PEP
PepsiCo, Inc.
NMS
$142.00
+0.48
(+0.34%)
Deep pullback · -2.13σ
Hot zone
Grade C
Options picks · PEP
Tao defaults · OTM onlyNext earnings: 2026-07-16
Call (long)
call
PEP 145C 2026-07-17
· 44 DTE
⚠ holds through earnings (2026-07-16)
- Strike
- $145.00
- Bid / Ask
- $3.70 / $3.85
- Mid (est. cost)
- $3.78
- Delta
- 0.45
- IV
- 25.9%
- Moneyness
- OTM
- Breakeven
- $148.78
- Max risk / contract
- $378
- OI / Vol
- 645 / 202
- Liquidity
- OK
Put (short)
put
PEP 140P 2026-07-17
· 44 DTE
⚠ holds through earnings (2026-07-16)
- Strike
- $140.00
- Bid / Ask
- $4.70 / $4.95
- Mid (est. cost)
- $4.83
- Delta
- 0.41
- IV
- 29.9%
- Moneyness
- OTM
- Breakeven
- $135.18
- Max risk / contract
- $482
- OI / Vol
- 4,100 / 97
- Liquidity
- OK
IV elevated
· +33% vs 21d baseline
(22.4%)
Options shown are sized using site defaults (OTM ~5% from spot, swing horizon). Always do your own due diligence before placing a trade.