Closed
⌘K
Sign in Sign up

The Chef's Warehouse Inc CHEF 103.35 -3.49 -3.27%

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 · $103.35
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.72 $101.63 – $105.07 $101.29 – $105.41 $99.67 – $107.03
2 sessions ±2.3% ±$2.39 $100.96 – $105.74 $100.46 – $106.24 $98.20 – $108.50
3 sessions ±2.9% ±$3.01 $100.34 – $106.36 $99.76 – $106.94 $96.95 – $109.75
1 week ±3.7% ±$3.82 $99.53 – $107.17 $98.68 – $108.02 $95.21 – $111.49
2 weeks ±5.2% ±$5.36 $97.99 – $108.71 $96.71 – $109.99 $91.91 – $114.79
3 weeks ±6.4% ±$6.65 $96.70 – $110.00 $95.09 – $111.61 $89.32 – $117.38
1 month ±7.7% ±$7.91 $95.44 – $111.26 $93.48 – $113.22 $86.58 – $120.12
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
±8.54%
Average actual move
9.42%
Beyond the implied move
1 / 1
Median IV change
-24.15%
Reaction session Implied Actual Used ATM IV before → after
February 12, 2025 ±8.54% +9.42% 1.10× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →