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Shake Shack Inc SHAK 69.82 -3.0 -4.12%

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 · $69.82
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$1.64 $68.18 – $71.46 $67.84 – $71.80 $66.29 – $73.35
2 sessions ±3.3% ±$2.28 $67.54 – $72.10 $67.05 – $72.59 $64.89 – $74.75
3 sessions ±4.1% ±$2.88 $66.94 – $72.70 $66.38 – $73.26 $63.69 – $75.95
1 week ±5.2% ±$3.66 $66.16 – $73.48 $65.34 – $74.30 $62.03 – $77.61
2 weeks ±7.3% ±$5.13 $64.69 – $74.95 $63.47 – $76.17 $58.87 – $80.77
3 weeks ±9.6% ±$6.68 $63.14 – $76.50 $61.51 – $78.13 $55.70 – $83.94
1 month ±10.7% ±$7.49 $62.33 – $77.31 $60.46 – $79.18 $53.93 – $85.71
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
±10.38%
Average actual move
11.84%
Beyond the implied move
3 / 5
Median IV change
-21.91%
Reaction session Implied Actual Used ATM IV before → after
November 05, 2026 ±12.50% -4.12% 0.33× —
May 07, 2026 ±10.05% -28.26% 2.81× —
July 31, 2025 ±10.33% -14.60% 1.41× —
May 01, 2025 ±9.57% +1.11% 0.12× 76.4% → 53.6%
February 20, 2025 ±9.44% +11.13% 1.18× 70.3% → 60.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →