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Capri Holdings Limited CPRI 20.54 -0.59 -2.79%

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 · $20.45
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.3% ±$0.46 $19.99 – $20.91 $19.89 – $21.01 $19.46 – $21.44
2 sessions ±3.1% ±$0.64 $19.81 – $21.09 $19.67 – $21.23 $19.06 – $21.84
3 sessions ±4.0% ±$0.81 $19.64 – $21.26 $19.48 – $21.42 $18.72 – $22.18
1 week ±5.0% ±$1.03 $19.42 – $21.48 $19.19 – $21.71 $18.25 – $22.65
2 weeks ±7.1% ±$1.45 $19.00 – $21.90 $18.66 – $22.24 $17.36 – $23.54
3 weeks ±8.5% ±$1.74 $18.71 – $22.19 $18.28 – $22.62 $16.76 – $24.14
1 month ±10.0% ±$2.05 $18.40 – $22.50 $17.90 – $23.00 $16.11 – $24.79
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
±11.16%
Average actual move
9.12%
Beyond the implied move
1 / 3
Median IV change
-30.60%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±12.61% +14.51% 1.15× —
May 28, 2025 ±9.91% +2.79% 0.28× 79.4% → 55.1%
February 05, 2025 ±10.94% -10.07% 0.92× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →