PEP implied volatility

PEP implied volatility: the term structure across expirations and the front expiry's smile by strike.

• PEP options traded $2.36M in premium on 2026-11-02: $688.22K in calls and $1.67M in puts, a net bullish lean of $490.71K.
• Put/call ratio 2.43, implied volatility 23.5%.
• Options price a move of about ±$4.30 by 2026-11-06.
• Max pain for 2026-11-20 is $135.0.

Updated 2026-11-02 17:13 UTC