Pepsi (PEP) volatility decreases as shares rally on Q3 and raised guidance

Pepsi (NYSE: PEP) is recently up $1.17 to $108.55 after reporting better than expected Q3 revenue and earnings and raising its FY16 core constant currency EPS growth guidance to up 10% from up 9%. September weekly call option implied volatility is at 16, October is at 13; compared to its 52-week range of 11 to 22.

You May Also Be Interested In

• Pepsi’s media strategy shift could create an ‘unexpected’ winner in media – BofA
• Apple (AAPL) call put ratio 1.1 calls 1 put into hosting a special event
• TransUnion (TRU) call put ratio 1 call to 4.2 puts with a focus on January 47.50 puts as share price down 9.5%