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Coca-Cola Consolidated, Inc. Common Stock COKE

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Market datapartial · fetched 2026-10-23T05:14:17.106Z

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 · 2026-10-22T20:00:07.971648732Z

FundamentalsAlpha Vantage · unavailable

Share price$214.93
1D+1.8%
AH$208$210$212$214$2165:30 AM6:30 AM9:00 AM1:00 PM2:00 PMCOKE
Sold putSold callAH

Coca-Cola Consolidated, Inc. Common Stock options

Live interpolated COKE call and put midpoint premiums by absolute delta.Coca-Cola Consolidated, Inc. Common Stock$1.73$9.01$16.29$23.57$30.85$177.89$195.60$213.31$231.02$248.7320Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive COKE spot · $214.93COKE PRICE$2.51$3.43$4.34$5.76$7.18$8.61$10.23$11.91$13.59$16.08$18.68$21.47$24.81$4.12$5.31$6.24$7.59$8.95$10.57$12.18$13.89$15.89$17.90$20.47$24.33$28.76
PutsExpensive1.25×
CallsFair1.00×
SkewBearish+3.39 pp
Implied moveBearish±$22.41
TiltBearish8.5% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ237.3738.4%11.6%191.0057.2%13.1%
25Δ233.7539.5%10.4%196.5855.4%11.0%
30Δ230.1240.6%9.1%202.0950.7%8.9%
35Δ226.9842.2%8.3%206.1849.7%7.6%
40Δ223.8643.9%7.5%210.2348.7%6.4%
45Δ220.7445.5%6.7%213.7747.7%5.5%
50Δ217.3546.0%5.9%217.3146.8%4.6%
55Δ213.8946.0%5.1%220.8245.9%3.7%
60Δ210.4246.1%4.2%224.2344.9%3.1%
65Δ206.5946.8%3.6%227.6343.9%2.4%
70Δ202.7147.7%3.0%231.4643.4%1.8%
75Δ198.6748.4%2.4%236.2544.2%1.4%
80Δ194.1648.7%1.9%241.5845.1%1.0%

20Δ

Calls
Pseudo strike
237.37
IV
38.4%
B/E move
11.6%
Puts
Pseudo strike
191.00
IV
57.2%
B/E move
13.1%

25Δ

Calls
Pseudo strike
233.75
IV
39.5%
B/E move
10.4%
Puts
Pseudo strike
196.58
IV
55.4%
B/E move
11.0%

30Δ

Calls
Pseudo strike
230.12
IV
40.6%
B/E move
9.1%
Puts
Pseudo strike
202.09
IV
50.7%
B/E move
8.9%

35Δ

Calls
Pseudo strike
226.98
IV
42.2%
B/E move
8.3%
Puts
Pseudo strike
206.18
IV
49.7%
B/E move
7.6%

40Δ

Calls
Pseudo strike
223.86
IV
43.9%
B/E move
7.5%
Puts
Pseudo strike
210.23
IV
48.7%
B/E move
6.4%

45Δ

Calls
Pseudo strike
220.74
IV
45.5%
B/E move
6.7%
Puts
Pseudo strike
213.77
IV
47.7%
B/E move
5.5%

50Δ

Calls
Pseudo strike
217.35
IV
46.0%
B/E move
5.9%
Puts
Pseudo strike
217.31
IV
46.8%
B/E move
4.6%

55Δ

Calls
Pseudo strike
213.89
IV
46.0%
B/E move
5.1%
Puts
Pseudo strike
220.82
IV
45.9%
B/E move
3.7%

60Δ

Calls
Pseudo strike
210.42
IV
46.1%
B/E move
4.2%
Puts
Pseudo strike
224.23
IV
44.9%
B/E move
3.1%

65Δ

Calls
Pseudo strike
206.59
IV
46.8%
B/E move
3.6%
Puts
Pseudo strike
227.63
IV
43.9%
B/E move
2.4%

70Δ

Calls
Pseudo strike
202.71
IV
47.7%
B/E move
3.0%
Puts
Pseudo strike
231.46
IV
43.4%
B/E move
1.8%

75Δ

Calls
Pseudo strike
198.67
IV
48.4%
B/E move
2.4%
Puts
Pseudo strike
236.25
IV
44.2%
B/E move
1.4%

80Δ

Calls
Pseudo strike
194.16
IV
48.7%
B/E move
1.9%
Puts
Pseudo strike
241.58
IV
45.1%
B/E move
1.0%

Options history

COKE38.4538.6938.922026-10-20: 38.49%2026-10-21: 38.88%Oct 20Oct 21
Table
DateIV
38.49%
38.88%