BOOT Moves

Boot Barn Holdings BOOT 130.96 -7.86 -5.66%

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Expected move

November 06, 2026 close · $130.52

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$3.02	$127.50 – $133.54	$126.90 – $134.14	$124.06 – $136.98
2 sessions	±3.2% ±$4.19	$126.33 – $134.71	$125.44 – $135.60	$121.49 – $139.55
3 sessions	±4.0% ±$5.27	$125.25 – $135.79	$124.23 – $136.81	$119.28 – $141.76
1 week	±5.1% ±$6.71	$123.81 – $137.23	$122.32 – $138.72	$116.24 – $144.80
2 weeks	±7.2% ±$9.41	$121.11 – $139.93	$118.88 – $142.16	$110.45 – $150.59
3 weeks	±8.9% ±$11.66	$118.86 – $142.18	$116.03 – $145.01	$105.90 – $155.14
1 month	±10.6% ±$13.87	$116.65 – $144.39	$113.20 – $147.84	$101.10 – $159.94

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

±10.44%

Average actual move

9.19%

Beyond the implied move

1 / 2

Median IV change

-33.63%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 15, 2026	±11.14%	-1.71%	0.15×	67.2% → 48.0%
May 15, 2025	±9.75%	+16.66%	1.71×	—

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