Volatility Analysis

Weekly Volatility Outlook: KO

KO implied volatility is at 21.93%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

KO is trading at $70.51 with an annualized Implied Volatility (IV) of 21.93%.

With 7 days to expiration (Target: Jan 16, 2026), the market is pricing in the following potential range.

Analysis Date

Jan 9, 2026

Target Date

Jan 16, 2026

Price

$70.51

IV

21.93%

Volatility Math (7 Days)

To estimate the expected move, we convert annualized IV to the 7-day timeframe.

Formula: 21.93% × √(7/365) ≈ 3.04%.

In dollar terms, this is approximately ±$2.14.

The market expects KO to stay within ±3.04% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±3.04%

Exp. Move $

±$2.14

Probability Cone

The following table shows the statistical probability ranges based on current volatility.

68% Confidence

$68.37 — $72.65

80% Confidence

$67.77 — $73.25

90% Confidence

$66.99 — $74.03

95% Confidence

$66.31 — $74.71

Disclaimer

This analysis is a static projection based on current IV. Real-world events may cause price to move outside these bounds. Not investment advice.

Key takeaways

  • Current IV of 21.93% implies a ±3.04% move in 7 days.
  • The 68% confidence interval is $68.37 to $72.65.
  • Ranges are based on static IV; earnings or news can expand these significantly.