FRPT Moves

Freshpet FRPT 64.81 -6.48 -9.08%

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 · $64.81

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.3% ±$1.50	$63.32 – $66.31	$63.03 – $66.60	$61.62 – $68.01
2 sessions	±3.2% ±$2.06	$62.75 – $66.88	$62.31 – $67.32	$60.35 – $69.28
3 sessions	±4.0% ±$2.61	$62.21 – $67.42	$61.70 – $67.93	$59.26 – $70.37
1 week	±5.1% ±$3.31	$61.50 – $68.13	$60.76 – $68.87	$57.75 – $71.88
2 weeks	±7.2% ±$4.66	$60.16 – $69.47	$59.06 – $70.57	$54.89 – $74.74
3 weeks	±8.9% ±$5.77	$59.05 – $70.58	$57.65 – $71.98	$52.64 – $76.99
1 month	±10.6% ±$6.87	$57.95 – $71.68	$56.25 – $73.38	$50.26 – $79.37

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

±14.13%

Average actual move

9.27%

Beyond the implied move

1 / 4

Median IV change

-40.24%

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±12.13%	-8.72%	0.72×	—
August 04, 2025	±17.39%	+6.29%	0.36×	112.1% → 63.5%
May 05, 2025	±14.93%	+3.58%	0.24×	94.6% → 59.5%
February 20, 2025	±12.06%	-18.52%	1.54×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →