DNUT Moves

Krispy Kreme DNUT 4.17 -0.43 -9.35%

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Expected move

November 06, 2026 close · $4.17

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±3.2% ±$0.13	$4.04 – $4.30	$4.01 – $4.33	$3.88 – $4.46
2 sessions	±4.5% ±$0.19	$3.98 – $4.36	$3.95 – $4.39	$3.77 – $4.57
3 sessions	±5.6% ±$0.23	$3.94 – $4.40	$3.89 – $4.45	$3.67 – $4.67
1 week	±7.1% ±$0.30	$3.87 – $4.47	$3.81 – $4.53	$3.54 – $4.80
2 weeks	±10.0% ±$0.42	$3.75 – $4.59	$3.65 – $4.69	$3.28 – $5.06
3 weeks	±12.4% ±$0.52	$3.65 – $4.69	$3.53 – $4.81	$3.08 – $5.26
1 month	±14.7% ±$0.61	$3.56 – $4.78	$3.40 – $4.94	$2.87 – $5.47

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

±12.91%

Average actual move

10.74%

Beyond the implied move

1 / 4

Reaction session	Implied	Actual	Used	ATM IV before → after
November 05, 2026	±12.78%	+30.68%	2.40×	—
August 06, 2026	±12.90%	+4.19%	0.33×	—
May 07, 2026	±14.27%	-1.09%	0.08×	—
August 07, 2025	±11.70%	-7.02%	0.60×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →