GO Moves

Grocery Outlet Holding Corp GO 13.87 0.88 6.77%

Previous-day view · Mon Nov 9 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 09, 2026 close · $13.80

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±2.1% ±$0.28	$13.51 – $14.08	$13.46 – $14.14	$13.19 – $14.41
2 sessions Earnings	±10.3% ±$1.42	$12.37 – $15.22	$12.02 – $15.57	$10.71 – $16.89
3 sessions Earnings	±10.9% ±$1.51	$12.29 – $15.31	$11.94 – $15.66	$10.56 – $17.04
1 week Earnings	±11.5% ±$1.58	$12.21 – $15.38	$11.83 – $15.77	$10.46 – $17.13
2 weeks Earnings	±12.5% ±$1.72	$12.07 – $15.52	$11.67 – $15.93	$10.16 – $17.43
3 weeks Earnings	±13.3% ±$1.84	$11.96 – $15.64	$11.52 – $16.08	$9.93 – $17.67
1 month Earnings	±14.3% ±$1.97	$11.83 – $15.77	$11.35 – $16.24	$9.66 – $17.94

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. GO reports in 2 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

±14.80%

Average actual move

19.85%

Beyond the implied move

1 / 3

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±17.94%	+6.19%	0.35×	—
August 06, 2025	±14.59%	+42.70%	2.93×	—
November 06, 2024	±11.85%	+10.65%	0.90×	—

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