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The Kraft Heinz Company KHC 25.32 -0.12 -0.47%

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 · $25.21
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.6% ±$0.41 $24.81 – $25.62 $24.73 – $25.70 $24.35 – $26.08
2 sessions ±2.2% ±$0.57 $24.65 – $25.78 $24.53 – $25.90 $24.00 – $26.43
3 sessions ±2.8% ±$0.71 $24.51 – $25.92 $24.37 – $26.06 $23.71 – $26.72
1 week ±3.6% ±$0.91 $24.31 – $26.12 $24.11 – $26.32 $23.30 – $27.13
2 weeks ±4.7% ±$1.18 $24.04 – $26.39 $23.77 – $26.66 $22.72 – $27.71
3 weeks ±5.6% ±$1.41 $23.81 – $26.62 $23.46 – $26.97 $22.24 – $28.19
1 month ±6.8% ±$1.71 $23.50 – $26.93 $23.07 – $27.36 $21.57 – $28.86
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
±4.42%
Average actual move
1.69%
Beyond the implied move
0 / 6
Median IV change
-26.51%
Reaction session Implied Actual Used ATM IV before → after
November 04, 2026 ±4.40% +3.75% 0.85× 36.6% → 33.6%
May 06, 2026 ±4.41% +2.35% 0.53× —
February 11, 2026 ±4.62% +0.36% 0.08× —
July 30, 2025 ±3.82% -0.25% 0.06× 32.4% → 24.6%
April 29, 2025 ±5.09% +0.21% 0.04× 41.1% → 26.3%
February 12, 2025 ±4.16% -3.25% 0.78× 32.2% → 22.9%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →