PEP Historical IV

Historical 30-day IV and skew data for PEP.

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Date IV Skew
2021-03-08 22.202341% 14.867455
2021-03-05 21.301459% 13.091452
2021-03-04 23.309033% 9.651607
2021-03-03 21.091923% 3.302206
2021-03-02 20.265913% 2.868911
2021-03-01 19.271328% 5.543531
2021-02-26 21.482955% 1.250747
2021-02-25 22.775581% 6.358022
2021-02-24 20.903478% 6.984409
2021-02-23 20.225904% 8.005699
2021-02-22 20.184302% 5.132078
2021-02-19 20.121369% 7.589653
2021-02-18 20.068763% 2.819574
2021-02-17 20.594732% 2.194151
2021-02-16 20.432889% 0.236729
2021-02-12 20.147685% 1.850473
2021-02-11 21.563113% -2.709607
2021-02-10 23.676135% 4.602391
2021-02-09 23.413622% 5.153406
2021-02-08 23.391941% 3.611767
2021-02-05 22.982692% -0.010553
2021-02-04 21.577372% -0.827940
2021-02-03 24.386814% 10.599035
2021-02-02 23.774061% 13.759590
2021-02-01 24.599910% 12.447147
2021-01-29 25.625987% 15.456061
2021-01-28 24.433643% 11.230905
2021-01-27 24.957280% 23.385865
2021-01-26 22.703033% 8.043517
2021-01-25 22.301794% 10.054911
2021-01-22 21.061149% 16.596325
2021-01-21 20.657026% 10.717204
2021-01-20 20.338653% 11.718335
2021-01-19 20.345849% 20.318550
2021-01-15 21.038259% 11.840639
2021-01-14 21.228532% 15.746029
2021-01-13 21.523200% 14.437052
2021-01-12 21.753931% 11.441274
2021-01-11 22.153328% 12.923235
2021-01-08 19.070255% 13.886024
2021-01-07 18.742328% 14.086314
2021-01-06 19.839083% 12.238172
2021-01-05 19.987597% 16.726379
2021-01-04 21.311159% 18.027274
2020-12-31 18.830451% 10.073499
2020-12-30 19.203203% 10.631529
2020-12-29 18.758393% 8.880146
2020-12-28 18.294817% N/A
2020-12-24 17.571956% N/A
2020-12-23 18.173415% 22.253120
2020-12-22 18.537170% 13.061567
2020-12-21 19.194528% 10.553108
2020-12-18 18.190615% 11.407806
2020-12-17 18.127306% 9.789917
2020-12-16 18.845788% 10.532122
2020-12-15 18.704881% 9.443503
2020-12-14 19.404665% 19.341396
2020-12-11 19.272755% 11.745952
2020-12-10 20.048025% 8.545305
2020-12-09 19.167556% 8.799289
2020-12-08 18.694393% 8.869229
2020-12-07 18.395577% 7.267913
2020-12-04 17.869256% 12.969400
2020-12-03 18.475602% 15.296282
2020-12-02 17.949480% 2.119121
2020-12-01 18.039291% -3.424619
2020-11-30 17.701322% 4.419400
2020-11-27 17.395286% -2.637004
2020-11-25 17.741385% -1.645052
2020-11-24 18.130785% 3.100468
2020-11-23 18.513936% -0.612027
2020-11-20 18.599019% 4.483171
2020-11-19 18.344408% 4.435875
2020-11-18 18.998067% 5.346972
2020-11-17 18.992389% 3.241816
2020-11-16 18.774822% 1.170481
2020-11-13 18.967105% -2.706498
2020-11-12 21.962157% -2.501613
2020-11-11 18.957513% -0.547626
2020-11-10 21.027270% 3.966658
2020-11-09 22.511614% 11.263167
2020-11-06 23.051063% 7.412398
2020-11-05 23.799932% 20.612212
2020-11-04 26.364202% 13.760020
2020-11-03 27.982371% 11.832409
2020-11-02 30.529084% 7.677628
2020-10-30 29.219171% 13.080133
2020-10-29 27.035301% 12.310854
2020-10-28 28.071344% 19.667033
2020-10-27 22.145260% 6.949380
2020-10-26 22.868679% 11.304462
2020-10-23 21.821227% 10.073328
2020-10-22 22.537140% 9.961024
2020-10-21 22.695709% 13.954980
2020-10-20 22.966849% 13.606301
2020-10-19 22.806733% 12.600777
2020-10-16 21.622960% 3.201268
2020-10-15 21.485048% 8.102393
2020-10-14 21.190092% 12.157848
2020-10-13 21.566799% 9.679847
2020-10-12 20.032183% 6.436891
2020-10-09 20.718016% 13.380558
2020-10-08 22.510881% 8.508409
2020-10-07 23.478534% 2.252164
2020-10-06 24.327858% 8.741105
2020-10-05 23.103989% 7.932530
2020-10-02 22.676592% 13.208150
2020-10-01 21.560298% 8.508698
2020-09-30 23.993001% 6.795673
2020-09-29 25.154885% 17.426294
2020-09-28 25.003111% 10.652334
2020-09-25 24.198982% 8.035633
2020-09-24 25.854225% 8.567577
2020-09-23 25.549715% 7.045312
2020-09-22 24.171463% 17.607779
2020-09-21 25.488891% 5.959755
2020-09-18 23.358748% 15.574719
2020-09-17 23.573912% 12.570896
2020-09-16 22.247000% 15.710459
2020-09-15 22.391672% 15.086428
2020-09-14 23.124704% 13.749420
2020-09-11 23.857727% 13.983857
2020-09-10 25.068521% 8.549248
2020-09-09 25.321524% 17.983783
2020-09-08 26.112695% 12.023604
2020-09-04 24.942810% 9.209313
2020-09-03 27.454339% 8.286472
2020-09-02 23.739708% 2.653356
2020-09-01 23.291823% -5.073913
2020-08-31 22.131217% -0.171100
2020-08-28 19.510157% -4.690484
2020-08-27 18.376718% -1.384614
2020-08-26 15.679839% -2.168219
2020-08-25 16.272476% -0.583748
2020-08-24 15.979179% 0.975763
2020-08-21 16.915040% -4.104238
2020-08-20 16.743540% -3.509146
2020-08-19 17.542206% 0.855747
2020-08-18 17.264772% 4.102160
2020-08-17 19.237003% 2.520216
2020-08-14 19.034152% 1.953583
2020-08-13 19.069987% 4.763129
2020-08-12 19.384816% -0.602044
2020-08-11 20.043356% 3.810230
2020-08-10 19.313256% 0.172510
2020-08-07 19.521003% -3.797442
2020-08-06 19.852715% 1.464354
2020-08-05 20.022081% 2.605174
2020-08-04 19.666350% -1.429165
2020-08-03 20.387118% -0.904689
2020-07-31 19.748233% 2.103575
2020-07-30 19.563684% 12.912613
2020-07-29 18.781975% 11.521819
2020-07-28 19.759690% 8.765745
2020-07-27 18.822980% 12.985870
2020-07-24 19.392737% 11.906033
2020-07-23 18.959839% 11.218682
2020-07-22 19.561138% 11.201411
2020-07-21 19.930236% 10.847364
2020-07-20 20.127811% 15.677012
2020-07-17 19.793153% 7.357982
2020-07-16 22.573499% 8.809319
2020-07-15 22.739985% 15.489894
2020-07-14 23.395277% 13.076922
2020-07-13 23.207437% 15.103301
2020-07-10 24.202370% 9.056098
2020-07-09 23.451265% 19.002048
2020-07-08 23.223130% 12.569938
2020-07-07 23.572068% 14.795708
2020-07-06 23.281344% 12.509631
2020-07-02 22.093985% 21.038960
2020-07-01 22.719775% 15.263716
2020-06-30 23.294799% 16.075717
2020-06-29 26.381791% 17.098080
2020-06-26 27.804365% 13.430456
2020-06-25 25.792720% 14.012070
2020-06-24 26.836728% 6.708238
2020-06-23 24.357656% 17.394112
2020-06-22 25.142736% 18.246930
2020-06-19 25.696145% 20.096801
2020-06-18 25.178013% 13.128313
2020-06-17 26.357461% 13.138990
2020-06-16 26.617795% 16.672041
2020-06-15 27.365256% 13.193420
2020-06-12 28.328306% 14.615762
2020-06-11 28.637606% 0.818395
2020-06-10 22.513511% 15.211283
2020-06-09 22.465661% 8.050824
2020-06-08 21.746206% 9.077090
2020-06-05 20.171299% 7.201842
2020-06-04 22.072633% 11.824974
2020-06-03 21.397375% -7.468536
2020-06-02 22.405737% 1.156809
2020-06-01 22.666617% 1.013092
2020-05-29 22.043287% 2.262792
2020-05-28 21.941351% -10.341940
2020-05-27 23.080683% 4.181680
2020-05-26 22.964226% 3.365672
2020-05-22 23.958076% 7.692667
2020-05-21 25.089007% 2.567761
2020-05-20 23.528018% 10.650701
2020-05-19 24.180382% 12.454148
2020-05-18 22.823086% 6.069608
2020-05-15 28.627040% 15.793116
2020-05-14 31.856432% 6.723673
2020-05-13 28.546961% -9.056377
2020-05-12 26.011547% 12.941639
2020-05-11 23.584076% 13.306419
2020-05-08 23.377910% 5.273961
2020-05-07 25.818674% 3.753241
2020-05-06 27.306032% 9.203232
2020-05-05 25.590538% 2.890787
2020-05-04 26.459305% 14.592825
2020-05-01 29.269074% 13.480403
2020-04-30 28.754213% 7.810303
2020-04-29 24.883705% 9.794184
2020-04-28 25.576415% 16.546041
2020-04-27 28.405085% 14.368201
2020-04-24 31.064515% 15.025601
2020-04-23 33.798076% 13.243833
2020-04-22 35.260420% 17.726231
2020-04-21 36.580307% 15.835865
2020-04-20 35.268709% 15.442032
2020-04-17 29.412989% 20.368608
2020-04-16 33.430663% 25.245777
2020-04-15 35.362263% 20.114965
2020-04-14 32.248630% 20.526034
2020-04-13 32.197848% 17.643109
2020-04-09 32.924025% -0.355266
2020-04-08 33.207959% -2.561009
2020-04-07 33.855557% -5.301214
2020-04-06 35.634260% -1.468013
2020-04-03 38.680245% N/A
2020-04-02 41.955705% 13.318662
2020-04-01 47.251225% 19.370443
2020-03-31 43.554021% 14.397370
2020-03-30 46.442482% 16.979353
2020-03-27 48.910585% 8.020659
2020-03-26 45.151599% 17.032694
2020-03-25 49.961454% 0.445348
2020-03-24 48.713324% 11.170569
2020-03-23 53.128314% 27.379920
2020-03-20 59.152294% 14.148206
2020-03-19 64.063109% 19.548019
2020-03-18 74.982705% 35.670693
2020-03-17 62.124101% 27.979347
2020-03-16 66.988581% 24.770305
2020-03-13 49.993391% 18.316415
2020-03-12 71.352355% 24.873876
2020-03-11 43.234538% 15.270429
2020-03-10 38.078903% 15.828725
2020-03-09 42.965557% 11.476671
2020-03-06 33.940619% 27.472633
2020-03-05 31.214739% 10.477713
2020-03-04 21.727320% 13.630468
2020-03-03 29.055624% 18.746007
2020-03-02 23.985847% 17.551246
2020-02-28 36.449514% 15.310495
2020-02-27 25.192612% 8.590173
2020-02-26 18.712337% 4.048664
2020-02-25 18.544443% -8.684301
2020-02-24 16.947964% -6.877791
2020-02-21 14.249048% -2.641786
2020-02-20 13.539414% 8.916158
2020-02-19 13.241491% -14.193739
2020-02-18 13.786574% -10.931627
2020-02-14 13.253725% -5.525549
2020-02-13 14.263221% -1.517189
2020-02-12 17.144245% -9.101383
2020-02-11 17.491397% -10.298109
2020-02-10 18.096265% -8.562658
2020-02-07 17.279136% -7.177108
2020-02-06 16.880853% -6.922317
2020-02-05 17.702118% -1.860514
2020-02-04 16.829273% -4.998453
2020-02-03 18.184919% -0.537978
2020-01-31 18.267889% 10.037082
2020-01-30 16.648225% N/A
2020-01-29 16.729965% 8.732925
2020-01-28 16.437531% N/A
2020-01-27 16.889702% 5.915972
2020-01-24 15.562768% N/A
2020-01-23 14.990955% N/A
2020-01-22 14.733383% 2.711250
2020-01-21 14.600540% N/A
2020-01-17 13.501041% N/A
2020-01-16 13.987362% N/A
2020-01-15 14.262288% N/A
2020-01-14 14.178699% N/A
2020-01-13 13.869819% N/A
2020-01-10 12.853057% N/A
2020-01-09 13.057455% N/A
2020-01-08 13.054689% -2.860913
2020-01-07 13.492451% N/A
2020-01-06 13.034120% 11.528387
2020-01-03 13.054445% 2.990081
2020-01-02 12.773508% N/A
2019-12-31 12.504152% N/A
2019-12-30 12.422034% -6.227275
2019-12-27 12.761991% N/A
2019-12-26 11.972913% -0.312110
2019-12-24 11.952712% -6.497988
2019-12-23 11.910665% 4.029336
2019-12-20 11.384833% 11.095335
2019-12-19 11.783113% -2.113062
2019-12-18 11.928841% 9.654246
2019-12-17 11.813813% 5.731172
2019-12-16 11.360515% 6.631019
2019-12-13 11.898720% 4.429423
2019-12-12 12.840767% 15.729304
2019-12-11 12.910403% 8.229867
2019-12-10 12.765978% -5.813140
2019-12-09 12.520215% N/A
2019-12-06 11.995197% 5.604356
2019-12-05 12.887849% 6.770897
2019-12-04 12.780748% -12.330425
2019-12-03 14.536433% -2.009066
2019-12-02 13.070955% -10.722382
2019-11-29 12.020039% -5.738084
2019-11-27 12.018600% -13.178617
2019-11-26 11.853242% -11.010825
2019-11-25 12.297812% -6.291428
2019-11-22 12.800486% -8.588450
2019-11-21 13.610377% -15.629810
2019-11-20 14.083452% -10.830240
2019-11-19 13.310938% -4.617219
2019-11-18 13.977351% -8.974209
2019-11-15 13.224929% -12.112997
2019-11-14 13.313947% 19.410039
2019-11-13 13.258092% -0.480307
2019-11-12 14.051740% -11.020695
2019-11-11 14.407647% N/A
2019-11-08 13.690825% 9.186140
2019-11-07 15.009521% 14.250126
2019-11-06 13.336096% -8.303444
2019-11-05 15.040483% 6.215198
2019-11-04 14.195393% 2.057974
2019-11-01 13.362969% 0.466131
2019-10-31 13.790692% -11.145605
2019-10-30 13.461750% 9.441990
2019-10-29 13.477862% 7.472170
2019-10-28 13.378725% 0.676323
2019-10-25 12.733442% -0.954790
2019-10-24 12.585637% 5.154130
2019-10-23 12.922761% N/A
2019-10-22 13.538368% N/A
2019-10-21 14.171053% 2.936273
2019-10-18 13.937263% 4.190366
2019-10-17 13.516416% 5.412579
2019-10-16 13.934952% N/A
2019-10-15 14.396694% 15.262239
2019-10-14 14.743520% N/A
2019-10-11 15.588210% 9.937442
2019-10-10 15.829956% 8.439998
2019-10-08 17.135323% -7.012613
2019-10-07 16.108165% N/A
2019-10-04 15.504481% N/A
2019-10-03 17.367727% N/A
2019-10-02 21.572270% 17.946258
2019-10-01 18.957970% N/A
2019-09-27 18.482994% 0.737673
2019-09-26 18.139126% 5.266119
2019-09-25 18.130708% 9.208108
2019-09-24 18.364442% 9.888019
2019-09-23 17.332383% 9.403395
2019-09-20 17.557059% 10.825008
2019-09-19 17.093658% 7.306884
2019-09-18 17.809585% 10.396139
2019-09-17 18.069507% 10.387090
2019-09-16 18.340452% 8.588928
2019-09-13 17.518976% 15.370537
2019-09-12 17.558875% 10.139304
2019-09-11 17.840488% 12.406373
2019-09-10 18.386813% 1.089124
2019-09-09 18.478196% 13.329852
2019-09-06 17.593228% N/A
2019-09-05 18.816741% 11.527073
2019-09-04 18.875806% -9.425180
2019-09-03 19.687929% -13.569093
2019-08-30 16.821900% -4.749192
2019-08-29 16.275208% N/A
2019-08-28 16.810200% -4.767556
2019-08-27 17.448714% -8.742784
2019-08-26 17.452250% -11.368283
2019-08-23 18.715959% -8.374033
2019-08-22 15.979206% -2.558140
2019-08-21 15.745186% -14.202585
2019-08-20 16.608339% -2.245924
2019-08-19 16.508461% -2.001017
2019-08-16 17.865819% 9.531646
2019-08-15 19.364066% -4.807991
2019-08-14 20.175229% -3.176171
2019-08-13 18.112512% -3.498375
2019-08-12 19.206812% -4.388630
2019-08-09 18.503271% 6.643592
2019-08-08 18.611886% -7.199511
2019-08-07 20.569496% -1.711214
2019-08-06 20.144822% 7.897964
2019-08-05 21.993173% 18.110787
2019-08-02 17.469047% 7.823376
2019-08-01 16.996575% 16.981050
2019-07-31 15.724113% 5.449398
2019-07-30 14.240662% -5.078956
2019-07-29 14.024448% N/A
2019-07-26 13.634345% N/A
2019-07-25 14.140894% N/A
2019-07-23 14.040897% 8.793226
2019-07-22 13.878927% N/A
2019-07-19 14.063216% N/A
2019-07-18 13.825969% -1.598776
2019-07-17 13.818375% N/A
2019-07-16 13.658161% 2.113537
2019-07-15 13.192711% 5.842670
2019-07-12 13.051971% N/A
2019-07-11 12.821077% 1.547202
2019-07-10 12.542271% -3.913886
2019-07-09 13.095471% 8.995307
2019-07-08 18.187616% N/A
2019-07-05 16.084601% -5.166205
2019-07-03 15.536093% -1.435431
2019-07-02 15.748808% -1.546252
2019-07-01 16.329400% 5.698831
2019-06-28 17.320346% -6.490976
2019-06-27 17.121147% -3.705373
2019-06-26 17.217683% 8.945205
2019-06-25 16.816046% -0.491052
2019-06-24 16.300819% 1.500126
2019-06-21 16.089174% -3.384224
2019-06-20 16.220255% 2.599286
2019-06-19 16.623696% 17.329100
2019-06-18 17.024918% -4.189825
2019-06-17 17.075246% 4.561080
2019-06-14 16.812661% 2.763244
2019-06-13 16.957103% -0.530518
2019-06-12 17.173605% -2.034096
2019-06-11 16.912738% 6.549602
2019-06-10 16.604738% N/A
2019-06-07 15.359575% N/A
2019-06-06 14.981790% N/A
2019-06-05 14.730332% -7.113171
2019-06-04 14.982701% -3.191002
2019-06-03 16.039411% -15.360603
2019-05-31 15.576457% -13.730091
2019-05-30 15.163048% -13.250046
2019-05-29 15.555092% -8.822075
2019-05-28 15.373607% -16.145180
2019-05-24 14.490335% -12.306883
2019-05-23 14.699100% -14.569455
2019-05-22 13.868820% -7.726650
2019-05-21 14.007006% -5.799507
2019-05-20 14.271998% -15.259005
2019-05-17 14.044792% -6.104955
2019-05-16 13.896507% 7.281188
2019-05-15 14.667752% -15.171483
2019-05-14 15.636562% -19.374621
2019-05-13 16.531490% 6.834739
2019-05-10 15.309909% -20.947614
2019-05-09 16.945779% -7.905143
2019-05-08 16.470360% -2.996478
2019-05-07 16.211044% -8.192414
2019-05-06 14.154741% 9.634122
2019-05-03 12.550258% -1.261297
2019-05-02 12.507850% N/A
2019-05-01 13.574732% 11.112842
2019-04-30 13.105033% 1.246074
2019-04-29 13.406373% -0.707602
2019-04-26 13.204528% 13.883965
2019-04-25 13.100941% N/A
2019-04-24 12.931929% N/A
2019-04-23 12.796481% N/A
2019-04-22 13.335180% 10.092396
2019-04-18 12.681780% -4.742580
2019-04-17 13.628510% 19.351721
2019-04-16 15.478797% -2.669078
2019-04-15 15.092312% N/A
2019-04-12 14.836474% 4.087127
2019-04-11 15.749137% N/A
2019-04-10 15.848839% 1.307638
2019-04-09 15.490515% 2.314542
2019-04-08 15.500275% 8.782756
2019-04-05 14.766002% 12.202170
2019-04-04 14.409051% N/A
2019-04-03 14.720629% -5.476554
2019-04-01 15.276452% N/A
2019-03-29 14.471749% -5.832673
2019-03-28 15.052636% N/A
2019-03-27 15.771737% -8.375101
2019-03-26 15.848765% N/A
2019-03-25 16.200746% -2.826262
2019-03-22 15.809916% -4.345474
2019-03-21 14.773673% -5.666020
2019-03-20 15.159072% 5.877339