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The Coca-Cola Company KO

CONSUMER DEFENSIVE · BEVERAGES - NON-ALCOHOLIC
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Market dataready · fetched 2026-10-16T00:19:45.833Z

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

Calculation methodology

PriceAlpaca · sip · 2026-10-15T23:57:21.482222645Z

FundamentalsAlpha Vantage · quarter 2026-06-30 · fetched 2026-10-16T00:19:45.305380+00:00

Share price$91.96
1D-1.3%
AH$91.57$92.19$92.81$93.43$94.055:30 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$0.47$2.22$3.98$5.74$7.49$83.61$87.66$91.70$95.75$99.7920Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KO spot · $91.96KO PRICE$0.66$0.89$1.14$1.40$1.72$2.04$2.36$2.82$3.30$3.77$4.46$5.18$6.35$0.78$1.04$1.31$1.59$1.93$2.27$2.61$3.14$3.66$4.22$5.23$6.24$6.98
PutsExpensive1.30×
CallsExpensive1.20×
SkewBearish+0.93 pp
Implied moveBearish±$4.97
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ97.8421.0%7.1%86.9723.3%6.3%
25Δ96.7921.0%6.2%88.1023.0%5.3%
30Δ95.8621.2%5.5%89.0922.7%4.5%
35Δ94.9421.3%4.8%90.0722.4%3.8%
40Δ94.1321.3%4.2%90.8922.2%3.3%
45Δ93.3321.3%3.7%91.7121.9%2.7%
50Δ92.5221.3%3.2%92.5321.7%2.2%
55Δ91.7121.5%2.8%93.3721.9%1.9%
60Δ90.9121.8%2.4%94.2222.1%1.5%
65Δ90.1022.0%2.1%95.0822.3%1.2%
70Δ89.1322.3%1.8%96.3223.5%0.9%
75Δ88.1422.7%1.5%97.5524.6%0.7%
80Δ86.7524.3%1.2%98.5623.5%0.4%

20Δ

Calls
Pseudo strike
97.84
IV
21.0%
B/E move
7.1%
Puts
Pseudo strike
86.97
IV
23.3%
B/E move
6.3%

25Δ

Calls
Pseudo strike
96.79
IV
21.0%
B/E move
6.2%
Puts
Pseudo strike
88.10
IV
23.0%
B/E move
5.3%

30Δ

Calls
Pseudo strike
95.86
IV
21.2%
B/E move
5.5%
Puts
Pseudo strike
89.09
IV
22.7%
B/E move
4.5%

35Δ

Calls
Pseudo strike
94.94
IV
21.3%
B/E move
4.8%
Puts
Pseudo strike
90.07
IV
22.4%
B/E move
3.8%

40Δ

Calls
Pseudo strike
94.13
IV
21.3%
B/E move
4.2%
Puts
Pseudo strike
90.89
IV
22.2%
B/E move
3.3%

45Δ

Calls
Pseudo strike
93.33
IV
21.3%
B/E move
3.7%
Puts
Pseudo strike
91.71
IV
21.9%
B/E move
2.7%

50Δ

Calls
Pseudo strike
92.52
IV
21.3%
B/E move
3.2%
Puts
Pseudo strike
92.53
IV
21.7%
B/E move
2.2%

55Δ

Calls
Pseudo strike
91.71
IV
21.5%
B/E move
2.8%
Puts
Pseudo strike
93.37
IV
21.9%
B/E move
1.9%

60Δ

Calls
Pseudo strike
90.91
IV
21.8%
B/E move
2.4%
Puts
Pseudo strike
94.22
IV
22.1%
B/E move
1.5%

65Δ

Calls
Pseudo strike
90.10
IV
22.0%
B/E move
2.1%
Puts
Pseudo strike
95.08
IV
22.3%
B/E move
1.2%

70Δ

Calls
Pseudo strike
89.13
IV
22.3%
B/E move
1.8%
Puts
Pseudo strike
96.32
IV
23.5%
B/E move
0.9%

75Δ

Calls
Pseudo strike
88.14
IV
22.7%
B/E move
1.5%
Puts
Pseudo strike
97.55
IV
24.6%
B/E move
0.7%

80Δ

Calls
Pseudo strike
86.75
IV
24.3%
B/E move
1.2%
Puts
Pseudo strike
98.56
IV
23.5%
B/E move
0.4%