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JBS N JBS 12.8 -0.16 -1.23%

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 · $12.80
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.21 $12.59 – $13.01 $12.55 – $13.05 $12.35 – $13.25
2 sessions ±2.3% ±$0.29 $12.51 – $13.09 $12.45 – $13.15 $12.18 – $13.42
3 sessions Earnings ±5.7% ±$0.73 $12.07 – $13.53 $11.90 – $13.70 $11.24 – $14.36
1 week Earnings ±6.3% ±$0.80 $12.00 – $13.60 $11.81 – $13.79 $11.12 – $14.48
2 weeks Earnings ±7.4% ±$0.94 $11.86 – $13.74 $11.64 – $13.96 $10.81 – $14.79
3 weeks Earnings ±8.3% ±$1.06 $11.74 – $13.86 $11.49 – $14.11 $10.57 – $15.03
1 month Earnings ±9.2% ±$1.18 $11.62 – $13.98 $11.33 – $14.27 $10.32 – $15.28
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. JBS reports in 3 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
±6.58%
Average actual move
4.17%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 13, 2026 ±4.75% -3.80% 0.80× —
August 14, 2025 ±8.42% -4.54% 0.54× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →