IntraAlpha
Create free account Start free

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

i

Market datapartial · fetched 2026-10-22T21:08:27.353Z

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 and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-22T20:10:00.001699878Z

FundamentalsAlpha Vantage · unavailable

Share price$118.05
1D-0.1%
AH$117.07$117.46$117.85$118.24$118.635:30 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$1.01$3.05$5.09$7.13$9.18$101.55$108.99$116.43$123.87$131.3120Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive KOF spot · $118.05KOF PRICE$2.45$2.53$2.67$2.80$2.95$3.37$3.79$4.20$4.62$5.19$6.31$7.44$1.23$1.74$2.24$2.75$3.13$3.48$3.83$4.19$4.84$5.57$6.29$7.02$8.59
PutsExpensive1.06×
CallsFair0.97×
SkewBullish-2.85 pp
Implied moveBearish±$7.20
TiltBearish6.4% PUT
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ111.3527.4%6.7%
25Δ132.7953.5%14.6%112.5029.2%6.2%
30Δ128.2344.4%10.8%113.6431.1%5.6%
35Δ125.4338.6%8.5%114.7832.9%5.1%
40Δ122.6332.8%6.3%116.0131.6%4.4%
45Δ119.9427.3%4.1%117.2729.7%3.6%
50Δ118.9126.3%3.6%118.5227.8%2.9%
55Δ117.8825.3%3.1%119.7725.8%2.1%
60Δ116.8524.3%2.5%120.9125.1%1.7%
65Δ115.8123.3%2.0%122.0324.7%1.3%
70Δ114.7022.6%1.6%123.1424.2%1.0%
75Δ113.2923.1%1.3%124.2623.8%0.7%
80Δ111.8923.6%1.1%126.1425.0%0.4%

20Δ

Calls
Pseudo strike
IV
B/E move
Puts
Pseudo strike
111.35
IV
27.4%
B/E move
6.7%

25Δ

Calls
Pseudo strike
132.79
IV
53.5%
B/E move
14.6%
Puts
Pseudo strike
112.50
IV
29.2%
B/E move
6.2%

30Δ

Calls
Pseudo strike
128.23
IV
44.4%
B/E move
10.8%
Puts
Pseudo strike
113.64
IV
31.1%
B/E move
5.6%

35Δ

Calls
Pseudo strike
125.43
IV
38.6%
B/E move
8.5%
Puts
Pseudo strike
114.78
IV
32.9%
B/E move
5.1%

40Δ

Calls
Pseudo strike
122.63
IV
32.8%
B/E move
6.3%
Puts
Pseudo strike
116.01
IV
31.6%
B/E move
4.4%

45Δ

Calls
Pseudo strike
119.94
IV
27.3%
B/E move
4.1%
Puts
Pseudo strike
117.27
IV
29.7%
B/E move
3.6%

50Δ

Calls
Pseudo strike
118.91
IV
26.3%
B/E move
3.6%
Puts
Pseudo strike
118.52
IV
27.8%
B/E move
2.9%

55Δ

Calls
Pseudo strike
117.88
IV
25.3%
B/E move
3.1%
Puts
Pseudo strike
119.77
IV
25.8%
B/E move
2.1%

60Δ

Calls
Pseudo strike
116.85
IV
24.3%
B/E move
2.5%
Puts
Pseudo strike
120.91
IV
25.1%
B/E move
1.7%

65Δ

Calls
Pseudo strike
115.81
IV
23.3%
B/E move
2.0%
Puts
Pseudo strike
122.03
IV
24.7%
B/E move
1.3%

70Δ

Calls
Pseudo strike
114.70
IV
22.6%
B/E move
1.6%
Puts
Pseudo strike
123.14
IV
24.2%
B/E move
1.0%

75Δ

Calls
Pseudo strike
113.29
IV
23.1%
B/E move
1.3%
Puts
Pseudo strike
124.26
IV
23.8%
B/E move
0.7%

80Δ

Calls
Pseudo strike
111.89
IV
23.6%
B/E move
1.1%
Puts
Pseudo strike
126.14
IV
25.0%
B/E move
0.4%

Options history

No recorded observations