IntraAlpha
Create free account Start free

Coca-Cola Europacific Partners plc Ordinary Shares CCEP

i

Market datapartial · fetched 2026-10-22T04:21:51.565Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T20:00:04.581362314Z

FundamentalsAlpha Vantage · unavailable

Share price$110.29
1D-2.1%
AH$110.01$110.82$111.64$112.45$113.265:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCCEP
Sold putSold callAH

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$0.90$4.14$7.38$10.61$13.85$96.70$102.74$108.78$114.82$120.8620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCEP spot · $110.29CCEP PRICE$1.30$1.25$1.31$1.72$2.13$2.54$2.94$3.37$4.14$4.90$5.67$6.43$8.01$1.45$1.52$1.88$2.30$2.71$3.13$3.82$4.55$5.28$6.00$7.53$9.48$12.92
PutsExpensive1.44×
CallsFair0.99×
SkewBearish+5.31 pp
Implied moveBearish±$6.76
TiltBearish15.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ122.5839.5%12.3%101.0640.2%9.7%
25Δ117.5228.9%7.7%104.5331.6%6.6%
30Δ114.5222.0%5.0%106.0929.9%5.5%
35Δ113.6022.4%4.6%107.3529.3%4.8%
40Δ112.6922.9%4.1%108.6128.8%4.0%
45Δ111.7823.3%3.6%109.8628.2%3.2%
50Δ110.8623.8%3.2%111.0528.3%2.8%
55Δ109.9424.3%2.7%112.2328.6%2.4%
60Δ108.8224.7%2.4%113.4228.8%1.9%
65Δ107.7025.2%2.1%114.6029.0%1.5%
70Δ106.5825.7%1.8%116.4630.8%1.2%
75Δ105.4626.2%1.5%118.6733.5%1.0%
80Δ103.6028.1%1.2%122.3139.1%0.8%

20Δ

Calls
Pseudo strike
122.58
IV
39.5%
B/E move
12.3%
Puts
Pseudo strike
101.06
IV
40.2%
B/E move
9.7%

25Δ

Calls
Pseudo strike
117.52
IV
28.9%
B/E move
7.7%
Puts
Pseudo strike
104.53
IV
31.6%
B/E move
6.6%

30Δ

Calls
Pseudo strike
114.52
IV
22.0%
B/E move
5.0%
Puts
Pseudo strike
106.09
IV
29.9%
B/E move
5.5%

35Δ

Calls
Pseudo strike
113.60
IV
22.4%
B/E move
4.6%
Puts
Pseudo strike
107.35
IV
29.3%
B/E move
4.8%

40Δ

Calls
Pseudo strike
112.69
IV
22.9%
B/E move
4.1%
Puts
Pseudo strike
108.61
IV
28.8%
B/E move
4.0%

45Δ

Calls
Pseudo strike
111.78
IV
23.3%
B/E move
3.6%
Puts
Pseudo strike
109.86
IV
28.2%
B/E move
3.2%

50Δ

Calls
Pseudo strike
110.86
IV
23.8%
B/E move
3.2%
Puts
Pseudo strike
111.05
IV
28.3%
B/E move
2.8%

55Δ

Calls
Pseudo strike
109.94
IV
24.3%
B/E move
2.7%
Puts
Pseudo strike
112.23
IV
28.6%
B/E move
2.4%

60Δ

Calls
Pseudo strike
108.82
IV
24.7%
B/E move
2.4%
Puts
Pseudo strike
113.42
IV
28.8%
B/E move
1.9%

65Δ

Calls
Pseudo strike
107.70
IV
25.2%
B/E move
2.1%
Puts
Pseudo strike
114.60
IV
29.0%
B/E move
1.5%

70Δ

Calls
Pseudo strike
106.58
IV
25.7%
B/E move
1.8%
Puts
Pseudo strike
116.46
IV
30.8%
B/E move
1.2%

75Δ

Calls
Pseudo strike
105.46
IV
26.2%
B/E move
1.5%
Puts
Pseudo strike
118.67
IV
33.5%
B/E move
1.0%

80Δ

Calls
Pseudo strike
103.60
IV
28.1%
B/E move
1.2%
Puts
Pseudo strike
122.31
IV
39.1%
B/E move
0.8%

Options history

No recorded observations