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Coca-Cola Consolidated, Inc. Common Stock COKE

i

Market dataready · fetched 2026-11-13T19:13:19.427Z

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 · 2026-11-13T19:12:44.017288743Z

FundamentalsSEC EDGAR · ready · as of 2026-10-02 · fetched 2026-11-13T19:13:05.693336+00:00

Share price$211.62
1D+0.7%
$202$205$208$211$2145:30 AM6:30 AM9:00 AM1:00 PMCOKE
Sold putSold call

Coca-Cola Consolidated, Inc. Common Stock options

Live interpolated COKE call and put midpoint premiums by absolute delta.Coca-Cola Consolidated, Inc. Common Stock$0.91$4.19$7.48$10.76$14.04$193.64$202.47$211.29$220.11$228.9420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ80Δ P unavailable: no unambiguous, price-consistent delta bracketP —OPTION PRICELive COKE spot · $211.62COKE PRICE$1.27$1.65$2.27$2.90$3.52$4.15$4.77$5.39$6.60$8.23$9.85$11.47$13.09$1.93$2.37$2.77$3.16$3.55$4.10$4.86$5.61$6.36$7.12$7.87$8.63
Puts——
CallsCheap0.88×
Skew——
Implied moveBalanced±$9.63
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ222.3337.9%5.7%198.7556.5%7.0%
25Δ219.8138.3%4.7%201.5153.4%5.9%
30Δ218.2838.6%4.2%203.8949.5%5.0%
35Δ216.7538.9%3.8%206.2745.6%4.0%
40Δ215.2239.3%3.4%208.6541.8%3.1%
45Δ213.6939.6%2.9%210.5939.2%2.4%
50Δ212.1640.0%2.5%211.9638.2%2.1%
55Δ210.6340.3%2.1%213.3237.2%1.8%
60Δ208.7641.6%1.8%214.6936.3%1.6%
65Δ206.6543.5%1.5%216.0535.3%1.3%
70Δ204.5545.3%1.3%217.4234.4%1.0%
75Δ202.4447.2%1.1%218.7833.4%0.7%
80Δ200.3349.1%0.9%

20Δ

Calls
Pseudo strike
222.33
IV
37.9%
B/E move
5.7%
Puts
Pseudo strike
198.75
IV
56.5%
B/E move
7.0%

25Δ

Calls
Pseudo strike
219.81
IV
38.3%
B/E move
4.7%
Puts
Pseudo strike
201.51
IV
53.4%
B/E move
5.9%

30Δ

Calls
Pseudo strike
218.28
IV
38.6%
B/E move
4.2%
Puts
Pseudo strike
203.89
IV
49.5%
B/E move
5.0%

35Δ

Calls
Pseudo strike
216.75
IV
38.9%
B/E move
3.8%
Puts
Pseudo strike
206.27
IV
45.6%
B/E move
4.0%

40Δ

Calls
Pseudo strike
215.22
IV
39.3%
B/E move
3.4%
Puts
Pseudo strike
208.65
IV
41.8%
B/E move
3.1%

45Δ

Calls
Pseudo strike
213.69
IV
39.6%
B/E move
2.9%
Puts
Pseudo strike
210.59
IV
39.2%
B/E move
2.4%

50Δ

Calls
Pseudo strike
212.16
IV
40.0%
B/E move
2.5%
Puts
Pseudo strike
211.96
IV
38.2%
B/E move
2.1%

55Δ

Calls
Pseudo strike
210.63
IV
40.3%
B/E move
2.1%
Puts
Pseudo strike
213.32
IV
37.2%
B/E move
1.8%

60Δ

Calls
Pseudo strike
208.76
IV
41.6%
B/E move
1.8%
Puts
Pseudo strike
214.69
IV
36.3%
B/E move
1.6%

65Δ

Calls
Pseudo strike
206.65
IV
43.5%
B/E move
1.5%
Puts
Pseudo strike
216.05
IV
35.3%
B/E move
1.3%

70Δ

Calls
Pseudo strike
204.55
IV
45.3%
B/E move
1.3%
Puts
Pseudo strike
217.42
IV
34.4%
B/E move
1.0%

75Δ

Calls
Pseudo strike
202.44
IV
47.2%
B/E move
1.1%
Puts
Pseudo strike
218.78
IV
33.4%
B/E move
0.7%

80Δ

Calls
Pseudo strike
200.33
IV
49.1%
B/E move
0.9%
Puts
Pseudo strike
IV
B/E move

Options history

IV · four-Friday blend42.51%
Daily EOD
COKE37.9%40.4%42.9%2026-10-19: 38.21%2026-10-20: 38.49%2026-10-21: 38.88%2026-10-22: 39.55%2026-10-23: 41.05%2026-10-26: 41.32%2026-10-27: 41.84%2026-10-28: 41.68%2026-10-29: 41.45%2026-10-30: 42.51%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
38.21%
38.49%
38.88%
39.55%
41.05%
41.32%
41.84%
41.68%
41.45%
42.51%