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National Beverage Corp FIZZ 37.52 0.05 0.13%

Previous-day view · Tue Nov 10 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

No chain in the last ten days can size a move for FIZZ.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.38%
Average actual move
2.90%
Beyond the implied move
0 / 1
Median IV change
-26.60%
Reaction session Implied Actual Used ATM IV before → after
September 12, 2025 ±6.38% -2.90% 0.45× 54.2% → 33.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →