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Core & Main CNM 48.63 3.76 8.38%

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 · $48.63
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.1% ±$0.54 $48.09 – $49.17 $47.97 – $49.29 $47.46 – $49.80
2 sessions ±1.6% ±$0.76 $47.87 – $49.39 $47.71 – $49.55 $47.00 – $50.26
3 sessions ±2.0% ±$0.95 $47.68 – $49.58 $47.49 – $49.77 $46.60 – $50.66
1 week ±2.5% ±$1.22 $47.41 – $49.85 $47.15 – $50.11 $46.04 – $51.22
2 weeks ±3.5% ±$1.70 $46.93 – $50.33 $46.52 – $50.74 $45.00 – $52.26
3 weeks ±4.3% ±$2.11 $46.52 – $50.74 $46.01 – $51.25 $44.17 – $53.09
1 month ±5.2% ±$2.51 $46.12 – $51.14 $45.49 – $51.77 $43.31 – $53.95
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CNM reports in 23 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
±9.02%
Average actual move
11.18%
Beyond the implied move
1 / 3
Median IV change
-45.83%
Reaction session Implied Actual Used ATM IV before → after
June 10, 2026 ±9.83% -6.10% 0.62× —
September 09, 2025 ±7.88% -25.36% 3.22× —
June 10, 2025 ±9.35% -2.07% 0.22× 66.8% → 36.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →