PepsiCo Inc. (PEP)
NASDAQ: PEP
· Real-Time Price · USD
149.64
0.66 (0.44%)
At close: Aug 22, 2025, 3:59 PM
149.90
0.17%
After-hours: Aug 22, 2025, 07:57 PM EDT
PEP Gamma Exposure By Expiry
The total Gamma Exposure (GEX) for PEP across all expirations is 216,772.18 shares per 1% move, with 743,831.38 from calls and 527,059.2 from puts. The put-call GEX ratio of 0.71 reflects balanced positioning between puts and calls. The highest gamma concentration is at the Sep 19, 25 expiration with 211,380.32 net GEX, which may act as a magnet point for price action. Near-term exposure for Aug 29, 25 suggests possible volatility from negative gamma effects.
PEP GEX Table
| Expiry Date | Call GEX | Put GEX | Net GEX | P/C GEX |
|---|---|---|---|---|
| Aug 29, 25 | 60,518.63 | -74,844.42 | -14,325.79 | 1.24 |
| Sep 5, 25 | 19,225.56 | -9,961.22 | 9,264.34 | 0.52 |
| Sep 12, 25 | 5,929.58 | -4,512.69 | 1,416.89 | 0.76 |
| Sep 19, 25 | 332,596.16 | -121,215.84 | 211,380.32 | 0.36 |
| Sep 26, 25 | 5,564.47 | -3,242.17 | 2,322.3 | 0.58 |
| Oct 3, 25 | 143.92 | -103.65 | 40.27 | 0.72 |
| Oct 17, 25 | 87,275.47 | -207,156.65 | -119,881.18 | 2.37 |
| Nov 21, 25 | 41,579.51 | -5,925.47 | 35,654.04 | 0.14 |
| Jan 16, 26 | 128,041.12 | -58,959.67 | 69,081.45 | 0.46 |
| Mar 20, 26 | 22,169.28 | -13,418.58 | 8,750.7 | 0.61 |
| Apr 17, 26 | 278.5 | -546.42 | -267.92 | 1.96 |
| Jun 18, 26 | 16,879.08 | -11,969.56 | 4,909.52 | 0.71 |
| Sep 18, 26 | 5,200.53 | -7,097.44 | -1,896.91 | 1.36 |
| Jan 15, 27 | 18,429.57 | -8,105.42 | 10,324.15 | 0.44 |