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
$4.71
7-Day Straddle
$2.69
Avg IV
0.3%
IV Rank
1%
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 |
|---|---|---|---|---|
| 20260904 | $4.71 | $2.69 | 0.3% | 1% |
| 20260903 | $5.66 | $3.39 | 0.3% | 6% |
| 20260902 | $6.44 | $3.32 | 0.3% | 0% |
| 20260901 | $6.54 | $3.90 | 0.3% | 0% |
| 20260831 | $5.48 | $2.92 | 0.3% | 4% |
| 20260828 | $6.40 | $3.41 | 0.3% | 0% |
| 20260827 | $6.42 | $4.14 | 0.4% | 11% |
| 20260826 | $6.90 | $4.56 | 0.3% | 8% |
| 20260825 | $7.53 | $4.78 | 0.3% | 7% |
| 20260824 | $6.59 | $2.70 | 0.3% | 0% |
| 20260821 | $7.16 | $3.33 | 0.5% | 76% |
| 20260820 | $7.13 | $3.77 | 0.6% | 100% |
| 20260819 | $7.91 | $4.29 | 0.6% | 100% |
| 20260818 | $7.20 | $3.89 | 0.6% | 100% |
| 20260817 | $7.33 | $2.73 | 0.5% | 100% |
| 20260814 | $6.92 | $2.74 | 0.4% | 15% |
| 20260813 | $6.66 | $3.31 | 0.4% | 19% |
| 20260812 | $6.99 | $3.42 | 0.4% | 14% |
| 20260811 | $7.92 | $3.79 | 0.4% | 8% |
| 20260810 | $7.38 | $2.62 | 0.4% | 13% |
| 20260806 | $8.71 | $4.21 | 0.4% | 18% |
| 20260805 | $8.85 | $4.53 | 0.4% | 24% |
| 20260804 | $8.57 | $4.97 | 0.4% | 22% |
| 20260803 | $8.78 | $3.46 | 0.4% | 19% |
| 20260731 | $7.60 | $3.87 | 0.4% | 17% |
| 20260730 | $7.88 | $4.29 | 0.4% | 15% |
| 20260729 | $7.97 | $4.71 | 0.4% | 8% |
| 20260728 | $7.96 | $5.32 | 0.4% | 11% |
| 20260727 | $8.12 | $3.38 | 0.3% | 3% |
| 20260724 | $7.47 | $3.36 | 0.4% | 9% |
| 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% |