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Five Below FIVE 252.01 15.82 6.7%

Previous-day view · Wed Nov 4 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 04, 2026 close · $251.71
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$5.03 $246.68 – $256.74 $245.67 – $257.75 $240.91 – $262.51
2 sessions ±2.8% ±$7.00 $244.71 – $258.71 $243.23 – $260.19 $236.63 – $266.79
3 sessions ±3.5% ±$8.81 $242.90 – $260.52 $241.21 – $262.21 $232.96 – $270.46
1 week ±4.5% ±$11.20 $240.51 – $262.91 $238.02 – $265.40 $227.87 – $275.55
2 weeks ±6.2% ±$15.71 $236.00 – $267.42 $232.28 – $271.14 $218.21 – $285.21
3 weeks ±7.7% ±$19.46 $232.25 – $271.17 $227.52 – $275.90 $210.61 – $292.81
1 month Earnings ±11.0% ±$27.61 $224.10 – $279.32 $217.45 – $285.97 $193.64 – $309.78
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. FIVE reports in 20 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
±10.50%
Average actual move
5.69%
Beyond the implied move
1 / 2
Median IV change
-35.71%
Reaction session Implied Actual Used ATM IV before → after
March 19, 2026 ±8.17% +10.68% 1.31× —
March 20, 2025 ±12.83% +0.69% 0.05× 77.1% → 52.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →