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Yum China Holdings YUMC 49.77 0.09 0.18%

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 · $49.67
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.2% ±$0.61 $49.07 – $50.28 $48.95 – $50.40 $48.38 – $50.97
2 sessions ±1.7% ±$0.84 $48.83 – $50.51 $48.65 – $50.69 $47.86 – $51.49
3 sessions ±2.1% ±$1.06 $48.62 – $50.73 $48.41 – $50.94 $47.42 – $51.93
1 week ±2.7% ±$1.35 $48.33 – $51.02 $48.03 – $51.32 $46.81 – $52.54
2 weeks ±3.8% ±$1.89 $47.79 – $51.56 $47.34 – $52.01 $45.64 – $53.70
3 weeks ±4.7% ±$2.31 $47.36 – $51.98 $46.80 – $52.54 $44.80 – $54.55
1 month ±5.5% ±$2.73 $46.95 – $52.40 $46.28 – $53.07 $43.90 – $55.45
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
±7.48%
Average actual move
6.11%
Beyond the implied move
0 / 1
Median IV change
-19.60%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±7.48% -6.11% 0.82× 52.2% → 42.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →