BJ Moves

BJs Wholesale Club Holdings BJ 111.26 0.36 0.32%

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Expected move

November 05, 2026 close · $111.26

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.4% ±$1.60	$109.66 – $112.86	$109.34 – $113.18	$107.81 – $114.71
2 sessions	±2.0% ±$2.24	$109.02 – $113.50	$108.56 – $113.96	$106.44 – $116.08
3 sessions	±2.5% ±$2.81	$108.45 – $114.07	$107.90 – $114.62	$105.27 – $117.25
1 week	±3.2% ±$3.57	$107.69 – $114.83	$106.89 – $115.63	$103.64 – $118.88
2 weeks	±4.5% ±$5.02	$106.24 – $116.28	$105.05 – $117.47	$100.56 – $121.96
3 weeks Earnings	±7.7% ±$8.53	$102.73 – $119.79	$100.69 – $121.83	$93.31 – $129.21
1 month Earnings	±8.5% ±$9.43	$101.83 – $120.69	$99.56 – $122.96	$91.42 – $131.10

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. BJ reports in 11 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

±6.52%

Average actual move

5.61%

Beyond the implied move

0 / 1

Median IV change

-28.23%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 21, 2026	±6.52%	+5.61%	0.86×	—

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