PepsiCo (PEP) volatility increases on more calls than puts into Q2 EPS and outlook
PepsiCo (NYSE: PEP) July weekly call option implied volatility is at 28, July is at 20, August is at 16; compared to its 52-week range of 11 to 20 into the expected release of Q2 results today. Call put ratio is 1.35 calls to 1 put.