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The Coca-Cola Company KO

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-15T20:03:54.529Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T20:03:27.652753537Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-15T20:03:53.846916+00:00

Share price$92.00
1D-1.4%
AH$91.69$92.28$92.87$93.45$94.045:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKO
Sold putSold callAH

The Coca-Cola Company options

Live interpolated KO call and put midpoint premiums by absolute delta.The Coca-Cola Company$0.03$0.96$1.89$2.83$3.76$90.43$91.34$92.25$93.15$94.0620Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔATM · $92.00OPTION PRICELive KO spot · $92.00KO PRICE$0.13$0.18$0.22$0.27$0.32$0.36$0.40$0.54$0.68$0.82$0.97$1.11$3.49$0.14$0.19$0.25$0.30$0.36$0.41$0.47$0.55$0.63$0.72$0.87$1.06$1.75
PutsExpensive1.06×
CallsCheap0.95×
SkewBullish-2.16 pp
Implied moveBearish±$0.87
TiltBullish10.4% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ92.9823.5%1.2%91.0224.8%1.2%
25Δ92.8123.8%1.1%91.1824.7%1.1%
30Δ92.6424.1%0.9%91.3524.6%1.0%
35Δ92.4724.2%0.8%91.5224.5%0.9%
40Δ92.3223.2%0.7%91.6824.4%0.7%
45Δ92.1722.2%0.6%91.8524.3%0.6%
50Δ92.0221.2%0.5%92.0224.2%0.5%
55Δ91.8422.2%0.4%92.1624.0%0.4%
60Δ91.6523.5%0.4%92.3123.8%0.4%
65Δ91.4724.8%0.3%92.4623.6%0.3%
70Δ91.2826.1%0.3%92.6624.5%0.2%
75Δ91.1027.3%0.2%92.8826.0%0.2%
80Δ88.8170.4%0.3%93.5935.4%0.2%

20Δ

Calls
Pseudo strike
92.98
IV
23.5%
B/E move
1.2%
Puts
Pseudo strike
91.02
IV
24.8%
B/E move
1.2%

25Δ

Calls
Pseudo strike
92.81
IV
23.8%
B/E move
1.1%
Puts
Pseudo strike
91.18
IV
24.7%
B/E move
1.1%

30Δ

Calls
Pseudo strike
92.64
IV
24.1%
B/E move
0.9%
Puts
Pseudo strike
91.35
IV
24.6%
B/E move
1.0%

35Δ

Calls
Pseudo strike
92.47
IV
24.2%
B/E move
0.8%
Puts
Pseudo strike
91.52
IV
24.5%
B/E move
0.9%

40Δ

Calls
Pseudo strike
92.32
IV
23.2%
B/E move
0.7%
Puts
Pseudo strike
91.68
IV
24.4%
B/E move
0.7%

45Δ

Calls
Pseudo strike
92.17
IV
22.2%
B/E move
0.6%
Puts
Pseudo strike
91.85
IV
24.3%
B/E move
0.6%

50Δ

Calls
Pseudo strike
92.02
IV
21.2%
B/E move
0.5%
Puts
Pseudo strike
92.02
IV
24.2%
B/E move
0.5%

55Δ

Calls
Pseudo strike
91.84
IV
22.2%
B/E move
0.4%
Puts
Pseudo strike
92.16
IV
24.0%
B/E move
0.4%

60Δ

Calls
Pseudo strike
91.65
IV
23.5%
B/E move
0.4%
Puts
Pseudo strike
92.31
IV
23.8%
B/E move
0.4%

65Δ

Calls
Pseudo strike
91.47
IV
24.8%
B/E move
0.3%
Puts
Pseudo strike
92.46
IV
23.6%
B/E move
0.3%

70Δ

Calls
Pseudo strike
91.28
IV
26.1%
B/E move
0.3%
Puts
Pseudo strike
92.66
IV
24.5%
B/E move
0.2%

75Δ

Calls
Pseudo strike
91.10
IV
27.3%
B/E move
0.2%
Puts
Pseudo strike
92.88
IV
26.0%
B/E move
0.2%

80Δ

Calls
Pseudo strike
88.81
IV
70.4%
B/E move
0.3%
Puts
Pseudo strike
93.59
IV
35.4%
B/E move
0.2%