Closed
⌘K
Sign in Sign up

Del Monte Corporation FDP 0.0 0.0 0.0%

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 · $29.22
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.53 $28.69 – $29.75 $28.58 – $29.86 $28.07 – $30.37
2 sessions ±2.5% ±$0.74 $28.48 – $29.96 $28.32 – $30.12 $27.62 – $30.82
3 sessions ±3.2% ±$0.94 $28.28 – $30.16 $28.10 – $30.34 $27.23 – $31.21
1 week ±4.1% ±$1.19 $28.03 – $30.41 $27.76 – $30.68 $26.68 – $31.76
2 weeks ±5.7% ±$1.67 $27.55 – $30.89 $27.15 – $31.29 $25.66 – $32.78
3 weeks ±7.1% ±$2.07 $27.15 – $31.29 $26.65 – $31.79 $24.85 – $33.59
1 month ±8.4% ±$2.46 $26.76 – $31.68 $26.15 – $32.29 $24.00 – $34.44
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
±6.79%
Average actual move
5.97%
Beyond the implied move
0 / 2
Median IV change
-44.13%
Reaction session Implied Actual Used ATM IV before → after
May 05, 2026 ±7.25% -6.42% 0.89× —
February 18, 2026 ±6.32% +5.53% 0.87× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →