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PEP - PepsiCo
Implied Volatility Analysis

Implied Volatility:
25.1%
Put/Call-Ratio:
0.93

PepsiCo has an Implied Volatility (IV) of 25.1% p.a. for a constant maturity of 30 days. The Implied Volatility Rank (IVR) for PEP is 67 and the Implied Volatility Percentile (IVP) is 88. The current Implied Volatility Index for PEP is 1.41 standard deviations away from its 1 year mean.

Market Cap$226.90B
Dividend Yield2.64% ($4.33)
Next Earnings Date7/11/2022 (14d) !
Implied Volatility (IV) 30d
25.07
Implied Volatility Rank (IVR) 1y
66.51
Implied Volatility Percentile (IVP) 1y
87.75
Historical Volatility (HV) 30d
20.11
IV / HV
1.25
Open Interest
185.02K
Option Volume
11.71K
Put/Call Ratio (Volume)
0.93

Data was calculated after the 6/24/2022 closing.

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