Closed
⌘K
Sign in Sign up

Deere & Company DE 663.31 -13.19 -1.95%

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 · $665.04
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$9.98 $655.06 – $675.02 $653.07 – $677.01 $643.63 – $686.45
2 sessions ±2.1% ±$13.83 $651.21 – $678.87 $648.21 – $681.87 $635.11 – $694.97
3 sessions ±2.6% ±$17.49 $647.55 – $682.53 $644.22 – $685.86 $627.86 – $702.22
1 week ±3.3% ±$22.21 $642.83 – $687.25 $637.91 – $692.17 $617.76 – $712.32
2 weeks ±4.7% ±$31.12 $633.92 – $696.16 $626.53 – $703.55 $598.60 – $731.48
3 weeks Earnings ±8.8% ±$58.86 $606.18 – $723.90 $592.22 – $737.86 $541.41 – $788.67
1 month Earnings ±9.6% ±$63.78 $601.26 – $728.82 $585.83 – $744.25 $530.83 – $799.25
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DE reports in 14 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
±5.26%
Average actual move
6.35%
Beyond the implied move
4 / 7
Median IV change
-24.69%
Reaction session Implied Actual Used ATM IV before → after
August 20, 2026 ±5.04% +6.94% 1.38× —
May 21, 2026 ±5.41% -5.19% 0.96× —
February 19, 2026 ±6.33% +11.58% 1.83× —
August 14, 2025 ±5.23% -6.76% 1.29× —
May 15, 2025 ±4.99% +3.78% 0.76× 38.1% → 28.7%
February 13, 2025 ±4.89% -2.17% 0.44× 35.7% → 21.8%
November 21, 2024 ±4.95% +8.05% 1.62× 36.1% → 34.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →