Volatility Analysis

Weekly Volatility Outlook: KO

KO implied volatility is at 28.90%. We break down the 7-day expected move and probability zones.

4 min read

Market Context

KO is trading at $82.20 with an annualized Implied Volatility (IV) of 28.90%.

With 7 days to expiration (Target: Jul 31, 2026), the market is pricing in the following potential range.

Analysis Date

Jul 24, 2026

Target Date

Jul 31, 2026

Price

$82.20

IV

28.90%

Volatility Math (7 Days)

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

Formula: 28.90% × √(7/365) ≈ 4.00%.

In dollar terms, this is approximately ±$3.29.

The market expects KO to stay within ±4.00% about 68% of the time over the next 7 days.

Time Factor

0.1385

Exp. Move %

±4.00%

Exp. Move $

±$3.29

Probability Cone

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

68% Confidence

$78.91 — $85.49

80% Confidence

$77.98 — $86.42

90% Confidence

$76.79 — $87.61

95% Confidence

$75.75 — $88.65

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 28.90% implies a ±4.00% move in 7 days.
  • The 68% confidence interval is $78.91 to $85.49.
  • Ranges are based on static IV; earnings or news can expand these significantly.