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Dick's Sporting Goods DKS 140.82 -0.25 -0.18%

Previous-day view · Fri Nov 6 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 06, 2026 close · $140.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.9% ±$2.64 $137.89 – $143.17 $137.35 – $143.71 $134.87 – $146.19
2 sessions ±2.6% ±$3.68 $136.85 – $144.21 $136.08 – $144.98 $132.60 – $148.46
3 sessions ±3.3% ±$4.62 $135.91 – $145.15 $135.01 – $146.05 $130.68 – $150.38
1 week ±4.2% ±$5.89 $134.64 – $146.42 $133.33 – $147.73 $127.99 – $153.07
2 weeks ±5.9% ±$8.25 $132.28 – $148.78 $130.31 – $150.75 $122.92 – $158.14
3 weeks Earnings ±11.8% ±$16.55 $123.98 – $157.08 $120.04 – $161.02 $105.75 – $175.31
1 month Earnings ±12.7% ±$17.79 $122.74 – $158.32 $118.45 – $162.61 $103.13 – $177.93
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DKS reports in 12 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
±9.00%
Average actual move
2.93%
Beyond the implied move
0 / 5
Median IV change
-42.52%
Reaction session Implied Actual Used ATM IV before → after
March 12, 2026 ±10.10% +1.06% 0.10× —
August 28, 2025 ±7.21% -4.84% 0.67× 54.3% → 31.2%
May 28, 2025 ±6.69% +1.66% 0.25× 52.0% → 41.9%
March 11, 2025 ±10.38% -5.71% 0.55× 82.2% → 44.5%
November 26, 2024 ±10.64% -1.40% 0.13× 80.2% → 34.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →