IntraAlpha
Create free account Start free

The Coca-Cola Company KO

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
i

Market dataready · fetched 2026-10-16T21:51:03.694Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-10-23

Calculation methodology

PriceAlpaca · sip · 2026-10-16T21:49:38.073631449Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T21:51:03.157127+00:00

Share price$93.79
1D+1.1%
AH$92.58$92.94$93.29$93.64$94.005:30 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$0.11$1.69$3.27$4.86$6.44$87.07$89.73$92.39$95.05$97.7120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KO spot · $93.79KO PRICE$0.28$0.37$0.47$0.59$0.72$0.86$1.00$1.16$1.31$1.47$1.75$2.03$2.28$0.30$0.39$0.50$0.62$0.75$0.90$1.05$1.33$1.68$2.39$3.28$3.71$5.98
PutsExpensive1.51×
CallsCheap0.85×
SkewBearish+5.76 pp
Implied moveBearish±$2.05
TiltBearish23.1% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ96.0819.6%2.7%91.7020.0%2.5%
25Δ95.6219.1%2.3%92.1619.8%2.2%
30Δ95.2319.1%2.0%92.5319.8%1.9%
35Δ94.8719.2%1.8%92.9019.7%1.6%
40Δ94.5419.4%1.6%93.2419.7%1.4%
45Δ94.2219.6%1.4%93.5719.7%1.2%
50Δ93.9019.6%1.2%93.8919.7%1.0%
55Δ93.5919.2%1.0%94.2921.1%0.9%
60Δ93.2818.8%0.9%94.7123.0%0.8%
65Δ92.9618.5%0.7%95.4128.4%0.8%
70Δ92.5818.8%0.6%96.3234.0%0.8%
75Δ92.2019.1%0.5%96.9333.3%0.6%
80Δ91.8518.6%0.4%99.2145.5%0.6%

20Δ

Calls
Pseudo strike
96.08
IV
19.6%
B/E move
2.7%
Puts
Pseudo strike
91.70
IV
20.0%
B/E move
2.5%

25Δ

Calls
Pseudo strike
95.62
IV
19.1%
B/E move
2.3%
Puts
Pseudo strike
92.16
IV
19.8%
B/E move
2.2%

30Δ

Calls
Pseudo strike
95.23
IV
19.1%
B/E move
2.0%
Puts
Pseudo strike
92.53
IV
19.8%
B/E move
1.9%

35Δ

Calls
Pseudo strike
94.87
IV
19.2%
B/E move
1.8%
Puts
Pseudo strike
92.90
IV
19.7%
B/E move
1.6%

40Δ

Calls
Pseudo strike
94.54
IV
19.4%
B/E move
1.6%
Puts
Pseudo strike
93.24
IV
19.7%
B/E move
1.4%

45Δ

Calls
Pseudo strike
94.22
IV
19.6%
B/E move
1.4%
Puts
Pseudo strike
93.57
IV
19.7%
B/E move
1.2%

50Δ

Calls
Pseudo strike
93.90
IV
19.6%
B/E move
1.2%
Puts
Pseudo strike
93.89
IV
19.7%
B/E move
1.0%

55Δ

Calls
Pseudo strike
93.59
IV
19.2%
B/E move
1.0%
Puts
Pseudo strike
94.29
IV
21.1%
B/E move
0.9%

60Δ

Calls
Pseudo strike
93.28
IV
18.8%
B/E move
0.9%
Puts
Pseudo strike
94.71
IV
23.0%
B/E move
0.8%

65Δ

Calls
Pseudo strike
92.96
IV
18.5%
B/E move
0.7%
Puts
Pseudo strike
95.41
IV
28.4%
B/E move
0.8%

70Δ

Calls
Pseudo strike
92.58
IV
18.8%
B/E move
0.6%
Puts
Pseudo strike
96.32
IV
34.0%
B/E move
0.8%

75Δ

Calls
Pseudo strike
92.20
IV
19.1%
B/E move
0.5%
Puts
Pseudo strike
96.93
IV
33.3%
B/E move
0.6%

80Δ

Calls
Pseudo strike
91.85
IV
18.6%
B/E move
0.4%
Puts
Pseudo strike
99.21
IV
45.5%
B/E move
0.6%