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
$7.65
7-Day Straddle
$3.77
Avg IV
0.4%
IV Rank
16%
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 |
|---|---|---|---|---|
| 20260723 | $7.65 | $3.77 | 0.4% | 16% |
| 20260722 | $7.53 | $4.29 | 0.3% | 0% |
| 20260721 | $7.80 | $4.55 | 0.3% | 0% |
| 20260720 | $7.70 | $3.15 | 0.4% | 6% |
| 20260716 | $7.40 | $3.91 | 0.4% | 9% |
| 20260715 | $7.65 | $4.04 | 0.4% | 3% |
| 20260714 | $7.79 | $4.51 | 0.4% | 7% |
| 20260713 | $8.22 | $3.26 | 0.4% | 1% |
| 20260710 | $7.21 | $3.46 | 0.4% | 2% |
| 20260709 | $7.60 | $4.13 | 0.4% | 9% |
| 20260708 | $9.27 | $6.13 | 0.4% | 16% |
| 20260707 | $9.15 | $6.80 | 0.4% | 21% |
| 20260706 | $10.07 | $5.81 | 0.4% | 31% |
| 20260702 | $9.12 | $6.78 | 0.5% | 72% |
| 20260701 | $8.82 | $6.28 | 0.5% | 63% |
| 20260630 | $8.97 | $6.46 | 0.5% | 60% |
| 20260629 | $9.47 | $2.58 | 0.4% | 51% |
| 20260626 | $8.62 | $3.24 | 0.5% | 61% |
| 20260625 | $8.65 | $3.71 | 0.5% | 66% |
| 20260624 | $9.50 | $4.55 | 0.4% | 49% |
| 20260623 | $9.55 | $4.80 | 0.5% | 59% |
| 20260622 | $9.35 | $3.34 | 0.5% | 52% |
| 20260618 | $9.10 | $4.11 | 0.4% | 45% |
| 20260617 | $9.03 | $4.38 | 0.4% | 37% |
| 20260616 | $9.40 | $5.06 | 0.4% | 42% |
| 20260615 | $9.62 | $3.51 | 0.4% | 42% |
| 20260613 | $8.60 | $3.59 | 0.5% | 61% |
| 20260612 | $8.65 | $3.49 | 0.4% | 39% |
| 20260611 | $9.35 | $4.15 | 0.5% | 67% |
| 20260610 | $9.23 | $4.54 | 0.5% | 70% |
| 20260609 | $9.65 | $4.81 | 0.5% | 53% |
| 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% |