thetaOwl
HomeOptionsCOSTVolatility

COST

Costco Wholesale CorporationClose $951.67EOD only
Max Pain
$945.00
Next expiry Jul 10, 2026
Expected Move
±$12.27
1.3% from close
Price Gap
-6.67
Distance to max pain
IV Rank
35
Middle-high premium
P/C OI
1.09
Balanced positioning
Consensus
4/4
Partial coverage
Published snapshot: Jul 2, 2026 close
End-of-day snapshot

This page reflects COST options positioning from the latest published market-close snapshot. Intraday price and contract changes are not displayed.

Published Snapshot
Jul 2, 2026 close
Historical Volatility — COST
Data as of market close Jul 2, 2026

Volatility regime context for premium pricing decisions. CTA pressure stays medium unless IV percentile, IV-vs-HV spread, regime label, and rich/cheap verdict are all available above the fold.

Volatility Report Bridge
Rich/cheap verdict is supported by IV percentile, IV-HV spread, and regime context above.
Open Available Reports (4/4)

CTA strength auto-calibrates from medium to med-high only when above-fold volatility framing is complete.

COST Volatility
Regime framing first, then historical context
IV Current
44.0%
Current implied level
IV Percentile
59%
Position in selected lookback window
IV vs HV20
24.2 pts
IV above realized
Regime
Mid-range
IV is sitting in the middle of its recent range.
HV 20d
19.8%
Realized baseline
IV vs HV history
Keep the chart dominant and use period toggles for context windows
249/249 points passed volatility sanity checks
Signals
Premium RichRegime Mid-range
Quick Stats
IV Percentile59%
IV vs HV2024.2 pts
RegimeMid-range
HV 20d19.8%
Consensus

IV is running above realized volatility, favoring premium-selling setups. Limited coverage: 4/4 persona reports available. Limited coverage: 4/4 persona reports available.

Limited coverage (4/4 personas).

Open Available Reports (4/4)→
Latest ratios
P/C Volume0.79
P/C OI1.09
Next Step
Optional follow-through once you have the volatility framing
Want a structure-level read for this regime?View volatility setup details
How to Read Volatility Context
This page compares realized movement with options pricing so you can judge whether premium looks rich or cheap.
What the comparison means

Historical volatility shows what the stock has actually done, while implied volatility shows what options are currently charging for future movement.

How traders use it

When IV sits above realized movement, premium sellers often pay attention. When realized movement catches up or exceeds IV, buyers get a stronger case.

What can trap you

Expensive options can still get more expensive into catalysts, and cheap-looking options can stay cheap when realized movement dries up.

Rich or cheap is a pricing read, not a directional signal by itself.