CCEP Options Chain Analysis

As of previous close (2026-10-21) · OPRA historical data

Spot $113.42 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.18

837 P / 5k C

Put/Call (Volume)

0.30

8 P / 27 C that session

30d ATM IV

22%

annualized implied move

Call wall

$115

2k contracts

Put wall

$100

501 contracts

Tail hedging

33.3×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.18 puts per call outstanding.
●Call wall at $115 (2k contracts), 1% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $100 (501 contracts), 12% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 33.3× deep-OTM call OI — an institutional hedging ladder sits under this stock.
●30-day ATM implied volatility is 22% — calm pricing; option premium is cheap.

Open interest by strike

All expiries combined. Amber lines mark the call and put walls; the dashed line is spot.

IV term structure

At-the-money implied volatility per expiry.

Volatility smile

IV by strike — expiry 2026-11-20. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-11-20	5k	263	0.06	30
2026-12-18	1	1	1.00	0
2027-02-19	25	535	21.40	5
2027-05-21	10	38	3.80	0

Source: Cboe end-of-session option chains, summarized after each US market close and published from the following trading day — OPRA historical data. Under the OPRA plan options data becomes historical, and freely publishable, at the opening of the next trading session; data from the session in progress is never displayed or served here. Open interest is exchange-reported once a day. Research, not investment advice.