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Cal-Maine Foods Inc CALM 65.67 -2.4 -3.53%

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 · $65.67
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.12 $64.55 – $66.79 $64.32 – $67.02 $63.27 – $68.07
2 sessions ±2.4% ±$1.56 $64.11 – $67.23 $63.78 – $67.56 $62.31 – $69.03
3 sessions ±3.0% ±$1.96 $63.71 – $67.63 $63.33 – $68.01 $61.49 – $69.85
1 week ±3.8% ±$2.50 $63.17 – $68.17 $62.62 – $68.72 $60.36 – $70.98
2 weeks ±5.3% ±$3.50 $62.17 – $69.17 $61.34 – $70.00 $58.20 – $73.14
3 weeks ±6.6% ±$4.33 $61.34 – $70.00 $60.29 – $71.05 $56.53 – $74.81
1 month ±7.8% ±$5.14 $60.53 – $70.81 $59.25 – $72.09 $54.77 – $76.57
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
±9.87%
Average actual move
1.75%
Beyond the implied move
0 / 2
Median IV change
-27.34%
Reaction session Implied Actual Used ATM IV before → after
April 09, 2025 ±11.79% +2.49% 0.21× 94.4% → 59.7%
January 08, 2025 ±7.96% +1.01% 0.13× 59.4% → 35.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →