COKE Options History — September 2025

In September 2025, COKE traded between $111.77 and $124.04. ATM implied volatility averaged 28.8%. The 30-day expected move averaged 8.3%. IV traded above realized volatility by 4.4% (HV 20d: 24.4%). Max pain ranged from $110.00 to $120.00. Net GEX was positive for 21 of 21 trading days. Term structure was in contango for 20 of 21 days. Put/call ratio averaged 0.27.

Notable Days

  • 2025-09-18: Highest Volume — 385 contracts
  • 2025-09-18: Largest IV spike — 21.9% change
  • 2025-09-18: Largest Expected Move — 9.8%

Monthly Statistics

MetricAvgMinMaxOpenClose
Price$117.89$111.77$124.04$117.33$116.95
Max Pain$114.29$110.00$120.00$115.00$115.00
ATM IV28.8%26.4%34.3%29.0%28.9%
Expected Move8.3%7.6%9.8%8.3%8.3%
HV 20d24.4%18.2%30.7%18.2%28.9%
HV 60d25.9%24.7%27.9%25.2%26.1%
Term Structure4.5%-0.7%9.0%-0.7%9.0%
VWIV28.2%24.7%31.6%29.0%28.7%
Skew 25d2.3%0.0%5.2%1.2%0.0%
Skew 10d3.2%-8.0%13.4%9.4%-2.7%
Call IV 25d27.4%25.2%29.4%28.1%28.1%
Put IV 25d29.7%27.4%33.8%29.3%28.1%
Bid-Ask Spread %89.4283.0793.5486.1691.09
Gamma HHI0.190.150.230.170.18
Net GEX208.1K41.2K329.4K168.7K213.9K
Net DEX-3.6M-6.4M-967.8K-2.6M-3.5M
Net VEX-18.8K-20.6K-15.5K-16.5K-19.9K
Div Yield0.0%0.0%0.0%0.0%0.0%
P/C Ratio0.270.041.040.220.20
Total Volume109.905383855078
Total OI1,417.0481,2451,7161,2521,360

Daily Data (21 trading days)

DatePriceMax PainATM IVExp MoveHV 20dIV RankVWIVSkew 25dTerm StrGEXDEXVEXP/CSpread %Call WallPut WallCall VolPut VolCall OIPut OI
2025-09-02$117.33$115.0029.0%8.3%18.2%0.0%29.0%1.2%-0.7%168.7K-2.6M-16.5K0.2286.16N/AN/A419866386
2025-09-03$116.90$115.0026.8%7.7%18.3%0.0%27.8%1.5%0.4%152.0K-2.4M-15.5K1.0483.07N/AN/A2829860385
2025-09-04$119.15$115.0028.2%8.3%19.1%0.0%27.1%0.6%2.3%182.0K-3.1M-16.3K0.4191.32N/AN/A3213846407
2025-09-05$120.50$115.0026.4%7.7%19.4%0.0%26.9%0.4%5.5%210.6K-3.7M-16.4K0.1190.98N/AN/A14516855414
2025-09-08$121.93$120.0027.2%7.9%19.6%0.0%29.3%3.4%3.8%263.8K-4.8M-19.3K0.1990.86N/AN/A438978422
2025-09-09$121.98$115.0027.4%8.0%19.6%0.0%25.9%2.4%2.5%279.8K-5.1M-19.9K0.3291.34N/AN/A38121,012424
2025-09-10$121.03$115.0027.3%7.8%19.9%0.0%24.7%4.3%3.6%273.1K-4.8M-19.4K0.2693.54N/AN/A47121,030429
2025-09-11$124.04$110.0026.5%7.6%21.3%0.0%27.1%1.3%6.7%329.4K-6.4M-20.0K0.0990.06N/AN/A10591,044437
2025-09-12$122.07$110.0028.2%8.1%22.2%0.0%26.6%4.5%3.3%324.6K-5.7M-20.6K0.5688.25N/AN/A59331,100437
2025-09-15$121.15$110.0028.3%8.1%22.3%0.0%25.6%3.6%2.3%318.7K-5.5M-19.7K0.0490.79N/AN/A9541,131451
2025-09-16$118.05$110.0029.8%8.6%23.9%0.0%29.0%0.9%2.0%221.2K-3.9M-19.0K0.4888.71N/AN/A154741,131452
2025-09-17$118.56$115.0028.1%8.1%21.7%0.0%28.7%4.3%3.6%215.2K-3.7M-18.4K0.3692.12N/AN/A72261,107483
2025-09-18$111.77$115.0034.3%9.8%30.1%0.0%29.5%3.3%0.9%41.2K-967.8K-15.8K0.2288.24N/AN/A315701,094464
2025-09-19$112.86$115.0032.5%9.3%30.4%0.0%31.3%2.7%5.2%103.6K-1.7M-17.7K0.2087.69N/AN/A157311,242474
2025-09-22$114.66$115.0029.1%8.4%30.7%0.0%29.6%2.8%7.2%151.3K-2.7M-20.1K0.1591.19N/AN/A12318943323
2025-09-23$114.69$115.0028.3%8.1%29.7%0.0%29.6%2.4%6.6%160.6K-2.7M-20.0K0.1292.49N/AN/A8510975331
2025-09-24$114.49$115.0028.5%8.2%29.5%0.0%29.0%1.2%7.9%179.8K-2.8M-20.4K0.3089.73N/AN/A84251,020339
2025-09-25$114.95$115.0027.6%7.9%28.9%0.0%27.4%2.8%9.0%185.4K-2.9M-20.1K0.0586.03N/AN/A7441,020348
2025-09-26$116.10$115.0030.0%8.6%29.0%0.0%28.0%0.4%8.0%191.2K-3.2M-20.5K0.1288.45N/AN/A3441,019349
2025-09-29$116.47$115.0031.7%9.1%28.8%0.0%31.6%5.2%4.7%203.5K-3.3M-20.2K0.1985.74N/AN/A77151,022348
2025-09-30$116.95$115.0028.9%8.3%28.9%0.0%28.7%0.0%9.0%213.9K-3.5M-19.9K0.2091.09N/AN/A65131,005355