Open
⌘K
Sign in Sign up

Dutch Bros Inc BROS 43.99 0.41 0.94%

Previous-day view · Wed Nov 4 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 04, 2026 close · $43.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session Earnings ±10.7% ±$4.68 $39.05 – $48.40 $37.86 – $49.59 $33.53 – $53.92
2 sessions Earnings ±11.4% ±$5.01 $38.72 – $48.73 $37.49 – $49.96 $32.88 – $54.57
3 sessions Earnings ±12.1% ±$5.31 $38.42 – $49.03 $37.20 – $50.25 $32.35 – $55.10
1 week Earnings ±12.7% ±$5.58 $38.15 – $49.30 $36.81 – $50.64 $32.02 – $55.43
2 weeks Earnings ±13.8% ±$6.05 $37.68 – $49.77 $36.26 – $51.19 $30.98 – $56.47
3 weeks Earnings ±14.8% ±$6.46 $37.27 – $50.18 $35.73 – $51.72 $30.16 – $57.29
1 month Earnings ±15.8% ±$6.90 $36.83 – $50.62 $35.16 – $52.29 $29.21 – $58.24
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BROS reports in 1 session; 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
±13.60%
Average actual move
17.53%
Beyond the implied move
3 / 5
Median IV change
-52.37%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2026 ±9.94% -18.79% 1.89× —
May 07, 2026 ±12.28% -9.35% 0.76× —
August 07, 2025 ±15.57% +21.60% 1.39× —
May 08, 2025 ±14.86% +8.83% 0.59× 117.3% → 55.9%
February 13, 2025 ±15.38% +29.10% 1.89× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →