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Dollar Tree Inc DLTR 137.94 -9.06 -6.16%

Previous-day view · Thu Nov 5 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 05, 2026 close · $137.94
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$2.25 $135.69 – $140.19 $135.24 – $140.64 $133.10 – $142.78
2 sessions ±2.3% ±$3.13 $134.81 – $141.07 $134.13 – $141.75 $131.18 – $144.70
3 sessions ±2.9% ±$3.95 $133.99 – $141.89 $133.22 – $142.66 $129.53 – $146.35
1 week ±3.6% ±$5.02 $132.92 – $142.96 $131.80 – $144.08 $127.25 – $148.63
2 weeks ±5.1% ±$7.05 $130.89 – $144.99 $129.22 – $146.66 $122.90 – $152.98
3 weeks Earnings ±10.7% ±$14.79 $123.15 – $152.73 $119.62 – $156.26 $106.85 – $169.03
1 month Earnings ±11.4% ±$15.79 $122.15 – $153.73 $118.34 – $157.54 $104.74 – $171.14
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DLTR reports in 13 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
±10.38%
Average actual move
7.25%
Beyond the implied move
2 / 6
Median IV change
-34.38%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±8.49% -3.92% 0.46× —
May 28, 2026 ±9.36% +17.87% 1.91× —
September 03, 2025 ±8.24% -8.37% 1.02× 55.3% → 38.9%
June 04, 2025 ±9.15% -8.37% 0.92× 61.7% → 42.9%
March 26, 2025 ±12.36% +3.08% 0.25× 81.3% → 50.1%
December 04, 2024 ±14.66% +1.86% 0.13× 95.6% → 45.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →