CCEP Options Chain Analysis

As of previous close (2026-09-02) · OPRA historical data

Spot $107.28 at that close. Nothing on this page comes from the session in progress.

Put/Call (OI)

0.20

762 P / 4k C

Put/Call (Volume)

1.45

61 P / 42 C that session

30d ATM IV

20%

annualized implied move

Call wall

$115

3k contracts

Put wall

$105

406 contracts

Tail hedging

6.6×

deep-OTM puts vs calls

What the positioning says

●Bullish positioning: only 0.20 puts per call outstanding.
●Call wall at $115 (3k contracts), 7% above spot — the upside strike the crowd is already parked on; often acts as near-term resistance.
●Put wall at $105 (406 contracts), 2% below spot — the hedge floor; often acts as support.
●Deep-OTM put open interest is 6.6× deep-OTM call OI — an institutional hedging ladder sits under this stock.
●30-day ATM implied volatility is 20% — 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 2026-09-18. A steep left side = expensive downside protection.

Open interest by expiry

Expiry	Call OI	Put OI	P/C	Volume that session
2026-09-18	1k	145	0.11	7
2026-10-16	685	393	0.57	96
2026-11-20	2k	189	0.11	0
2027-02-19	12	35	2.92	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.