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CAVA Group CAVA 60.01 -1.97 -3.18%

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 · $59.62
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$1.78 $57.83 – $61.40 $57.47 – $61.76 $55.78 – $63.45
2 sessions ±4.2% ±$2.48 $57.13 – $62.10 $56.60 – $62.63 $54.25 – $64.98
3 sessions ±5.3% ±$3.13 $56.48 – $62.75 $55.88 – $63.35 $52.94 – $66.29
1 week ±6.7% ±$3.98 $55.63 – $63.60 $54.74 – $64.49 $51.13 – $68.10
2 weeks ±9.5% ±$5.68 $53.93 – $65.30 $52.57 – $66.66 $47.48 – $71.75
3 weeks ±11.3% ±$6.74 $52.87 – $66.36 $51.22 – $68.01 $45.35 – $73.88
1 month ±12.3% ±$7.35 $52.26 – $66.97 $50.43 – $68.80 $44.02 – $75.21
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
±12.46%
Average actual move
9.44%
Beyond the implied move
3 / 7
Median IV change
-36.75%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±12.22% -3.18% 0.26× —
August 12, 2026 ±12.42% +14.24% 1.15× —
May 20, 2026 ±13.31% +3.08% 0.23× 90.3% → 56.5%
February 25, 2026 ±13.24% +26.36% 1.99× —
August 13, 2025 ±12.75% -16.63% 1.30× 84.2% → 61.7%
May 16, 2025 ±9.49% -2.27% 0.24× 77.8% → 49.7%
February 26, 2025 ±13.80% -0.34% 0.02× 97.7% → 57.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →