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The Kroger Co KR 68.97 2.16 3.23%

Previous-day view · Wed Nov 4 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 04, 2026 close · $69.38
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$0.90 $68.48 – $70.28 $68.30 – $70.46 $67.45 – $71.32
2 sessions ±1.8% ±$1.26 $68.13 – $70.64 $67.86 – $70.90 $66.68 – $72.09
3 sessions ±2.3% ±$1.58 $67.81 – $70.96 $67.50 – $71.26 $66.02 – $72.74
1 week ±2.9% ±$2.01 $67.38 – $71.39 $66.93 – $71.84 $65.11 – $73.66
2 weeks ±4.1% ±$2.82 $66.57 – $72.20 $65.90 – $72.87 $63.37 – $75.39
3 weeks ±5.0% ±$3.49 $65.90 – $72.87 $65.05 – $73.72 $62.01 – $76.75
1 month Earnings ±7.0% ±$4.83 $64.55 – $74.21 $63.39 – $75.38 $59.22 – $79.54
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. KR reports in 20 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
±5.36%
Average actual move
4.27%
Beyond the implied move
2 / 7
Median IV change
-35.06%
Reaction session Implied Actual Used ATM IV before → after
September 11, 2026 ±4.87% +2.70% 0.55× —
June 18, 2026 ±4.88% -8.43% 1.73× 44.2% → 32.6%
March 05, 2026 ±5.83% +5.27% 0.90× —
September 11, 2025 ±6.50% +0.30% 0.05× 42.4% → 23.8%
June 20, 2025 ±4.61% +9.84% 2.14× —
March 06, 2025 ±5.21% +2.00% 0.38× 37.8% → 26.1%
December 05, 2024 ±5.63% +1.34% 0.24× 40.0% → 24.4%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →