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The J SJM 133.25 0.82 0.62%

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 · $133.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.68 $131.55 – $134.91 $131.20 – $135.26 $129.62 – $136.84
2 sessions ±1.8% ±$2.34 $130.89 – $135.57 $130.39 – $136.07 $128.18 – $138.28
3 sessions ±2.2% ±$2.94 $130.29 – $136.17 $129.71 – $136.75 $126.95 – $139.51
1 week ±2.8% ±$3.74 $129.49 – $136.97 $128.65 – $137.81 $125.24 – $141.22
2 weeks ±4.0% ±$5.26 $127.97 – $138.49 $126.73 – $139.73 $122.01 – $144.45
3 weeks Earnings ±7.7% ±$10.22 $123.01 – $143.45 $120.59 – $145.87 $111.77 – $154.69
1 month Earnings ±8.3% ±$11.03 $122.20 – $144.26 $119.55 – $146.91 $110.03 – $156.43
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. SJM 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
±6.25%
Average actual move
13.01%
Beyond the implied move
2 / 2
Median IV change
-26.82%
Reaction session Implied Actual Used ATM IV before → after
June 09, 2026 ±7.30% +10.44% 1.43× —
June 10, 2025 ±5.21% -15.59% 2.99× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →