CCEP · Expected Move

Coca-Cola Europacific Partners plc Ordinary Shares

The expected move for CCEP is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).

CCEP straddle price & implied vol

60 sessions

Bars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).

Current CCEP Expected Move
30-Day Straddle
$7.12
7-Day Straddle
$5.23
30-Day ATM IV
24.0%
IV Rank
56%
Implied one-standard-deviation move through the next 30 days. Compare to CCEP's realized move over the same window to gauge whether options are pricing in too much (premium-selling regime) or too little (premium-buying regime). The Expected Move Tracker ranks every symbol by this measure.
CCEP Straddle Price — Last 60 Days
Date30D Straddle7D StraddleATM IVIV Rank
20261110 $7.12 $5.23 24.0% 56%
20261109 $6.35 $5.05 22.4% 39%
20261106 $7.22 $4.90 23.8% 54%
20261105 $7.42 $5.38 23.2% 48%
20261104 $4.95 $4.95 22.5% 41%
20261103 $5.80 $5.80 24.9% 66%
20261102 $5.15 $5.15 22.2% 38%
20261030 $6.05 $6.05 24.7% 64%
20261029 $5.68 $5.68 24.2% 59%
20261028 $5.92 $5.92 24.8% 65%
20261027 $5.53 $5.53 23.2% 48%
20261026 $5.95 $5.95 24.4% 61%
20261023 $6.95 $6.95 27.3% 92%
20261022 $5.40 $5.40 21.9% 34%
20261021 $6.50 $6.50 25.7% 74%
20261020 $5.58 $5.58 22.7% 43%
20261019 $6.58 $6.58 23.4% 51%
20261016 $7.05 $2.80 22.8% 43%
20261015 $7.22 $2.35 26.2% 81%
20261014 $6.70 $2.90 24.4% 61%
20261013 $6.88 $2.62 25.1% 69%
20261012 $6.58 $1.48 24.1% 58%
20261009 $6.72 $1.85 23.3% 49%
20261008 $6.40 $2.93 23.0% 46%
20261007 $6.75 $3.33 24.4% 61%
20261006 $7.25 $3.62 24.4% 60%
20261005 $7.05 $3.72 27.4% 93%
20261002 $4.28 $4.28 25.8% 76%
20261001 $3.50 $3.50 23.8% 55%
20260930 $4.70 $4.70 24.6% 63%
20260929 $4.00 $4.00 23.8% 54%
20260928 $4.28 $4.28 23.8% 54%
20260925 $3.88 $3.88 21.7% 32%
20260924 $4.43 $4.43 23.9% 55%
20260923 $4.30 $4.30 23.2% 48%
20260922 $5.10 $5.10 22.9% 45%
20260921 $5.28 $5.28 25.2% 70%
20260918 $4.93 $1.70 22.5% 40%
20260917 $5.90 $2.30 25.2% 69%
20260916 $5.17 $2.40 22.5% 40%
20260915 $5.20 $2.40 21.7% 32%
20260914 $4.55 $1.57 18.7% 0%
20260911 $5.10 $2.83 22.2% 27%
20260910 $5.50 $2.95 22.4% 29%
20260909 $5.40 $2.50 21.4% 17%
20260908 $6.05 $2.88 20.6% 7%
20260904 $6.55 $3.83 22.3% 28%
20260903 $6.25 $3.40 20.7% 8%
20260902 $3.88 $3.88 20.9% 10%
20260901 $3.73 $3.73 20.3% 3%
20260831 $3.25 $3.25 22.2% 26%
20260828 $4.65 $4.65 20.1% 0%
20260827 $4.95 $4.95 22.4% 27%
20260826 $5.75 $5.75 23.9% 45%
20260825 $4.57 $4.57 20.3% 0%
20260824 $5.50 $5.50 22.9% 27%
20260821 $5.50 $2.38 21.9% 12%
20260820 $5.47 $2.28 22.7% 19%
20260819 $5.55 $2.25 23.3% 27%
20260818 $5.92 $3.18 21.7% 8%

Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.