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Kohls Corporation KSS 23.04 -0.86 -3.6%

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 · $23.03
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.61 $22.42 – $23.64 $22.29 – $23.77 $21.71 – $24.35
2 sessions ±3.7% ±$0.85 $22.18 – $23.88 $21.99 – $24.07 $21.19 – $24.87
3 sessions ±4.7% ±$1.08 $21.95 – $24.11 $21.74 – $24.32 $20.74 – $25.32
1 week ±5.9% ±$1.37 $21.66 – $24.40 $21.36 – $24.70 $20.11 – $25.95
2 weeks ±8.3% ±$1.92 $21.11 – $24.95 $20.65 – $25.41 $18.93 – $27.13
3 weeks Earnings ±15.6% ±$3.59 $19.44 – $26.62 $18.59 – $27.47 $15.48 – $30.58
1 month Earnings ±16.9% ±$3.90 $19.13 – $26.93 $18.19 – $27.87 $14.82 – $31.24
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. KSS reports in 12 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
±15.44%
Average actual move
12.76%
Beyond the implied move
4 / 7
Median IV change
-43.42%
Reaction session Implied Actual Used ATM IV before → after
August 26, 2026 ±15.30% +1.47% 0.10× —
May 28, 2026 ±14.42% +20.57% 1.43× 112.2% → 66.2%
March 10, 2026 ±18.07% -1.49% 0.08× —
August 27, 2025 ±16.30% +24.00% 1.47× —
May 29, 2025 ±15.12% -0.74% 0.05× 123.5% → 66.9%
March 11, 2025 ±15.93% -24.07% 1.51× —
November 26, 2024 ±12.92% -17.01% 1.32× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →