Closed
⌘K
Sign in Sign up

Cheesecake Factory (The) CAKE 106.76 -3.95 -3.57%

Previous-day view · Fri Nov 6 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 06, 2026 close · $107.59
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.22 $105.37 – $109.81 $104.93 – $110.25 $102.83 – $112.35
2 sessions ±2.9% ±$3.08 $104.51 – $110.67 $103.86 – $111.32 $100.94 – $114.24
3 sessions ±3.6% ±$3.88 $103.71 – $111.47 $102.96 – $112.22 $99.33 – $115.85
1 week ±4.6% ±$4.93 $102.66 – $112.52 $101.55 – $113.63 $97.08 – $118.10
2 weeks ±6.4% ±$6.92 $100.67 – $114.51 $99.03 – $116.15 $92.83 – $122.35
3 weeks ±7.8% ±$8.41 $99.18 – $116.00 $97.13 – $118.05 $89.82 – $125.36
1 month ±9.2% ±$9.91 $97.68 – $117.50 $95.23 – $119.95 $86.59 – $128.59
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
±7.46%
Average actual move
1.25%
Beyond the implied move
0 / 1
Median IV change
-21.46%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±7.46% +1.25% 0.17× 46.8% → 35.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →