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Implied Movement: 7 Day Implied Movement Based on Weekly Options   
Get Weekly Volatility For:
Coach, Inc. (COH) - NYSE Next Earnings Date: OS Estimate: Oct. 24, 2017 BO
OS Projected Window: Oct. 21, 2017 to Oct. 30, 2017
EVR: 2.9
Avg Daily Volume: 3,132,120    Market Cap: 11.57B
Sector: Consumer Goods
Live Interactive Chart
Days to Next Earnings: 61 Days
Current 7 Day Implied Movement: 2.84%       Theoretical Expires in 7 days


 
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Sample Chart


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  • Read here for details about how Implied Volatility data is calculated
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    Most Recent COH Strategy Testing:
    JayV    Closed a short Straddle position @$30.00 Expires Aug. 7, 2015    PnL: $89.00
       Aug. 4, 2015, 7:50 p.m.
    mrvolatili    Closed a short Straddle position @$42.00 Expires May 15, 2015    PnL: -$88.99
       May 15, 2015, 4 p.m.
    haimhh    Closed a long Straddle position @$42.00 Expires April 10, 2015    PnL: -$12.00
       April 10, 2015, 4 p.m.

 
Weekly Implied Movement Before and After Earnings:
 
Historical Tracking Available: 15

 
Earnings Date Pre Earnings Post Earnings Open Post Earnings Mean of Previous 2 Earnings
Close Price 7 Day IM 7 Day HM Open Close 7 Day IM 7 Day HM One Day Max Move Pre Earnings Post Earnings
Aug. 15, 2017 BO $47.92 5.76% 6.88% -9.93% $43.16 $40.64 3.84% N/A -15.31% 6.16% 2.79%
May 2, 2017 BO $38.74 6.09% 8.00% 6.37% $41.21 $43.15 2.64% N/A 12.2% 6.28% 3.22%
Jan. 31, 2017 BO $35.97 Get the OptionSlam Edge ..... become an Insider Member to view the detailed report.
Nov. 1, 2016 BO $35.89
Aug. 9, 2016 BO $41.45
April 26, 2016 BO $40.19
Jan. 26, 2016 BO $30.35
Oct. 27, 2015 BO $30.32
Aug. 4, 2015 BO $30.43
April 28, 2015 BO $42.33

 
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