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Jack in the Box Inc JACK 14.83 0.74 5.25%

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 · $14.83
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±3.1% ±$0.46 $14.37 – $15.29 $14.28 – $15.38 $13.84 – $15.82
2 sessions ±4.3% ±$0.64 $14.19 – $15.47 $14.05 – $15.61 $13.44 – $16.22
3 sessions ±5.5% ±$0.81 $14.02 – $15.64 $13.87 – $15.79 $13.11 – $16.55
1 week ±6.9% ±$1.03 $13.80 – $15.86 $13.57 – $16.09 $12.64 – $17.02
2 weeks ±9.7% ±$1.44 $13.39 – $16.27 $13.05 – $16.61 $11.75 – $17.91
3 weeks ±12.0% ±$1.79 $13.04 – $16.62 $12.61 – $17.05 $11.06 – $18.60
1 month ±14.3% ±$2.13 $12.70 – $16.96 $12.17 – $17.49 $10.32 – $19.34
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. JACK 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
±10.34%
Average actual move
10.21%
Beyond the implied move
1 / 2
Median IV change
-15.17%
Reaction session Implied Actual Used ATM IV before → after
May 14, 2026 ±12.12% -14.15% 1.17× —
May 15, 2025 ±8.57% -6.27% 0.73× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →