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Cheesecake Factory (The) CAKE 110.71 -4.68 -4.06%

Previous-day view · Thu Nov 5 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 05, 2026 close · $110.79
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$2.30 $108.48 – $113.09 $108.02 – $113.56 $105.83 – $115.74
2 sessions ±2.9% ±$3.21 $107.57 – $114.00 $106.90 – $114.68 $103.86 – $117.71
3 sessions ±3.6% ±$4.04 $106.74 – $114.83 $105.96 – $115.62 $102.18 – $119.40
1 week ±4.6% ±$5.14 $105.65 – $115.93 $104.51 – $117.07 $99.83 – $121.74
2 weeks ±6.5% ±$7.21 $103.57 – $118.00 $101.87 – $119.71 $95.40 – $126.18
3 weeks ±7.8% ±$8.69 $102.09 – $119.48 $99.97 – $121.60 $92.40 – $129.18
1 month ±9.2% ±$10.13 $100.65 – $120.92 $98.14 – $123.44 $89.29 – $132.28
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
±7.46%
Average actual move
1.25%
Beyond the implied move
0 / 1
Median IV change
-21.46%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±7.46% +1.25% 0.17× 46.8% → 35.1%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →