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Build-A-Bear Workshop BBW 28.69 -1.4 -4.65%

Previous-day view · Wed Nov 11 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 11, 2026 close · $28.75
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$0.88 $27.87 – $29.63 $27.70 – $29.81 $26.87 – $30.64
2 sessions ±4.3% ±$1.22 $27.53 – $29.97 $27.27 – $30.23 $26.11 – $31.39
3 sessions ±5.3% ±$1.54 $27.21 – $30.29 $26.91 – $30.59 $25.47 – $32.03
1 week ±6.8% ±$1.96 $26.79 – $30.71 $26.36 – $31.14 $24.58 – $32.92
2 weeks ±9.6% ±$2.75 $26.01 – $31.50 $25.35 – $32.15 $22.89 – $34.61
3 weeks ±11.8% ±$3.40 $25.35 – $32.15 $24.52 – $32.98 $21.56 – $35.94
1 month ±14.1% ±$4.05 $24.70 – $32.80 $23.69 – $33.81 $20.16 – $37.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BBW reports in 15 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
±15.35%
Average actual move
0.42%
Beyond the implied move
0 / 1
Median IV change
-30.56%
Reaction session Implied Actual Used ATM IV before → after
March 13, 2025 ±15.35% -0.42% 0.03× 122.7% → 62.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →