KO AI Report

Coca-Cola Company (The) (KO) - Company Overview

Report Created as of: Thursday, 09/18/2025

Share Price: $66.41 ($-0.63) Marketcap: $286.02B

52-Week Range: $60.81 on 01/06/2025 - $73.90 on 04/22/2025

Sector: Consumer Staples | Industry: Soft Drinks

Business Profile

Coca-Cola is the largest nonalcoholic beverage entity in the world owning and marketing some of the leading carbonated beverage brands such as Coke Fanta and Sprite as well as nonsparkling brands such as Minute Maid Georgia Coffee Costa and Glaceau. Operationally the firm focuses its manufacturing efforts early in the supply chain making the concentrate (or beverage bases) for its drinks that are then processed and distributed by its network of more than 100 bottlers. Concentrate operations represent roughly 85% of the company's unit case volume.

Performance Overview

Sector: Consumer Staples
Industry: Soft Drinks

Industry Context

Performance Percentile by historical ranges
2 Weeks	1 Month	3 Months	6 Months	1 Year
7%	1%	29%	47%	58%

Persistent laggard. Soft Drinks industry has been a consistent underperformer both long-term (1 year) and short-term (2 weeks).

This could indicate:

Structural weakness. Weakness is not just cyclical or temporary; it reflects deeper relative underperformance compared to other industries.
No evidence of recovery. Since both horizons are aligned at low levels, there's no sign of momentum improvement.
Capital outflows. Institutions may continue rotating away, further suppressing performance.
Only catalysts matter. Without fundamental change (earnings surprises, policy shifts, new demand drivers), odds of reversal are low.

When both 1-year and 2-week percentiles are low, the industry is a confirmed laggard across horizons, suggesting entrenched underperformance. Momentum and allocation strategies favor staying defensive or bearish, while contrarians should wait for clear catalysts before attempting a reversal play.

Stock vs Sector KO Performance vs. Sector (Consumer Staples) peers and Overall Market

Performance Percentile by historical ranges
Description	2 Weeks	1 Month	3 Months	6 Months	1 Year
	Sector	42%	34%	34%	56%	45%
	Overall Market	24%	16%	16%	39%	26%

In-line performer. Coca-Cola Company (The) (KO) is neither a leader nor a laggard relative to Consumer Staples sector peers.

Interpretation:

Balanced positioning. It is tracking the sector's overall behavior rather than standing out positively or negatively.
Lack of directional edge. No strong signal from relative strength analysis. The stock is "average" across both horizons.
Low conviction zone. Hard to justify aggressive long or short positions based on sector-relative performance alone.
Rotation risk. Funds often prefer concentrating in sector leaders or contrarian laggards, leaving mid-tier names overlooked.
Stock-specific drivers matter. Earnings, guidance, or unique company catalysts will likely matter more than sector-relative trends.
Options traders. Neutral strategies (e.g., iron condors, calendars) may fit if implied volatility is favorable.

This neutral alignment suggests limited edge from sector-relative analysis, so focus shifts to stock-specific or volatility-driven opportunities.

KO Volatility Analysis

Current Volatility Snapshot

Implied Volatility (IV): 18%
1-Year IV Percentile: 0%
Current IV is higher than 0% of readings over the past year, indicating signals that options are getting more expensive than usual, but not at extreme highs yet. Options are somewhat expensive, leaning toward a volatility-selling environment. Many traders begin favoring short premium trades, especially if they believe volatility will contract.
Interpretation:
- Above-average volatility pricing. Options cost more than they do most of the time in the past year.
- Market expectations rising. Traders are anticipating more movement (earnings, news, or uncertainty).
- Not extreme yet. Still below the "very expensive" zone (>75), but leaning toward it.
1-Year IV Rank: 0
Current IV Rank (0) is Very Low
Interpretation:
- Current IV is close to the lowest level of the past year.
- Options are cheap relative to their history.
- Market expects calm/stable conditions.
- Risk: Volatility has room to rise from here (mean reversion).

Options Sentiment

Call / Put Ratio

Volume: 0% ( 0% )
Interpretation: Very bearish Market Sentiment: This typically indicates that traders are actively positioning for downward price movement. The market is showing strong bearish sentiment, with many traders buying puts in anticipation of a decline. This could also suggest hedging against downside risk or a general belief that the price will fall.
Open Interest: 0% ( 0% )
Interpretation: Strongly Bearish Market Sentiment: Substantially more put open interest. Traders heavily positioned for downside or hedging aggressively. May signal capitulation or oversold conditions if extreme.
Notional Value of Options Traded: 0% ( 0% )
Interpretation: Strongly Bearish Market Sentiment: Put notional value far exceeds calls. Large capital flowing into downside protection or bearish bets. Often seen during panic, market stress, or strong downtrends.
Implied Volatility: 92% ( 0% )
Interpretation: Neutral to Slightly Bearish Market Sentiment: Balanced market, where implied volatility for calls and puts is fairly equal. It suggests that investors are not leaning heavily in either direction, and there is no strong bias toward a significant price movement in any particular direction. Traders expect volatility but are unsure about the direction. Market participants are hedging their bets equally on both sides, which reflects an uncertain or balanced outlook.

Summary: The market is heavily positioned for a decline, indicating that traders expect downward price movement and are hedging or speculating on a bearish outlook.

Market value of open interest and average strike price weighted by open interest.

Open Interest Skew Report by Expiration
Expiration	Overall			Calls			Put
Expiration	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike	Open Int.	Avg. Price	Avg. Strike

The average cost per option contract (calculated as mid-price weighted by open interest) for a given expiration month is a proxy for where traders' capital is most heavily positioned.

A higher normalized value indicates that the open interest is concentrated in more expensive options (higher implied volatility or deeper ITM).
A lower normalized value suggests open interest is focused on cheaper, out-of-the-money, or low-volatility options.

The average strike price weighted by open interest shows the "center of gravity" of traders' positioning for that expiration month. The strike price around which the majority of open interest (and thus traders' exposure) is concentrated.

For overall values:

If the value is above the current stock price, it means traders' open interest is concentrated in higher strikes (bullish bias).
If it's below the stock price, open interest is more concentrated in lower strikes (bearish bias).
If it's near the current price, positioning is balanced around the current underlying level.

HPT High Probability Trades

The following high-probability options trade ideas can be considered for KO

Click on "Market" or "Target" column value to view 1 Year or 5 Years Historical Price Return Distribution chart

View

Trade

Estimated
Profit

Probability
of Profit

Expected
P/L

Expected
AROI

Market

Target

Put Credit Spread

Sell Oct.31w 64 Put
Buy Oct.31w 59 Put

$52

$54

85%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$14

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

21.42%

Put Credit Spread

Sell Nov.21 62.5 Put
Buy Nov.21 60 Put

$30

$31

88%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

17.39%

Call Debit Spread

Sell Oct.31w 65 Call
Buy Oct.31w 57 Call

$83

$87

78%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$18

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

15.79%

Call Debit Spread

Sell Nov.21 65 Call
Buy Nov.21 55 Call

$110

$115

79%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

$27

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

13.03%

Put Credit Spread

Sell Oct.24w 65 Put
Buy Oct.24w 60 Put

$65

$67

77%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

11.91%

Put Credit Spread

Sell Oct.17 65 Put
Buy Oct.17 60 Put

$54

$55

79%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

4.22%

Call Debit Spread

Sell Oct.24w 65 Call
Buy Oct.24w 59 Call

$61

$69

77%

Probability of Profit

Normal Distribution Normal Probability is calculated using Implied Volatility, based on the assumption that historical prices have normal distribution.
Short Historical Short Historical Probability reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test Short Stress Test Probability utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical Long Historical Probability reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test Long Stress Test Probability utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 Implied and Historical Volatilities based Probability utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI Relative Strength Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO Stochastic Oscillator Indicator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO Percentage Price Oscillator Probability utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

Expected Profit / Loss

Normal Distribution EPL Normal Distribution EPL is calculated based on the assumption that historical prices have normal distribution.
Short Historical EPL Short Historical EPL reflects the specificity of each underlying historical behavior over a period of 1 year, taking direction of the underlying moves into consideration.
Short Stress Test EPL Short Stress Test EPL utilizes magnitude of historical movements over a period of 1 year, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
Long Historical EPL Long Historical EPL reflects specificity of each underlying historical behavior over a period of 5 years, taking direction of the underlying moves into consideration.
Long Stress Test EPL Long Stress Test EPL utilizes magnitude of historical movements over a period of 5 years, representing capability of underlying to perform certain moves without taking direction of that move into consideration.
IV and SV20 EPL Implied and Historical Volatilities based EPL utilizes a new methodology of converting volatility values into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 20 Days Statistical and Implied Volatilities historical behavior in conditions similar to their current values.
RSI EPL Relative Strength Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current RSI values.
SO EPL Stochastic Oscillator Indicator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current SO values.
PPO EPL Percentage Price Oscillator EPL utilizes a new methodology of converting trend analysis indicators into functional probability values, allowing a multi-pronged approach to probability analysis. Probability of profit for the trade is based on analysis of 6 years of historical underlying asset behavior in conditions similar to the current PPO values.

1.37%