Cash-Secured Put Entries on Mega Caps
Cash-Secured Put17 trades pass on PEP
- Annualized return
- 2.7% to 16.6%
- Probability of profit
- 80.4% to 98.3%
PEP options: IV rank, expected move and trade screens
Pepsico Inc · Consumer
In the app, stock prices are live and options data is refreshed intraday.
PEP last closed at $145.44 with 30-day implied volatility of 21.1%. That is in the lower half of its one-year range (IV rank 39), so premiums are on the modest side for PEP. Measured by IV percentile, IV is higher than 17% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $8.24, or 5.7%.
The price is above its 50-day moving average (+8.8%) but still below its 200-day (-0.2%). It is 14.7% below its 52-week high and 17.5% above its 52-week low. The 14-day RSI of 66.3 is between 30 and 70, neither overbought nor oversold. The 14-day average true range is $3.25, about 2.2% of the price, a measure of a typical day's range.
Option volume at the close (29.9K contracts) was 1.3x its average, close to normal. A negative beta of -0.17 means PEP has tended to move against the broad market. 5 of our preset screens found trades on PEP at the close, led by Cash-Secured Put Entries on Mega Caps with 17 trades.
PEP stats at the close
- Price
- $145.44
- Market cap $198B
- Implied volatility
- 21.1%
- 30-day, at the money
- IV rank
- 39
- IV sits 39% of the way from its one-year low to its one-year high.
- IV percentile
- 17
- IV is higher than 17% of the past year's readings.
- ATR (14-day)
- $3.25
- 2.2% of the price on a typical day
- RSI (14-day)
- 66.3
- Between 30 and 70, neutral
- 52-week range
- -14.7% from high
- +17.5% from the 52-week low
- Moving averages
- +8.8% vs 50-day
- -0.2% vs the 200-day
- Beta
- -0.17
- Sensitivity to the broad market
- Option volume
- 1.3x avg
- 29.9K contracts vs 23.8K average
PEP expected move by expiration
Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.
| Expiration | IV | Expected move | 1 SD range | Straddle |
|---|---|---|---|---|
| Nov 20, 20267 days | 23.1% | ±$4.65 (3.2%) | $140.79 to $150.09 | $3.73 |
| Dec 11, 202628 days | 20.5% | ±$8.24 (5.7%) | $137.20 to $153.68 | $6.60 |
| Jan 15, 202763 days | 22.2% | ±$13.43 (9.2%) | $132.01 to $158.87 | $10.73 |
| Feb 19, 202798 days | 24.2% | ±$18.22 (12.5%) | $127.22 to $163.66 | $14.53 |
Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.
Trades that pass our screens as of the close
Counts and ranges for PEP from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.
Bear Call Spreads on Overbought Stocks
Bear Call Spread13 trades pass on PEP
- Return on risk
- 4.1% to 32.0%
- Probability of profit
- 69.5% to 89.6%
Iron Condor, 2-ATR Profit Zone
Iron Condor1 trade passes on PEP
- Return on risk
- 27.9%
- Probability of profit
- 75.5%
Married Put Protection
Married Put1 trade passes on PEP
- Probability of profit
- 42.3%
Long Call Butterflies for Pinning
Call Butterfly1 trade passes on PEP
- Return on risk
- 225.2%
- Probability of profit
- 67.0%
PEP options FAQ
- What is PEP's IV rank?
- At the last close, PEP's IV rank was 39 with 30-day implied volatility of 21.1%. IV sits 39% of the way from its one-year low to its one-year high. Its IV percentile was 17: IV is higher than 17% of the past year's readings.
- What is the expected move for PEP?
- Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $8.24 (5.7%), a range of $137.20 to $153.68. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
- Which option screens have trades on PEP?
- At the last close, these OptionClaws preset screens had passing trades on PEP: Cash-Secured Put Entries on Mega Caps (17), Bear Call Spreads on Overbought Stocks (13), Iron Condor, 2-ATR Profit Zone (1), Married Put Protection (1), Long Call Butterflies for Pinning (1). Open a screen in the app to see the individual trades, refreshed intraday.
- Is PEP option volume above average?
- At the last close, PEP option volume was 1.3x its average, close to normal.
More market data
Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.