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Vita Coco Company Inc COCO

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-16T01:01:01.378Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-16

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:00:05.212395326Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T01:01:00.331939+00:00

Share price$57.67
1D-2.4%
AH$57.38$58.24$59.10$59.95$60.815:30 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$0.23$0.90$1.57$2.24$2.91$-0.12$0.19$0.50$0.81$1.1220Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICECOCO PRICE$0.30$0.50$0.71$0.91$1.11$1.31$1.51$1.71$1.91$2.11$2.31$2.51$2.71
Puts——
CallsExpensive1.43×
Skew——
Implied move——
TiltBullish100.0% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ59.9082.9%4.4%
25Δ59.5283.5%4.1%
30Δ59.1484.1%3.8%
35Δ58.7684.8%3.5%
40Δ58.3885.4%3.2%
45Δ58.0086.0%2.8%
50Δ57.6386.6%2.5%
55Δ57.2587.2%2.2%
60Δ56.8787.9%1.9%
65Δ56.4988.5%1.6%
70Δ56.1189.1%1.3%
75Δ55.7389.7%1.0%
80Δ55.3590.4%0.7%

20Δ

Calls
Pseudo strike
59.90
IV
82.9%
B/E move
4.4%
Puts
Pseudo strike
IV
B/E move

25Δ

Calls
Pseudo strike
59.52
IV
83.5%
B/E move
4.1%
Puts
Pseudo strike
IV
B/E move

30Δ

Calls
Pseudo strike
59.14
IV
84.1%
B/E move
3.8%
Puts
Pseudo strike
IV
B/E move

35Δ

Calls
Pseudo strike
58.76
IV
84.8%
B/E move
3.5%
Puts
Pseudo strike
IV
B/E move

40Δ

Calls
Pseudo strike
58.38
IV
85.4%
B/E move
3.2%
Puts
Pseudo strike
IV
B/E move

45Δ

Calls
Pseudo strike
58.00
IV
86.0%
B/E move
2.8%
Puts
Pseudo strike
IV
B/E move

50Δ

Calls
Pseudo strike
57.63
IV
86.6%
B/E move
2.5%
Puts
Pseudo strike
IV
B/E move

55Δ

Calls
Pseudo strike
57.25
IV
87.2%
B/E move
2.2%
Puts
Pseudo strike
IV
B/E move

60Δ

Calls
Pseudo strike
56.87
IV
87.9%
B/E move
1.9%
Puts
Pseudo strike
IV
B/E move

65Δ

Calls
Pseudo strike
56.49
IV
88.5%
B/E move
1.6%
Puts
Pseudo strike
IV
B/E move

70Δ

Calls
Pseudo strike
56.11
IV
89.1%
B/E move
1.3%
Puts
Pseudo strike
IV
B/E move

75Δ

Calls
Pseudo strike
55.73
IV
89.7%
B/E move
1.0%
Puts
Pseudo strike
IV
B/E move

80Δ

Calls
Pseudo strike
55.35
IV
90.4%
B/E move
0.7%
Puts
Pseudo strike
IV
B/E move