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Krispy Kreme DNUT 4.6 1.08 30.68%

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 · $4.60
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.4% ±$0.20 $4.40 – $4.80 $4.36 – $4.84 $4.16 – $5.04
2 sessions ±6.2% ±$0.28 $4.32 – $4.88 $4.26 – $4.94 $3.99 – $5.21
3 sessions ±7.8% ±$0.36 $4.24 – $4.96 $4.17 – $5.03 $3.84 – $5.36
1 week ±9.9% ±$0.45 $4.15 – $5.05 $4.05 – $5.15 $3.63 – $5.57
2 weeks ±13.8% ±$0.64 $3.96 – $5.24 $3.81 – $5.39 $3.24 – $5.96
3 weeks ±15.6% ±$0.72 $3.88 – $5.32 $3.71 – $5.49 $3.08 – $6.12
1 month ±17.1% ±$0.79 $3.81 – $5.39 $3.62 – $5.58 $2.93 – $6.27
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. 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
±12.91%
Average actual move
10.74%
Beyond the implied move
1 / 4
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±12.78% +30.68% 2.40× —
August 06, 2026 ±12.90% +4.19% 0.33× —
May 07, 2026 ±14.27% -1.09% 0.08× —
August 07, 2025 ±11.70% -7.02% 0.60× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →