ROST Moves

Ross Stores Inc ROST 235.23 -10.51 -4.28%

Previous-day view · Thu Nov 5 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 05, 2026 close · $234.14

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.5% ±$3.47	$230.67 – $237.61	$230.00 – $238.28	$226.72 – $241.56
2 sessions	±2.0% ±$4.80	$229.34 – $238.94	$228.31 – $239.97	$223.77 – $244.51
3 sessions	±2.6% ±$6.04	$228.10 – $240.18	$226.93 – $241.35	$221.26 – $247.02
1 week	±3.3% ±$7.70	$226.44 – $241.84	$224.73 – $243.55	$217.75 – $250.53
2 weeks	±4.6% ±$10.79	$223.35 – $244.93	$220.79 – $247.49	$211.10 – $257.18
3 weeks Earnings	±8.5% ±$19.81	$214.33 – $253.95	$209.63 – $258.65	$192.53 – $275.75
1 month Earnings	±9.2% ±$21.59	$212.55 – $255.73	$207.35 – $260.93	$188.76 – $279.52

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. ROST reports in 11 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

±7.87%

Average actual move

2.85%

Beyond the implied move

0 / 3

Median IV change

-55.12%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 21, 2026	±7.58%	+4.39%	0.58×	—
March 05, 2025	±7.43%	+1.96%	0.26×	49.3% → 27.2%
November 22, 2024	±8.60%	+2.19%	0.25×	60.1% → 20.8%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →