PepsiCo (PEP) volatility elevated as shares bounce up form two-year lows into Q3 results

PepsiCo (NYSE: PEP) is expected to release Q3 results on October 12. October put option implied volatility is at 27, November and January is at 26; above its six-month average of 22 according to Track Data; suggesting larger price movement into the expected release of Q3 results on October 12.

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