The Vita Coco Company, Inc. (COCO) Options History
Historical options analytics archive for COCO with monthly max pain, implied volatility, gamma exposure, and put/call data.
155 months of complete options data available.
COCO monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COCO. Volatility and put/call columns are averages across trading days within the month; max pain, net GEX, and net DEX are the end-of-month values (last trading day of the month).
| Month | Days | Avg ATM IV | Avg IV Rank | End Max Pain | End Net GEX | End Net DEX | Avg P/C |
|---|---|---|---|---|---|---|---|
| 2026-06 | 15 | 53.7% | 39.5% | $60.00 | $226.5K | -$13.8M | 0.50 |
| 2026-05 | 18 | 54.4% | 40.6% | $60.00 | $267.6K | -$22.4M | 0.68 |
| 2026-04 | 16 | 69.7% | 64.9% | $45.00 | $238.0K | -$9.4M | 0.36 |
| 2026-03 | 21 | 57.1% | 44.8% | $50.00 | -$123.0K | -$3.7M | 3.84 |
| 2026-02 | 19 | 57.6% | 45.8% | $50.00 | $307.3K | -$15.5M | 7.20 |
| 2026-01 | 20 | 46.0% | 27.5% | $55.00 | $520.4K | -$14.3M | 0.36 |
This archive aggregates COCO's daily end-of-day options snapshots into monthly summaries, spanning 2007-01 through 2026-06. Each month rolls up the underlying snapshot archive, which provides continuous end-of-day coverage from 2007 to present: implied-volatility levels, IV rank, and the put/call ratio are time-averaged across the month; total call and put volume are summed; and dealer positioning (net gamma and delta exposure) and the max-pain strike are taken at the month's final trading day. The result is a long-horizon view of how COCO option pricing, volatility regime, and dealer hedging pressure evolved month over month, useful for backtesting strategy assumptions and for studying volatility-regime shifts around earnings and macro events. The most recent aggregated month (2026-06) shows an average ATM implied volatility near 53.7%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.50.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2024
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2023
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2022
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2021
2015
2014
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2013
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2012
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2011
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2010
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2009
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2008
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
2007
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked COCO history questions
- How much options history is available for COCO?
- This archive holds 155 months of COCO options analytics, spanning 2007-01 through 2026-06. Each entry is a monthly rollup of COCO's daily end-of-day options snapshot record, which provides continuous coverage from 2007 to present. Use the year-grouped links on this page to jump to any specific month within the COCO archive.
- What data does each monthly COCO aggregate contain?
- Every monthly row summarizes that month of COCO option activity: time-averaged ATM implied volatility and IV rank, the month-end max-pain strike, end-of-month net dealer gamma (GEX) and delta (DEX) exposure, the average put/call ratio, and total call and put volume. For example, 2026-06 recorded an average ATM implied volatility near 53.7%, an average IV rank of 39.5%, a month-end max-pain strike around $60.00, an average put/call ratio of 0.50.
- How is the COCO options-history archive built and how often does it update?
- The archive is derived from COCO's daily end-of-day options snapshots, which capture spot, the full listed chain, implied volatility, and dealer-positioning exposures each trading day. Those daily records are rolled up into the monthly summaries shown here and refreshed as new end-of-day data lands. Traders use the long-horizon view to backtest strategy assumptions, study how COCO's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.