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United Natural Foods Inc UNFI 47.61 -0.23 -0.48%

Previous-day view · Thu Nov 12 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 12, 2026 close · $47.61
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.76 $46.85 – $48.37 $46.70 – $48.52 $45.98 – $49.24
2 sessions ±2.2% ±$1.06 $46.55 – $48.67 $46.32 – $48.90 $45.32 – $49.90
3 sessions ±2.8% ±$1.33 $46.28 – $48.94 $46.02 – $49.20 $44.77 – $50.45
1 week ±3.6% ±$1.69 $45.92 – $49.30 $45.53 – $49.69 $44.00 – $51.22
2 weeks ±5.0% ±$2.38 $45.23 – $49.99 $44.67 – $50.55 $42.53 – $52.69
3 weeks ±6.2% ±$2.95 $44.66 – $50.56 $43.94 – $51.28 $41.38 – $53.84
1 month Earnings ±13.0% ±$6.18 $41.43 – $53.79 $39.94 – $55.28 $34.60 – $60.62
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. UNFI reports in 17 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
±15.04%
Average actual move
9.53%
Beyond the implied move
1 / 5
Median IV change
-42.19%
Reaction session Implied Actual Used ATM IV before → after
September 08, 2026 ±13.03% +2.28% 0.17× —
June 09, 2026 ±13.31% -10.28% 0.77× —
June 10, 2025 ±15.23% -10.18% 0.67× 109.9% → 70.4%
March 11, 2025 ±17.62% -4.88% 0.28× 126.4% → 65.2%
December 10, 2024 ±16.00% +20.02% 1.25× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →