Implied move

COO implied move

Cooper Companies Inc · Health Care · $13.20B market cap

Last / underlying

$66.94

Expected move

±8.55%

Dollar range

$5.72

Straddle box

$61.21 – $72.66

Range uses the nearest listed expiry (Sep 18, 2026) ATM call + put mid. That is event-vol when earnings sit inside that expiry; it is not a guarantee the print stays inside the box.

Latest earnings window

Sep 9, 2026 After Close

EPS est. $1.13 · Rev est. $1.11B

After the print, compare the cash session move to the expected-move percent above. Inside the box means realized vol printed quieter than the straddle; outside means the tape outran implied.

Prior reports

Sep 2, 2026After Close · Actual +1.31%
Jun 4, 2026After Close · Actual +8.58%
Mar 5, 2026After Close · Actual -4.55%
Dec 4, 2025After Close · Actual +5.67%
Aug 27, 2025After Close · Actual -12.86%
May 29, 2025After Close · Actual -14.61%
Mar 6, 2025After Close · Actual -6.57%
Dec 5, 2024After Close · Actual -4.39%

Avg |actual| ±7.32% · 8 prints

Actuals are close-to-close session moves from daily bars (After Close = report day → next session; Before Open = prior close → report day). Implied-versus-actual still needs a stored recap snapshot.

How to read this page

Expected move is the nearest-expiry ATM call mid plus put mid, divided by last. After the print, compare the cash-session percent change to that box: inside means realized variance printed quieter than the straddle; outside means the tape outran implied. That is a description, not a trade.

Full formula and vendor notes: how the implied move works · methodology · disclaimer.

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