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Cracker Barrel Old Country Store CBRL 67.92 -2.35 -3.34%

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 · $67.92
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$1.28 $66.64 – $69.20 $66.39 – $69.45 $65.18 – $70.66
2 sessions ±2.6% ±$1.77 $66.15 – $69.69 $65.77 – $70.07 $64.09 – $71.75
3 sessions ±3.3% ±$2.23 $65.69 – $70.15 $65.25 – $70.59 $63.16 – $72.68
1 week ±4.2% ±$2.84 $65.08 – $70.76 $64.44 – $71.40 $61.87 – $73.97
2 weeks ±5.9% ±$3.99 $63.93 – $71.91 $62.99 – $72.85 $59.42 – $76.42
3 weeks ±7.3% ±$4.94 $62.98 – $72.86 $61.78 – $74.06 $57.49 – $78.35
1 month ±8.7% ±$5.88 $62.04 – $73.80 $60.58 – $75.26 $55.45 – $80.39
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CBRL reports in 23 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
±8.38%
Average actual move
14.37%
Beyond the implied move
2 / 2
Median IV change
-11.95%
Reaction session Implied Actual Used ATM IV before → after
June 10, 2026 ±12.67% +22.56% 1.78× —
November 14, 2024 ±4.09% +6.19% 1.51× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →