← Back to Stock / ETF implied volatility screenerPEP - PepsiCo
PEP - PepsiCo
Implied Volatility Analysis
Implied Volatility:
20.7%
20.7%
Put/Call-Ratio:
0.59
0.59
PepsiCo has an Implied Volatility (IV) of 20.7% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEP is 36 and the Implied Volatility Percentile (IVP) is 50. The current Implied Volatility Index for PEP is -0.22 standard deviations away from its 1 year mean.
| Market Cap | $238.47B |
|---|---|
| Dividend Yield | 2.63% ($4.56) |
| Next Earnings Date | 4/25/2023 (36d) |
| Implied Volatility (IV) 30d | 20.68 |
| Implied Volatility Rank (IVR) 1y | 36.37 |
| Implied Volatility Percentile (IVP) 1y | 49.60 |
| Historical Volatility (HV) 30d | 12.39 |
| IV / HV | 1.67 |
| Open Interest | 235.61K |
| Option Volume | 11.43K |
| Put/Call Ratio (Volume) | 0.59 |
Data was calculated after the 3/17/2023 closing.
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