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Credo Technology Group Holding Ltd CRDO 136.5 -14.41 -9.55%

Previous-day view · Wed Nov 4 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 04, 2026 close · $136.02
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.9% ±$5.29 $130.73 – $141.31 $129.67 – $142.37 $124.68 – $147.36
2 sessions ±5.4% ±$7.35 $128.67 – $143.37 $127.11 – $144.93 $120.16 – $151.88
3 sessions ±6.8% ±$9.26 $126.76 – $145.28 $124.98 – $147.06 $116.31 – $155.73
1 week ±8.7% ±$11.77 $124.25 – $147.79 $121.63 – $150.41 $110.95 – $161.09
2 weeks ±12.1% ±$16.51 $119.51 – $152.53 $115.59 – $156.45 $100.79 – $171.25
3 weeks ±15.0% ±$20.44 $115.58 – $156.46 $110.60 – $161.44 $92.81 – $179.23
1 month Earnings ±21.7% ±$29.48 $106.54 – $165.50 $99.43 – $172.61 $74.04 – $198.00
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. CRDO reports in 18 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
±14.95%
Average actual move
10.88%
Beyond the implied move
2 / 4
Median IV change
-31.57%
Reaction session Implied Actual Used ATM IV before → after
September 02, 2026 ±12.92% -20.04% 1.55× —
June 02, 2026 ±18.02% +1.28% 0.07× 158.4% → 118.7%
March 03, 2026 ±13.83% -14.81% 1.07× —
September 04, 2025 ±15.03% +7.40% 0.49× 112.8% → 74.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →