PEP (PepsiCo, Inc.)
Expected Move & Straddle Price History
The expected move for PEP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.
Current PEP Expected Move
30-Day Straddle
$9.28
7-Day Straddle
$3.28
Avg IV
0.5%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to PEP's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
PEP Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | Avg IV | IV Rank |
|---|---|---|---|---|
| 20260608 | $9.28 | $3.28 | 0.5% | 58% |
| 20260605 | $7.86 | $4.33 | 0.5% | 62% |
| 20260604 | $7.55 | $4.20 | 0.5% | 69% |
| 20260603 | $8.58 | $5.09 | 0.5% | 70% |
| 20260602 | $8.35 | $5.38 | 0.5% | 67% |
| 20260601 | $7.92 | $4.28 | 0.5% | 62% |
| 20260529 | $7.38 | $4.05 | 0.5% | 69% |
| 20260528 | $7.25 | $4.49 | 0.5% | 57% |
| 20260527 | $8.07 | $4.79 | 0.5% | 63% |
| 20260526 | $7.98 | $5.58 | 0.5% | 52% |
| 20260522 | $7.01 | $3.55 | 0.5% | 59% |
| 20260521 | $7.31 | $3.93 | 0.5% | 53% |
| 20260520 | $7.83 | $4.57 | 0.5% | 57% |
| 20260519 | $7.97 | $4.63 | 0.4% | 42% |
| 20260518 | $8.03 | $3.45 | 0.4% | 50% |
| 20260515 | $7.62 | $3.65 | 0.5% | 65% |
| 20260514 | $8.25 | $4.16 | 0.5% | 68% |
| 20260513 | $8.88 | $5.17 | 0.5% | 62% |
| 20260512 | $7.96 | $4.75 | 0.5% | 58% |
| 20260511 | $8.25 | $3.34 | 0.5% | 57% |
| 20260510 | $8.60 | $3.60 | 0.4% | 33% |
| 20260508 | $7.83 | $3.60 | 0.5% | 68% |
| 20260507 | $7.90 | $4.10 | 0.5% | 65% |
| 20260506 | $8.85 | $4.94 | 0.5% | 64% |
| 20260505 | $8.28 | $4.81 | 0.5% | 64% |
| 20260504 | $8.55 | $3.50 | 0.5% | 62% |
| 20260502 | $7.53 | $3.41 | 0.4% | 52% |
| 20260501 | $7.22 | $3.67 | 0.5% | 55% |
| 20260430 | $7.47 | $4.57 | 0.5% | 62% |
| 20260429 | $7.88 | $5.08 | 0.4% | 51% |
| 20260428 | $7.89 | $4.95 | 0.4% | 49% |
| 20260427 | $8.15 | $3.58 | 0.4% | 53% |
| 20260424 | $7.90 | $4.04 | 0.5% | 61% |
| 20260423 | $8.27 | $4.32 | 0.5% | 61% |
| 20260422 | $8.07 | $5.04 | 0.5% | 71% |
| 20260421 | $8.35 | $5.21 | 0.4% | 55% |
| 20260420 | $8.66 | $3.90 | 0.4% | 53% |
| 20260417 | $7.42 | $3.79 | 0.5% | 61% |
| 20260416 | $8.22 | $4.69 | 0.4% | 54% |
| 20260415 | $10.02 | $7.90 | 0.5% | 62% |
| 20260414 | $9.98 | $7.22 | 0.5% | 65% |
| 20260413 | $10.18 | $6.61 | 0.5% | 57% |
| 20260410 | $10.15 | $6.76 | 0.3% | 28% |
| 20260409 | $9.75 | $6.88 | 0.4% | 34% |
| 20260408 | $11.05 | $7.33 | 0.3% | 28% |
| 20260407 | $10.85 | $7.90 | 0.4% | 33% |
| 20260406 | $10.68 | $3.56 | 0.4% | 36% |
| 20260402 | $10.03 | $4.12 | 0.4% | 47% |
| 20260401 | $10.38 | $4.70 | 0.4% | 41% |
| 20260331 | $10.82 | $5.31 | 0.4% | 42% |
| 20260330 | $11.50 | $3.38 | 0.4% | 53% |
| 20260327 | $10.45 | $4.24 | 0.4% | 52% |
| 20260326 | $10.38 | $4.53 | 0.4% | 54% |
| 20260325 | $9.82 | $4.46 | 0.4% | 40% |
| 20260324 | $10.05 | $5.09 | 0.4% | 49% |
| 20260323 | $10.20 | $3.69 | 0.4% | 44% |
| 20260320 | $10.00 | $4.24 | 0.6% | 100% |
| 20260319 | $10.18 | $4.79 | 0.6% | 97% |
| 20260318 | $10.18 | $5.21 | 0.6% | 100% |
| 20260317 | $10.18 | $5.10 | 0.6% | 91% |