PEP
Pepsico, Inc.Pre-market126.68+0.71 +0.56%USD
NasdaqGS · as of Oct 12, 16:00 ET · 15m delayPre-market 127.63 +0.75%
Open
126.54
Prev close
125.97
Day range
125.82127.22
52-week range
123.47171.48
Volume
7.90M0.95×
Mkt cap
172.63B
P/E ttm
15.93
Fwd P/E
14.62
EPS ttm
7.95
Div yield
4.67%
Earnings
Oct 8, 2026
From 52w high
−26.13%
PEP market-implied price distribution
PEP Price at Expiry
31 OTM quotes · ATM IV 20.7%
Days to expiry
31
Fri, Nov 13, 2026
P(finish above spot)
52%
spot 126.68
Expected price
126.74
forward 127.01
68% range
119–134
−5.8% / +5.9%
Shaded band: the middle 68% of outcomes. Where the blue curve sits above the dashed one, options price that move as likelier than a plain bell curve would.
Target Price
Percentiles
| Chance below | Price | vs spot |
|---|---|---|
| 5% | 109.20 | −13.8% |
| 16% | 119.39 | −5.8% |
| 25% | 122.22 | −3.5% |
| 50% (median) | 127.11 | +0.3% |
| 75% | 131.72 | +4.0% |
| 84% | 134.12 | +5.9% |
| 95% | 140.77 | +11.1% |
Move Odds
| Up 5% or more (133.01) | 20% |
|---|---|
| Up 10% or more (139.35) | 6.2% |
| Down 5% or more (120.35) | 19% |
| Down 10% or more (114.01) | 7.8% |
Options price a 10%+ drop at 7.8%, 2.0× the 4.0% a bell curve with the same volatility gives.
Risk-neutral odds from option prices, the bot's lgf odds method: out-of-the-money mids → implied vols → a smoothed smile in total variance → density = erT·∂²C/∂K² (Breeden–Litzenberger). Risk-neutral odds include the market's risk premium, so they lean bearish compared with real-world odds. Not investment advice.