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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 Credit Spread Spread
Ratio
Net
IVol
Strike IVol Price Volume Strike IVol Price Volume
1 PEP 163.00 15 Mar '24 9 167.50 0.127 4.75 21 170.00 0.259 6.75 42 -2.00 2.50 5.00 0.13
2 PEP 163.00 8 Mar '24 2 167.50 0.118 4.70 121 170.00 0.147 6.75 608 -2.05 2.50 5.56 0.03
3 PEP 163.00 22 Mar '24 16 167.50 0.123 4.90 1 170.00 0.123 6.90 3 -2.00 2.50 5.00 0.00
4 PEP 163.00 22 Mar '24 16 160.00 0.149 0.89 56 162.50 0.141 1.64 178 -0.75 2.50 1.43 -0.01
5 PEP 163.00 22 Mar '24 16 162.50 0.141 1.71 178 165.00 0.134 2.93 63 -1.22 2.50 1.95 -0.01
6 PEP 163.00 15 Mar '24 9 160.00 0.156 0.54 260 162.50 0.147 1.25 649 -0.71 2.50 1.40 -0.01
7 PEP 163.00 15 Mar '24 9 162.50 0.147 1.27 649 165.00 0.138 2.61 317 -1.34 2.50 2.16 -0.01
8 PEP 163.00 8 Mar '24 2 162.50 0.153 0.52 886 165.00 0.142 2.02 142 -1.50 2.50 2.50 -0.01
9 PEP 163.00 15 Mar '24 9 165.00 0.138 2.65 317 167.50 0.127 4.50 21 -1.85 2.50 3.85 -0.01
10 PEP 163.00 22 Mar '24 16 165.00 0.134 3.05 63 167.50 0.123 4.70 1 -1.65 2.50 2.94 -0.01
11 PEP 163.00 8 Mar '24 2 165.00 0.142 2.19 142 167.50 0.118 4.30 121 -2.11 2.50 6.41 -0.02
12 PEP 163.00 8 Mar '24 2 160.00 0.185 0.10 1,565 162.50 0.153 0.49 886 -0.39 2.50 1.18 -0.03
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