CACI Moves

CACI INTERNATIONAL CLA CACI 632.16 -47.94 -7.05%

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 · $632.00

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$10.49	$621.51 – $642.49	$619.42 – $644.58	$609.56 – $654.44
2 sessions	±2.3% ±$14.54	$617.46 – $646.54	$614.37 – $649.63	$600.59 – $663.41
3 sessions	±2.9% ±$18.33	$613.67 – $650.33	$610.13 – $653.87	$592.94 – $671.06
1 week	±3.7% ±$23.32	$608.68 – $655.32	$603.50 – $660.50	$582.32 – $681.68
2 weeks	±5.2% ±$32.67	$599.33 – $664.67	$591.55 – $672.45	$562.23 – $701.77
3 weeks	±6.3% ±$39.94	$592.06 – $671.94	$582.32 – $681.68	$547.56 – $716.44
1 month	±7.4% ±$46.83	$585.17 – $678.83	$573.54 – $690.46	$532.71 – $731.29

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

±7.21%

Average actual move

5.19%

Beyond the implied move

0 / 1

Median IV change

-17.94%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 07, 2025	±7.21%	+5.19%	0.72×	—

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