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Dollar Tree Inc DLTR 133.87 1.84 1.39%

Previous-day view · Fri Oct 30 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

October 30, 2026 close · $133.87
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.0% ±$3.96 $129.91 – $137.83 $129.12 – $138.62 $125.37 – $142.37
2 sessions ±4.1% ±$5.52 $128.35 – $139.39 $127.19 – $140.55 $121.98 – $145.76
3 sessions ±5.2% ±$6.93 $126.94 – $140.80 $125.60 – $142.14 $119.09 – $148.65
1 week ±6.6% ±$8.82 $125.05 – $142.69 $123.08 – $144.66 $115.09 – $152.65
2 weeks ±9.2% ±$12.37 $121.50 – $146.24 $118.56 – $149.18 $107.47 – $160.27
3 weeks ±11.4% ±$15.33 $118.54 – $149.20 $114.82 – $152.92 $101.49 – $166.25
1 month ±13.6% ±$18.26 $115.61 – $152.13 $111.09 – $156.65 $95.17 – $172.57
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. DLTR reports in 22 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
±10.38%
Average actual move
7.25%
Beyond the implied move
2 / 6
Median IV change
-34.38%
Reaction session Implied Actual Used ATM IV before → after
August 27, 2026 ±8.49% -3.92% 0.46× —
May 28, 2026 ±9.36% +17.87% 1.91× —
September 03, 2025 ±8.24% -8.37% 1.02× 55.3% → 38.9%
June 04, 2025 ±9.15% -8.37% 0.92× 61.7% → 42.9%
March 26, 2025 ±12.36% +3.08% 0.25× 81.3% → 50.1%
December 04, 2024 ±14.66% +1.86% 0.13× 95.6% → 45.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →