Charles River Laboratories International CRL 313.02 -13.27 -4.07%
Expected move
November 05, 2026 close · $314.43| Horizon | Expected move | Typical range | 2 in 3 closes | 9 in 10 closes |
|---|---|---|---|---|
| Next session | ±2.7% ±$8.62 | $305.82 – $323.05 | $304.09 – $324.78 | $295.91 – $332.95 |
| 2 sessions | ±3.8% ±$11.98 | $302.45 – $326.41 | $299.91 – $328.96 | $288.55 – $340.31 |
| 3 sessions | ±4.8% ±$15.10 | $299.34 – $329.53 | $296.42 – $332.45 | $282.27 – $346.60 |
| 1 week | ±6.1% ±$19.21 | $295.22 – $333.64 | $290.94 – $337.92 | $273.53 – $355.34 |
| 2 weeks | ±8.6% ±$26.95 | $287.49 – $341.38 | $281.10 – $347.76 | $256.95 – $371.91 |
| 3 weeks | ±10.2% ±$31.95 | $282.49 – $346.38 | $274.72 – $354.15 | $246.96 – $381.91 |
| 1 month | ±11.7% ±$36.63 | $277.80 – $351.06 | $268.68 – $360.18 | $236.77 – $392.10 |
Earnings: priced against what happened
Average implied move
±10.14%
Average actual move
7.23%
Beyond the implied move
1 / 5
Median IV change
-21.74%
| Reaction session | Implied | Actual | Used | ATM IV before → after |
|---|---|---|---|---|
| May 07, 2026 | ±10.23% | -0.03% | 0.00× | — |
| February 18, 2026 | ±11.42% | -0.33% | 0.03× | — |
| August 06, 2025 | ±10.87% | -10.25% | 0.94× | — |
| May 07, 2025 | ±10.48% | +18.68% | 1.78× | — |
| February 19, 2025 | ±7.71% | +6.87% | 0.89× | 47.0% → 36.8% |