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PepsiCo Inc. options tape

Read from CBOE's delayed chain on 23 September 2026, with PepsiCo Inc. at $131.35: open interest within 90 days was 118,750 call and 58,770 put contracts, a put/call ratio of 0.49; the day's volume was 55,420 calls and 5,729 puts (0.1). The most call open interest sits at the $155.00 strike (48,338 contracts) and the most put open interest at $135.00 (10,067). The at-the-money straddle for 25 September 2026, 2 days out, was priced at 1.6% of spot. For 16 October 2026, implied volatility was 25.6% at the put 5% below spot and 25.1% at the call 5% above, +0.5 points.

Spot$131.35+1.23% on the day
Put/call, open interest0.4958,770 puts, 118,750 calls
Put/call, volume0.15,729 puts, 55,420 calls
Priced move1.6%straddle to 25 September 2026, 2 days
30-day implied volatility24.5%
Put minus call IV, 5% out+0.5 ptsto 16 October 2026

Where the open interest sits

SideStrikeOpen interest
Calls$155.0048,338
Puts$135.0010,067

The strike with the most open interest on each side, across expiries within 90 days.

Strikes where the day's volume was at least twice the open interest

ContractVolumeOpen interest beforePremium traded
18 December 2026 call at $140.002,655940$695,610
16 October 2026 call at $132.0020861$66,040
30 October 2026 call at $141.0044313$47,179

Volume of at least 200 contracts and at least twice the open interest, with at least $25,000 of premium at the mid; contracts expiring the same day are left out. Premium is mid price times volume times 100.

Open interest built since 22 September 2026

ContractOpen interest nowChange
25 September 2026 call at $132.001,428+964
16 October 2026 call at $130.001,631+650
9 October 2026 call at $137.00672+626
25 September 2026 call at $131.001,156+564
9 October 2026 put at $128.00610+510
9 October 2026 put at $129.00669+508
18 December 2026 call at $135.00853+479
23 October 2026 call at $135.00459+438

Contracts whose open interest rose by 250 or more against the previous day's snapshot.

Source

CBOE delayed quotes for PEP, the free 15-minute-delayed chain, read once a day. Figures describe positioning; they are not a forecast.

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