Ticker Options Intelligence

KOF options intelligence

Coca-Cola Femsa SAB de CV ADR options pressure, expected move, strike concentration, and Sharemaestro trend context.

Conviction 48 Market data through 11 Aug 2026 Checked 12 Aug 2026 11:46 · complete available chain

Put-side pressure

Bearish pressure

KOF currently carries bearish options pressure with a 48/100 conviction score. The nearest-chain expected move is 3.3%, with volume/open-interest participation at 0.00.

Options Intelligence Opportunities Bullish confirmation Risks Unusual flow Vol expansion Repeated pressure Compare Chart Weekly report
Primary read Bearish

Put-side pressure

Expected move 3.3%

Near-term move context

Activity / OI 0.00

Current volume is quieter versus prior open interest

Put-call -

Balanced tape

Trend fit 15

Options are not fully confirming trend

Weekly backdrop +2.0%

RS 2.1

Expected move 3.3%
Put-call volume -
Volume / OI 0.00
Reference IV 0.27
Max pain 105.00
Underlying 110.44
Nearest expiry 21 Aug 2026
Contracts 164

Research Brief

KOF has a bearish chain read with 48/100 evidence alignment.

The practical question is whether the underlying confirms the options concentration. The chain prices a reference range of 106.76–114.12; The largest call open-interest concentration is 110.00; the largest put concentration is 105.00. The most active strike by current volume is 100.00.

Priced range106.76–114.12
Call concentration110.00
Put concentration105.00
Max pain reference105.00
What would confirm it
  • Price remains weak while put-side concentration persists.
What would weaken it
  • Price recovers while put pressure fades or reverses toward calls.
  • Options and the weekly trend are not yet giving the same message.

Priced Move

Where the chain says movement becomes exceptional

Size, not direction · through 21 Aug

Options imply 106.76 to 114.12. Max pain at 105.00 lies outside the priced range, so it is a weak near-term anchor.

Spot Max pain
106.76110.44 ± 3.68114.12
Confirmation level

A close beyond 114.12 or below 106.76 at the 21 Aug expiry would exceed the move currently priced by this chain.

Important limitation

The range is a pricing reference, not a forecast; volatility can reprice sharply after news or as expiry approaches.

Score Construction

Why conviction is 48/100

Evidence alignment, not probability

Pressure is 93/100 toward puts; conviction uses its strength, while the signal label carries its direction.

Directional pressure93 × 42%
+39.2

How strongly activity leans toward calls or puts.

Participation8 × 22%
+1.8

Volume relative to existing open interest and contract-level activity.

Trend agreement15 × 26%
+4.0

How closely the chain read agrees with the underlying trend backdrop.

Volatility32 × 10%
+3.2

The intensity of implied volatility and the priced move.

Reconstructed score48.1Matches stored calculation

Positioning by Strike

Where open interest and current activity concentrate

Full strike map

The largest call open-interest concentration is 110.00; the largest put concentration is 105.00. The most active strike by current volume is 100.00. Open-interest concentrations show where positions exist; they are not proven support, resistance or dealer exposure.

Put open interestStrikeCall open interest
2
50.00-54.7%
0
3
55.00-50.2%
0
4
60.00-45.7%
3
0
65.00-41.1%
0
0
70.00-36.6%
0
0
75.00-32.1%
0
2
80.00-27.6%
0
8
85.00-23.0%
0
2
90.00-18.5%
0
0
95.00-14.0%
2
14
100.00-9.5%
21
204
105.00-4.9%
70
0
110.00-0.4%
153
0
115.004.1%
135
0
120.008.7%
28
0
125.0013.2%
26
0
130.0017.7%
67
Nearest spot strike Max pain strikeBars show relative OI within this expiry

Gamma Profile by Strike

Positive gamma proxy

Reported + model-estimated Greeks · 93% coverage

Call-side gamma sensitivity outweighs the put-side proxy across the retained chain. The largest bars mark levels where delta-hedging sensitivity may be most concentrated.

Net profile+$154,898Delta change / 1% move
Positive peak110.00+$195,080
Negative peak105.00-$80,789
Nearest balance106.46Interpolated sign change
StrikeNegativePositiveNet / 1% move
50.00-54.7%
-$3
55.00-50.2%
-$6
60.00-45.7%
-$10
80.00-27.6%
-$15
85.00-23.0%
-$95
90.00-18.5%
-$32
95.00-14.0%
-$504
100.00-9.5%
-$7,480
105.00-4.9%
-$80,789
110.00-0.4%
+$195,080
115.004.1%
+$29,067
120.008.7%
+$11,707
125.0013.2%
+$6,231
130.0017.7%
+$1,536
140.0026.8%
+$211
Positive call-side proxy Negative put-side proxyHighlighted row is nearest spot strike

Scenario proxy = gamma × open interest × 100 shares × spot² × 1%. Calls are positive and puts negative by convention. Missing Greeks use a Black-Scholes estimate from stored IV with zero rate and dividend assumptions. Open interest does not reveal who is long or short, so this is not observed dealer positioning or a forecast.

Volatility Curve

Balanced volatility curve

1.08× front/back

Near- and longer-dated implied volatility are broadly aligned; no exceptional front-expiry premium is visible.

0.27 21 Aug 10d
0.21 18 Sep 38d
0.22 20 Nov 101d
0.25 19 Feb 192d

Volatility by Strike

Downside protection premium

Nearest expiry, within 20% of spot

Out-of-the-money puts carry higher implied volatility than comparable calls, indicating richer downside protection.

90
95
100
105
110
115
120
125
130
Put IV Call IV

Historical Replay

How matured reads behaved through expiry

0 matured · 0 directional

Forward validation is building. The earliest eligible stored read expires 21 Aug 2026; its result will appear after the matched closing reference is stored.

Directional follow-through-
Moves contained by pricing-
Average expiry move-
Validation readiness
  • Auditable calculationoriginal version retained
  • Independent entryone read per market session
  • Point-in-time referencerequired at entry
  • Matched expiry closereported only after maturity

Eligible snapshots must have a dated market session, stored signal, and point-in-time market reference. Each observation uses one read per market session and the first stored weekly close on or immediately after expiry; its original calculation version is retained. It is an evidence audit, not an executable strategy or evidence of future performance.

Evidence Quality

Usable with limits

C69/100
Retained chain100%
Implied volatility100%
Two-sided quotes100%
Open interest100%
Chain status
Complete available chain
Market date
11 Aug 2026
Calculation
v2.0
Contracts
164 / 164
  • No material coverage gap was detected in the retained chain.

Aggregate chain data supports concentration, participation and pricing analysis. It does not identify trade aggressor, opening versus closing activity, multi-leg intent or dealer inventory.

Options Intent Radar

Put-heavy activity

94/100
Primary intent Put-heavy activity

Put-side activity dominates. This can reflect hedging or directional positioning, but the chain alone cannot distinguish buying from selling.

Flow vs price divergence Bearish flow against rising price

Put-side pressure is building while price is rising, a cautionary divergence.

Why this matters

Put-heavy activity matters because it connects the options headline to the actual evidence: $140 of estimated gross traded notional, puts · 91+ days · otm, and a bearish flow against rising price backdrop. Use it as a research priority signal, then validate the chart, liquidity, event calendar, and risk before acting.

Options pressure-93
1W price+2.0%
Call premium0%
Put premium100%
Notional split C 0% / P 100% Estimated gross traded notional uses volume × contract multiplier × midpoint, or last price when no valid midpoint is available.
Freshness 0.00 Volume divided by open interest across the visible chain.
Trend fit 15/100 Agreement between options pressure and Sharemaestro market context.
Aggregate chain data does not identify trade aggressor or opening versus closing activity; call/put concentration is not proof of market direction.
Conviction clusters Puts · 91+ days · OTM
Puts · 91+ days · OTM puts cluster with 1 contracts traded, $130 estimated gross traded notional, and 93% of visible notional.
$130
Puts · 8-21 days · OTM puts cluster with 1 contracts traded, $10 estimated gross traded notional, and 7% of visible notional.
$10

Setup Classification

Opportunity and risk frame

Context, not advice
Negative Options disagreement

Options positioning is not confirming the underlying trend context.

Activity Anomaly

Normal range

50

Activity is broadly in line with recent stored snapshots.

Baseline: 10 completed sessions

Volume rank30th
Volume/OI rank20th
IV rank100th

Market Context

Underlying confirmation

Sharemaestro weekly
Close110.44
1W+2.0%
RS2.1
Fair value+27.0%
Options pressure-93
Speculation8
Volatility32
Trend fit15

Today Versus Normal

Stored-options context

View history
Expected move 3.3% muted
30d avg 5.3% · 10 sessions 0th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
IV 0.27 elevated
30d avg 0.23 · 10 sessions 100th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -
Put-call - history building
30d avg - · 7/10 sessions -
90d avg - · 7/30 sessions -
180d avg - · 7/60 sessions -
Volume/OI 0.00 muted
30d avg 0.07 · 10 sessions 20th
90d avg - · 10/30 sessions -
180d avg - · 10/60 sessions -

Pressure Trail

Recent pressure and volatility

Open trail
29 Jul 10:16 Bullish
Pressure 25
Move 6.2%
30 Jul 10:12 Bullish
Pressure 87
Move 5.3%
31 Jul 03:43 Bullish
Pressure 99
Move 6.7%
1 Aug 09:09 Mixed
Pressure 8
Move 5.4%
3 Aug 10:33 Mixed
Pressure 8
Move 5.6%
4 Aug 10:12 Mixed
Pressure 11
Move 4.9%
5 Aug 01:37 Bearish
Pressure -93
Move 4.9%
6 Aug 10:05 Bullish
Pressure 57
Move 4.0%

Strike Map

Where activity is clustering

Full strike map
Strike50.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike55.00
Calls · V 0 · OI 0
Puts · V 0 · OI 3
Strike60.00
Calls · V 0 · OI 3
Puts · V 0 · OI 4
Strike65.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike70.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike75.00
Calls · V 0 · OI 0
Puts · V 0 · OI 0
Strike80.00
Calls · V 0 · OI 0
Puts · V 0 · OI 2
Strike85.00
Calls · V 0 · OI 0
Puts · V 0 · OI 8

Term Structure

Expiration activity

Volume and IV
Expiry21 Aug 2026
Contracts40
Avg IV0.27
Put-call-
Expiry18 Sep 2026
Contracts42
Avg IV0.21
Put-call-
Expiry20 Nov 2026
Contracts38
Avg IV0.22
Put-call-
Expiry19 Feb 2027
Contracts44
Avg IV0.25
Put-call-

Skew

Call/put IV balance

OTM demand
21 Aug 2026Put IV premium
Call IV0.12
Put IV0.25
Skew0.13
18 Sep 2026Put IV premium
Call IV0.06
Put IV0.22
Skew0.16
20 Nov 2026Put IV premium
Call IV0.20
Put IV0.28
Skew0.08
19 Feb 2027Put IV premium
Call IV0.22
Put IV0.29
Skew0.07

Contract Tape

Most active contracts

Full contract tape
ContractKOF260821P00100000
SidePut
Expiry21 Aug 2026
Strike100.00
Volume1
OI14
IV0.23
ContractKOF270219P00085000
SidePut
Expiry19 Feb 2027
Strike85.00
Volume1
OI1
IV0.14
ContractKOF260821P00105000
SidePut
Expiry21 Aug 2026
Strike105.00
Volume-
OI204
IV0.25
ContractKOF260821C00110000
SideCall
Expiry21 Aug 2026
Strike110.00
Volume-
OI153
IV0.23
ContractKOF260821C00115000
SideCall
Expiry21 Aug 2026
Strike115.00
Volume-
OI135
IV0.12
ContractKOF261120C00120000
SideCall
Expiry20 Nov 2026
Strike120.00
Volume-
OI94
IV0.06
ContractKOF260821C00105000
SideCall
Expiry21 Aug 2026
Strike105.00
Volume-
OI70
IV0.22
ContractKOF260821C00130000
SideCall
Expiry21 Aug 2026
Strike130.00
Volume-
OI67
IV0.39

Evidence context