YETI Moves

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YETI Holdings YETI 44.77 -1.06 -2.31%

Previous-day view · Tue Nov 10 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 10, 2026 close · $44.77

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.7% ±$0.77	$44.00 – $45.54	$43.84 – $45.70	$43.11 – $46.43
2 sessions Earnings	±9.0% ±$4.03	$40.74 – $48.80	$39.76 – $49.78	$36.04 – $53.50
3 sessions Earnings	±9.5% ±$4.26	$40.51 – $49.03	$39.53 – $50.01	$35.63 – $53.91
1 week Earnings	±10.0% ±$4.46	$40.31 – $49.23	$39.23 – $50.31	$35.39 – $54.15
2 weeks Earnings	±10.8% ±$4.82	$39.95 – $49.59	$38.82 – $50.72	$34.61 – $54.93
3 weeks Earnings	±11.4% ±$5.13	$39.64 – $49.90	$38.42 – $51.12	$33.99 – $55.55
1 month Earnings	±12.2% ±$5.47	$39.30 – $50.24	$37.99 – $51.55	$33.28 – $56.26

Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. YETI reports in 2 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

±11.58%

Average actual move

6.92%

Beyond the implied move

0 / 6

Median IV change

-47.62%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 13, 2026	±11.51%	-10.56%	0.92×	—
May 14, 2026	±8.94%	+6.16%	0.69×	—
August 07, 2025	±12.35%	-10.35%	0.84×	—
May 08, 2025	±11.46%	+6.02%	0.53×	91.7% → 58.2%
February 13, 2025	±12.33%	-0.87%	0.07×	97.7% → 40.4%
November 07, 2024	±12.87%	+7.58%	0.59×	—

Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →