PepsiCo Inc. (PEP)
NASDAQ: PEP
· Real-Time Price · USD
140.42
0.50 (0.36%)
At close: Sep 26, 2025, 3:59 PM
140.79
0.26%
After-hours: Sep 26, 2025, 07:52 PM EDT
PEP Delta Exposure By Expiry
The total Delta Exposure (DEX) for PEP across all expirations shows -3,305,376.2 net shares that market makers must hedge, with 6,930,119.22 from calls and 10,235,495.42 from puts. The put-call delta ratio of 1.48 indicates defensive positioning with heavy put protection, which could accelerate downward moves if breached.
PEP DEX Table
| Expiry Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Oct 3, 25 | 260,157.96 | -342,550.98 | -82,393.02 | 1.32 |
| Oct 10, 25 | 117,703.77 | -312,764.85 | -195,061.08 | 2.66 |
| Oct 17, 25 | 1,142,294.67 | -3,648,463.79 | -2,506,169.12 | 3.19 |
| Oct 24, 25 | 35,173.65 | -55,754.75 | -20,581.1 | 1.59 |
| Oct 31, 25 | 25,204.95 | -21,794.41 | 3,410.54 | 0.86 |
| Nov 7, 25 | 462.42 | -427.84 | 34.58 | 0.93 |
| Nov 21, 25 | 491,973.05 | -547,695.45 | -55,722.4 | 1.11 |
| Dec 19, 25 | 79,708.84 | -53,053.81 | 26,655.03 | 0.67 |
| Jan 16, 26 | 2,338,726.7 | -3,637,045.3 | -1,298,318.6 | 1.56 |
| Mar 20, 26 | 723,572.64 | -453,922.79 | 269,649.85 | 0.63 |
| Apr 17, 26 | 19,916.63 | -34,194.4 | -14,277.77 | 1.72 |
| Jun 18, 26 | 608,353.06 | -411,694.62 | 196,658.44 | 0.68 |
| Sep 18, 26 | 317,013.17 | -292,270.11 | 24,743.06 | 0.92 |
| Jan 15, 27 | 749,697.33 | -415,143.48 | 334,553.85 | 0.55 |
| Jan 21, 28 | 20,160.38 | -8,718.84 | 11,441.54 | 0.43 |