PepsiCo Inc. (PEP)
PEP Daily Delta Exposure
PEP's current Delta Exposure (DEX) is 8.63M shares, which is 315% larger than the 3M average of 2.08M shares. During this period, DEX ranged from -2.1M on Jun 6, 2025 to 11.34M on Aug 19, 2025, swinging between net long and short dealer positioning. Delta exposure has been stable recently, maintaining steady hedging requirements. The current put-call delta ratio of 0.42 shows bullish call positioning but leaves the market vulnerable to pullbacks. Moderate DEX levels suggest normal market maker hedging activity.
DEX History
| Date | Call Delta | Put Delta | Net Delta | P/C Delta |
|---|---|---|---|---|
| Aug 22, 2025 | 14,919,797.3 | -6,289,258.62 | 8,630,538.68 | 0.42 |
| Aug 21, 2025 | 14,142,299.02 | -6,710,653.86 | 7,431,645.16 | 0.47 |
| Aug 20, 2025 | 13,988,210.26 | -6,172,073.44 | 7,816,136.82 | 0.44 |
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