YETI Moves

YETI Holdings YETI 48.33 3.48 7.76%

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Expected move

November 04, 2026 close · $48.33

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$0.81	$47.52 – $49.14	$47.36 – $49.30	$46.59 – $50.07
2 sessions	±2.3% ±$1.12	$47.21 – $49.45	$46.97 – $49.69	$45.91 – $50.75
3 sessions	±2.9% ±$1.42	$46.91 – $49.75	$46.64 – $50.02	$45.32 – $51.34
1 week	±3.7% ±$1.80	$46.53 – $50.13	$46.13 – $50.53	$44.50 – $52.16
2 weeks Earnings	±10.0% ±$4.84	$43.49 – $53.17	$42.36 – $54.30	$38.13 – $58.53
3 weeks Earnings	±10.7% ±$5.18	$43.15 – $53.51	$41.92 – $54.74	$37.46 – $59.20
1 month Earnings	±11.5% ±$5.54	$42.79 – $53.87	$41.45 – $55.21	$36.68 – $59.98

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. YETI reports in 6 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

±11.58%

Average actual move

6.92%

Beyond the implied move

0 / 6

Median IV change

-47.62%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±11.51%	-10.56%	0.92×	—
May 14, 2026	±8.94%	+6.16%	0.69×	—
August 07, 2025	±12.35%	-10.35%	0.84×	—
May 08, 2025	±11.46%	+6.02%	0.53×	91.7% → 58.2%
February 13, 2025	±12.33%	-0.87%	0.07×	97.7% → 40.4%
November 07, 2024	±12.87%	+7.58%	0.59×	—

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