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KO options: IV rank, expected move and trade screens

Coca Cola Co · Consumer

In the app, stock prices are live and options data is refreshed intraday.

KO last closed at $99.25 with 30-day implied volatility of 19.5%. That is in the upper half of its one-year range (IV rank 53), so premiums are somewhat richer than usual for KO. Measured by IV percentile, IV is higher than 56% of the past year's readings. Options expiring Dec 11 (28 days out) price a one standard deviation move of about $5.30, or 5.3%.

The price is above both its 50-day (+9.2%) and 200-day (+19.2%) moving averages. It is trading within 0.0% of its 52-week high. The 14-day RSI of 73.3 is over 70, a level often described as overbought. The 14-day average true range is $1.74, about 1.7% of the price, a measure of a typical day's range.

Option volume at the close (68.6K contracts) was 1.4x its average, busier than usual. A negative beta of -0.22 means KO has tended to move against the broad market. 6 of our preset screens found trades on KO at the close, led by Bear Call Spreads on Overbought Stocks with 67 trades.

KO stats at the close

Price
$99.25
Market cap $427B
Implied volatility
19.5%
30-day, at the money
IV rank
53
IV sits 53% of the way from its one-year low to its one-year high.
IV percentile
56
IV is higher than 56% of the past year's readings.
ATR (14-day)
$1.74
1.7% of the price on a typical day
RSI (14-day)
73.3
Over 70, often called overbought
52-week range
+0.0% from high
+46.9% from the 52-week low
Moving averages
+9.2% vs 50-day
+19.2% vs the 200-day
Beta
-0.22
Sensitivity to the broad market
Option volume
1.4x avg
68.6K contracts vs 48.1K average

KO expected move by expiration

Expected move = price x at-the-money IV x the square root of (days to expiration / 365), a one standard deviation range. The straddle is the at-the-money call plus put, the market's own price for a move. Compare expected moves across stocks.

ExpirationIVExpected move1 SD rangeStraddle
Nov 20, 20267 days20.3%±$2.79 (2.8%)$96.46 to $102.04$2.24
Dec 11, 202628 days19.3%±$5.30 (5.3%)$93.95 to $104.55$4.24
Jan 15, 202763 days20.0%±$8.26 (8.3%)$90.99 to $107.51$6.59
Feb 19, 202798 days21.0%±$10.80 (10.9%)$88.45 to $110.05$8.60

Each expiration has its own implied volatility, and short-dated IV reacts more to near-term events, so the nearest expiration can differ a lot from the 30-day figure.

Trades that pass our screens as of the close

Counts and ranges for KO from our preset scans at the last close. Open a preset in the app to see each trade with its strikes, prices, and risk, refreshed intraday. Income strategies show annualized return; the rest show return on risk.

KO options FAQ

What is KO's IV rank?
At the last close, KO's IV rank was 53 with 30-day implied volatility of 19.5%. IV sits 53% of the way from its one-year low to its one-year high. Its IV percentile was 56: IV is higher than 56% of the past year's readings.
What is the expected move for KO?
Based on the last close, options expiring Dec 11, 2026 priced a one standard deviation move of $5.30 (5.3%), a range of $93.95 to $104.55. Roughly two times in three, the stock would finish inside that range if the options are priced fairly.
Which option screens have trades on KO?
At the last close, these OptionClaws preset screens had passing trades on KO: Bear Call Spreads on Overbought Stocks (67), Bull Put Spreads at 52-Week Highs (44), Long Call Butterflies for Pinning (39), Cash-Secured Put Entries on Mega Caps (30), Iron Condor, 2-ATR Profit Zone (5), Fresh Money Flow: Calls (2). Open a screen in the app to see the individual trades, refreshed intraday.
Is KO option volume above average?
At the last close, KO option volume was 1.4x its average, busier than usual.

Market data as of the prior close, for information and education only. Not investment advice. Options involve substantial risk and are not suitable for every investor. See our Terms of Service.