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Coca-Cola FEMSA, S.A.B DE C.V KOF

i

Market datapartial · fetched 2026-11-11T13:50:51.341Z

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 · 2026-11-11T00:00:00.001909521Z

FundamentalsAlpha Vantage · unavailable

Share price$120.13
1D+2.3%
AH$115$117$118$119$1205:30 AM6:30 AM9:00 AM1:00 PM2:00 PMKOF
Sold putSold callAH

Coca-Cola FEMSA, S.A.B DE C.V options

Live interpolated KOF call and put midpoint premiums by absolute delta.Coca-Cola FEMSA, S.A.B DE C.V$0.85$2.70$4.54$6.38$8.22$111.24$115.58$119.91$124.25$128.5820Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80Δ20Δ C unavailable: no unambiguous, price-consistent delta bracketC —25Δ C unavailable: no unambiguous, price-consistent delta bracketC —55Δ C unavailable: no unambiguous, price-consistent delta bracketC —60Δ C unavailable: no unambiguous, price-consistent delta bracketC —65Δ C unavailable: no unambiguous, price-consistent delta bracketC —70Δ C unavailable: no unambiguous, price-consistent delta bracketC —75Δ C unavailable: no unambiguous, price-consistent delta bracketC —80Δ C unavailable: no unambiguous, price-consistent delta bracketC —OPTION PRICELive KOF spot · $120.13KOF PRICE$1.10$1.35$1.60$1.84$2.09$1.05$1.36$1.41$1.41$1.42$1.42$1.95$2.72$3.49$4.27$5.04$5.89$7.69
PutsExpensive1.26×
Calls——
Skew——
Implied moveBullish±$4.04
Tilt——
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ113.6142.6%6.3%
25Δ114.8345.2%5.5%
30Δ123.6229.6%3.8%116.0340.3%4.6%
35Δ122.8229.2%3.4%117.2234.3%3.6%
40Δ122.0328.8%2.9%118.4228.3%2.6%
45Δ121.2328.5%2.5%119.6122.3%1.6%
50Δ120.4328.1%2.0%120.6022.2%1.2%
55Δ121.5025.0%1.1%
60Δ122.3927.7%1.0%
65Δ123.2830.5%0.9%
70Δ124.1833.2%0.8%
75Δ125.1636.0%0.7%
80Δ127.1638.7%0.6%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
113.61
IV
42.6%
B/E move
6.3%

25Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
114.83
IV
45.2%
B/E move
5.5%

30Δ

Calls
Pseudo strike
123.62
IV
29.6%
B/E move
3.8%
Puts
Pseudo strike
116.03
IV
40.3%
B/E move
4.6%

35Δ

Calls
Pseudo strike
122.82
IV
29.2%
B/E move
3.4%
Puts
Pseudo strike
117.22
IV
34.3%
B/E move
3.6%

40Δ

Calls
Pseudo strike
122.03
IV
28.8%
B/E move
2.9%
Puts
Pseudo strike
118.42
IV
28.3%
B/E move
2.6%

45Δ

Calls
Pseudo strike
121.23
IV
28.5%
B/E move
2.5%
Puts
Pseudo strike
119.61
IV
22.3%
B/E move
1.6%

50Δ

Calls
Pseudo strike
120.43
IV
28.1%
B/E move
2.0%
Puts
Pseudo strike
120.60
IV
22.2%
B/E move
1.2%

55Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
121.50
IV
25.0%
B/E move
1.1%

60Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
122.39
IV
27.7%
B/E move
1.0%

65Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
123.28
IV
30.5%
B/E move
0.9%

70Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
124.18
IV
33.2%
B/E move
0.8%

75Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
125.16
IV
36.0%
B/E move
0.7%

80Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
127.16
IV
38.7%
B/E move
0.6%

Options history

IV · four-Friday blend24.16%
Daily EOD
KOF21.3%23.4%25.5%2026-10-19: 21.58%2026-10-20: 22.55%2026-10-21: 23.79%2026-10-22: 24.93%2026-10-23: 25.04%2026-10-26: 24.40%2026-10-27: 25.17%2026-10-28: 23.03%2026-10-29: 23.93%2026-10-30: 24.16%Oct 19Oct 23Oct 30
10 observations2026-10-19 — 2026-10-30
Table
DateIV (%)
21.58%
22.55%
23.79%
24.93%
25.04%
24.40%
25.17%
23.03%
23.93%
24.16%