Pepsico (PEP)'s 30-day implied volatility (IV30) was 22.1% at the close on November 13, 2026, up from 20.8% the day before, against a 52-week range of 14.0% to 31.6%. Its 20-day historical volatility was 28.4%.
Key numbers
30-day implied volatility (IV30): 22.1%
IV30 52-week range: 14.0% to 31.6% (median 22.9%)
Historical volatility: 20-day 28.4%, 1-year 22.4%
Implied move by the nearest expiration: ±1.4%
Data as of November 13, 2026.
PEP Implied Volatility (IV) vs Historical Volatility (HV)
The PEP IV term structure shows the implied volatility difference between different maturity dates.
