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Implied Movement: Weekly Straddle Tracking History   
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PepsiCo (PEP) - NASDAQ Next Earnings Date: Oct. 9, 2025 BO
EVR: 1.4
Avg Daily Volume: 7,959,369    Market Cap: 203.5B
Sector: Consumer Goods    Short Interest: 1.61
Live Interactive Chart
Days to Next Earnings: 27 Days
Implied Move Weekly: 5.49%       Expires on: Oct. 10, 2025
Implied Move Monthly: 6.24%       Expires on: Oct. 17, 2025

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Sample Chart


 
Tracking Statistics Available: 45
Earnings Date Pre-ER EVR IMPLIED MOVE APPROACHING EARNINGS Inside or Outside IMPL. Move
Post Earnings: At Market Close
Pre-ER Close Position Straddle @Trade Price Open High Low Close Max Move I/O Closing Move I/O Price Straddle @Trade Price Return
Oct. 9, 2025 BO None $0.00 @$144.00 $7.88
($143.53)
6.04% 6.13% 5.49% 5.49% -None% I -None% I $0.00 $0.00
($0.00)
None%
July 17, 2025 BO 1.2 $135.35 @$135.00 $5.62
($135.35)
6.42% 6.42% 4.0% 4.16% 7.83% O 7.45% O $145.44 $10.55
($145.44)
87.72%
April 24, 2025 BO 1.1 $142.26 @$142.00 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Feb. 4, 2025 BO 1.0 $150.27 @$150.00
Oct. 8, 2024 BO 1.0 $167.21 @$167.50
July 11, 2024 BO 1.0 $163.59 @$162.50
April 23, 2024 BO 0.9 $176.46 @$177.50
Feb. 9, 2024 BO 0.9 $173.85 @$175.00
Oct. 10, 2023 BO 0.9 $161.36 @$162.50
July 13, 2023 BO 0.8 $183.17 @$182.50


 
 
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