PEP Options Chain, Open Interest, and Volatility Data

PEP Options Open Interest & Strategy Insights

PEP – Top 10 Strike Prices by Open Interest

Strike	Call OI	Put OI	Total OI
170	68833	584	69417
160	62000	2262	64262
135	6733	55171	61904
150	26121	9250	35371
145	14479	19623	34102
140	10880	16807	27687
155	22163	3577	25740
130	4521	14609	19130
125	1166	14502	15668
165	13855	1254	15109

PEP – Volatility Metrics & Put/Call Analysis

Put/Call OI Ratio	Put/Call Volume Ratio	Avg Call IV	Avg Put IV	IV Skew
0.67	1.03	33.21%	35.07%	1.86%

Data Analysis

Symbol: PEP Current Price: 142.86
Max Pain: 160.00 (below)

📌 Absolute OI Peak: 170.00 (69417 contracts)
🛡️ Short-term Key Levels: 140.00（27687 contracts，major support） , 135.00（61904 contracts，major support） , 130.00（19130 contracts，major support）

📈 Put/Call OI Ratio: 0.67 (bullish, Call OI dominant)
Put/Call Volume Ratio: 1.03 (bearish, Put volume dominant)

📊 Avg Call IV: 33.21%
Avg Put IV: 35.07%
IV Skew: 1.86% (Put IV higher than Call IV by 1.86%, downward expectation slightly stronger)

Market Sentiment Based on Options by Expiration Date

Date	Call Volume	Put Volume	Open Interest	Put/Call Ratio	Sentiment
2025-11-07	909	544	12638	0.598	Slight Bullish 📈 (60)
2025-11-14	351	701	5233	1.997	Moderate Bearish 📉 (30)
2025-11-21	660	458	47955	0.694	Slight Bullish 📈 (60)
2025-11-28	325	106	2067	0.326	Moderate Bullish 📈 (70)
2025-12-05	71	42	588	0.592	Slight Bullish 📈 (60)
2025-12-12	213	2	24	0.009	Moderate Bullish 📈 (70) ⚠️
2025-12-19	1224	2008	16702	1.641	Moderate Bearish 📉 (30)
2026-01-16	832	494	220054	0.594	Moderate Bullish 📈 (65) ⚠️
2026-03-20	280	178	35770	0.636	Slight Bullish 📈 (60)
2026-04-17	169	57	5295	0.337	Moderate Bullish 📈 (70)
2026-06-18	213	191	20430	0.897	Slight Bullish 📈 (60)
2026-09-18	121	37	12199	0.306	Moderate Bullish 📈 (70)
2026-12-18	42	20	123	0.476	Moderate Bullish 📈 (70)
2027-01-15	156	66	22672	0.423	Moderate Bullish 📈 (70)
2028-01-21	132	79	1053	0.598	Slight Bullish 📈 (60)
How the Sentiment Algorithm Works This table evaluates market sentiment based on aggregated options data by expiration date. The key metrics are: Put/Call Ratio (PCR): Indicates the relative activity between put and call options. A high PCR suggests bearish sentiment, while a low PCR indicates bullish sentiment. Open Interest (OI): Represents the number of outstanding contracts. Higher values reflect strong market attention or hedging activity. Unusual activity ⚠️: Days with extremely high PCR or OI are flagged, signaling possible speculative bets or hedging pressures. The sentiment score is computed by combining PCR and OI, then classified into clear labels such as Strong Bullish, Moderate Bullish, Neutral, Moderate Bearish, Strong Bearish. Scores range from 0 to 100, where higher values indicate stronger bullish sentiment and lower values indicate stronger bearish sentiment.