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COKECoca-Cola Consolidated, Inc. Common Stock

Options Analysis Report•BOTTLED & CANNED SOFT DRINKS & CARBONATED WATERS
Market Cap $13.2B|NASDAQ
● 2026-08-31$198.49
BULLISH
Analysis: 2026-08-28 EOD data
1Y +69.7%YTD +32.5%7D +3.1%
209
30D
±9.3%
25%

COKE Options Overview

Mixed signals. No clear edge detected.

REWARDS

RISK ANALYSIS

5.0VALUESENTIMENTACTIVITYLIQUIDITYTIMING

Snowflake Analysis

Balanced conditions with no clear edge

Learn
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COKE Gamma Walls

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Value

Is IV priced right?

6.0
ExpensiveCheap

Measures whether options are cheap, fair, or rich relative to historical and peer

levels.

Risk Checks4/9 checks passed
≤35%

IV Rank 55.6% — elevated vs history

<1.05x

IV/HV 1.07x — IV premium over HV

Sector Relative≤50%

Sector percentile 65% — above sector median

<1.1x

Front/Back 0.88x — contango

<1.25x

Put/Call IV 1.16x — elevated

<80%

ATM IV 35.1% — normal range

<80%

Effective IV 89.6% (ATM 35.1% + spread 27.2% + bias) — expensive

<3.0%

Total drag 36.95% (spread 27.25% + slippage 9.70%) — high friction

≥5.0

Vega efficiency 10.35 (vega 28.193 / spread 27.25%) — efficient

Sentiment

Bullish or bearish?

6.5
BearishBullish

Analyzes

,
, and flow direction to determine market bias.

Risk ChecksBullish - Strong signal (Conviction: +20%, Raw: +19%)
|net sentiment| ≥25%

Conviction-weighted: +20% (bullish) — Raw: +19%

≥15%

|OI skew| 33.3% — call-heavy

Same sign, |vol skew| ≥10%

Vol skew +16.7%, OI skew +33.3% — aligned

≥2/3 conditions

0-DTE 0%, far-OTM 15%, avg DTE 30

|change| ≥3%

OI change +0.0% (5d) — stable

|weighted flow| ≥20%

ITM: +100%, ATM: -20%, OTM: +28% — strong bullish (ITM/ATM divergent)

Sector Relative≤40% or ≥60%

Sector P/C percentile 60% — bearish vs sector

Activity

Unusual activity?

3.7
QuietActive

Detects volume surges,

, and unusual options activity that may signal moves.

Risk Checks2/8 checks passed
≥1.5x

Volume 0.5x avg — normal

≥15%

Vol/OI 6.0% — normal turnover

≥2 days

1 day(s) elevated — may be one-day event

≥5%

OI change +11.3% (5d) — building

Sector Relative≥60%

Sector activity percentile 86% — very active vs sector

≥30%

Large trade volume 0% — mostly retail

≥60%

Aggressive execution 31% — patient

≥30

Conviction +20 (bullish) — mixed

Liquidity

Can I trade efficiently?

2.5
IlliquidLiquid

Evaluates

, volume depth, and open interest for trade execution quality.

Risk Checks0/8 checks passed
≤5.0%

Spread 27.2% — wide

≥10,000

OI 3,503 — thin

≥500

Volume 209/day — thin

≤$0.50

$1.36 to cross — expensive

≥5 strikes

0 liquid strikes — limited options

Sector Relative≤40%

Sector spread percentile 82% — much wider than sector

≥100 contracts

Depth 39.8 contracts (bid:17.5 ask:22.3) — thin

<1.0%

Avg slippage 9.70% — poor

Timing

Is now a good time?

6.4
RiskyFavorable

Considers earnings proximity,

, and event calendar for optimal entry timing.

Risk Checks5/9 checks passed
|slope| ≥5%

Slope -12.0% — contango

<30 or >70

IV percentile 56% — neutral

≥10pts kink

IV kink -3.4pts — no clear event

<0.5 or >2.0

θ/ν ratio 268.25 — favors income trades

≥3 expirations

3 liquid expirations — flexible

≥60% (safe)

safe window: No events detected

<1.2 ratio

Spread ratio 1.00x — stable

≥25% strength + ≥50% consistency

Flow +20% @ 60% consistency — unclear

≥40 composite score

Score 30 (ITM 20% + inst 0%) — retail dominated

Directional Strategy Fit

Option Buyers
Long Calls5.7
bullishIV fair, bullish flow
Long Puts4.6
bearishIV fair, bullish flow
Premium Sellers
Cash-Secured Put4.9
bullishIV fair, bullish flow
Covered Call3.9
bearishIV fair, bullish flow

For educational purposes only. Not investment advice.

The Options Desk tracks the move options price into every US earnings report the week of Aug 31, next to how much each stock has actually moved on its past prints — plus the SPY, QQQ and IWM expected ranges and the gamma walls that box them in.

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