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
$16.81
ATM straddle
MAX PAIN
$175.00
+29.2%
PUT/CALL VOLUME
3.38
203 / 60
APR 16, 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 | 48.58 | 1 | 0.0% | 1.000 | 0.0000 | -0.010 | 85 | -0.000 | 0.0000 | -0.000 | 12.5% | 8 | 0.18 | 0.00 | 0.00 | ||
| 90 | -0.000 | 0.0000 | -0.000 | 12.5% | 20 | 0.21 | 0.00 | 0.00 | ||||||||||
| 95 | -0.000 | 0.0000 | -0.000 | 12.5% | 2 | 0.37 | 0.00 | 0.00 | ||||||||||
| 0.00 | 0.00 | 29.20 | 4 | 0.0% | 1.000 | 0.0000 | -0.012 | 100 | -0.000 | 0.0000 | -0.000 | 12.5% | 7 | 0.47 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 30.40 | 4 | 0.0% | 1.000 | 0.0000 | -0.013 | 105 | -0.000 | 0.0000 | -0.000 | 6.3% | 1 | 0.83 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 24.25 | 1 | 0.0% | 1.000 | 0.0000 | -0.013 | 110 | -0.000 | 0.0000 | -0.000 | 6.3% | 2 | 1.67 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 15.32 | 1 | 0.0% | 1.000 | 0.0000 | -0.014 | 115 | -0.000 | 0.0000 | -0.000 | 6.3% | 3 | 1.86 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 19.08 | 6 | 0.0% | 1.000 | 0.0000 | -0.014 | 120 | -0.000 | 0.0000 | -0.000 | 3.1% | 5 | 2.91 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 16.12 | 4 | 0.0% | 1.000 | 0.0000 | -0.015 | 125 | -0.000 | 0.0000 | -0.000 | 3.1% | 1 | 4.36 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 11.50 | 5 | 0.0% | 1.000 | 0.0000 | -0.016 | 130 | -0.000 | 0.0000 | -0.000 | 1.6% | 1 | 5.70 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 9.65 | 8 | 0.0% | 1.000 | 0.0000 | -0.016 | 135 | -0.000 | 0.0000 | 0.000 | 0.2% | 60 | 7.16 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 6.55 | 2 | 1.6% | 0.137 | 0.1507 | -0.003 | 140 | 0.017 | 0.0000 | -1.000 | 0.0% | 79 | 11.10 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 5.21 | 1 | 3.1% | 0.015 | 0.0128 | -0.001 | 145 | 0.018 | 0.0000 | -1.000 | 0.0% | 1 | 12.90 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 3.42 | 6 | 3.1% | 0.000 | 0.0001 | -0.000 | 150 | 0.018 | 0.0000 | -1.000 | 0.0% | 12 | 15.56 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.98 | 8 | 3.1% | 0.000 | 0.0000 | -0.000 | 155 | 0.019 | 0.0000 | -1.000 | 0.0% | 1 | 25.76 | 0.00 | 0.00 | ||
| 0.00 | 0.00 | 1.97 | 2 | 6.3% | 0.000 | 0.0002 | -0.000 | 160 | ||||||||||
| 0.00 | 0.00 | 1.20 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 165 | ||||||||||
| 0.00 | 0.00 | 0.50 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 170 | ||||||||||
| 0.00 | 0.00 | 1.39 | 2 | 6.3% | 0.000 | 0.0000 | -0.000 | 175 | -0.001 | 0.0084 | -0.843 | 30.8% | 5 | 46.05 | 41.30 | 38.55 | ||
| 0.00 | 0.00 | 0.49 | 1 | 6.3% | 0.000 | 0.0000 | -0.000 | 180 | ||||||||||
| 0.00 | 0.00 | 0.39 | 1 | 12.5% | 0.000 | 0.0001 | -0.000 | 185 | ||||||||||
| 0.00 | 0.00 | 0.16 | 12.5% | 0.000 | 0.0000 | -0.000 | 195 | |||||||||||
Some greeks are modeled with Black-Scholes from the contract IV where the source left them blank.
How this is calculated: Options Chain methodology