Net delta exposure for PepsiCo Inc (PEP) options was $979.53M per 1% move at the Nov 4, 2026 close. It has been positive on 14 of the last 20 trading days. That is its highest reading in 12 weeks.
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Delta Exposure by Strike
Showing results for PEP, 2026-11-06(w), calls & puts
Delta Exposure Stats
Showing results for PEP, 2026-11-06(w), calls & puts
Net Delta Exposure by Expiration
Showing results for PEP, 2026-11-06(w), calls & puts. View all expiries
| Expiration | Net DEX | Call DEX | Put DEX | Call Wall | Put Wall |
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PEP Delta Exposure FAQ
What is delta exposure (DEX)?
Delta exposure estimates the dollar value of shares option dealers hold or owe as a hedge, per 1% move in the underlying.
Is PEP delta exposure positive or negative?
PepsiCo net delta exposure was positive on Nov 4, 2026, at $979.53M. It has been positive on 14 of the last 20 trading days.
How has PEP delta exposure changed recently?
PepsiCo net delta exposure went from -$558.07M on Oct 7, 2026 to $979.53M on Nov 4, 2026. See the PEP delta exposure history for a longer view.
What is PepsiCo Inc?
PepsiCo is a global leader in snacks and beverages, owning well-known household brands including Pepsi, Mountain Dew, Gatorade, Lay's, Cheetos, and Doritos, among others.