KO Moves

Coca-Cola Company KO 95.73 -0.07 -0.07%

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Expected move

November 05, 2026 close · $95.81

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.1% ±$1.09	$94.72 – $96.90	$94.50 – $97.12	$93.46 – $98.16
2 sessions	±1.5% ±$1.41	$94.40 – $97.22	$94.10 – $97.52	$92.76 – $98.86
3 sessions	±1.8% ±$1.72	$94.09 – $97.53	$93.75 – $97.87	$92.13 – $99.49
1 week	±2.2% ±$2.15	$93.66 – $97.96	$93.18 – $98.44	$91.24 – $100.38
2 weeks	±3.0% ±$2.88	$92.93 – $98.69	$92.24 – $99.38	$89.65 – $101.97
3 weeks	±3.7% ±$3.57	$92.24 – $99.38	$91.36 – $100.26	$88.26 – $103.36
1 month	±4.4% ±$4.25	$91.56 – $100.06	$90.50 – $101.12	$86.79 – $104.83

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

±3.12%

Average actual move

2.58%

Beyond the implied move

3 / 7

Median IV change

-28.74%

Reaction session	Implied	Actual	Used	ATM IV before → after
October 27, 2026	±3.16%	-1.64%	0.52×	26.1% → 18.7%
July 28, 2026	±3.21%	+5.00%	1.56×	27.7% → 26.9%
April 28, 2026	±3.12%	+3.86%	1.24×	26.2% → 24.8%
February 10, 2026	±3.28%	-1.49%	0.45×	—
July 22, 2025	±2.79%	-0.59%	0.21×	23.7% → 16.6%
April 29, 2025	±3.23%	+0.78%	0.24×	27.6% → 19.4%
February 11, 2025	±3.05%	+4.73%	1.55×	24.2% → 17.2%

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