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Coca-Cola Europacific Partners plc Ordinary CCEP 116.13 -1.16 -0.99%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $116.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$1.39 $114.74 – $117.52 $114.46 – $117.80 $113.13 – $119.13
2 sessions ±1.7% ±$1.94 $114.19 – $118.07 $113.77 – $118.49 $111.94 – $120.32
3 sessions ±2.1% ±$2.45 $113.68 – $118.58 $113.22 – $119.04 $110.93 – $121.33
1 week ±2.7% ±$3.11 $113.02 – $119.24 $112.33 – $119.93 $109.51 – $122.75
2 weeks ±3.8% ±$4.37 $111.76 – $120.50 $110.73 – $121.53 $106.83 – $125.43
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±3.60%
Average actual move
3.36%
Beyond the implied move
1 / 3
Median IV change
-20.84%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±3.61% -7.13% 1.97× —
February 14, 2025 ±3.72% +2.65% 0.71× 31.6% → 17.2%
August 07, 2024 ±3.47% -0.30% 0.09× 23.9% → 18.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →