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Capri Holdings Limited CPRI 21.13 -0.1 -0.47%

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 · $21.13
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$0.42 $20.71 – $21.55 $20.62 – $21.64 $20.23 – $22.03
2 sessions ±2.8% ±$0.59 $20.54 – $21.72 $20.42 – $21.84 $19.87 – $22.39
3 sessions ±3.5% ±$0.74 $20.39 – $21.87 $20.25 – $22.01 $19.56 – $22.70
1 week ±4.4% ±$0.94 $20.19 – $22.07 $19.98 – $22.28 $19.13 – $23.13
2 weeks ±6.2% ±$1.31 $19.82 – $22.44 $19.50 – $22.76 $18.32 – $23.94
3 weeks ±7.8% ±$1.65 $19.48 – $22.78 $19.07 – $23.19 $17.64 – $24.62
1 month ±9.4% ±$1.99 $19.14 – $23.12 $18.64 – $23.62 $16.91 – $25.35
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
±11.16%
Average actual move
9.12%
Beyond the implied move
1 / 3
Median IV change
-30.60%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±12.61% +14.51% 1.15× —
May 28, 2025 ±9.91% +2.79% 0.28× 79.4% → 55.1%
February 05, 2025 ±10.94% -10.07% 0.92× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →