PEP · Expected Move
PepsiCo, Inc.
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).
PEP straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current PEP Expected Move
30-Day Straddle
$6.61
7-Day Straddle
$4.02
30-Day ATM IV
21.5%
IV Rank
30%
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 | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261021 | $6.61 | $4.02 | 21.5% | 30% |
| 20261020 | $6.65 | $3.88 | 21.3% | 29% |
| 20261019 | $6.30 | $2.81 | 20.5% | 21% |
| 20261016 | $6.25 | $3.14 | 21.9% | 34% |
| 20261015 | $7.19 | $3.52 | 23.0% | 44% |
| 20261014 | $5.86 | $3.34 | 20.1% | 18% |
| 20261013 | $6.58 | $3.47 | 22.0% | 35% |
| 20261012 | $5.33 | $2.41 | 19.1% | 9% |
| 20261009 | $5.56 | $2.66 | 20.4% | 20% |
| 20261008 | $6.93 | $3.81 | 21.9% | 34% |
| 20261007 | $7.10 | $5.02 | 25.1% | 63% |
| 20261006 | $6.97 | $5.20 | 24.2% | 55% |
| 20261005 | $8.80 | $4.75 | 29.1% | 99% |
| 20261002 | $7.40 | $4.71 | 26.1% | 72% |
| 20261001 | $7.11 | $4.88 | 25.6% | 67% |
| 20260930 | $7.31 | $5.00 | 25.7% | 68% |
| 20260929 | $7.32 | $5.38 | 24.9% | 60% |
| 20260928 | $7.60 | $2.50 | 25.3% | 65% |
| 20260925 | $7.18 | $2.69 | 25.1% | 62% |
| 20260924 | $7.36 | $3.02 | 25.3% | 65% |
| 20260923 | $7.70 | $3.30 | 25.8% | 69% |
| 20260922 | $7.53 | $3.55 | 24.9% | 61% |
| 20260921 | $6.98 | $2.26 | 24.4% | 56% |
| 20260918 | $6.85 | $2.59 | 23.9% | 52% |
| 20260917 | $7.18 | $3.07 | 23.6% | 50% |
| 20260916 | $7.62 | $3.34 | 25.1% | 63% |
| 20260915 | $7.75 | $3.94 | 24.7% | 59% |
| 20260914 | $7.89 | $2.44 | 24.6% | 58% |
| 20260911 | $7.52 | $2.79 | 24.7% | 59% |
| 20260910 | $6.94 | $3.12 | 23.9% | 51% |
| 20260909 | $7.10 | $3.36 | 23.3% | 46% |
| 20260908 | $8.93 | $3.66 | 25.3% | 64% |
| 20260904 | $4.71 | $2.69 | 19.3% | 10% |
| 20260903 | $5.66 | $3.39 | 18.9% | 7% |
| 20260902 | $6.44 | $3.32 | 19.9% | 16% |
| 20260901 | $6.54 | $3.90 | 20.0% | 17% |
| 20260831 | $5.48 | $2.92 | 18.1% | 0% |
| 20260828 | $6.40 | $3.41 | 20.6% | 4% |
| 20260827 | $6.42 | $4.14 | 20.3% | 0% |
| 20260826 | $6.90 | $4.56 | 20.8% | 6% |
| 20260825 | $7.53 | $4.78 | 21.9% | 18% |
| 20260824 | $6.59 | $2.70 | 20.3% | 0% |
| 20260821 | $7.16 | $3.33 | 21.5% | 7% |
| 20260820 | $7.13 | $3.77 | 21.4% | 6% |
| 20260819 | $7.91 | $4.29 | 22.0% | 14% |
| 20260818 | $7.20 | $3.89 | 22.3% | 16% |
| 20260817 | $7.33 | $2.73 | 21.6% | 7% |
| 20260814 | $6.92 | $2.74 | 21.4% | 5% |
| 20260813 | $6.66 | $3.31 | 21.6% | 7% |
| 20260812 | $6.99 | $3.42 | 22.0% | 10% |
| 20260811 | $7.92 | $3.79 | 24.7% | 36% |
| 20260810 | $7.38 | $2.62 | 22.9% | 19% |
| 20260807 | — | — | 24.0% | 28% |
| 20260806 | $8.71 | $4.21 | 27.4% | 59% |
| 20260805 | $8.85 | $4.53 | 27.4% | 59% |
| 20260804 | $8.57 | $4.97 | 26.5% | 51% |
| 20260803 | $8.78 | $3.46 | 25.9% | 46% |
| 20260731 | $7.60 | $3.87 | 25.1% | 38% |
| 20260730 | $7.88 | $4.29 | 25.5% | 42% |
| 20260729 | $7.97 | $4.71 | 24.2% | 30% |
More on PEP
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.