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Coca-Cola Europacific Partners plc Ordinary Shares CCEP

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Market datapartial · fetched 2026-10-22T08:07:06.323Z

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 · 2026-10-22T08:02:09.478862802Z

FundamentalsAlpha Vantage · unavailable

Share price$110.99
1D
Price history unavailable.

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$0.63$5.60$10.56$15.53$20.50$96.61$102.89$109.16$115.44$121.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive CCEP spot · $110.99CCEP PRICE$1.28$1.31$1.17$1.54$1.91$2.27$2.64$3.01$3.42$4.05$4.69$5.32$5.95$1.46$1.57$2.03$2.48$2.93$3.54$4.34$5.14$5.95$7.53$9.58$13.16$19.07
PutsExpensive1.68×
CallsCheap0.86×
SkewBearish+13.48 pp
Implied moveBearish±$6.98
TiltBearish34.3% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ123.0838.7%12.0%101.6240.4%9.8%
25Δ118.5830.2%8.0%105.1532.1%6.7%
30Δ114.8519.9%4.5%106.5231.7%5.9%
35Δ114.0220.1%4.1%107.8831.3%5.0%
40Δ113.1920.3%3.7%109.2530.9%4.2%
45Δ112.3620.4%3.3%110.5930.9%3.5%
50Δ111.5320.6%2.9%111.8931.5%3.1%
55Δ110.7020.8%2.5%113.2032.1%2.6%
60Δ109.8621.0%2.1%114.5032.7%2.2%
65Δ108.9420.7%1.8%116.4535.1%1.9%
70Δ108.0120.4%1.5%118.7938.6%1.6%
75Δ107.0920.1%1.3%122.5645.4%1.4%
80Δ106.1719.8%1.0%128.6655.4%1.3%

20Δ

Calls
Pseudo strike
123.08
IV
38.7%
B/E move
12.0%
Puts
Pseudo strike
101.62
IV
40.4%
B/E move
9.8%

25Δ

Calls
Pseudo strike
118.58
IV
30.2%
B/E move
8.0%
Puts
Pseudo strike
105.15
IV
32.1%
B/E move
6.7%

30Δ

Calls
Pseudo strike
114.85
IV
19.9%
B/E move
4.5%
Puts
Pseudo strike
106.52
IV
31.7%
B/E move
5.9%

35Δ

Calls
Pseudo strike
114.02
IV
20.1%
B/E move
4.1%
Puts
Pseudo strike
107.88
IV
31.3%
B/E move
5.0%

40Δ

Calls
Pseudo strike
113.19
IV
20.3%
B/E move
3.7%
Puts
Pseudo strike
109.25
IV
30.9%
B/E move
4.2%

45Δ

Calls
Pseudo strike
112.36
IV
20.4%
B/E move
3.3%
Puts
Pseudo strike
110.59
IV
30.9%
B/E move
3.5%

50Δ

Calls
Pseudo strike
111.53
IV
20.6%
B/E move
2.9%
Puts
Pseudo strike
111.89
IV
31.5%
B/E move
3.1%

55Δ

Calls
Pseudo strike
110.70
IV
20.8%
B/E move
2.5%
Puts
Pseudo strike
113.20
IV
32.1%
B/E move
2.6%

60Δ

Calls
Pseudo strike
109.86
IV
21.0%
B/E move
2.1%
Puts
Pseudo strike
114.50
IV
32.7%
B/E move
2.2%

65Δ

Calls
Pseudo strike
108.94
IV
20.7%
B/E move
1.8%
Puts
Pseudo strike
116.45
IV
35.1%
B/E move
1.9%

70Δ

Calls
Pseudo strike
108.01
IV
20.4%
B/E move
1.5%
Puts
Pseudo strike
118.79
IV
38.6%
B/E move
1.6%

75Δ

Calls
Pseudo strike
107.09
IV
20.1%
B/E move
1.3%
Puts
Pseudo strike
122.56
IV
45.4%
B/E move
1.4%

80Δ

Calls
Pseudo strike
106.17
IV
19.8%
B/E move
1.0%
Puts
Pseudo strike
128.66
IV
55.4%
B/E move
1.3%

Options history

No recorded observations