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Caleres Inc CAL 12.69 -0.75 -5.58%

Previous-day view · Fri Nov 6 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 06, 2026 close · $12.83
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$0.39 $12.44 – $13.22 $12.36 – $13.30 $11.99 – $13.67
2 sessions ±4.3% ±$0.55 $12.28 – $13.38 $12.17 – $13.49 $11.65 – $14.01
3 sessions ±5.4% ±$0.69 $12.14 – $13.52 $12.01 – $13.65 $11.36 – $14.30
1 week ±6.8% ±$0.88 $11.95 – $13.71 $11.76 – $13.90 $10.97 – $14.69
2 weeks ±9.6% ±$1.23 $11.60 – $14.06 $11.31 – $14.35 $10.21 – $15.45
3 weeks ±11.9% ±$1.52 $11.31 – $14.35 $10.94 – $14.72 $9.61 – $16.05
1 month ±14.1% ±$1.81 $11.02 – $14.64 $10.57 – $15.09 $8.99 – $16.67
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CAL reports in 21 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
±13.92%
Average actual move
1.00%
Beyond the implied move
0 / 1
Median IV change
-28.78%
Reaction session Implied Actual Used ATM IV before → after
September 09, 2026 ±13.92% +1.00% 0.07× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →