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Vita Coco Company Inc COCO

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-16T00:17:36.460Z

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

Calculation methodology

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

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:17:36.043707+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$0.84$3.45$6.05$8.66$11.27$45.08$51.68$58.28$64.88$71.4820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COCO spot · $57.67COCO PRICE$1.12$1.52$1.92$2.37$2.82$3.28$3.95$4.68$5.41$6.24$7.46$8.69$10.46$1.38$1.81$2.24$2.67$3.31$3.95$4.59$5.25$6.10$6.96$7.81$8.87$10.52
PutsExpensive1.16×
CallsExpensive1.19×
SkewBullish-6.76 pp
Implied moveBearish±$8.54
TiltBearish4.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ69.0559.3%21.7%50.0961.7%15.5%
25Δ67.1560.3%19.1%51.7060.0%13.5%
30Δ65.2561.2%16.5%53.3058.3%11.5%
35Δ63.5960.7%14.4%54.9156.6%9.4%
40Δ61.9660.0%12.3%56.2156.2%8.3%
45Δ60.3459.3%10.3%57.5055.9%7.1%
50Δ58.9059.9%9.0%58.7855.6%6.0%
55Δ57.5160.9%7.8%60.0755.3%4.9%
60Δ56.1261.9%6.7%61.3954.3%4.1%
65Δ54.6663.1%5.6%62.7053.3%3.3%
70Δ52.9465.0%4.7%64.0252.2%2.5%
75Δ51.2267.0%3.9%65.5051.5%1.8%
80Δ49.0071.7%3.1%67.4651.3%1.3%

20Δ

Calls
Pseudo strike
69.05
IV
59.3%
B/E move
21.7%
Puts
Pseudo strike
50.09
IV
61.7%
B/E move
15.5%

25Δ

Calls
Pseudo strike
67.15
IV
60.3%
B/E move
19.1%
Puts
Pseudo strike
51.70
IV
60.0%
B/E move
13.5%

30Δ

Calls
Pseudo strike
65.25
IV
61.2%
B/E move
16.5%
Puts
Pseudo strike
53.30
IV
58.3%
B/E move
11.5%

35Δ

Calls
Pseudo strike
63.59
IV
60.7%
B/E move
14.4%
Puts
Pseudo strike
54.91
IV
56.6%
B/E move
9.4%

40Δ

Calls
Pseudo strike
61.96
IV
60.0%
B/E move
12.3%
Puts
Pseudo strike
56.21
IV
56.2%
B/E move
8.3%

45Δ

Calls
Pseudo strike
60.34
IV
59.3%
B/E move
10.3%
Puts
Pseudo strike
57.50
IV
55.9%
B/E move
7.1%

50Δ

Calls
Pseudo strike
58.90
IV
59.9%
B/E move
9.0%
Puts
Pseudo strike
58.78
IV
55.6%
B/E move
6.0%

55Δ

Calls
Pseudo strike
57.51
IV
60.9%
B/E move
7.8%
Puts
Pseudo strike
60.07
IV
55.3%
B/E move
4.9%

60Δ

Calls
Pseudo strike
56.12
IV
61.9%
B/E move
6.7%
Puts
Pseudo strike
61.39
IV
54.3%
B/E move
4.1%

65Δ

Calls
Pseudo strike
54.66
IV
63.1%
B/E move
5.6%
Puts
Pseudo strike
62.70
IV
53.3%
B/E move
3.3%

70Δ

Calls
Pseudo strike
52.94
IV
65.0%
B/E move
4.7%
Puts
Pseudo strike
64.02
IV
52.2%
B/E move
2.5%

75Δ

Calls
Pseudo strike
51.22
IV
67.0%
B/E move
3.9%
Puts
Pseudo strike
65.50
IV
51.5%
B/E move
1.8%

80Δ

Calls
Pseudo strike
49.00
IV
71.7%
B/E move
3.1%
Puts
Pseudo strike
67.46
IV
51.3%
B/E move
1.3%