COST · Expected Move
Costco Wholesale Corp
The expected move for COST 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).
COST straddle price & implied vol
60 sessionsBars: 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 COST Expected Move
30-Day Straddle
$38.47
7-Day Straddle
$19.12
30-Day ATM IV
19.1%
IV Rank
4%
Implied one-standard-deviation move through the next 30 days. Compare to COST'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.
COST Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261002 | $38.47 | $19.12 | 19.1% | 4% |
| 20261001 | $40.15 | $21.73 | 19.6% | 11% |
| 20260930 | $39.72 | $22.57 | 18.9% | 2% |
| 20260929 | $41.25 | $23.93 | 19.2% | 6% |
| 20260928 | $42.80 | $16.85 | 19.3% | 8% |
| 20260925 | $38.03 | $20.75 | 18.7% | 0% |
| 20260924 | $47.80 | $36.45 | 23.5% | 56% |
| 20260923 | $48.83 | $36.35 | 23.6% | 57% |
| 20260922 | $47.90 | $35.17 | 23.1% | 49% |
| 20260921 | $48.35 | $28.90 | 22.9% | 46% |
| 20260918 | $47.25 | $31.93 | 23.3% | 52% |
| 20260917 | $46.48 | $30.65 | 23.0% | 47% |
| 20260916 | $49.78 | $35.27 | 24.4% | 68% |
| 20260915 | $52.02 | $36.42 | 24.9% | 76% |
| 20260914 | $52.08 | $16.73 | 24.2% | 66% |
| 20260911 | $46.73 | $17.62 | 23.3% | 52% |
| 20260910 | $50.48 | $21.20 | 24.7% | 72% |
| 20260909 | $50.75 | $22.73 | 24.7% | 73% |
| 20260908 | $53.00 | $25.25 | 25.2% | 82% |
| 20260904 | $48.45 | $17.38 | 23.8% | 61% |
| 20260903 | $49.80 | $19.38 | 23.8% | 61% |
| 20260902 | $52.98 | $24.15 | 25.0% | 79% |
| 20260901 | $55.60 | $26.27 | 25.6% | 87% |
| 20260831 | $54.02 | $17.23 | 24.4% | 71% |
| 20260828 | $49.15 | $18.85 | 23.6% | 59% |
| 20260827 | $50.25 | $22.98 | 23.9% | 62% |
| 20260826 | $51.58 | $24.12 | 23.4% | 56% |
| 20260825 | $53.17 | $25.52 | 23.5% | 57% |
| 20260824 | $54.12 | $18.30 | 22.9% | 49% |
| 20260821 | $41.48 | $19.55 | 21.0% | 22% |
| 20260820 | $43.75 | $24.65 | 21.4% | 27% |
| 20260819 | $44.27 | $25.33 | 20.3% | 11% |
| 20260818 | $46.73 | $26.98 | 20.8% | 18% |
| 20260817 | $45.48 | $17.95 | 20.1% | 8% |
| 20260814 | $41.90 | $19.17 | 19.9% | 5% |
| 20260813 | $45.80 | $23.20 | 20.8% | 19% |
| 20260812 | $43.25 | $23.43 | 19.9% | 6% |
| 20260811 | $44.90 | $25.77 | 20.5% | 15% |
| 20260810 | $49.08 | $17.58 | 21.9% | 35% |
| 20260807 | — | — | 22.1% | 38% |
| 20260806 | $48.02 | $27.30 | 22.6% | 44% |
| 20260805 | $49.95 | $28.23 | 23.0% | 51% |
| 20260804 | $53.92 | $32.65 | 24.4% | 71% |
| 20260803 | $53.85 | $22.30 | 23.9% | 63% |
| 20260731 | $49.25 | $24.60 | 23.5% | 57% |
| 20260730 | $49.50 | $26.95 | 22.7% | 46% |
| 20260729 | $51.05 | $29.42 | 22.9% | 49% |
| 20260728 | $50.15 | $30.90 | 22.4% | 41% |
| 20260727 | $49.62 | $19.70 | 22.0% | 35% |
| 20260724 | $43.80 | $20.40 | 21.3% | 24% |
| 20260723 | $46.78 | $23.52 | 22.3% | 32% |
| 20260722 | $47.48 | $25.32 | 22.4% | 33% |
| 20260721 | $48.52 | $28.30 | 22.5% | 34% |
| 20260720 | $51.25 | $19.10 | 23.4% | 44% |
| 20260716 | $46.98 | $24.08 | 22.0% | 29% |
| 20260715 | $46.40 | $24.70 | 22.1% | 29% |
| 20260714 | $49.53 | $27.88 | 23.0% | 40% |
| 20260713 | $49.67 | $19.35 | 22.5% | 34% |
| 20260710 | $44.55 | $19.95 | 21.7% | 25% |
| 20260709 | $47.38 | $23.88 | 22.8% | 38% |
More on COST
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.