What is PEP's IV rank?

At the close on Sep 28, 2026, PEP's IV rank was 62 with 30-day implied volatility of 25.1%. IV sits 62% of the way from its one-year low to its one-year high. Its IV percentile was 70: IV is higher than 70% of the past year's readings.

What is the expected move for PEP?

Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $9.54 (7.4%), a range of $118.96 to $138.04. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on PEP: Cash-Secured Put Entries on Mega Caps (16), Bear Put Spreads Below the 200-Day (7), Iron Condor, 2-ATR Profit Zone (4), Long Call Butterflies for Pinning (3). Open a screen in the app to see the individual trades, refreshed intraday.

Is PEP option volume above average?

On Sep 28, 2026, PEP option volume was 1.1x its average, close to normal.

PEP options: IV rank, expected move and trade screens

Pepsico Inc · Consumer

As of the close on Sep 28, 2026. In the app, data is refreshed intraday.

PEP closed at $128.50 on Sep 28, 2026 with 30-day implied volatility of 25.1%. That is in the upper half of its one-year range (IV rank 62), so premiums are somewhat richer than usual for PEP. Measured by IV percentile, IV is higher than 70% of the past year's readings. Options expiring Oct 30 (32 days out) price a one standard deviation move of about $9.54, or 7.4%.

The price is below both its 50-day (-6.7%) and 200-day (-13.0%) moving averages. It is trading within 0.3% of its 52-week low. The 14-day RSI of 28.6 is under 30, a level often described as oversold. The 14-day average true range is $2.26, about 1.8% of the price, a measure of a typical day's range.

Option volume at the close (26.3K contracts) was 1.1x its average, close to normal. A negative beta of -0.21 means PEP has tended to move against the broad market. 4 of our preset screens found trades on PEP at the close, led by Cash-Secured Put Entries on Mega Caps with 16 trades.

PEP stats at the close

Price: $128.50; Market cap $175B
Implied volatility: 25.1%; 30-day, at the money
IV rank: 62; IV sits 62% of the way from its one-year low to its one-year high.
IV percentile: 70; IV is higher than 70% of the past year's readings.
ATR (14-day): $2.26; 1.8% of the price on a typical day
RSI (14-day): 28.6; Under 30, often called oversold
52-week range: -24.6% from high; +0.3% from the 52-week low
Moving averages: -6.7% vs 50-day; -13.0% vs the 200-day
Beta: -0.21; Sensitivity to the broad market
Option volume: 1.1x avg; 26.3K contracts vs 23.2K 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
Oct 2, 20264 days	23.0%	±$3.10 (2.4%)	$125.40 to $131.60	$2.51
Oct 30, 202632 days	25.1%	±$9.54 (7.4%)	$118.96 to $138.04	$7.63
Nov 20, 202653 days	24.3%	±$11.89 (9.3%)	$116.61 to $140.39	$9.53
Dec 18, 202681 days	23.9%	±$14.47 (11.3%)	$114.03 to $142.97	$11.55

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.

Cash-Secured Put Entries on Mega Caps

Cash-Secured Put

16 trades pass on PEP

Annualized return: 3.3% to 21.1%
Probability of profit: 79.9% to 97.0%

Cash-secured put screener

Bear Put Spreads Below the 200-Day

Bear Put Spread

7 trades pass on PEP

Return on risk: 116.9% to 313.7%
Probability of profit: 32.8% to 46.6%

Bear put spread screener

Iron Condor, 2-ATR Profit Zone

Iron Condor

4 trades pass on PEP

Return on risk: 27.9% to 66.7%
Probability of profit: 76.4% to 85.8%

Iron condor scanner

Long Call Butterflies for Pinning

Call Butterfly

3 trades pass on PEP

Return on risk: 129.9%
Probability of profit: 61.6% to 100.0%

Butterfly spread screener

PEP options FAQ

What is PEP's IV rank?: At the close on Sep 28, 2026, PEP's IV rank was 62 with 30-day implied volatility of 25.1%. IV sits 62% of the way from its one-year low to its one-year high. Its IV percentile was 70: IV is higher than 70% of the past year's readings.
What is the expected move for PEP?: Based on the close on Sep 28, 2026, options expiring Oct 30, 2026 priced a one standard deviation move of $9.54 (7.4%), a range of $118.96 to $138.04. 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 close on Sep 28, 2026, these OptionClaws preset screens had passing trades on PEP: Cash-Secured Put Entries on Mega Caps (16), Bear Put Spreads Below the 200-Day (7), Iron Condor, 2-ATR Profit Zone (4), Long Call Butterflies for Pinning (3). Open a screen in the app to see the individual trades, refreshed intraday.
Is PEP option volume above average?: On Sep 28, 2026, PEP option volume was 1.1x its average, close to normal.

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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.