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The Campbell's Company Common Stock CPB 23.13 -0.3 -1.28%

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 · $23.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.41 $22.62 – $23.45 $22.54 – $23.53 $22.15 – $23.92
2 sessions ±2.5% ±$0.57 $22.46 – $23.61 $22.34 – $23.73 $21.80 – $24.27
3 sessions ±3.1% ±$0.73 $22.31 – $23.76 $22.17 – $23.90 $21.49 – $24.58
1 week ±4.0% ±$0.93 $22.11 – $23.96 $21.91 – $24.16 $21.07 – $25.00
2 weeks ±5.6% ±$1.29 $21.74 – $24.33 $21.44 – $24.63 $20.28 – $25.79
3 weeks ±7.0% ±$1.61 $21.43 – $24.64 $21.04 – $25.03 $19.65 – $26.42
1 month Earnings ±8.7% ±$2.00 $21.03 – $25.04 $20.54 – $25.53 $18.81 – $27.26
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CPB reports in 21 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
±5.61%
Average actual move
4.13%
Beyond the implied move
3 / 6
Median IV change
-32.92%
Reaction session Implied Actual Used ATM IV before → after
September 03, 2026 ±5.36% -6.96% 1.30× —
June 08, 2026 ±6.57% -0.88% 0.13× —
September 03, 2025 ±5.48% +7.22% 1.32× —
June 02, 2025 ±6.17% +0.62% 0.10× 44.6% → 30.9%
March 05, 2025 ±5.76% -2.85% 0.49× 40.1% → 26.0%
December 04, 2024 ±4.28% -6.24% 1.46× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →