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Data is delayed from March 6, 2024. You can get started for free to get the latest data.
# Stock Stock
Price
Expiry Days Long Put Short Put Debit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 PEP 163.00 8 Mar '24 2 160.00 0.185 0.10 1,565 157.50 0.234 0.02 333 0.08 2.50 31.25 0.05
2 PEP 163.00 8 Mar '24 2 162.50 0.153 0.52 886 160.00 0.185 0.08 1,565 0.44 2.50 5.68 0.03
3 PEP 163.00 8 Mar '24 2 167.50 0.118 4.70 121 165.00 0.142 2.02 142 2.68 2.50 0.93 0.02
4 PEP 163.00 15 Mar '24 9 160.00 0.156 0.54 260 157.50 0.170 0.19 66 0.35 2.50 7.14 0.01
5 PEP 163.00 22 Mar '24 16 160.00 0.149 0.89 56 157.50 0.161 0.41 17 0.48 2.50 5.21 0.01
6 PEP 163.00 22 Mar '24 16 167.50 0.123 4.90 1 165.00 0.134 2.93 63 1.97 2.50 1.27 0.01
7 PEP 163.00 15 Mar '24 9 167.50 0.127 4.75 21 165.00 0.138 2.61 317 2.14 2.50 1.17 0.01
8 PEP 163.00 8 Mar '24 2 165.00 0.142 2.19 142 162.50 0.153 0.49 886 1.70 2.50 1.47 0.01
9 PEP 163.00 15 Mar '24 9 165.00 0.138 2.65 317 162.50 0.147 1.25 649 1.40 2.50 1.79 0.01
10 PEP 163.00 15 Mar '24 9 162.50 0.147 1.27 649 160.00 0.156 0.48 260 0.79 2.50 3.16 0.01
11 PEP 163.00 22 Mar '24 16 165.00 0.134 3.05 63 162.50 0.141 1.64 178 1.41 2.50 1.77 0.01
12 PEP 163.00 22 Mar '24 16 162.50 0.141 1.71 178 160.00 0.149 0.82 56 0.89 2.50 2.81 0.01
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