 177 | 5.35 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.55 | 200 | 1.6% | 0.001 | 0.0030 | -0.000 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 11 | 8.41 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.98 | 75 | 3.1% | 0.000 | 0.0001 | -0.000 | 145 | 0.018 | 0.0000 | -1.000 | 0.0% | 4 | 12.25 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.11 | 303 | 6.3% | 0.001 | 0.0008 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 127 | 15.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.60 | 18 | 6.3% | 0.000 | 0.0000 | -0.000 | 155 | 0.019 | 0.0000 | -1.000 | 0.0% | 6 | 17.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.34 | 22 | 6.3% | 0.000 | 0.0000 | -0.000 | 160 | 0.020 | 0.0000 | -1.000 | 0.0% | 5 | 23.64 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.18 | 3 | 12.5% | 0.001 | 0.0003 | -0.000 | 165 | 0.020 | 0.0000 | -1.000 | 0.0% | 1 | 30.45 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 0.10 | 1 | 12.5% | 0.000 | 0.0001 | -0.000 | 170 | -0.018 | 0.0089 | -0.854 | 40.2% | 86 | 8 | 39.80 | 36.15 | 33.55 | |
| 0.00 | 0.00 | 0.09 | 7 | 12.5% | 0.000 | 0.0000 | -0.000 | 175 | 0.021 | 0.0000 | -1.000 | 0.0% | 159 | 10 | 32.25 | 33.75 | 29.95 | |
| 0.00 | 0.00 | 0.05 | 13 | 12.5% | 0.000 | 0.0000 | -0.000 | 180 | 0.022 | 0.0000 | -1.000 | 0.0% | 52 | 10 | 33.48 | 38.00 | 34.75 | |
| 0.00 | 0.00 | 0.04 | 3 | 12.5% | 0.000 | 0.0000 | -0.000 | 185 | 0.023 | 0.0000 | -1.000 | 0.0% | 11 | 1 | 24.25 | 30.70 | 28.50 | |
| 0.00 | 0.00 | 0.02 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 190 | 0.023 | 0.0000 | -1.000 | 0.0% | 21 | 10 | 42.55 | 48.35 | 44.70 | |
| 0.00 | 0.00 | 0.24 | 1 | 12.5% | 0.000 | 0.0000 | -0.000 | 195 | 0.024 | 0.0000 | -1.000 | 0.0% | 12 | 1 | 43.08 | 53.00 | 48.00 | |
| 0.00 | 0.00 | 0.01 | 2 | 12.5% | 0.000 | 0.0000 | -0.000 | 200 | 0.024 | 0.0000 | -1.000 | 0.0% | 10 | 10 | 61.45 | 35.65 | 33.55 | |
| 0.00 | 0.00 | 0.05 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 210 | 0.026 | 0.0000 | -1.000 | 0.0% | 10 | 10 | 60.95 | 67.50 | 62.50 | |
| 0.00 | 0.00 | 0.09 | 1 | 25.0% | 0.000 | 0.0000 | -0.000 | 220 | 0.027 | 0.0000 | -1.000 | 0.0% | 62.36 | 76.85 | 73.00 | |||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology