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BJs Wholesale Club Holdings BJ 109.4 -1.86 -1.67%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $109.40
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$1.61 $107.79 – $111.01 $107.47 – $111.33 $105.95 – $112.85
2 sessions ±2.0% ±$2.23 $107.17 – $111.63 $106.70 – $112.10 $104.59 – $114.21
3 sessions ±2.6% ±$2.81 $106.59 – $112.21 $106.05 – $112.75 $103.42 – $115.38
1 week ±3.3% ±$3.57 $105.83 – $112.97 $105.03 – $113.77 $101.80 – $117.00
2 weeks Earnings ±7.2% ±$7.90 $101.50 – $117.30 $99.65 – $119.15 $92.76 – $126.04
3 weeks Earnings ±8.0% ±$8.72 $100.68 – $118.12 $98.60 – $120.20 $91.06 – $127.74
1 month Earnings ±8.8% ±$9.59 $99.81 – $118.99 $97.49 – $121.31 $89.22 – $129.58
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BJ reports in 10 sessions; only the horizons marked Earnings include its jump. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.52%
Average actual move
5.61%
Beyond the implied move
0 / 1
Median IV change
-28.23%
Reaction session Implied Actual Used ATM IV before → after
August 21, 2026 ±6.52% +5.61% 0.86× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →