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Sprouts Farmers Market SFM 51.6 -2.8 -5.15%

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 · $51.60
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$1.12 $50.48 – $52.72 $50.25 – $52.95 $49.18 – $54.02
2 sessions ±3.0% ±$1.57 $50.03 – $53.17 $49.70 – $53.50 $48.22 – $54.98
3 sessions ±3.8% ±$1.98 $49.62 – $53.58 $49.24 – $53.96 $47.39 – $55.81
1 week ±4.9% ±$2.51 $49.09 – $54.11 $48.53 – $54.67 $46.25 – $56.95
2 weeks ±6.8% ±$3.52 $48.08 – $55.12 $47.24 – $55.96 $44.09 – $59.11
3 weeks ±8.1% ±$4.15 $47.45 – $55.75 $46.43 – $56.77 $42.82 – $60.38
1 month ±9.2% ±$4.74 $46.86 – $56.34 $45.68 – $57.52 $41.54 – $61.66
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
±11.14%
Average actual move
8.07%
Beyond the implied move
1 / 2
Median IV change
-30.64%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2026 ±12.31% -0.55% 0.04× 74.0% → 68.0%
February 21, 2025 ±9.98% -15.59% 1.56× 58.7% → 47.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →