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The Kraft Heinz Company KHC 24.61 -0.71 -2.8%

Previous-day view · Fri Nov 6 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 06, 2026 close · $24.66
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.40 $24.25 – $25.06 $24.17 – $25.14 $23.79 – $25.52
2 sessions ±2.3% ±$0.55 $24.10 – $25.21 $23.98 – $25.33 $23.45 – $25.86
3 sessions ±2.9% ±$0.70 $23.95 – $25.36 $23.82 – $25.49 $23.16 – $26.15
1 week ±3.6% ±$0.89 $23.76 – $25.55 $23.56 – $25.75 $22.75 – $26.56
2 weeks ±4.7% ±$1.15 $23.50 – $25.81 $23.22 – $26.09 $22.19 – $27.12
3 weeks ±5.9% ±$1.45 $23.20 – $26.11 $22.84 – $26.47 $21.57 – $27.74
1 month ±7.1% ±$1.74 $22.91 – $26.40 $22.48 – $26.83 $20.96 – $28.35
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
±4.42%
Average actual move
1.69%
Beyond the implied move
0 / 6
Median IV change
-26.51%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±4.40% +3.75% 0.85× 36.6% → 33.6%
May 06, 2026 ±4.41% +2.35% 0.53× —
February 11, 2026 ±4.62% +0.36% 0.08× —
July 30, 2025 ±3.82% -0.25% 0.06× 32.4% → 24.6%
April 29, 2025 ±5.09% +0.21% 0.04× 41.1% → 26.3%
February 12, 2025 ±4.16% -3.25% 0.78× 32.2% → 22.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →