COKE Moves

Coca-Cola Consolidated COKE 212.5 8.32 4.07%

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Expected move

November 05, 2026 close · $212.62

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.9% ±$4.08	$208.54 – $216.70	$207.73 – $217.51	$203.88 – $221.36
2 sessions	±2.7% ±$5.68	$206.94 – $218.30	$205.75 – $219.49	$200.39 – $224.85
3 sessions	±3.4% ±$7.14	$205.48 – $219.76	$204.12 – $221.12	$197.42 – $227.82
1 week	±4.3% ±$9.08	$203.54 – $221.70	$201.52 – $223.72	$193.29 – $231.95
2 weeks	±6.0% ±$12.74	$199.88 – $225.36	$196.86 – $228.38	$185.47 – $239.77
3 weeks	±7.2% ±$15.20	$197.42 – $227.82	$193.72 – $231.52	$180.49 – $244.75
1 month	±8.3% ±$17.56	$195.06 – $230.18	$190.70 – $234.54	$175.39 – $249.85

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

±7.84%

Average actual move

15.63%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 07, 2026	±7.84%	-15.63%	1.99×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →