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US Foods Holding Corp USFD 106.85 -3.08 -2.8%

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 · $106.85
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$1.65 $105.20 – $108.50 $104.87 – $108.83 $103.31 – $110.39
2 sessions ±2.1% ±$2.30 $104.55 – $109.15 $104.07 – $109.63 $101.90 – $111.80
3 sessions ±2.7% ±$2.88 $103.97 – $109.73 $103.40 – $110.30 $100.70 – $113.00
1 week ±3.4% ±$3.68 $103.17 – $110.53 $102.35 – $111.35 $99.02 – $114.68
2 weeks ±4.8% ±$5.15 $101.70 – $112.00 $100.47 – $113.23 $95.86 – $117.84
3 weeks ±5.7% ±$6.09 $100.76 – $112.94 $99.29 – $114.41 $93.99 – $119.71
1 month ±6.5% ±$6.96 $99.89 – $113.81 $98.16 – $115.54 $92.10 – $121.60
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
±5.22%
Average actual move
6.51%
Beyond the implied move
2 / 4
Median IV change
-41.55%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±5.84% -5.62% 0.96× —
February 12, 2026 ±4.75% +13.40% 2.82× —
August 07, 2025 ±5.05% -5.33% 1.05× —
February 13, 2025 ±5.26% +1.72% 0.33× 41.8% → 24.5%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →