PEP · Iron Condor Setups
PepsiCo, Inc.
Iron condor opportunities for PEP based on the same scoring engine used in the Iron Condor Screener: breach rate, average straddle, IV rank, IV premium, and beta-adjusted scoring. Updated every 5 minutes during market hours.
PEP IV rank history
30 sessionsIV rank = where today's implied volatility sits in its range over the past 90 sessions (0–100).
Current Iron Condor Setup for PEP
Score
6.71
Breach Rate
35.1%
202 of 575 observations
Avg Straddle
$7.52
4.9% of price
IV Rank
30%
IV Premium
1.03x
IV ÷ Realized Vol
Beta vs SPY
-0.16
P/C Vol
0.59
Current Price
$134.70
Score formula:
(1 − breach_rate) × avg_straddle × IV_premium_factor × beta_penalty.
Higher is better. PEP is ranked against all other tracked symbols by score; see the
full Iron Condor Screener for the leaderboard.
PEP IV Rank — Last 30 Days
| Date | IV Rank |
|---|---|
| 20261021 | 30% |
| 20261020 | 29% |
| 20261019 | 21% |
| 20261016 | 34% |
| 20261015 | 44% |
| 20261014 | 18% |
| 20261013 | 35% |
| 20261012 | 9% |
| 20261009 | 20% |
| 20261008 | 34% |
| 20261007 | 63% |
| 20261006 | 55% |
| 20261005 | 99% |
| 20261002 | 72% |
| 20261001 | 67% |
| 20260930 | 68% |
| 20260929 | 60% |
| 20260928 | 65% |
| 20260925 | 62% |
| 20260924 | 65% |
| 20260923 | 69% |
| 20260922 | 61% |
| 20260921 | 56% |
| 20260918 | 52% |
| 20260917 | 50% |
| 20260916 | 63% |
| 20260915 | 59% |
| 20260914 | 58% |
| 20260911 | 59% |
| 20260910 | 51% |
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.