Name: PEP Option Chain
Keywords: PEP, Option, Chain, Historical

PEP Option Chain

End of day data from February 26, 2021 for PEP options expired on February 26, 2021.

Expiration

Data From

NASDAQ
PEP
Option Chain

|USD |PEP: $129.25 | Calls Puts |Download CSV

Symbol	Type	Strike	Last	Bid / Size	Ask / Size	Volume	OI	IV	Delta	Theta	Gamma	Vega	Rho
PEP26Feb21P128.00	PUT	128.00	$0.01	$0.01 / 1	$0.04 / 75	2,035	2,292	15.496796%	-0.047043	-0.049615	0.098249	0.006667	-0.000168
PEP26Feb21P132.00	PUT	132.00	$2.75	$2.45 / 33	$3.10 / 33	1,511	1,669	46.770549%	-0.989661	-0.024403	0.027247	0.001849	-0.003580
PEP26Feb21C140.00	CALL	140.00	$0.02		$0.01 / 42	874	1,441	59.935642%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P126.00	PUT	126.00	$0.02	$0.01 / 9	$0.02 / 11	475	144	27.196432%	-0.000101	-0.000201	0.000399	0.000027	0.000000
PEP26Feb21C150.00	CALL	150.00	$0.01		$0.01 / 2,000	439	2,044	105.557388%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P135.00	PUT	135.00	$5.25	$4.60 / 34	$6.30 / 10	434	657	51.939076%	-0.999915	-0.010896	0.000001	0.000000	-0.003699
PEP26Feb21C130.00	CALL	130.00	$0.03	$0.01 / 3	$0.08 / 49	367	123	5.948784%	0.368138	-0.184406	0.377013	0.025583	0.001301
PEP26Feb21P130.00	PUT	130.00	$0.54	$0.33 / 25	$1.00 / 6	313	616	17.528846%	-0.631777	-0.195305	0.377013	0.025583	-0.002261
PEP26Feb21P129.00	PUT	129.00	$0.06	$0.01 / 1	$0.21 / 30	193	301	12.721989%	-0.253053	-0.162625	0.319883	0.021706	-0.000903
PEP26Feb21P133.00	PUT	133.00	$3.23	$3.35 / 50	$4.45 / 10	130	248	63.584852%	-0.999424	-0.011765	0.001747	0.000119	-0.003642
PEP26Feb21C131.00	CALL	131.00	$0.03	$0.01 / 20	$0.01 / 9	125	274	10.800388%	0.091656	-0.081281	0.164637	0.011172	0.000324
PEP26Feb21P127.00	PUT	127.00	$0.04	$0.01 / 1	$0.07 / 137	100	110	24.925706%	-0.003557	-0.005369	0.010665	0.000724	-0.000013
PEP26Feb21P134.00	PUT	134.00	$4.70	$3.35 / 60	$4.90 / 5	98	211	35.135335%	-0.999905	-0.010918	0.000044	0.000003	-0.003671
PEP26Feb21P131.00	PUT	131.00	$1.55	$1.41 / 35	$2.16 / 30	74	277	35.671848%	-0.908260	-0.092180	0.164637	0.011172	-0.003265
PEP26Feb21C132.00	CALL	132.00	$0.05	$0.01 / 17	$0.01 / 1	59	827	17.110694%	0.010254	-0.013505	0.027247	0.001849	0.000036
PEP26Feb21P125.00	PUT	125.00	$0.01		$0.07 / 30	50	618	44.008861%	-0.000001	-0.000003	0.000005	0.000000	0.000000
PEP26Feb21P136.00	PUT	136.00	$6.17	$4.95 / 71	$6.95 / 20	49	132	63.757887%	-0.999915	-0.010895	0.000001	0.000000	-0.003726
PEP26Feb21C135.00	CALL	135.00	$0.01	$0.01 / 1	$0.01 / 29	44	1,428	34.250100%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C134.00	CALL	134.00	$0.01	$0.01 / 1	$0.01 / 2	41	1,158	28.742190%	0.000010	-0.000022	0.000044	0.000003	0.000000
PEP26Feb21C133.00	CALL	133.00	$0.04	$0.01 / 6	$0.01 / 9	37	1,295	23.046551%	0.000491	-0.000868	0.001747	0.000119	0.000002
PEP26Feb21C129.00	CALL	129.00	$0.27	$0.18 / 10	$0.50 / 21	33	8	11.914602%	0.746862	-0.151725	0.319883	0.021706	0.002631
PEP26Feb21C138.00	CALL	138.00	$0.02	$0.01 / 1	$0.01 / 167	30	380	49.971506%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C141.00	CALL	141.00	$0.01	$0.01 / 4	$0.01 / 3	25	149	64.789425%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C136.00	CALL	136.00	$0.01	$0.01 / 1	$0.01 / 25	24	382	39.610489%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C139.00	CALL	139.00	$0.01		$0.01 / 76	17	275	54.999700%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C137.00	CALL	137.00	$0.02	$0.01 / 1	$0.01 / 1	17	684	44.849845%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P138.00	PUT	138.00	$8.40	$8.00 / 47	$10.25 / 45	15	153	124.285785%	-0.999915	-0.010893	0.000001	0.000000	-0.003781
PEP26Feb21P137.00	PUT	137.00	$7.85	$7.25 / 32	$8.15 / 1	15	78	88.849656%	-0.999915	-0.010894	0.000001	0.000000	-0.003753
PEP26Feb21P143.00	PUT	143.00	$14.07	$11.60 / 12	$14.40 / 1	13	50	126.621890%	-0.999915	-0.010890	0.000001	0.000000	-0.003918
PEP26Feb21C127.00	CALL	127.00	$2.65	$0.82 / 8	$3.40 / 37	8	8	23.430033%	0.996358	0.005533	0.010665	0.000724	0.003467
PEP26Feb21P140.00	PUT	140.00	$10.27	$10.00 / 32	$11.25 / 10	7	132	105.969015%	-0.999915	-0.010892	0.000001	0.000000	-0.003836
PEP26Feb21P148.00	PUT	148.00	$18.23	$16.55 / 31	$20.25 / 32	4	0	121.193014%	-0.999915	-0.010886	0.000001	0.000000	-0.004055
PEP26Feb21C145.00	CALL	145.00	$0.01		$0.01 / 1	4	109	83.499999%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C143.00	CALL	143.00	$0.05	$0.02 / 1	$0.01 / 1	4	84	77.889528%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P139.00	PUT	139.00	$9.90	$9.10 / 47	$10.65 / 10	4	139	117.613924%	-0.999915	-0.010893	0.000001	0.000000	-0.003808
PEP26Feb21C142.00	CALL	142.00	$0.01		$0.01 / 1	3	207	69.567451%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C128.00	CALL	128.00	$1.49	$0.02 / 18	$2.73 / 8	3	16	18.328198%	0.952873	-0.038713	0.098249	0.006667	0.003339
PEP26Feb21P141.00	PUT	141.00	$11.50	$11.10 / 36	$12.75 / 35	2	139	137.369717%	-0.999915	-0.010891	0.000001	0.000000	-0.003863
PEP26Feb21C125.00	CALL	125.00	$4.62	$3.75 / 32	$5.55 / 32	1	2	65.195691%	0.999914	0.010901	0.000005	0.000000	0.003425
PEP26Feb21C115.00	CALL	115.00	$14.05	$12.00 / 10	$16.90 / 1	1	3	166.978181%	0.999915	0.010911	0.000001	0.000000	0.003151
PEP26Feb21P170.00	PUT	170.00		$38.55 / 31	$42.50 / 31	0	0	261.960647%	-0.999915	-0.010869	0.000001	0.000000	-0.004658
PEP26Feb21C170.00	CALL	170.00	$0.02		$0.20 / 11	0	11	265.478736%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C167.50	CALL	167.50			$0.20 / 12	0	0	253.586087%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P167.50	PUT	167.50		$36.10 / 31	$40.05 / 31	0	0	260.392268%	-0.999915	-0.010871	0.000001	0.000000	-0.004589
PEP26Feb21C165.00	CALL	165.00	$0.09		$0.20 / 12	0	1	241.402693%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P165.00	PUT	165.00		$33.60 / 31	$37.50 / 31	0	0	243.227289%	-0.999915	-0.010873	0.000001	0.000000	-0.004521
PEP26Feb21C162.50	CALL	162.50			$0.20 / 12	0	0	228.916108%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P162.50	PUT	162.50		$31.05 / 31	$35.00 / 31	0	0	225.741838%	-0.999915	-0.010875	0.000001	0.000000	-0.004452
PEP26Feb21C160.00	CALL	160.00	$0.04		$0.20 / 12	0	1	216.100383%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P160.00	PUT	160.00		$28.60 / 31	$32.45 / 31	0	0	213.050948%	-0.999915	-0.010876	0.000001	0.000000	-0.004384
PEP26Feb21C157.50	CALL	157.50	$0.22		$0.20 / 13	0	2	202.933207%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P157.50	PUT	157.50		$26.05 / 31	$30.05 / 31	0	0	204.548234%	-0.999915	-0.010878	0.000001	0.000000	-0.004315
PEP26Feb21P155.00	PUT	155.00		$23.55 / 32	$27.55 / 31	0	0	190.926748%	-0.999915	-0.010880	0.000001	0.000000	-0.004247
PEP26Feb21C155.00	CALL	155.00	$0.01		$0.04 / 89	0	230	148.158778%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P152.50	PUT	152.50	$10.30	$21.00 / 31	$25.00 / 30	0	0	168.338859%	-0.999915	-0.010882	0.000001	0.000000	-0.004178
PEP26Feb21C152.50	CALL	152.50	$0.04		$0.13 / 13	0	32	162.599747%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P150.00	PUT	150.00		$18.55 / 31	$22.55 / 31	0	0	162.389614%	-0.999915	-0.010884	0.000001	0.000000	-0.004110
PEP26Feb21C149.00	CALL	149.00	$0.12		$0.20 / 14	0	29	155.105988%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P149.00	PUT	149.00		$17.60 / 1	$21.50 / 1	0	0	156.451023%	-0.999915	-0.010885	0.000001	0.000000	-0.004082
PEP26Feb21C148.00	CALL	148.00	$0.04		$0.20 / 12	0	37	149.117322%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C147.00	CALL	147.00	$0.02		$1.88 / 10	0	32	263.793025%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P147.00	PUT	147.00	$7.60	$15.55 / 31	$19.55 / 31	0	0	144.312859%	-0.999915	-0.010886	0.000001	0.000000	-0.004027
PEP26Feb21C146.00	CALL	146.00	$0.12		$0.20 / 12	0	52	136.867563%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P146.00	PUT	146.00	$12.99	$14.55 / 31	$18.55 / 31	0	0	138.105839%	-0.999915	-0.010887	0.000001	0.000000	-0.004000
PEP26Feb21P145.00	PUT	145.00	$11.07	$13.55 / 32	$17.50 / 31	0	0	128.434627%	-0.999915	-0.010888	0.000001	0.000000	-0.003973
PEP26Feb21C144.00	CALL	144.00	$0.09		$0.02 / 4	0	96	85.685923%	0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P144.00	PUT	144.00	$4.65	$12.60 / 31	$16.45 / 31	0	15	122.131262%	-0.999915	-0.010889	0.000001	0.000000	-0.003945
PEP26Feb21P142.00	PUT	142.00	$10.49	$12.10 / 31	$13.80 / 54	0	101	147.089614%	-0.999915	-0.010890	0.000001	0.000000	-0.003890
PEP26Feb21C126.00	CALL	126.00		$2.91 / 1	$4.55 / 5	0	0	36.392967%	0.999814	0.010702	0.000399	0.000027	0.003452
PEP26Feb21C124.00	CALL	124.00		$4.20 / 32	$7.25 / 31	0	0	50.941913%	0.999915	0.010904	0.000001	0.000000	0.003397
PEP26Feb21P124.00	PUT	124.00	$0.03		$0.05 / 12	0	4	48.314101%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C123.00	CALL	123.00		$4.75 / 31	$8.45 / 31	0	0	81.366516%	0.999915	0.010905	0.000001	0.000000	0.003370
PEP26Feb21P123.00	PUT	123.00	$0.04		$0.05 / 12	0	11	55.415387%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C122.00	CALL	122.00		$6.15 / 31	$9.20 / 31	0	0	52.392041%	0.999915	0.010906	0.000001	0.000000	0.003342
PEP26Feb21P122.00	PUT	122.00	$0.06		$0.05 / 12	0	2	62.442585%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P120.00	PUT	120.00	$0.05		$0.05 / 20	0	385	76.351705%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C120.00	CALL	120.00		$7.50 / 31	$11.45 / 31	0	0	96.568193%	0.999915	0.010907	0.000001	0.000000	0.003288
PEP26Feb21P115.00	PUT	115.00	$0.11		$0.19 / 12	0	16	139.957002%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C110.00	CALL	110.00		$17.50 / 31	$21.50 / 1	0	0	187.805205%	0.999915	0.010915	0.000001	0.000000	0.003014
PEP26Feb21P110.00	PUT	110.00	$0.04		$0.05 / 12	0	10	145.550047%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C105.00	CALL	105.00		$22.50 / 31	$26.45 / 31	0	0	221.594619%	0.999915	0.010919	0.000001	0.000000	0.002877
PEP26Feb21P105.00	PUT	105.00	$0.04		$0.05 / 12	0	10	180.987702%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21C100.00	CALL	100.00	$33.50	$27.60 / 31	$31.45 / 31	0	15	270.354310%	0.999915	0.010923	0.000001	0.000000	0.002740
PEP26Feb21P100.00	PUT	100.00	$0.24		$0.05 / 12	0	1	217.481066%	-0.000001	0.000000	0.000001	0.000000	0.000000
PEP26Feb21P95.00	PUT	95.00			$0.05 / 12	0	0	255.306571%	-0.000001	0.000000	0.000000	0.000000	0.000000
PEP26Feb21C95.00	CALL	95.00		$32.05 / 31	$36.50 / 1	0	0	315.599665%	0.999915	0.010926	0.000000	0.000000	0.002603
PEP26Feb21P90.00	PUT	90.00			$0.05 / 12	0	0	294.742356%	-0.000001	0.000000	0.000000	0.000000	0.000000
PEP26Feb21C90.00	CALL	90.00		$37.30 / 31	$41.45 / 31	0	0	319.032447%	0.999915	0.010930	0.000000	0.000000	0.002466
PEP26Feb21P85.00	PUT	85.00			$0.05 / 12	0	0	336.061821%	-0.000001	0.000000	0.000000	0.000000	0.000000
PEP26Feb21C85.00	CALL	85.00		$42.40 / 31	$46.60 / 31	0	0	411.830571%	0.999915	0.010934	0.000000	0.000000	0.002329
PEP26Feb21P80.00	PUT	80.00			$0.05 / 10	0	0	379.578984%	-0.000001	0.000000	0.000000	0.000000	0.000000
PEP26Feb21C80.00	CALL	80.00		$47.30 / 31	$51.60 / 31	0	0	445.422099%	0.999915	0.010938	0.000000	0.000000	0.002192
PEP26Feb21P75.00	PUT	75.00			$0.05 / 13	0	0	425.647832%	-0.000001	0.000000	0.000000	0.000000	0.000000
PEP26Feb21C75.00	CALL	75.00		$52.00 / 10	$56.50 / 1	0	0	508.727202%	0.999915	0.010942	0.000000	0.000000	0.002055
PEP26Feb21P70.00	PUT	70.00	$0.04		$0.83 / 13	0	1	733.914893%	-0.000001	0.000000	0.000000	0.000000	0.000000
PEP26Feb21C70.00	CALL	70.00		$57.35 / 31	$61.60 / 31	0	0	566.027256%	0.999915	0.010946	0.000000	0.000000	0.001918