KO Implied Volatility
KO $92.55 · Updated Oct 26, 4:00 PM ET
KO at-the-money implied volatility is 37.9% for Oct 30, 2026 (4 days out). For Nov 27, 2026 it is 20.8%. Near-term volatility is priced above longer-dated volatility, an inverted term structure that usually accompanies an event or stress.
TERM STRUCTURE (ATM IV)
| Expiration | DTE | ATM strike | ATM IV |
|---|---|---|---|
| Oct 30, 2026 | 4 | 93 | 37.9% |
| Nov 6, 2026 | 11 | 93 | 27.0% |
| Nov 13, 2026 | 18 | 93 | 23.1% |
| Nov 20, 2026 | 25 | 92.5 | 22.5% |
| Nov 27, 2026 | 32 | 93 | 20.8% |
| Dec 4, 2026 | 39 | 93 | 20.4% |
| Dec 18, 2026 | 53 | 92.5 | 20.3% |
| Jan 15, 2027 | 81 | 92.5 | 20.1% |
| Feb 19, 2027 | 116 | 92.5 | 19.7% |
| Mar 19, 2027 | 144 | 92.5 | 20.5% |
SKEW, OCT 30, 2026
| Strike | Call IV | Put IV |
|---|---|---|
| 85 | 0.0% | 40.2% |
| 86 | 0.0% | 38.3% |
| 87 | 0.0% | 39.0% |
| 88 | 27.4% | 39.3% |
| 89 | 30.6% | 38.6% |
| 90 | 36.8% | 38.7% |
| 91 | 38.4% | 39.1% |
| 92 | 37.4% | 38.8% |
| 93 | 37.3% | 38.5% |
| 94 | 37.4% | 39.8% |
| 95 | 36.8% | 38.0% |
| 96 | 37.0% | 42.1% |
| 97 | 36.9% | 43.3% |
| 98 | 36.1% | 0.0% |
| 99 | 35.6% | 44.5% |
| 100 | 35.6% | 40.0% |
| 101 | 38.5% | 82.7% |
How this is calculated: Implied Volatility methodology