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
PepsiCo Greeks
Delta, Gamma, Theta, and Vega Greek Charts for PEP options.
Delta Table
| Strike Price | Delta | Gamma | Theta | Vega |
|---|---|---|---|---|
| 80.00 | 0.9915 | 0.0006 | -0.0602 | 0.0049 |
| 85.00 | 0.9783 | 0.0014 | -0.1333 | 0.0109 |
| 90.00 | 0.9939 | 0.0006 | -0.0381 | 0.0036 |
| 95.00 | 0.9832 | 0.0015 | -0.0827 | 0.0087 |
| 100.00 | 0.9935 | 0.0009 | -0.0339 | 0.0038 |
| 105.00 | 0.9819 | 0.0021 | -0.0694 | 0.0093 |
| 110.00 | 0.9908 | 0.0016 | -0.0358 | 0.0052 |
| 115.00 | 0.9884 | 0.0023 | -0.0374 | 0.0064 |
| 120.00 | 0.9913 | 0.0024 | -0.0275 | 0.0050 |
| 125.00 | 0.9769 | 0.0060 | -0.0439 | 0.0115 |
| 127.00 | 0.9688 | 0.0083 | -0.0503 | 0.0147 |
| 128.00 | 0.9502 | 0.0115 | -0.0703 | 0.0216 |
| 129.00 | 0.9627 | 0.0107 | -0.0518 | 0.0171 |
| 130.00 | 0.9545 | 0.0130 | -0.0571 | 0.0201 |
| 131.00 | 0.9657 | 0.0123 | -0.0429 | 0.0159 |
| 132.00 | 0.9586 | 0.0151 | -0.046 | 0.0186 |
| 133.00 | 0.9477 | 0.0191 | -0.0508 | 0.0224 |
| 134.00 | 0.9302 | 0.0247 | -0.0587 | 0.0281 |
| 135.00 | 0.9026 | 0.0320 | -0.0707 | 0.0361 |
| 136.00 | 0.8704 | 0.0403 | -0.0816 | 0.0443 |
| 137.00 | 0.8293 | 0.0495 | -0.0932 | 0.0532 |
| 138.00 | 0.7752 | 0.0590 | -0.1064 | 0.0629 |
| 139.00 | 0.6144 | 0.1478 | -0.1404 | 0.1073 |
| 140.00 | 0.3520 | 0.1832 | -0.1923 | 0.1498 |
| 141.00 | 0.1489 | 0.1928 | -0.212 | 0.1643 |
| 142.00 | -0.0431 | 0.1856 | -0.2243 | 0.1671 |
| 143.00 | -0.2201 | 0.1745 | -0.215 | 0.1606 |
| 144.00 | -0.3584 | 0.1492 | -0.2203 | 0.1489 |
| 145.00 | -0.4909 | 0.1297 | -0.1965 | 0.1327 |
| 146.00 | -0.5964 | 0.1086 | -0.1751 | 0.1156 |
| 147.00 | -0.6543 | 0.0870 | -0.1766 | 0.1029 |
| 148.00 | -0.6654 | 0.0674 | -0.2147 | 0.0967 |
| 149.00 | -0.7396 | 0.0581 | -0.1691 | 0.0822 |
| 150.00 | -0.6792 | 0.0560 | -0.2495 | 0.0974 |
| 152.50 | -0.7272 | 0.0440 | -0.2527 | 0.0883 |
| 155.00 | -0.7824 | 0.0347 | -0.229 | 0.0756 |
| 157.50 | -0.8131 | 0.0279 | -0.2246 | 0.0673 |
| 160.00 | -0.8493 | 0.0225 | -0.1981 | 0.0572 |
| 162.50 | -0.8602 | 0.0168 | -0.2128 | 0.0507 |
| 165.00 | -0.8623 | 0.0161 | -0.2288 | 0.0516 |
| 167.50 | -0.8542 | 0.0163 | -0.2636 | 0.0557 |
| 170.00 | -0.8573 | 0.0149 | -0.2792 | 0.0549 |
| 172.50 | -0.8403 | 0.0154 | -0.338 | 0.0616 |
| 175.00 | -0.87 | 0.0124 | -0.2894 | 0.0513 |
| 177.50 | -0.8669 | 0.0122 | -0.3153 | 0.0528 |
| 180.00 | -0.8829 | 0.0104 | -0.2916 | 0.0470 |
| 182.50 | -0.9001 | 0.0084 | -0.2609 | 0.0398 |
| 185.00 | -0.903 | 0.0078 | -0.2654 | 0.0389 |
| 190.00 | -0.8988 | 0.0079 | -0.3007 | 0.0420 |