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Coca-Cola Europacific Partners plc Ordinary Shares CCEP

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-11-11T14:01:43.111Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew: equal-weight mean of put minus call IV across those four expirations. IV-implied move history: mean of each expiration’s average call/put IV multiplied by the square root of remaining calendar days divided by 365.25; percentage of spot, not a quoted straddle premium.

History data

PriceAlpaca · sip · 2026-11-11T13:58:48.556168487Z

FundamentalsAlpha Vantage · ready · quarter 2026-06-30 · fetched 2026-11-11T13:56:17.646383+00:00

Share price$116.49
1D+0.0%
$116.43$116.46$116.49$116.52$116.555:30 AM6:30 AM9:00 AM1:00 PMCCEP
Sold putSold call

Coca-Cola Europacific Partners plc Ordinary Shares options

Live interpolated CCEP call and put midpoint premiums by absolute delta.Coca-Cola Europacific Partners plc Ordinary Shares$0.44$2.30$4.17$6.04$7.90$108.21$112.29$116.36$120.43$124.5120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCEP spot · $116.49CCEP PRICE$0.65$0.75$1.07$1.44$1.81$2.18$2.55$2.92$3.29$4.19$5.25$6.31$7.36$0.64$0.82$0.99$1.16$1.57$2.04$2.51$2.98$3.45$3.92$4.38$5.79$7.34
PutsCheap0.84×
CallsFair0.98×
SkewBullish-3.86 pp
Implied moveBalanced±$5.06
TiltBullish2.8% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.5733.7%5.8%111.6230.6%4.7%
25Δ120.4428.6%4.0%112.6729.2%4.0%
30Δ119.4328.3%3.4%113.7327.8%3.2%
35Δ118.7229.3%3.2%114.7826.4%2.5%
40Δ118.0130.3%2.9%115.5726.8%2.1%
45Δ117.3031.3%2.6%116.2927.7%1.9%
50Δ116.5932.2%2.3%117.0128.5%1.7%
55Δ115.8733.2%2.0%117.7429.4%1.5%
60Δ115.1634.2%1.7%118.4630.3%1.3%
65Δ114.0136.4%1.5%119.1831.1%1.1%
70Δ112.7339.1%1.3%119.9032.0%0.8%
75Δ111.4541.7%1.1%121.4834.8%0.7%
80Δ110.1744.4%0.9%123.2137.9%0.5%

20Δ

Calls
Pseudo strike
122.57
IV
33.7%
B/E move
5.8%
Puts
Pseudo strike
111.62
IV
30.6%
B/E move
4.7%

25Δ

Calls
Pseudo strike
120.44
IV
28.6%
B/E move
4.0%
Puts
Pseudo strike
112.67
IV
29.2%
B/E move
4.0%

30Δ

Calls
Pseudo strike
119.43
IV
28.3%
B/E move
3.4%
Puts
Pseudo strike
113.73
IV
27.8%
B/E move
3.2%

35Δ

Calls
Pseudo strike
118.72
IV
29.3%
B/E move
3.2%
Puts
Pseudo strike
114.78
IV
26.4%
B/E move
2.5%

40Δ

Calls
Pseudo strike
118.01
IV
30.3%
B/E move
2.9%
Puts
Pseudo strike
115.57
IV
26.8%
B/E move
2.1%

45Δ

Calls
Pseudo strike
117.30
IV
31.3%
B/E move
2.6%
Puts
Pseudo strike
116.29
IV
27.7%
B/E move
1.9%

50Δ

Calls
Pseudo strike
116.59
IV
32.2%
B/E move
2.3%
Puts
Pseudo strike
117.01
IV
28.5%
B/E move
1.7%

55Δ

Calls
Pseudo strike
115.87
IV
33.2%
B/E move
2.0%
Puts
Pseudo strike
117.74
IV
29.4%
B/E move
1.5%

60Δ

Calls
Pseudo strike
115.16
IV
34.2%
B/E move
1.7%
Puts
Pseudo strike
118.46
IV
30.3%
B/E move
1.3%

65Δ

Calls
Pseudo strike
114.01
IV
36.4%
B/E move
1.5%
Puts
Pseudo strike
119.18
IV
31.1%
B/E move
1.1%

70Δ

Calls
Pseudo strike
112.73
IV
39.1%
B/E move
1.3%
Puts
Pseudo strike
119.90
IV
32.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
111.45
IV
41.7%
B/E move
1.1%
Puts
Pseudo strike
121.48
IV
34.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
110.17
IV
44.4%
B/E move
0.9%
Puts
Pseudo strike
123.21
IV
37.9%
B/E move
0.5%

Options history

IV · four-Friday blend23.74%
Daily EOD
CCEP22.3%24.0%25.6%2026-10-19: 22.95%2026-10-20: 23.03%2026-10-21: 24.89%2026-10-22: 22.52%2026-10-23: 25.38%2026-10-26: 24.13%2026-10-27: 24.25%2026-10-28: 24.09%2026-10-29: 23.96%2026-10-30: 23.74%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
22.95%
23.03%
24.89%
22.52%
25.38%
24.13%
24.25%
24.09%
23.96%
23.74%