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Conagra Brands CAG 15.51 0.24 1.57%

Previous-day view · Thu Nov 5 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 05, 2026 close · $15.41
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$0.30 $15.12 – $15.71 $15.06 – $15.77 $14.78 – $16.05
2 sessions ±2.7% ±$0.42 $15.00 – $15.83 $14.92 – $15.91 $14.53 – $16.30
3 sessions ±3.4% ±$0.52 $14.90 – $15.93 $14.80 – $16.03 $14.31 – $16.52
1 week ±4.3% ±$0.66 $14.76 – $16.07 $14.61 – $16.22 $14.02 – $16.81
2 weeks ±6.0% ±$0.93 $14.49 – $16.34 $14.28 – $16.55 $13.45 – $17.38
3 weeks ±7.4% ±$1.14 $14.27 – $16.56 $14.00 – $16.83 $13.00 – $17.83
1 month ±8.8% ±$1.36 $14.06 – $16.77 $13.72 – $17.11 $12.53 – $18.30
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CAG reports in 30 sessions; 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
±5.27%
Average actual move
2.85%
Beyond the implied move
2 / 7
Median IV change
-20.65%
Reaction session Implied Actual Used ATM IV before → after
September 30, 2026 ±4.60% -4.88% 1.06× —
July 15, 2026 ±6.36% -0.42% 0.07× 46.9% → 38.1%
April 01, 2026 ±5.88% -1.27% 0.22× —
October 01, 2025 ±5.32% +5.41% 1.02× 41.6% → 34.0%
July 10, 2025 ±5.03% -4.37% 0.87× —
April 03, 2025 ±4.83% +1.52% 0.31× 35.5% → 27.5%
December 19, 2024 ±4.84% -2.05% 0.42× 33.4% → 22.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →