KOF · Expected Move

Coca-Cola FEMSA, S.A.B DE C.V

The expected move for KOF 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).

KOF straddle price & implied vol

59 sessions

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

Current KOF Expected Move
30-Day Straddle
$5.72
7-Day Straddle
$5.72
Avg IV
63.7%
IV Rank
58%
Implied one-standard-deviation move through the next 30 days. Compare to KOF'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.
KOF Straddle Price — Last 60 Days
Date30D Straddle7D StraddleAvg IVIV Rank
20260929 $5.72 $5.72 63.7% 58%
20260928 $5.67 $5.67 66.1% 64%
20260925 $5.50 $5.50 57.2% 44%
20260924 $6.12 $6.12 66.1% 64%
20260923 $6.55 $6.55 58.1% 46%
20260922 $6.95 $6.95 58.1% 46%
20260921 $6.33 $6.33 53.0% 36%
20260918 $6.40 $3.83 51.3% 32%
20260917 $6.93 $2.95 56.4% 43%
20260916 $7.15 $5.15 52.5% 34%
20260915 $7.20 $5.15 54.3% 38%
20260914 $7.62 $5.05 47.3% 23%
20260911 $6.50 $4.97 47.7% 24%
20260910 $7.55 $5.08 45.1% 19%
20260909 $6.92 $5.15 52.6% 35%
20260908 $7.15 $5.38 52.3% 34%
20260904 $7.25 $5.75 45.6% 20%
20260903 $7.10 $5.15 46.1% 21%
20260902 $5.78 $5.78 45.0% 18%
20260901 $5.17 $5.17 83.2% 100%
20260831 $5.40 $5.40 62.4% 59%
20260828 $4.60 $4.60 53.3% 38%
20260827 $6.50 $6.50 61.3% 57%
20260826 $4.60 $4.60 59.0% 51%
20260825 $6.35 $6.35 48.1% 27%
20260824 $5.28 $5.28 57.8% 49%
20260821 $6.25 $8.85 52.9% 37%
20260820 $6.05 $2.95 47.7% 26%
20260819 $7.12 $4.95 54.5% 41%
20260818 $6.40 $2.02 48.9% 28%
20260817 $4.38 $4.95 48.0% 26%
20260814 $4.45 $3.17 42.0% 13%
20260813 $4.60 $4.80 48.9% 29%
20260812 $5.05 $2.40 47.8% 27%
20260811 $6.85 $3.68 45.8% 22%
20260810 $7.75 $5.92 50.2% 32%
20260806 $7.05 $5.20 41.1% 12%
20260805 $4.50 $4.50 73.0% 84%
20260804 $5.30 $5.30 70.2% 77%
20260803 $4.58 $4.58 64.0% 63%
20260731 $6.10 $6.10 52.4% 37%
20260730 $5.85 $5.85 57.4% 48%
20260729 $5.38 $5.38 58.6% 51%
20260728 $6.00 $6.00 58.4% 51%
20260727 $5.15 $5.15 52.3% 37%
20260724 $5.83 $5.83 52.5% 48%
20260723 $5.85 $5.85 58.6% 59%
20260722 $6.28 $6.28 52.2% 47%
20260721 $6.08 $6.08 49.8% 42%
20260720 $6.47 $6.47 45.5% 34%
20260716 $6.60 $3.27 50.2% 43%
20260715 $6.55 $4.10 45.5% 34%
20260714 $6.78 $3.02 47.2% 38%
20260713 $6.85 $2.50 52.3% 47%
20260710 $7.10 $3.22 42.8% 29%
20260709 $6.97 $3.60 36.4% 17%
20260708 $7.05 $4.95 43.7% 31%
20260707 $7.25 $3.83 41.4% 27%
20260706 $6.60 $5.85 46.1% 32%

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.