Defensive · band window Nov 13 – Nov 20
PEPSICO
Equity · US · Defensive
Inside the expected range. No statistical dislocation.
Price basis: 2026-11-13 US regular-session close · candle and GEX OI timestamps are shown separately on the chart.
This link opens the latest data for this symbol.
30-minute candles · US regular session (ET)
2024-09-06 – 2026-11-13 · measured on each week's last regular-session close
Of PEP's 115 settled weeks, 81 (70.4%) finished inside ±1σ on the week's last close. 17 (14.8%) finished at or above +1σ and 17 (14.8%) at or below −1σ. A normal distribution puts 68.3% inside and about 15.9% beyond each side. Given 115 weeks, the gap from theory is within what chance alone produces.
This week's band of ±3.1% is 1.06× the symbol's median width of ±3.0% and ranks #159 widest of 184 tracked symbols. That is close to its usual width.
The week that finished furthest from its anchor closed 2025-02-21 at +3.20σ. The most recent finish outside was 2026-10-23 (+1.10σ), followed by 3 straight weeks inside.
Past shares do not predict next week. A week that broke the band intraday but closed back inside counts as inside. The universe-wide measurement and its method are in the weekly ±1σ coverage study.
Each date uses its own weekly band · settled bands are retained
Click or tap the chart to see prices.
Price ($)
Shading: historic ±1σ · dots: close at or beyond the band
Prices shown 2025-11-13–2026-11-13 · 252 sessions
Sigma bands: 252/252 sessions
| Close date | Sigma | +1W | +2W | +4W |
|---|---|---|---|---|
| +0.79σ | — | — | — | |
| +0.90σ | +2.94% | — | — | |
| +0.39σ | +2.91% | +5.94% | — | |
| +1.10σ | +1.16% | +4.10% | — | |
| +1.69σ | +3.26% | +4.45% | +10.65% | |
| +0.01σ | +4.38% | +7.78% | +12.20% | |
| −0.83σ | +0.06% | +4.45% | +9.10% | |
| −0.32σ | −2.13% | −2.07% | +5.55% | |
| −1.88σ | −0.86% | −2.97% | +1.34% | |
| −0.39σ | −4.82% | −5.64% | −7.59% | |
| −0.82σ | −0.95% | −5.73% | −8.53% | |
| −0.60σ | −2.44% | −3.37% | −8.82% |
Close-to-close price changes, excluding dividends and costs. — means future or unavailable. Predictive value is still under validation.
Dealer gamma stacked at each strike. The dashed lines are this week's ±1σ edges, so whether a thick strike and a band edge land on the same price is readable in one view.
Hedging leans against the move, so the strikes below tend to hold.
All expirations, strikes within ±10% of spot. Open interest settles once a day, so these levels move on the same cadence as the σ band.
A daily snapshot, not a live quote. Prices are taken as the upstream feed supplies them.