Coca-Cola Consolidated, Inc. (COKE) Options History
Historical options analytics archive for COKE with monthly max pain, implied volatility, gamma exposure, and put/call data.
13 months of complete options data available.
COKE monthly aggregates
Month-by-month rollups derived from the daily snapshot archive for COKE. 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 | 19 | 37.0% | 33.5% | $180.00 | -$484.4K | -$9.3M | 1.61 |
| 2026-05 | 16 | 43.1% | 48.9% | $170.00 | $311.2K | -$8.0M | 1.60 |
| 2026-04 | 16 | 45.5% | 65.5% | $195.00 | -$494.4K | -$6.8M | 6.01 |
| 2026-03 | 20 | 34.3% | 33.1% | $200.00 | -$488.0K | $1.7M | 2.77 |
| 2026-02 | 19 | 38.6% | 50.2% | $140.00 | $436.5K | -$27.8M | 0.99 |
| 2026-01 | 20 | 31.1% | 29.1% | $155.00 | $177.4K | -$6.9M | 1.60 |
This archive aggregates COKE's daily end-of-day options snapshots into monthly summaries, spanning 2025-06 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 COKE 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 37.0%, a month-end max-pain strike around $180.00, an average put/call ratio of 1.61.
2026
Jan | Feb | Mar | Apr | May | Jun
2025
Jun | Jul | Aug | Sep | Oct | Nov | Dec
Frequently asked COKE history questions
- How much options history is available for COKE?
- This archive holds 13 months of COKE options analytics, spanning 2025-06 through 2026-06. Each entry is a monthly rollup of COKE'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 COKE archive.
- What data does each monthly COKE aggregate contain?
- Every monthly row summarizes that month of COKE 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 37.0%, an average IV rank of 33.5%, a month-end max-pain strike around $180.00, an average put/call ratio of 1.61.
- How is the COKE options-history archive built and how often does it update?
- The archive is derived from COKE'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 COKE's volatility regime shifts around earnings and macro events, and compare current dealer positioning against historical norms.