COST Moves

Costco Wholesale Corp COST 1046.47 27.21 2.67% Regime: Trend Up (95%)

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Expected move

November 04, 2026 close · $1048.35

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.0% ±$10.69	$1037.66 – $1059.04	$1035.46 – $1061.24	$1025.29 – $1071.41
2 sessions	±1.4% ±$14.89	$1033.46 – $1063.24	$1030.21 – $1066.49	$1016.17 – $1080.53
3 sessions	±1.8% ±$18.77	$1029.58 – $1067.12	$1025.92 – $1070.78	$1008.30 – $1088.40
1 week	±2.3% ±$23.90	$1024.45 – $1072.25	$1019.10 – $1077.60	$997.40 – $1099.30
2 weeks	±3.2% ±$33.55	$1014.80 – $1081.90	$1006.84 – $1089.86	$976.75 – $1119.95
3 weeks	±4.0% ±$41.51	$1006.84 – $1089.86	$996.67 – $1100.03	$960.50 – $1136.20
1 month	±4.7% ±$49.48	$998.87 – $1097.83	$986.60 – $1110.10	$943.41 – $1153.29

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. COST reports in 26 sessions; only the horizons marked Earnings include its jump. 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

±3.27%

Average actual move

3.17%

Beyond the implied move

3 / 6

Median IV change

-27.03%

Reaction session	Implied	Actual	Used	ATM IV before → after
September 25, 2026	±2.98%	+2.93%	0.99×	27.6% → 20.0%
May 29, 2026	±2.90%	-3.91%	1.35×	28.8% → 21.8%
September 26, 2025	±3.40%	-2.90%	0.85×	30.2% → 20.0%
May 30, 2025	±2.98%	+3.12%	1.05×	28.7% → 21.2%
March 07, 2025	±4.09%	-6.07%	1.48×	36.6% → 30.8%
December 13, 2024	±3.29%	+0.10%	0.03×	28.5% → 19.5%

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