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KKR & Co KKR 101.34 5.35 5.57%

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 · $103.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.74 $102.06 – $105.54 $101.71 – $105.89 $100.07 – $107.53
2 sessions ±2.3% ±$2.42 $101.38 – $106.22 $100.87 – $106.73 $98.59 – $109.01
3 sessions Earnings ±5.1% ±$5.29 $98.51 – $109.09 $97.28 – $110.32 $92.43 – $115.17
1 week Earnings ±5.8% ±$5.98 $97.82 – $109.78 $96.38 – $111.22 $91.24 – $116.36
2 weeks Earnings ±7.0% ±$7.28 $96.52 – $111.08 $94.81 – $112.79 $88.46 – $119.14
3 weeks Earnings ±8.0% ±$8.34 $95.46 – $112.14 $93.48 – $114.12 $86.29 – $121.31
1 month Earnings ±9.1% ±$9.41 $94.39 – $113.21 $92.11 – $115.49 $84.01 – $123.59
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. KKR reports in 3 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
±5.17%
Average actual move
3.29%
Beyond the implied move
1 / 7
Median IV change
-12.20%
Reaction session Implied Actual Used ATM IV before → after
July 30, 2026 ±4.96% +1.71% 0.35× 44.4% → 39.7%
May 05, 2026 ±6.07% -1.29% 0.21× 55.7% → 46.3%
February 05, 2026 ±6.32% -5.35% 0.85× —
July 31, 2025 ±4.45% -2.56% 0.57× 38.1% → 33.5%
May 01, 2025 ±5.80% +0.19% 0.03× 53.9% → 44.7%
February 04, 2025 ±5.05% -8.53% 1.69× —
October 24, 2024 ±3.54% +3.41% 0.97× 39.4% → 36.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →