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Champion Homes SKY 93.16 -3.01 -3.13%

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 · $93.16
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.2% ±$2.02 $91.14 – $95.18 $90.74 – $95.58 $88.83 – $97.49
2 sessions ±3.0% ±$2.80 $90.36 – $95.96 $89.76 – $96.56 $87.11 – $99.21
3 sessions ±3.8% ±$3.53 $89.63 – $96.69 $88.95 – $97.37 $85.64 – $100.68
1 week ±4.8% ±$4.49 $88.67 – $97.65 $87.67 – $98.65 $83.59 – $102.73
2 weeks ±6.8% ±$6.30 $86.86 – $99.46 $85.36 – $100.96 $79.72 – $106.60
3 weeks ±8.0% ±$7.49 $85.67 – $100.65 $83.85 – $102.47 $77.33 – $108.99
1 month ±9.3% ±$8.62 $84.54 – $101.78 $82.41 – $103.91 $74.90 – $111.42
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
±11.33%
Average actual move
4.49%
Beyond the implied move
0 / 1
Median IV change
-24.96%
Reaction session Implied Actual Used ATM IV before → after
August 06, 2025 ±11.33% +4.49% 0.40× 85.0% → 47.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →