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The Cooper Companies COO 62.36 -1.15 -1.81%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

No chain in the last ten days can size a move for COO.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±10.19%
Average actual move
11.62%
Beyond the implied move
1 / 2
Median IV change
-30.30%
Reaction session Implied Actual Used ATM IV before → after
September 10, 2026 ±10.91% -14.67% 1.34× —
June 05, 2026 ±9.47% +8.58% 0.91× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →