1 Ground cayenne pepper packed in foil, jars, and plastic bottles can cost anywhere from $6 to $15. 2  Fresh cayenne peppers at a local farmer’s market or grocery store can cost $7 to $12. 3  VitaCart.com sells cayenne pepper extract as well as the usual ground and fresh form. Food supplements made from cayenne pepper can cost anywhere from $5 to $10 per 100 capsule bottle. 2  For example, a 100 capsule package from Nature’s Way retails for $7 to $10.