KAI Moves

Kadant Inc KAI 299.45 -9.11 -2.95%

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Expected move

November 05, 2026 close · $298.67

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.8% ±$5.41	$293.26 – $304.08	$292.16 – $305.18	$287.05 – $310.29
2 sessions	±2.5% ±$7.53	$291.14 – $306.20	$289.53 – $307.81	$282.42 – $314.92
3 sessions	±3.2% ±$9.50	$289.17 – $308.17	$287.35 – $309.99	$278.45 – $318.89
1 week	±4.0% ±$12.07	$286.60 – $310.74	$283.92 – $313.42	$272.95 – $324.39
2 weeks	±5.7% ±$16.93	$281.74 – $315.60	$277.73 – $319.61	$262.56 – $334.78
3 weeks	±6.8% ±$20.19	$278.48 – $318.86	$273.58 – $323.76	$256.02 – $341.32
1 month	±7.8% ±$23.30	$275.37 – $321.97	$269.61 – $327.73	$249.30 – $348.04

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

±7.72%

Average actual move

13.38%

Beyond the implied move

1 / 1

Reaction session	Implied	Actual	Used	ATM IV before → after
May 06, 2026	±7.72%	+13.38%	1.73×	—

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