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Charles River Laboratories International CRL 337.52 24.5 7.83%

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 · $336.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$8.38 $328.28 – $345.04 $326.59 – $346.73 $318.68 – $354.64
2 sessions ±3.5% ±$11.65 $325.01 – $348.31 $322.55 – $350.77 $311.55 – $361.77
3 sessions ±4.4% ±$14.68 $321.98 – $351.34 $319.15 – $354.17 $305.42 – $367.90
1 week ±5.5% ±$18.65 $318.01 – $355.31 $313.87 – $359.45 $296.93 – $376.39
2 weeks ±7.8% ±$26.16 $310.50 – $362.82 $304.31 – $369.01 $280.84 – $392.48
3 weeks ±9.3% ±$31.48 $305.18 – $368.14 $297.54 – $375.78 $270.14 – $403.18
1 month ±10.9% ±$36.83 $299.83 – $373.49 $290.67 – $382.65 $258.55 – $414.77
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
±10.14%
Average actual move
7.23%
Beyond the implied move
1 / 5
Median IV change
-21.74%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±10.23% -0.03% 0.00× —
February 18, 2026 ±11.42% -0.33% 0.03× —
August 06, 2025 ±10.87% -10.25% 0.94× —
May 07, 2025 ±10.48% +18.68% 1.78× —
February 19, 2025 ±7.71% +6.87% 0.89× 47.0% → 36.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →