Coca-Cola Co · Brief

Next report

101 days

Feb 9 · before openest.Q4 FY26

Earnings

Expected move

Inputs

±7.8%implied · straddle

86.73101.43

spot 94.08exp Feb 19ATM strike 95ATM straddle 8.65IV 21%

Oct 30 closeprovisional

Expected move

Inputs

Implied vs realized

8 reportsHistory

4 of 8≥ implied

avg implied: ±2.5%
avg realized: ±2.8%

Feb 11 '25±2.5%▲+4.73%×1.93

Apr 29 '25±2.9%▲+0.78%×0.27

Jul 22 '25±2.3%▼−0.59%×0.26

Oct 21 '25±2.3%▲+4.06%×1.73

Feb 10 '26±2.5%▼−1.49%×0.60

Q1 FY26±2.6%▲+3.86%×1.51

Q2 FY26±2.7%▲+5.00%×1.85

Q3 FY26±2.7%▼−1.64%×0.60

quarterimplied−5%0+5%realized×

Q3 FY26±2.7%▼−1.64%×0.60

Q2 FY26±2.7%▲+5.00%×1.85

Q1 FY26±2.6%▲+3.86%×1.51

Feb '26±2.5%▼−1.49%×0.60

Oct '25±2.3%▲+4.06%×1.73

Jul '25±2.3%▼−0.59%×0.26

2 older reports

Apr '25±2.9%▲+0.78%×0.27

Feb '25±2.5%▲+4.73%×1.93

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

Bull & bear

Feb 9 report · est.

—

Linked exposure

KO report session

Customers 2

MNSTMonster×0.60 DPZDomino's Pizza×0.43

× = co-movement · max 500dSource: SEC filings · market data

Latest changes

30 daysAll changes

Oct 13impliedImplied move: ±3.4% into Oct 27 earnings (Oct 13 close).Source

Your note

privateThesis 0 · Decisions 0 · Observations 0

No thesis.