What move does the options market price into Coke Consolidated's report?

Implied ±6.9%, either direction.

COKENasdaqBottled & Canned Soft Drinks & Carbonated Waters

Coca-Cola Consolidated, Inc. (COKE) earnings date, market-implied expected move, and options open interest by expiry

210.03

+0.55 · +0.26%

post 210.03 0.00%

Closed16:00 ET

Open209.68Volume580,339Mkt cap$13.9BP/E25.43EPS8.26Div yield0.48%

Day206.51 – 213.6849%52-wk126.38 – 218.8091%

COKE

Coca-Cola Consolidated, Inc.

OpenVolumeMkt capP/EEPSDiv yield

Day – 52-wk –

Expected move

Inputs

±6.9%implied · report alone

191.94220.58

straddle ±8.6%

spot 206.26exp Nov 20ATM strike 210ATM straddle 20.75IV 57%

Nov 3 closereport share · term structure

Expected move

Inputs

Next report

Today

after close

est.Q3 FY26

Calendar

Next report

Last report

+1.89%

vs ±7.7% implied · ×0.24

shaded = implied · ▲▼ = realized

Aug 5 '26 · confirmed

Implied vs realized

Linked news

16hKDP · supplierKeurig Dr Pepper Q3 net sales $7.34 bn, diluted EPS $0.59; reaffirms 2026 guidance
5dMNST · supplierMonster Beverage to Report Financial Results for 2026 Third Quarter on November 5, 2026
6dWMT · customerFTC demands Walmart, Uber, Delta and others hand over data on personalized pricing: Reuters

News

Largest filed tie

13F top-10 QoQ

+6.39%

shares held · 10 largest managers

13F · Jun 30 '26127d lag

614 managers

Top fund weight

0.30%

COKE weight · MDY

N-PORTJun 30 '26

4 funds

Last reportshaded = implied▲▼ = realized× = |realized| ÷ implied

Coke Consolidated (COKE) is expected to report on Nov 10 after close (estimated date).

Implied vs realized

1 report

—≥ implied

Q2 FY26Aug 5 '26confirmed±7.7%▲+1.89%×0.24

quarterimplied−10%0+10%realized×

Q2 FY26±7.7%▲+1.89%×0.24

Shaded = implied · tick ▲▼ = realized · × = |realized| ÷ impliedSource: options EOD · implied at prior close · realized close to close

Implied vs realized

Positioning

OI · 3 expiries · Nov 3 close

7.67OI · 3 expiries · Nov 3 closeP/C open interest · Nov 20 · first expiry after the report

PUTS · chgexpiry · days · P/CCALLS · chgP/C

3,038+1%Nov 2016d396+6%

9370%Dec 1844d0.99942−1%0.99

136+2%Mar 19135d0.265230%0.26

ExpiryPutsCallsP/C

Nov 2016d3,038+1%396+6%7.67

Dec 1844d9370%942−1%0.99

Mar 19135d136+2%5230%0.26

Hatched = puts · solid = calls · bars scaled per expiry · chg = OI vs prior sessionSource: options EOD

Positioning

Linked exposure

scenario · straddle±8.6%

Funds 4

MDY±0.0%

REVS±0.0%

VTI±0.0%

VT±0.0%

Dashed = straddleMethod Source: SEC filings · N-PORT · market data

Linked exposure

Revenue flow

as filedQ2 FY26

7.74%as filednet margin · revenue +11.14% QoQ · +10.61% YoY

Revenue

$2.1B+11.14% QoQ

Gross profit

$778M+7.06% QoQ

37.93% margin

Operating income

$271M+14.24% QoQ

13.22% margin

Pre-tax income

$215M+42.26% QoQ

Net income

$159M+42.37% QoQ

7.74% margin

Cost of revenue

$1.3B+13.79% QoQ

Operating expenses

$507M+3.58% QoQ

Other expense

$56M

Tax

$56M+41.94% QoQ

Revenue$2.1B+11.14%

Gross profit

$778M+7.06%

37.93% margin

Operating income

$271M+14.24%

13.22% margin

Pre-tax income

$215M+42.26%

Net income

$159M+42.37%

7.74% margin

Cost of revenue

$1.3B+13.79%

Operating expenses

$507M+3.58%

Other expense

$56M

Tax$56M+41.94%

flow · deduction · signed % = QoQSource: SEC filings · standardized · QE Jul 3 '26 · width = $

Revenue flow

Intraday

15m bars

Long dash = implied range · Nov 3 close · Hatch = extended hours · ▯ up · ▮ downSource: market data · 16:00 ET

Intraday

Event sensitivity

NFP ×1.47· ±2.2% vs ±1.5% · 10 releases

eventrelease day|move|up · n×base

NFPjobs report±2.2%7 of 10×1.47

CPIconsumer prices±1.8%7 of 10×1.21

PPIproducer prices±1.6%4 of 10×1.09

CPROFcorporate profits±1.4%4 of 12×0.95

GDPgross domestic product±1.4%9 of 19×0.94

PCEpersonal income & outlays±1.4%13 of 19×0.93

FOMCrate decision±1.0%13 of 24×0.66

Bar = avg |move| to ±3% · tick = ±1.5% avg day · ×base = |move| ÷ ±1.5% · min 6 releases

Earnings history

EPS 4.76 · consensus —

Quarter	Reported	EPS	Consensus
Q2 FY26	Aug 5 '26 · confirmed	4.76	—
Q1 FY26	—	3.34	—
Q3 FY25	—	3.28	—

Source: filed financials

Methodology

ties · implied moves · holdersMethod