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Dutch Bros Inc BROS 35.29 -0.72 -2.0%

Previous-day view · Tue Nov 10 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 10, 2026 close · $35.26
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.74 $34.52 – $36.00 $34.37 – $36.15 $33.67 – $36.85
2 sessions ±2.9% ±$1.03 $34.23 – $36.29 $34.01 – $36.51 $33.04 – $37.48
3 sessions ±3.7% ±$1.30 $33.96 – $36.56 $33.71 – $36.81 $32.50 – $38.02
1 week ±5.0% ±$1.77 $33.49 – $37.03 $33.10 – $37.42 $31.49 – $39.03
2 weeks ±7.4% ±$2.60 $32.66 – $37.86 $32.04 – $38.48 $29.71 – $40.81
3 weeks ±8.5% ±$3.01 $32.25 – $38.27 $31.52 – $39.00 $28.90 – $41.62
1 month ±10.0% ±$3.53 $31.73 – $38.79 $30.86 – $39.66 $27.78 – $42.74
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
±13.32%
Average actual move
18.18%
Beyond the implied move
4 / 6
Median IV change
-52.37%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±11.88% -21.41% 1.80× —
August 06, 2026 ±9.94% -18.79% 1.89× —
May 07, 2026 ±12.28% -9.35% 0.76× —
August 07, 2025 ±15.57% +21.60% 1.39× —
May 08, 2025 ±14.86% +8.83% 0.59× 117.3% → 55.9%
February 13, 2025 ±15.38% +29.10% 1.89× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →