PepsiCo Inc. (PEP)
NASDAQ: PEP
· Real-Time Price · USD
150.78
2.16 (1.45%)
At close: Aug 15, 2025, 2:54 PM
PEP Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for PEP across all expirations is 264,436.01 shares per 1% move, with 589,039.35 from calls and 324,603.34 from puts. The put-call GEX ratio of 0.55 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 103,516.31 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 22, 25 suggests potential support from positive gamma hedging flows.
PEP GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 22, 25 | 34,897.97 | -28,995 | 5,902.97 | 0.83 |
| Aug 29, 25 | 27,992.07 | -8,127.13 | 19,864.94 | 0.29 |
| Sep 5, 25 | 12,512.1 | -5,648.93 | 6,863.17 | 0.45 |
| Sep 12, 25 | 2,617 | -881.15 | 1,735.85 | 0.34 |
| Sep 19, 25 | 199,217.09 | -95,700.78 | 103,516.31 | 0.48 |
| Sep 26, 25 | 3,091.49 | -1,006.26 | 2,085.23 | 0.33 |
| Oct 17, 25 | 78,424.26 | -94,561.49 | -16,137.23 | 1.21 |
| Nov 21, 25 | 36,117.32 | -244.15 | 35,873.17 | 0.01 |
| Jan 16, 26 | 132,383.39 | -53,666.47 | 78,716.92 | 0.41 |
| Mar 20, 26 | 21,224.24 | -11,803.52 | 9,420.72 | 0.56 |
| Apr 17, 26 | 0 | 0 | 0 | n/a |
| Jun 18, 26 | 16,834.16 | -9,819.9 | 7,014.26 | 0.58 |
| Sep 18, 26 | 5,199.29 | -6,474.5 | -1,275.21 | 1.25 |
| Jan 15, 27 | 18,528.97 | -7,674.06 | 10,854.91 | 0.41 |