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Churchill Downs Inc CHDN 97.94 -0.24 -0.24%

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 · $97.94
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.68 $96.26 – $99.62 $95.92 – $99.96 $94.34 – $101.54
2 sessions ±2.4% ±$2.34 $95.60 – $100.28 $95.11 – $100.77 $92.90 – $102.98
3 sessions ±3.0% ±$2.95 $94.99 – $100.89 $94.42 – $101.46 $91.67 – $104.21
1 week ±3.8% ±$3.74 $94.20 – $101.68 $93.37 – $102.51 $89.97 – $105.91
2 weeks ±5.4% ±$5.25 $92.69 – $103.19 $91.45 – $104.43 $86.74 – $109.14
3 weeks ±6.6% ±$6.50 $91.44 – $104.44 $89.85 – $106.03 $84.19 – $111.69
1 month ±7.9% ±$7.75 $90.19 – $105.69 $88.26 – $107.62 $81.52 – $114.36
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
±5.77%
Average actual move
0.41%
Beyond the implied move
0 / 1
Median IV change
-21.99%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±5.77% -0.41% 0.07× 33.5% → 25.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →