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Cracker Barrel Old Country Store CBRL 64.81 -3.11 -4.58%

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 · $64.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.8% ±$1.80 $63.01 – $66.61 $62.65 – $66.97 $60.95 – $68.67
2 sessions ±3.9% ±$2.50 $62.31 – $67.31 $61.78 – $67.84 $59.42 – $70.20
3 sessions ±4.8% ±$3.14 $61.67 – $67.95 $61.06 – $68.56 $58.12 – $71.50
1 week ±6.2% ±$4.00 $60.81 – $68.81 $59.92 – $69.70 $56.29 – $73.33
2 weeks ±8.7% ±$5.61 $59.20 – $70.42 $57.87 – $71.75 $52.84 – $76.78
3 weeks ±10.7% ±$6.95 $57.86 – $71.76 $56.17 – $73.45 $50.12 – $79.50
1 month ±12.8% ±$8.28 $56.53 – $73.09 $54.48 – $75.14 $47.26 – $82.36
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CBRL reports in 22 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
±8.38%
Average actual move
14.37%
Beyond the implied move
2 / 2
Median IV change
-11.95%
Reaction session Implied Actual Used ATM IV before → after
June 10, 2026 ±12.67% +22.56% 1.78× —
November 14, 2024 ±4.09% +6.19% 1.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →