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General Mills GIS 35.85 1.77 5.19%

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 · $35.70
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$0.54 $35.16 – $36.24 $35.05 – $36.35 $34.55 – $36.85
2 sessions ±2.1% ±$0.75 $34.95 – $36.45 $34.79 – $36.61 $34.09 – $37.31
3 sessions ±2.6% ±$0.94 $34.76 – $36.64 $34.58 – $36.82 $33.70 – $37.70
1 week ±3.4% ±$1.20 $34.50 – $36.90 $34.24 – $37.16 $33.15 – $38.25
2 weeks ±4.7% ±$1.68 $34.02 – $37.38 $33.62 – $37.78 $32.12 – $39.28
3 weeks ±5.8% ±$2.08 $33.62 – $37.78 $33.12 – $38.28 $31.31 – $40.09
1 month ±6.9% ±$2.47 $33.23 – $38.17 $32.61 – $38.79 $30.45 – $40.95
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GIS reports in 29 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
±4.80%
Average actual move
2.21%
Beyond the implied move
0 / 4
Median IV change
-17.92%
Reaction session Implied Actual Used ATM IV before → after
March 18, 2026 ±5.42% -2.97% 0.55× —
September 17, 2025 ±4.54% -0.77% 0.17× 31.9% → 26.2%
March 19, 2025 ±5.21% -2.05% 0.39× 32.1% → 24.1%
December 18, 2024 ±4.02% -3.06% 0.76× 25.6% → 21.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →