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Nike NKE 40.49 2.01 5.22% Regime: Trend Up (95%)

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 · $40.42
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.74 $39.68 – $41.16 $39.53 – $41.31 $38.83 – $42.01
2 sessions ±2.6% ±$1.04 $39.39 – $41.46 $39.17 – $41.67 $38.19 – $42.65
3 sessions ±3.2% ±$1.30 $39.12 – $41.72 $38.87 – $41.97 $37.65 – $43.19
1 week ±4.1% ±$1.65 $38.77 – $42.07 $38.40 – $42.44 $36.90 – $43.95
2 weeks ±5.7% ±$2.32 $38.10 – $42.74 $37.55 – $43.29 $35.47 – $45.37
3 weeks ±7.1% ±$2.87 $37.55 – $43.29 $36.85 – $43.99 $34.35 – $46.49
1 month ±8.5% ±$3.42 $37.00 – $43.84 $36.15 – $44.69 $33.16 – $47.68
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. NKE reports in 31 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
±8.72%
Average actual move
5.97%
Beyond the implied move
1 / 6
Median IV change
-46.84%
Reaction session Implied Actual Used ATM IV before → after
October 02, 2026 ±9.26% -3.64% 0.39× —
July 01, 2026 ±9.35% +4.90% 0.52× —
October 01, 2025 ±9.03% +6.41% 0.71× 58.9% → 31.8%
June 27, 2025 ±7.89% +15.19% 1.93× —
March 21, 2025 ±7.80% -5.46% 0.70× 56.7% → 30.1%
December 20, 2024 ±8.98% -0.21% 0.02× 62.7% → 23.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →