YUM Moves

Yum! Brands YUM 166.09 -0.22 -0.13%

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Expected move

November 05, 2026 close · $166.09

Horizon	Expected move	Typical range	2 in 3 closes	9 in 10 closes
Next session	±1.3% ±$2.09	$164.00 – $168.18	$163.57 – $168.61	$161.59 – $170.59
2 sessions	±1.8% ±$2.92	$163.17 – $169.01	$162.55 – $169.63	$159.80 – $172.38
3 sessions	±2.2% ±$3.67	$162.42 – $169.76	$161.71 – $170.47	$158.27 – $173.91
1 week	±2.8% ±$4.67	$161.42 – $170.76	$160.38 – $171.80	$156.14 – $176.04
2 weeks	±4.0% ±$6.56	$159.53 – $172.65	$157.98 – $174.20	$152.11 – $180.07
3 weeks	±4.7% ±$7.86	$158.23 – $173.95	$156.32 – $175.86	$149.50 – $182.68
1 month	±5.5% ±$9.10	$156.99 – $175.19	$154.73 – $177.45	$146.79 – $185.39

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

±4.71%

Average actual move

5.10%

Beyond the implied move

1 / 1

Median IV change

-22.10%

Reaction session	Implied	Actual	Used	ATM IV before → after
August 05, 2025	±4.71%	-5.10%	1.08×	32.4% → 21.2%

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