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Crocs CROX 151.86 -1.07 -0.7%

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 · $151.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$2.91 $148.96 – $154.77 $148.37 – $155.36 $145.62 – $158.11
2 sessions ±2.7% ±$4.03 $147.83 – $155.90 $146.96 – $156.77 $143.15 – $160.58
3 sessions ±3.4% ±$5.08 $146.78 – $156.95 $145.79 – $157.94 $141.02 – $162.71
1 week ±4.3% ±$6.47 $145.40 – $158.33 $143.95 – $159.78 $138.08 – $165.65
2 weeks ±6.0% ±$9.08 $142.78 – $160.95 $140.64 – $163.09 $132.50 – $171.23
3 weeks ±7.3% ±$11.11 $140.75 – $162.98 $138.03 – $165.70 $128.36 – $175.37
1 month ±8.7% ±$13.16 $138.70 – $165.03 $135.43 – $168.30 $123.95 – $179.78
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
±11.29%
Average actual move
20.49%
Beyond the implied move
3 / 4
Median IV change
-39.35%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2026 ±12.33% +19.01% 1.54× —
August 07, 2025 ±10.18% -29.24% 2.87× —
May 08, 2025 ±10.42% +9.82% 0.94× 74.6% → 49.9%
February 13, 2025 ±12.21% +23.89% 1.96× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →