Pepsico (PEP)'s 30-day implied volatility (IV30) was 21.2% at the close on October 23, 2026, up from 20.4% the day before, against a 52-week range of 14.0% to 31.6%. Its 20-day historical volatility was 24.5%.
Key numbers
30-day implied volatility (IV30): 21.2%
IV30 52-week range: 14.0% to 31.6% (median 22.7%)
Historical volatility: 20-day 24.5%, 1-year 21.6%
Implied move by the nearest expiration: ±1.5%
Data as of October 23, 2026.
PEP Implied Volatility (IV) vs Historical Volatility (HV)
The PEP IV term structure shows the implied volatility difference between different maturity dates.
