Free PEP GEX - Live PepsiCo Gamma Exposure
Free PEP GEX helps you examine modeled PepsiCo gamma exposure by strike. Select one or more expirations to compare net GEX, the call wall, the put wall, and the gamma flip around consumer demand, pricing, input costs, and distribution trends.
How to use the PEP GEX tool
Search PEP
PEP is already entered. Keep it or enter another ticker, then select Search.
Select expirations
Choose one or more expiration dates to include.
Generate GEX
Select Generate GEX to view the chart and key levels.
Run up to 3 free GEX calculations per day.
What is Gamma Exposure (GEX)?
Gamma Exposure represents the sensitivity of an option's delta to changes in the underlying price. Market makers hedge their gamma exposure, creating support/resistance at high GEX strikes.
Key Levels:
- Call Wall: Strike with highest positive GEX (resistance)
- Put Wall: Strike with the largest put GEX, shown as the deepest negative bar (support)
- Gamma Flip: Where total GEX changes from negative to positive
Positive GEX: Market makers sell into rallies, buy into dips (stabilizing).
Negative GEX: Market makers buy into rallies, sell into dips (amplifying moves).
Select a ticker and expiration date, then click Generate GEX to see the analysis
Key levels
PEP GEX levels in detail
Data as of
Spot
$126.98
Call wall
$130
2.4% above spot
Put wall
$125
1.6% below spot
Gamma flip
$126.35
0.5% below spot
Net GEX
$20K
positive gamma
Largest gamma by strike
- $130 $22K
- $125 -$19K
- $128 $17K
- $124 -$12K
- $123 -$9K
Since the previous session (Oct 12)
- Spot down 0.0% ($126.99 to $126.98)
- Call wall unchanged at $130
- Put wall unchanged at $125
- Net GEX $11K to $20K
Reviewed by the QuantWheel research team. Modeled from listed PEP options data; not observed dealer inventory and not a forecast. Read how we compute PEP GEX levels.
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Understanding PEP gamma exposure
PEP provides options exposure to PepsiCo, which operates in soft drinks and non-alcoholic beverages. Earnings and shifts in consumer demand, pricing, input costs, and distribution trends can change option pricing and open interest. The GEX chart shows how modeled exposure is distributed for the contracts and expirations you include.
New to the concept? Start with our guides to gamma in options and the options Greeks.
PEP GEX methodology and limitations
QuantWheel calculates PEP GEX from the selected expirations, available options data and the formula displayed in the calculator. The result summarizes modeled gamma exposure by strike.
GEX is a model output, not observed dealer inventory or a price forecast. Open interest does not identify who owns an option, and the displayed call wall, put wall and gamma flip can change when the inputs or selected expirations change.
PEP GEX FAQ
What is PEP GEX?
PEP GEX estimates gamma exposure across listed PEP options using option gamma and open interest. It helps you compare how modeled exposure is distributed by strike and expiration. PEP GEX does not reveal actual dealer positions or predict where PEP will trade.
How do I read the PEP call wall and put wall?
QuantWheel labels the PEP call wall as the strike with the largest positive modeled GEX and the PEP put wall as the strike with the largest negative modeled GEX in your selected data. Compare both with the PEP price and expiration choices. They are reference levels, not guaranteed support or resistance.
What is the PEP gamma flip?
The PEP gamma flip is the price where modeled net gamma crosses zero for the selected PEP options data. Compare it with the current price and the shape of the strike chart. The PEP gamma flip is a model output, not a trading signal.
Which expirations should I use for PEP GEX?
Start with the nearest PEP expiration to study short-dated positioning, then add later expirations to compare a broader part of the options chain. Each selection changes which PEP contracts are included, so compare one expiration with a combined view before drawing conclusions.
Is the PEP GEX calculator free?
Yes. You can run up to three free PEP GEX calculations per day on the public tool. After using those calculations, continue for free in the GEX demo. Check the current QuantWheel pricing page for plan access details.