BJRI Moves

You're reading the free version. Trader adds the live tape and alerts. Start tracking

BJ's Restaurants BJRI 57.15 1.56 2.81%

Previous-day view · Wed Nov 11 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 11, 2026 close · $57.15

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$1.22	$55.93 – $58.37	$55.69 – $58.61	$54.54 – $59.76
2 sessions	±3.0% ±$1.69	$55.46 – $58.84	$55.10 – $59.20	$53.50 – $60.80
3 sessions	±3.7% ±$2.13	$55.02 – $59.28	$54.61 – $59.69	$52.61 – $61.69
1 week	±4.7% ±$2.71	$54.44 – $59.86	$53.84 – $60.46	$51.38 – $62.92

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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

±8.18%

Average actual move

6.46%

Beyond the implied move

0 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
February 21, 2025	±8.18%	+6.46%	0.79×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →