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Beyond Meat BYND 5.92 0.27 4.78%

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 · $5.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.2% ±$0.25 $5.67 – $6.17 $5.62 – $6.22 $5.38 – $6.46
2 sessions ±5.9% ±$0.35 $5.57 – $6.27 $5.50 – $6.34 $5.17 – $6.67
3 sessions ±7.4% ±$0.44 $5.48 – $6.36 $5.40 – $6.44 $4.99 – $6.85
1 week ±9.4% ±$0.56 $5.36 – $6.48 $5.24 – $6.60 $4.73 – $7.11
2 weeks ±13.2% ±$0.78 $5.14 – $6.70 $4.95 – $6.89 $4.25 – $7.59
3 weeks ±16.3% ±$0.97 $4.95 – $6.89 $4.72 – $7.12 $3.88 – $7.96
1 month ±20.5% ±$1.21 $4.71 – $7.13 $4.41 – $7.43 $3.35 – $8.49
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
±16.88%
Average actual move
10.41%
Beyond the implied move
0 / 5
Median IV change
-14.37%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±15.38% -15.24% 0.99× —
May 07, 2026 ±19.23% -14.15% 0.74× —
August 07, 2025 ±15.92% -4.11% 0.26× —
May 08, 2025 ±14.76% -7.87% 0.53× 123.9% → 106.1%
February 27, 2025 ±19.10% -10.67% 0.56× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →