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The Vita Coco Company, Inc. Common Stock COCO

i

Market dataready · fetched 2026-11-07T07:16:27.266Z

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 · 2026-11-06T21:00:08.86407083Z

FundamentalsSEC EDGAR · ready · as of 2026-09-30 · fetched 2026-11-07T07:16:26.747036+00:00

Share price$62.45
1D-1.5%
AH$61.57$62.07$62.57$63.07$63.575:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOCO
Sold putSold callAH

The Vita Coco Company, Inc. Common Stock options

Live interpolated COCO call and put midpoint premiums by absolute delta.The Vita Coco Company, Inc. Common Stock$0.69$2.56$4.43$6.31$8.18$51.43$57.18$62.93$68.68$74.4320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COCO spot · $62.45COCO PRICE$0.89$1.21$1.56$1.92$2.28$2.81$3.40$4.00$4.60$5.23$5.97$6.71$7.45$1.07$1.37$1.68$2.00$2.59$3.19$3.78$4.37$4.98$5.65$6.31$6.97$7.64
PutsFair1.02×
CallsCheap0.92×
SkewBullish-6.00 pp
Implied moveBearish±$7.18
TiltBearish3.6% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ71.0272.6%15.2%55.8773.9%12.2%
25Δ69.1971.0%12.7%57.2771.5%10.5%
30Δ67.9371.6%11.3%58.6669.1%8.8%
35Δ66.6772.2%9.8%60.0566.9%7.1%
40Δ65.4172.7%8.4%61.0967.9%6.3%
45Δ64.2373.9%7.4%62.1468.9%5.6%
50Δ63.1175.3%6.5%63.1969.9%4.9%
55Δ61.9876.7%5.7%64.2470.9%4.1%
60Δ60.8578.1%4.8%65.2870.9%3.4%
65Δ59.7178.7%4.0%66.3068.3%2.9%
70Δ58.5476.5%3.3%67.3265.7%2.3%
75Δ57.3674.3%2.6%68.3563.1%1.7%
80Δ56.1972.1%1.9%69.3760.6%1.2%

20Δ

Calls
Pseudo strike
71.02
IV
72.6%
B/E move
15.2%
Puts
Pseudo strike
55.87
IV
73.9%
B/E move
12.2%

25Δ

Calls
Pseudo strike
69.19
IV
71.0%
B/E move
12.7%
Puts
Pseudo strike
57.27
IV
71.5%
B/E move
10.5%

30Δ

Calls
Pseudo strike
67.93
IV
71.6%
B/E move
11.3%
Puts
Pseudo strike
58.66
IV
69.1%
B/E move
8.8%

35Δ

Calls
Pseudo strike
66.67
IV
72.2%
B/E move
9.8%
Puts
Pseudo strike
60.05
IV
66.9%
B/E move
7.1%

40Δ

Calls
Pseudo strike
65.41
IV
72.7%
B/E move
8.4%
Puts
Pseudo strike
61.09
IV
67.9%
B/E move
6.3%

45Δ

Calls
Pseudo strike
64.23
IV
73.9%
B/E move
7.4%
Puts
Pseudo strike
62.14
IV
68.9%
B/E move
5.6%

50Δ

Calls
Pseudo strike
63.11
IV
75.3%
B/E move
6.5%
Puts
Pseudo strike
63.19
IV
69.9%
B/E move
4.9%

55Δ

Calls
Pseudo strike
61.98
IV
76.7%
B/E move
5.7%
Puts
Pseudo strike
64.24
IV
70.9%
B/E move
4.1%

60Δ

Calls
Pseudo strike
60.85
IV
78.1%
B/E move
4.8%
Puts
Pseudo strike
65.28
IV
70.9%
B/E move
3.4%

65Δ

Calls
Pseudo strike
59.71
IV
78.7%
B/E move
4.0%
Puts
Pseudo strike
66.30
IV
68.3%
B/E move
2.9%

70Δ

Calls
Pseudo strike
58.54
IV
76.5%
B/E move
3.3%
Puts
Pseudo strike
67.32
IV
65.7%
B/E move
2.3%

75Δ

Calls
Pseudo strike
57.36
IV
74.3%
B/E move
2.6%
Puts
Pseudo strike
68.35
IV
63.1%
B/E move
1.7%

80Δ

Calls
Pseudo strike
56.19
IV
72.1%
B/E move
1.9%
Puts
Pseudo strike
69.37
IV
60.6%
B/E move
1.2%

Options history

IV · four-Friday blend48.64%
Daily close
COCO44.0%54.7%65.5%2026-08-10: 47.33%2026-08-11: 50.12%2026-08-12: 47.35%2026-08-17: 50.57%2026-08-21: 47.34%2026-08-24: 47.09%2026-08-25: 46.33%2026-08-26: 45.46%2026-08-27: 46.40%2026-08-28: 48.45%2026-08-31: 46.50%2026-09-01: 47.86%2026-09-02: 47.46%2026-09-03: 49.30%2026-09-04: 47.56%2026-09-08: 50.71%2026-09-09: 53.70%2026-09-14: 62.30%2026-09-15: 63.98%2026-09-18: 49.64%2026-09-21: 50.30%2026-09-22: 47.54%2026-09-23: 52.13%2026-09-24: 50.01%2026-09-25: 49.79%2026-09-28: 49.09%2026-09-29: 50.67%2026-09-30: 49.05%2026-10-01: 49.73%2026-10-02: 48.80%2026-10-06: 52.30%2026-10-08: 53.87%2026-10-16: 52.91%2026-10-19: 53.52%2026-10-20: 56.59%2026-10-21: 55.38%2026-10-22: 49.24%2026-10-23: 49.10%2026-10-26: 50.04%2026-10-27: 48.99%2026-10-28: 50.47%2026-10-29: 49.07%2026-10-30: 48.64%Aug 10Sep 22Oct 30
43 observations2026-08-10 — 2026-10-30
Table
DateIV (%)
47.33%
50.12%
47.35%
50.57%
47.34%
47.09%
46.33%
45.46%
46.40%
48.45%
46.50%
47.86%
47.46%
49.30%
47.56%
50.71%
53.70%
62.30%
63.98%
49.64%
50.30%
47.54%
52.13%
50.01%
49.79%
49.09%
50.67%
49.05%
49.73%
48.80%
52.30%
53.87%
52.91%
53.52%
56.59%
55.38%
49.24%
49.10%
50.04%
48.99%
50.47%
49.07%
48.64%