CLX Moves

Clorox Company CLX 99.7 0.54 0.54%

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Expected move

November 05, 2026 close · $99.26

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.6% ±$1.59	$97.67 – $100.85	$97.35 – $101.16	$95.85 – $102.66
2 sessions	±2.2% ±$2.21	$97.04 – $101.47	$96.58 – $101.94	$94.49 – $104.02
3 sessions	±2.8% ±$2.78	$96.48 – $102.04	$95.93 – $102.58	$93.33 – $105.18
1 week	±3.6% ±$3.53	$95.72 – $102.79	$94.93 – $103.59	$91.72 – $106.79
2 weeks	±5.0% ±$4.96	$94.30 – $104.22	$93.11 – $105.40	$88.67 – $109.85
3 weeks	±6.1% ±$6.02	$93.23 – $105.28	$91.76 – $106.75	$86.52 – $111.99
1 month	±7.1% ±$7.06	$92.20 – $106.32	$90.44 – $108.07	$84.28 – $114.24

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

±6.07%

Average actual move

2.41%

Beyond the implied move

0 / 1

Median IV change

-23.71%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2025	±6.07%	-2.41%	0.40×	43.1% → 31.0%

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →