PEP · Pepsico Inc

Track PEP — free Ask ALVIS about PEP

$139.56 -0.64 (-0.46%) At close · Jul 31

Market Cap

$190.48B

1.36B

Options Chain

15-min delayed Underlying $139.56 · at close Jul 31, 2026 Options Calculator

Positioning

Aug 7, 2026 · 6 days to expiry · 110 contracts

Put / call OI

0.62

Call-heavy positioning

Open interest

14,950

contracts outstanding

Volume

3,996

traded today

Max pain

$140.00

$0.44 above spot

ATM implied vol

26.7%

market's expected move

Open interest by strike · near the money

Calls Puts

100

105

110

115

120

122

123

124

125

126

127

128

129

130

131

132

133

134

135

136

137

138

139

140

141

142

143

144

145

146

147

148

149

150

152.5

155

157.5

160

162.5

165

167.5

170

175

180

185

190

195

200

205

210

Chain

Click any strike for greeks, breakeven and the calculator

Expiry

Aug 7 6d Aug 14 13d Aug 21 20d Aug 28 27d Sep 4 34d Sep 11 41d Sep 18 48d Oct 16 76d Nov 20 111d Dec 18 139d Jan 15 167d Mar 19 230d Jun 17 320d Jan 21 538d

Calls						Puts
OI	Vol	IV	Δ	Last	Strike	Last	Δ	IV	Vol	OI
0	—	—	—	—		$0.07	—	—	2	2
Call · $75 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $75 Last $0.07 Breakeven $74.93 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this put
0	—	—	—	—		$0.01	—	—	1	0
Call · $80 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $80 Last $0.01 Breakeven $79.99 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		$0.02	—	—	2	1
Call · $85 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $85 Last $0.02 Breakeven $84.98 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this put
0	—	—	—	—		—	—	—	—	0
Call · $90 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $90 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
116	116	—	—	$48.73		—	—	—	—	0
Call · $95 In the money Last $48.73 Breakeven $143.73 Implied vol — Delta — Gamma — Theta — Vega — Open interest 116 Model this call Put · $95 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this put
0	—	—	—	—		—	-0.057	180.2%	—	0
Call · $100 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $100 Last — Breakeven — Implied vol 180.2% Delta -0.057 ≈6% ITM Gamma 0.004 Theta -0.308 Vega 0.027 Open interest 0 Model this put
0	—	—	—	—		$0.08	-0.072	164.9%	70	70
Call · $105 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $105 Last $0.08 Breakeven $104.92 Implied vol 164.9% Delta -0.072 ≈7% ITM Gamma 0.005 Theta -0.336 Vega 0.028 Open interest 70 Model this put
1	1	—	—	$27.44		$0.15	-0.035	107.9%	72	72
Call · $110 In the money Last $27.44 Breakeven $137.44 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $110 Last $0.15 Breakeven $109.85 Implied vol 107.9% Delta -0.035 ≈3% ITM Gamma 0.004 Theta -0.123 Vega 0.016 Open interest 72 Model this put
0	—	—	—	—		$0.04	-0.024	80.4%	7	141
Call · $115 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $115 Last $0.04 Breakeven $114.96 Implied vol 80.4% Delta -0.024 ≈2% ITM Gamma 0.004 Theta -0.068 Vega 0.008 Open interest 141 Model this put
4	1	—	—	$17.08		$0.03	-0.06	81.4%	6	159
Call · $120 In the money Last $17.08 Breakeven $137.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $120 Last $0.03 Breakeven $119.97 Implied vol 81.4% Delta -0.06 ≈6% ITM Gamma 0.008 Theta -0.147 Vega 0.017 Open interest 159 Model this put
0	—	—	—	—		—	-0.027	57.4%	—	0
Call · $122 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $122 Last — Breakeven — Implied vol 57.4% Delta -0.027 ≈3% ITM Gamma 0.006 Theta -0.053 Vega 0.009 Open interest 0 Model this put
0	—	—	—	—		—	-0.033	56.7%	—	0
Call · $123 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $123 Last — Breakeven — Implied vol 56.7% Delta -0.033 ≈3% ITM Gamma 0.007 Theta -0.062 Vega 0.017 Open interest 0 Model this put
0	—	—	—	—		$0.10	-0.044	56.8%	1	1
Call · $124 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $124 Last $0.10 Breakeven $123.90 Implied vol 56.8% Delta -0.044 ≈4% ITM Gamma 0.009 Theta -0.078 Vega 0.018 Open interest 1 Model this put
1	1	—	—	$10.75		$0.13	-0.018	43.2%	1	241
Call · $125 In the money Last $10.75 Breakeven $135.75 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $125 Last $0.13 Breakeven $124.87 Implied vol 43.2% Delta -0.018 ≈2% ITM Gamma 0.006 Theta -0.029 Vega 0.009 Open interest 241 Model this put
0	—	—	—	—		$0.08	-0.036	47.1%	1	16
Call · $126 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $126 Last $0.08 Breakeven $125.92 Implied vol 47.1% Delta -0.036 ≈4% ITM Gamma 0.009 Theta -0.056 Vega 0.018 Open interest 16 Model this put
3	3	—	—	$12.60		$0.03	-0.042	44.9%	5	144
Call · $127 In the money Last $12.60 Breakeven $139.60 Implied vol — Delta — Gamma — Theta — Vega — Open interest 3 Model this call Put · $127 Last $0.03 Breakeven $126.97 Implied vol 44.9% Delta -0.042 ≈4% ITM Gamma 0.011 Theta -0.059 Vega 0.018 Open interest 144 Model this put
0	—	—	—	—		$0.13	-0.066	48.2%	1	25
Call · $128 In the money Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $128 Last $0.13 Breakeven $127.87 Implied vol 48.2% Delta -0.066 ≈7% ITM Gamma 0.015 Theta -0.093 Vega 0.031 Open interest 25 Model this put
0	2	—	—	$10.70		$0.04	-0.031	35.4%	24	96
Call · $129 In the money Last $10.70 Breakeven $139.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $129 Last $0.04 Breakeven $128.96 Implied vol 35.4% Delta -0.031 ≈3% ITM Gamma 0.011 Theta -0.037 Vega 0.018 Open interest 96 Model this put
17	1	—	—	$15.70		$0.08	-0.027	31%	42	200
Call · $130 In the money Last $15.70 Breakeven $145.70 Implied vol — Delta — Gamma — Theta — Vega — Open interest 17 Model this call Put · $130 Last $0.08 Breakeven $129.92 Implied vol 31% Delta -0.027 ≈3% ITM Gamma 0.011 Theta -0.029 Vega 0.009 Open interest 200 Model this put
2	4	—	—	$6.10		$0.10	-0.048	31.8%	9	65
Call · $131 In the money Last $6.10 Breakeven $137.10 Implied vol — Delta — Gamma — Theta — Vega — Open interest 2 Model this call Put · $131 Last $0.10 Breakeven $130.90 Implied vol 31.8% Delta -0.048 ≈5% ITM Gamma 0.017 Theta -0.047 Vega 0.018 Open interest 65 Model this put
4	1	—	—	$4.82		$0.17	-0.058	30.1%	112	410
Call · $132 In the money Last $4.82 Breakeven $136.82 Implied vol — Delta — Gamma — Theta — Vega — Open interest 4 Model this call Put · $132 Last $0.17 Breakeven $131.83 Implied vol 30.1% Delta -0.058 ≈6% ITM Gamma 0.021 Theta -0.052 Vega 0.018 Open interest 410 Model this put
1	2	—	—	$4.08		$0.17	-0.085	30%	19	566
Call · $133 In the money Last $4.08 Breakeven $137.08 Implied vol — Delta — Gamma — Theta — Vega — Open interest 1 Model this call Put · $133 Last $0.17 Breakeven $132.83 Implied vol 30% Delta -0.085 ≈8% ITM Gamma 0.029 Theta -0.07 Vega 0.032 Open interest 566 Model this put
31	2	—	—	$10.39		$0.30	-0.108	28.6%	60	141
Call · $134 In the money Last $10.39 Breakeven $144.39 Implied vol — Delta — Gamma — Theta — Vega — Open interest 31 Model this call Put · $134 Last $0.30 Breakeven $133.70 Implied vol 28.6% Delta -0.108 ≈11% ITM Gamma 0.036 Theta -0.08 Vega 0.032 Open interest 141 Model this put
86	12	23.6%	0.895	$5.50		$0.44	-0.144	27.9%	68	1.1k
Call · $135 In the money Last $5.50 Breakeven $140.50 Implied vol 23.6% Delta 0.895 ≈89% ITM Gamma 0.044 Theta -0.06 Vega 0.031 Open interest 86 Model this call Put · $135 Last $0.44 Breakeven $134.56 Implied vol 27.9% Delta -0.144 ≈14% ITM Gamma 0.045 Theta -0.096 Vega 0.048 Open interest 1.1k Model this put
340	6	30.2%	0.788	$4.10		$0.55	-0.197	28%	108	316
Call · $136 In the money Last $4.10 Breakeven $140.10 Implied vol 30.2% Delta 0.788 ≈79% ITM Gamma 0.054 Theta -0.128 Vega 0.048 Open interest 340 Model this call Put · $136 Last $0.55 Breakeven $135.45 Implied vol 28% Delta -0.197 ≈20% ITM Gamma 0.055 Theta -0.117 Vega 0.048 Open interest 316 Model this put
33	12	22.2%	0.793	$3.86		$0.83	-0.257	27.8%	39	301
Call · $137 In the money Last $3.86 Breakeven $140.86 Implied vol 22.2% Delta 0.793 ≈79% ITM Gamma 0.072 Theta -0.091 Vega 0.048 Open interest 33 Model this call Put · $137 Last $0.83 Breakeven $136.17 Implied vol 27.8% Delta -0.257 ≈26% ITM Gamma 0.064 Theta -0.135 Vega 0.063 Open interest 301 Model this put
382	21	24.4%	0.695	$3.13		$1.00	-0.319	26.6%	384	83
Call · $138 In the money Last $3.13 Breakeven $141.13 Implied vol 24.4% Delta 0.695 ≈69% ITM Gamma 0.08 Theta -0.124 Vega 0.063 Open interest 382 Model this call Put · $138 Last $1.00 Breakeven $137.00 Implied vol 26.6% Delta -0.319 ≈32% ITM Gamma 0.075 Theta -0.144 Vega 0.063 Open interest 83 Model this put
229	151	22.9%	0.618	$2.38		$1.39	-0.399	27.3%	312	167
Call · $139 In the money Last $2.38 Breakeven $141.38 Implied vol 22.9% Delta 0.618 ≈62% ITM Gamma 0.093 Theta -0.127 Vega 0.072 Open interest 229 Model this call Put · $139 Last $1.39 Breakeven $137.61 Implied vol 27.3% Delta -0.399 ≈40% ITM Gamma 0.079 Theta -0.159 Vega 0.072 Open interest 167 Model this put
Underlying $139.56
586	382	23%	0.522	$1.83		$2.15	-0.48	30.4%	156	1k
Call · $140 Last $1.83 Breakeven $141.83 Implied vol 23% Delta 0.522 ≈52% ITM Gamma 0.097 Theta -0.135 Vega 0.072 Open interest 586 Model this call Put · $140 In the money Last $2.15 Breakeven $137.85 Implied vol 30.4% Delta -0.48 ≈48% ITM Gamma 0.073 Theta -0.185 Vega 0.072 Open interest 1k Model this put
109	836	26.7%	0.439	$1.30		$2.31	-0.545	33.5%	28	76
Call · $141 Last $1.30 Breakeven $142.30 Implied vol 26.7% Delta 0.439 ≈44% ITM Gamma 0.082 Theta -0.154 Vega 0.072 Open interest 109 Model this call Put · $141 In the money Last $2.31 Breakeven $138.69 Implied vol 33.5% Delta -0.545 ≈54% ITM Gamma 0.066 Theta -0.201 Vega 0.072 Open interest 76 Model this put
376	155	26.8%	0.359	$1.05		$2.98	-0.609	33.5%	12	81
Call · $142 Last $1.05 Breakeven $143.05 Implied vol 26.8% Delta 0.359 ≈36% ITM Gamma 0.079 Theta -0.15 Vega 0.064 Open interest 376 Model this call Put · $142 In the money Last $2.98 Breakeven $139.02 Implied vol 33.5% Delta -0.609 ≈61% ITM Gamma 0.064 Theta -0.196 Vega 0.072 Open interest 81 Model this put
4k	185	26.5%	0.287	$0.86		$4.40	-0.699	28.4%	1	33
Call · $143 Last $0.86 Breakeven $143.86 Implied vol 26.5% Delta 0.287 ≈29% ITM Gamma 0.071 Theta -0.133 Vega 0.063 Open interest 4k Model this call Put · $143 In the money Last $4.40 Breakeven $138.60 Implied vol 28.4% Delta -0.699 ≈70% ITM Gamma 0.068 Theta -0.151 Vega 0.063 Open interest 33 Model this put
130	164	26.6%	0.221	$0.56		$5.04	-0.736	31.9%	2	31
Call · $144 Last $0.56 Breakeven $144.56 Implied vol 26.6% Delta 0.221 ≈22% ITM Gamma 0.062 Theta -0.118 Vega 0.049 Open interest 130 Model this call Put · $144 In the money Last $5.04 Breakeven $138.96 Implied vol 31.9% Delta -0.736 ≈74% ITM Gamma 0.057 Theta -0.159 Vega 0.064 Open interest 31 Model this put
736	104	25.4%	0.154	$0.49		$6.75	-0.798	30.5%	2	168
Call · $145 Last $0.49 Breakeven $145.49 Implied vol 25.4% Delta 0.154 ≈15% ITM Gamma 0.052 Theta -0.089 Vega 0.049 Open interest 736 Model this call Put · $145 In the money Last $6.75 Breakeven $138.25 Implied vol 30.5% Delta -0.798 ≈80% ITM Gamma 0.051 Theta -0.132 Vega 0.049 Open interest 168 Model this put
130	46	27.8%	0.13	$0.30		$6.25	-0.808	35.1%	2	6
Call · $146 Last $0.30 Breakeven $146.30 Implied vol 27.8% Delta 0.13 ≈13% ITM Gamma 0.043 Theta -0.088 Vega 0.033 Open interest 130 Model this call Put · $146 In the money Last $6.25 Breakeven $139.75 Implied vol 35.1% Delta -0.808 ≈81% ITM Gamma 0.043 Theta -0.146 Vega 0.049 Open interest 6 Model this put
57	20	30.1%	0.115	$0.31		—	-0.836	36.6%	—	0
Call · $147 Last $0.31 Breakeven $147.31 Implied vol 30.1% Delta 0.115 ≈11% ITM Gamma 0.036 Theta -0.086 Vega 0.033 Open interest 57 Model this call Put · $147 In the money Last — Breakeven — Implied vol 36.6% Delta -0.836 ≈84% ITM Gamma 0.037 Theta -0.138 Vega 0.049 Open interest 0 Model this put
141	34	28.6%	0.07	$0.18		—	-0.913	30.4%	—	0
Call · $148 Last $0.18 Breakeven $148.18 Implied vol 28.6% Delta 0.07 ≈7% ITM Gamma 0.026 Theta -0.058 Vega 0.033 Open interest 141 Model this call Put · $148 In the money Last — Breakeven — Implied vol 30.4% Delta -0.913 ≈91% ITM Gamma 0.028 Theta -0.075 Vega 0.033 Open interest 0 Model this put
52	43	41.3%	0.13	$1.04		—	-0.849	44.6%	—	0
Call · $149 Last $1.04 Breakeven $150.04 Implied vol 41.3% Delta 0.13 ≈13% ITM Gamma 0.029 Theta -0.13 Vega 0.033 Open interest 52 Model this call Put · $149 In the money Last — Breakeven — Implied vol 44.6% Delta -0.849 ≈85% ITM Gamma 0.029 Theta -0.16 Vega 0.049 Open interest 0 Model this put
957	20	30.4%	0.044	$0.12		$15.58	-0.878	43.9%	1	0
Call · $150 Last $0.12 Breakeven $150.12 Implied vol 30.4% Delta 0.044 ≈4% ITM Gamma 0.017 Theta -0.041 Vega 0.019 Open interest 957 Model this call Put · $150 In the money Last $15.58 Breakeven $134.42 Implied vol 43.9% Delta -0.878 ≈88% ITM Gamma 0.025 Theta -0.136 Vega 0.033 Open interest 0 Model this put
78	2	47.9%	0.092	$0.13		—	-0.903	48.8%	—	0
Call · $152.5 Last $0.13 Breakeven $152.63 Implied vol 47.9% Delta 0.092 ≈9% ITM Gamma 0.019 Theta -0.117 Vega 0.033 Open interest 78 Model this call Put · $152.5 In the money Last — Breakeven — Implied vol 48.8% Delta -0.903 ≈90% ITM Gamma 0.019 Theta -0.127 Vega 0.033 Open interest 0 Model this put
315	1	45.4%	0.046	$0.03		$18.91	-0.89	61%	1	0
Call · $155 Last $0.03 Breakeven $155.03 Implied vol 45.4% Delta 0.046 ≈5% ITM Gamma 0.012 Theta -0.064 Vega 0.019 Open interest 315 Model this call Put · $155 In the money Last $18.91 Breakeven $136.09 Implied vol 61% Delta -0.89 ≈89% ITM Gamma 0.017 Theta -0.173 Vega 0.034 Open interest 0 Model this put
111	2	57.1%	0.061	$0.09		—	-0.917	63.5%	—	0
Call · $157.5 Last $0.09 Breakeven $157.59 Implied vol 57.1% Delta 0.061 ≈6% ITM Gamma 0.012 Theta -0.102 Vega 0.02 Open interest 111 Model this call Put · $157.5 In the money Last — Breakeven — Implied vol 63.5% Delta -0.917 ≈92% ITM Gamma 0.013 Theta -0.147 Vega 0.034 Open interest 0 Model this put
104	22	85.4%	0.126	$0.07		$23.56	-0.923	70.3%	2	0
Call · $160 Last $0.07 Breakeven $160.07 Implied vol 85.4% Delta 0.126 ≈13% ITM Gamma 0.013 Theta -0.263 Vega 0.034 Open interest 104 Model this call Put · $160 In the money Last $23.56 Breakeven $136.44 Implied vol 70.3% Delta -0.923 ≈92% ITM Gamma 0.011 Theta -0.155 Vega 0.034 Open interest 0 Model this put
0	—	100.1%	0.139	—		—	-0.933	74%	—	0
Call · $162.5 Last — Breakeven — Implied vol 100.1% Delta 0.139 ≈14% ITM Gamma 0.012 Theta -0.332 Vega 0.034 Open interest 0 Model this call Put · $162.5 In the money Last — Breakeven — Implied vol 74% Delta -0.933 ≈93% ITM Gamma 0.01 Theta -0.144 Vega 0.02 Open interest 0 Model this put
0	—	81.8%	0.067	—		$26.30	-0.934	80.8%	2	0
Call · $165 Last — Breakeven — Implied vol 81.8% Delta 0.067 ≈7% ITM Gamma 0.009 Theta -0.158 Vega 0.02 Open interest 0 Model this call Put · $165 In the money Last $26.30 Breakeven $138.70 Implied vol 80.8% Delta -0.934 ≈93% ITM Gamma 0.009 Theta -0.155 Vega 0.02 Open interest 0 Model this put
0	—	—	—	—		$28.60	-0.909	98.8%	1	0
Call · $167.5 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $167.5 In the money Last $28.60 Breakeven $138.90 Implied vol 98.8% Delta -0.909 ≈91% ITM Gamma 0.009 Theta -0.243 Vega 0.035 Open interest 0 Model this put
37	37	117.3%	0.116	$0.19		$31.05	-0.938	93%	3	0
Call · $170 Last $0.19 Breakeven $170.19 Implied vol 117.3% Delta 0.116 ≈12% ITM Gamma 0.009 Theta -0.34 Vega 0.035 Open interest 37 Model this call Put · $170 In the money Last $31.05 Breakeven $138.95 Implied vol 93% Delta -0.938 ≈94% ITM Gamma 0.007 Theta -0.169 Vega 0.02 Open interest 0 Model this put
14	28	87.5%	0.028	$0.07		$36.10	-0.919	117.6%	3	0
Call · $175 Last $0.07 Breakeven $175.07 Implied vol 87.5% Delta 0.028 ≈3% ITM Gamma 0.004 Theta -0.082 Vega 0.01 Open interest 14 Model this call Put · $175 In the money Last $36.10 Breakeven $138.90 Implied vol 117.6% Delta -0.919 ≈92% ITM Gamma 0.007 Theta -0.265 Vega 0.036 Open interest 0 Model this put
0	—	129.1%	0.076	—		$41.22	-0.947	113.9%	3	0
Call · $180 Last — Breakeven — Implied vol 129.1% Delta 0.076 ≈8% ITM Gamma 0.006 Theta -0.276 Vega 0.021 Open interest 0 Model this call Put · $180 In the money Last $41.22 Breakeven $138.78 Implied vol 113.9% Delta -0.947 ≈95% ITM Gamma 0.005 Theta -0.18 Vega 0.021 Open interest 0 Model this put
0	—	139.7%	0.073	—		$48.30	-0.951	124%	3	0
Call · $185 Last — Breakeven — Implied vol 139.7% Delta 0.073 ≈7% ITM Gamma 0.005 Theta -0.288 Vega 0.021 Open interest 0 Model this call Put · $185 In the money Last $48.30 Breakeven $136.70 Implied vol 124% Delta -0.951 ≈95% ITM Gamma 0.004 Theta -0.186 Vega 0.021 Open interest 0 Model this put
0	—	—	—	—		$54.25	-0.936	145.4%	1	0
Call · $190 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $190 In the money Last $54.25 Breakeven $135.75 Implied vol 145.4% Delta -0.936 ≈94% ITM Gamma 0.005 Theta -0.269 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		$58.40	-0.956	143.2%	8	0
Call · $195 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $195 In the money Last $58.40 Breakeven $136.60 Implied vol 143.2% Delta -0.956 ≈96% ITM Gamma 0.004 Theta -0.198 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		$63.55	-0.958	152.5%	1	0
Call · $200 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $200 In the money Last $63.55 Breakeven $136.45 Implied vol 152.5% Delta -0.958 ≈96% ITM Gamma 0.003 Theta -0.203 Vega 0.022 Open interest 0 Model this put
0	—	—	—	—		—	-0.94	176.1%	—	0
Call · $205 Last — Breakeven — Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $205 In the money Last — Breakeven — Implied vol 176.1% Delta -0.94 ≈94% ITM Gamma 0.004 Theta -0.309 Vega 0.022 Open interest 0 Model this put
0	1	—	—	$0.03		—	-0.961	170.2%	—	0
Call · $210 Last $0.03 Breakeven $210.03 Implied vol — Delta — Gamma — Theta — Vega — Open interest 0 Model this call Put · $210 In the money Last — Breakeven — Implied vol 170.2% Delta -0.961 ≈96% ITM Gamma 0.003 Theta -0.214 Vega 0.011 Open interest 0 Model this put

About this data

Greeks, implied volatility, open interest and the last price come from the latest daily snapshot and are 15-minute delayed. Bid and ask are not included on this plan.

In-the-money strikes are tinted, deepening toward the money, and the bar beside each open-interest figure scales to the heaviest strike shown. The 25 strikes around the money are shown by default — switch to "All 55" for the wings. Max pain is the listed strike where the most open interest would expire worthless — a positioning reference, not a forecast.

Key facts CIK 77476 CUSIP 713448108 13F (30d) 1716 filings 1663 filers Visit website Investor relations