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Caesars Entertainment CZR 29.23 0.05 0.17%

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

No chain in the last ten days can size a move for CZR.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.80%
Average actual move
1.63%
Beyond the implied move
0 / 4
Median IV change
-19.85%
Reaction session Implied Actual Used ATM IV before → after
April 29, 2026 ±6.41% +0.26% 0.04× —
July 30, 2025 ±6.15% -2.04% 0.33× 53.9% → 46.5%
April 30, 2025 ±7.15% -3.32% 0.47× 62.6% → 50.2%
February 26, 2025 ±7.50% -0.89% 0.12× 59.8% → 45.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →