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The Simply Good Foods Company SMPL 12.55 -0.74 -5.57%

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 · $12.55
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$0.31 $12.24 – $12.86 $12.18 – $12.92 $11.89 – $13.21
2 sessions ±3.4% ±$0.43 $12.12 – $12.98 $12.03 – $13.07 $11.63 – $13.47
3 sessions ±4.3% ±$0.54 $12.01 – $13.09 $11.90 – $13.20 $11.40 – $13.70
1 week ±5.5% ±$0.69 $11.86 – $13.24 $11.71 – $13.39 $11.09 – $14.01
2 weeks ±7.7% ±$0.96 $11.59 – $13.51 $11.36 – $13.74 $10.49 – $14.61
3 weeks ±9.5% ±$1.19 $11.36 – $13.74 $11.07 – $14.03 $10.03 – $15.07
1 month ±11.3% ±$1.42 $11.13 – $13.97 $10.78 – $14.32 $9.54 – $15.56
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
±13.07%
Average actual move
1.91%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
July 09, 2026 ±18.11% +1.32% 0.07× —
January 08, 2025 ±8.03% -2.50% 0.31× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →