IntraAlpha
Create free account Start free

Vita Coco Company Inc COCO

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-10-16T22:40:58.259Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-16T20:01:36.71498381Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T22:40:57.401073+00:00

Share price$58.95
1D+2.0%
AH$57.55$58.08$58.61$59.14$59.675:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOCO
Sold putSold callAH

Vita Coco Company Inc options

Live interpolated COCO call and put midpoint premiums by absolute delta.Vita Coco Company Inc$0.74$3.57$6.40$9.23$12.07$45.37$51.96$58.56$65.15$71.7420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COCO spot · $58.95COCO PRICE$1.05$1.38$1.71$2.15$2.61$3.08$3.55$4.36$5.18$6.00$6.92$8.12$9.32$1.54$2.00$2.46$3.02$3.65$4.27$4.93$5.84$6.75$7.66$8.79$10.02$11.25
PutsExpensive1.28×
CallsExpensive1.08×
SkewBearish+4.33 pp
Implied moveBearish±$8.48
TiltBearish13.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.4455.1%19.6%50.5868.0%16.8%
25Δ67.4754.3%16.8%52.4665.7%14.4%
30Δ65.5153.5%14.0%54.3363.5%12.0%
35Δ64.0153.4%12.2%55.9262.1%10.3%
40Δ62.6853.5%10.8%57.3561.3%8.9%
45Δ61.3453.7%9.3%58.7760.5%7.5%
50Δ60.0053.9%7.8%60.2059.7%6.2%
55Δ58.6655.5%6.9%61.6559.3%5.3%
60Δ57.3357.1%6.0%63.1059.0%4.4%
65Δ55.9958.7%5.1%64.5558.6%3.5%
70Δ54.5660.0%4.3%66.1257.6%2.7%
75Δ52.8960.5%3.5%67.7656.4%2.1%
80Δ51.2261.1%2.7%69.4055.1%1.4%

20Δ

Calls
Pseudo strike
69.44
IV
55.1%
B/E move
19.6%
Puts
Pseudo strike
50.58
IV
68.0%
B/E move
16.8%

25Δ

Calls
Pseudo strike
67.47
IV
54.3%
B/E move
16.8%
Puts
Pseudo strike
52.46
IV
65.7%
B/E move
14.4%

30Δ

Calls
Pseudo strike
65.51
IV
53.5%
B/E move
14.0%
Puts
Pseudo strike
54.33
IV
63.5%
B/E move
12.0%

35Δ

Calls
Pseudo strike
64.01
IV
53.4%
B/E move
12.2%
Puts
Pseudo strike
55.92
IV
62.1%
B/E move
10.3%

40Δ

Calls
Pseudo strike
62.68
IV
53.5%
B/E move
10.8%
Puts
Pseudo strike
57.35
IV
61.3%
B/E move
8.9%

45Δ

Calls
Pseudo strike
61.34
IV
53.7%
B/E move
9.3%
Puts
Pseudo strike
58.77
IV
60.5%
B/E move
7.5%

50Δ

Calls
Pseudo strike
60.00
IV
53.9%
B/E move
7.8%
Puts
Pseudo strike
60.20
IV
59.7%
B/E move
6.2%

55Δ

Calls
Pseudo strike
58.66
IV
55.5%
B/E move
6.9%
Puts
Pseudo strike
61.65
IV
59.3%
B/E move
5.3%

60Δ

Calls
Pseudo strike
57.33
IV
57.1%
B/E move
6.0%
Puts
Pseudo strike
63.10
IV
59.0%
B/E move
4.4%

65Δ

Calls
Pseudo strike
55.99
IV
58.7%
B/E move
5.1%
Puts
Pseudo strike
64.55
IV
58.6%
B/E move
3.5%

70Δ

Calls
Pseudo strike
54.56
IV
60.0%
B/E move
4.3%
Puts
Pseudo strike
66.12
IV
57.6%
B/E move
2.7%

75Δ

Calls
Pseudo strike
52.89
IV
60.5%
B/E move
3.5%
Puts
Pseudo strike
67.76
IV
56.4%
B/E move
2.1%

80Δ

Calls
Pseudo strike
51.22
IV
61.1%
B/E move
2.7%
Puts
Pseudo strike
69.40
IV
55.1%
B/E move
1.4%