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Kohls Corporation KSS 23.9 -1.46 -5.76%

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 · $23.90
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.7% ±$0.65 $23.25 – $24.55 $23.12 – $24.68 $22.51 – $25.29
2 sessions ±3.8% ±$0.90 $23.00 – $24.80 $22.81 – $24.99 $21.95 – $25.85
3 sessions ±4.8% ±$1.14 $22.76 – $25.04 $22.54 – $25.26 $21.48 – $26.32
1 week ±6.0% ±$1.45 $22.45 – $25.35 $22.13 – $25.67 $20.82 – $26.98
2 weeks ±8.5% ±$2.03 $21.87 – $25.93 $21.39 – $26.41 $19.57 – $28.23
3 weeks Earnings ±15.7% ±$3.75 $20.15 – $27.65 $19.26 – $28.54 $16.02 – $31.78
1 month Earnings ±17.1% ±$4.08 $19.82 – $27.98 $18.84 – $28.96 $15.32 – $32.48
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. KSS reports in 13 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
±15.44%
Average actual move
12.76%
Beyond the implied move
4 / 7
Median IV change
-43.42%
Reaction session Implied Actual Used ATM IV before → after
August 26, 2026 ±15.30% +1.47% 0.10× —
May 28, 2026 ±14.42% +20.57% 1.43× 112.2% → 66.2%
March 10, 2026 ±18.07% -1.49% 0.08× —
August 27, 2025 ±16.30% +24.00% 1.47× —
May 29, 2025 ±15.12% -0.74% 0.05× 123.5% → 66.9%
March 11, 2025 ±15.93% -24.07% 1.51× —
November 26, 2024 ±12.92% -17.01% 1.32× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →