Costco Wholesale Corporation (COST)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of 13:03 UTC · Figures derived from the full chain (3,492 contracts, 18 expirations) · IV own-history percentile appears after 60 recorded days (28 so far)
Expected move · Nov 20, 2026 (32 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±4.8% (range 937.70–1,032.35) by Nov 20, 2026. ATM straddle: 47.33 @ strike 985 · ATM IV: 19.2%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 886.52 | -10% | 96.6% | 3.4% |
| 935.77 | -5% | 80.9% | 19.1% |
| 985.02 | +0% | 48.9% | 51.1% |
| 1,034.27 | +5% | 18.8% | 81.2% |
| 1,083.52 | +10% | 4.4% | 95.6% |
Model-estimated probabilities of finishing above/below each level at expiration: estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Nov 20, 2026 · lognormal model with zero drift: an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Oct 23, 2026 | 4 | ±2.2% | 19.1% | 25.7K |
| Oct 30, 2026 | 11 | ±3.0% | 18.8% | 18.8K |
| Nov 06, 2026 | 18 | ±3.8% | 19.6% | 10.5K |
| Nov 13, 2026 | 25 | ±4.3% | 19.2% | 3,951 |
| Nov 20, 2026 | 32 | ±4.8% | 19.2% | 33.5K |
| Nov 27, 2026 | 39 | ±5.3% | 19.2% | 4,601 |
| Dec 18, 2026 | 60 | ±7.3% | 21.8% | 34.9K |
| Jan 15, 2027 | 88 | ±8.8% | 21.7% | 49.8K |
| Feb 19, 2027 | 123 | ±10.1% | 21.3% | 6,260 |
| Mar 19, 2027 | 151 | ±11.6% | 22.1% | 14.2K |
| Apr 16, 2027 | 179 | ±12.7% | 22.1% | 2,801 |
Open interest by strike · Nov 20
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 1,000 C · 4,390840 P · 3,544850 P · 2,967640 P · 2,934900 P · 2,759
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Daily closes; Financial Modeling Prep.
Track record
Full history →Of 93 recorded snapshot-versus-outcome comparisons so far, the close landed inside the expected range 78.5% of the time.
Past earnings reactions
Avg |reaction| 3.0% · median 2.6% (21 reports). Two-session close-to-close window; definition
About Costco Wholesale Corporation
Costco Wholesale Corporation, alongside its group entities, operates membership-based retail warehouses across a broad international scope, spanning the United States, Puerto Rico, Canada, the United Kingdom, Mexico, Japan, South Korea, Australia, Spain, France, Iceland, China, and Taiwan. These outlets provide customers with an extensive array of both well-known branded and proprietary private-label products. Their vast inventory includes household staples, shelf-stable groceries, confectionery, chilled and frozen items, alcoholic beverages, tobacco, and deli selections. Furthermore, the stores stock major appliances, consumer electronics, health and beauty aids, hardware, garden and patio furniture, sporting goods, vehicle tires, toys, seasonal merchandise, office supplies, automotive maintenance products, postage services, event tickets, apparel, small kitchen appliances, home furnishings, domestic textiles, kitchenware, custom-order kiosks, and fine jewelry. Fresh departments offer meat, produce, a service deli, and bakery items. Beyond retail goods, Costco provides in-store amenities such as pharmacies, optical clinics, food courts, hearing aid centers, and tire installation f
Consumer Defensive · Discount Stores · NASDAQ · Profile: Financial Modeling Prep
Related securities · Consumer Defensive
WMT · IV 28.7%KO · IV 22.1%PEP · IV 21.3%MO · IV 26.9%PG · IV 21.5%KHC · IV 31.2%