· wheel strategy
PepsiCo, Inc. (PEP) · wheel strategy $125.94
Day +0.3% · RSI 25 · Live · 15-min delayed · as of 10:55 AM ET
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IV rank · 1 year47
Year lowYear high
Implied vol 25%.
Sellers are paid the gap between implied and realized volatility. Cboe research puts the long-run S&P 500 gap near 4 points.
Fair valueNo fair value yet
No fair value yet for this stock. Add your own mark in Rules → Fair values, or wait for the engine's valuation run.
- Quality gates✓ Pass
- Under fair value–
- Market cap$172B
Next earningsOct 8Last ex-dividendSep 4
Closest put · nothing clears the default rules today
PEP 110P · Nov 13
39 days · Δ0.13 · $1.17 mid · 10.1% annualized · 86% probability of profit
Score44
Market expects ±4.4% on earnings Oct 8; your strike is 12.7% away.(from the Oct 16 straddle)
IV rank4714.2 pts
Return409.9 pts
Liquidity00.0 pts
Safety619.2 pts
Timing7311.0 pts
Strike on the chart
Checklist
Value ?SizeRed dayOversoldSupport
ValueRequired rule, metRed daySignal on todaySupportAlmostOversoldNot today
- Under fair value (required rule)
- Position under limit (required rule)0.0% of account · required to stay under 5% ✓
- Big red day+0.3% today · lit at -2.0% or lower –
- OversoldRSI 25 · lit at 30 or under ✓
- Near support1% above support $125.16 · lit within 3% ✓
Live · 15-min delayed. Default rules, not yours.
Rule-based setup from your own filters in Wheelhouse Trader. Not a recommendation.
Score it with your own rules.
Score it with your own rules