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PEP - PepsiCo
Implied Volatility Analysis

Implied Volatility:
17.4%
Put/Call-Ratio:
1.38

PepsiCo has an Implied Volatility (IV) of 17.4% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEP is 15 and the Implied Volatility Percentile (IVP) is 10. The current Implied Volatility Index for PEP is -1.32 standard deviations away from its 1 year mean.

Market Cap$254.99B
Dividend Yield2.38% ($4.41)
Next Earnings Date2/8/2023 (72d)
Next Dividend Date12/1/2022 (3d) !
Implied Volatility (IV) 30d
17.36
Implied Volatility Rank (IVR) 1y
14.59
Implied Volatility Percentile (IVP) 1y
9.85
Historical Volatility (HV) 30d
16.06
IV / HV
1.08
Open Interest
271.57K
Option Volume
7.11K
Put/Call Ratio (Volume)
1.38

Data was calculated after the 11/25/2022 closing.

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