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United Natural Foods Inc UNFI 46.01 -2.28 -4.72%

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 · $46.01
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$0.77 $45.24 – $46.78 $45.08 – $46.94 $44.35 – $47.67
2 sessions ±2.3% ±$1.07 $44.94 – $47.08 $44.71 – $47.31 $43.69 – $48.33
3 sessions ±2.9% ±$1.35 $44.66 – $47.36 $44.40 – $47.62 $43.13 – $48.89
1 week ±3.7% ±$1.72 $44.29 – $47.73 $43.91 – $48.11 $42.35 – $49.67
2 weeks ±5.2% ±$2.41 $43.60 – $48.42 $43.02 – $49.00 $40.86 – $51.16
3 weeks ±6.5% ±$2.99 $43.02 – $49.00 $42.29 – $49.73 $39.69 – $52.33
1 month Earnings ±13.3% ±$6.11 $39.90 – $52.12 $38.43 – $53.59 $33.16 – $58.86
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. UNFI reports in 17 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
±15.04%
Average actual move
9.53%
Beyond the implied move
1 / 5
Median IV change
-42.19%
Reaction session Implied Actual Used ATM IV before → after
September 08, 2026 ±13.03% +2.28% 0.17× —
June 09, 2026 ±13.31% -10.28% 0.77× —
June 10, 2025 ±15.23% -10.18% 0.67× 109.9% → 70.4%
March 11, 2025 ±17.62% -4.88% 0.28× 126.4% → 65.2%
December 10, 2024 ±16.00% +20.02% 1.25× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →