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Ollie's Bargain Outlet Holdings OLLI 94.81 4.41 4.88%

Previous-day view · Mon Nov 9 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 09, 2026 close · $94.81
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$1.73 $93.08 – $96.54 $92.74 – $96.88 $91.11 – $98.51
2 sessions ±2.5% ±$2.40 $92.41 – $97.21 $91.91 – $97.71 $89.64 – $99.98
3 sessions ±3.2% ±$3.01 $91.80 – $97.82 $91.21 – $98.41 $88.38 – $101.24
1 week ±4.0% ±$3.83 $90.98 – $98.64 $90.12 – $99.50 $86.64 – $102.98
2 weeks ±5.7% ±$5.38 $89.43 – $100.19 $88.15 – $101.47 $83.33 – $106.29
3 weeks ±7.0% ±$6.67 $88.14 – $101.48 $86.52 – $103.10 $80.73 – $108.89
1 month Earnings ±13.0% ±$12.30 $82.51 – $107.11 $79.55 – $110.07 $68.95 – $120.67
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. OLLI 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
±9.79%
Average actual move
11.10%
Beyond the implied move
1 / 2
Median IV change
-37.78%
Reaction session Implied Actual Used ATM IV before → after
March 19, 2025 ±9.54% +8.96% 0.94× 54.9% → 42.8%
December 10, 2024 ±10.05% +13.23% 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 →