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Tractor Supply Co TSCO 36.58 1.48 4.22%

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 · $36.58
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$0.67 $35.91 – $37.25 $35.78 – $37.38 $35.15 – $38.01
2 sessions ±2.5% ±$0.93 $35.65 – $37.51 $35.45 – $37.71 $34.58 – $38.58
3 sessions ±3.2% ±$1.17 $35.41 – $37.75 $35.19 – $37.97 $34.09 – $39.07
1 week ±4.1% ±$1.49 $35.09 – $38.07 $34.76 – $38.40 $33.42 – $39.74
2 weeks ±5.7% ±$2.09 $34.49 – $38.67 $34.00 – $39.16 $32.13 – $41.03
3 weeks ±7.1% ±$2.58 $34.00 – $39.16 $33.37 – $39.79 $31.12 – $42.04
1 month ±8.4% ±$3.08 $33.50 – $39.66 $32.74 – $40.42 $30.06 – $43.10
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
±5.59%
Average actual move
5.74%
Beyond the implied move
3 / 6
Median IV change
-31.82%
Reaction session Implied Actual Used ATM IV before → after
October 22, 2026 ±6.58% +6.24% 0.95× —
April 21, 2026 ±6.03% -11.69% 1.94× —
January 29, 2026 ±5.89% -7.58% 1.29× —
July 24, 2025 ±5.20% -0.47% 0.09× 39.3% → 26.0%
April 24, 2025 ±5.22% -3.41% 0.65× 43.7% → 30.7%
January 30, 2025 ±4.64% -5.02% 1.08× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →