JMKE expected move
From the closing options book · October 27, 2026 · updated after every close
With at-the-money implied volatility of 63.4% at the October 27, 2026 close, JMKE's options priced a move of ±$0.68 (3.99%) over one session, ±$1.51 over a week and ±$3.10 over a month from the 16.96 close.
JMKE daily move vs the prior session's expected move, last 30 sessions
| Session | Actual move | Expected (prior close) | Inside? |
|---|---|---|---|
| Oct 27 | +0.30% | ±3.95% | Yes |
| Oct 26 | +0.89% | ±3.61% | Yes |
| Oct 23 | −5.26% | ±3.98% | No |
| Oct 22 | +0.17% | ±3.80% | Yes |
| Oct 21 | −0.90% | ±4.03% | Yes |
| Oct 20 | +0.62% | ±4.12% | Yes |
| Oct 19 | −1.34% | ±3.89% | Yes |
| Oct 16 | −2.02% | ±6.94% | Yes |
| Oct 15 | +7.64% | ±5.54% | No |
| Oct 14 | −3.02% | ±3.94% | Yes |
| Oct 13 | −0.96% | ±3.90% | Yes |
| Oct 12 | +0.11% | ±3.57% | Yes |
| Oct 9 | +2.31% | ±3.45% | Yes |
| Oct 8 | +5.55% | — | — |
| Oct 7 | −0.24% | — | — |
| Oct 6 | +2.11% | — | — |
| Oct 5 | −2.90% | — | — |
| Oct 2 | −1.19% | ±3.66% | Yes |
| Oct 1 | −0.30% | ±4.01% | Yes |
| Sep 30 | −0.59% | ±3.92% | Yes |
| Sep 29 | +1.50% | ±3.86% | Yes |
| Sep 28 | −1.88% | ±3.69% | Yes |
| Sep 25 | −0.99% | ±3.68% | Yes |
| Sep 24 | −5.71% | ±3.64% | No |
| Sep 23 | −1.19% | ±3.68% | Yes |
| Sep 22 | −3.96% | ±3.57% | No |
| Sep 21 | −2.04% | ±3.51% | Yes |
| Sep 18 | −2.73% | ±4.19% | Yes |
| Sep 17 | +0.30% | ±4.11% | Yes |
| Sep 16 | −3.28% | ±4.17% | Yes |
Over the last 35 sessions, JMKE's next close stayed inside the prior day's one-day expected move 27 times (77%).
The expected move is the at-the-money implied volatility scaled to the horizon: close × IV × √(days ÷ 252). It is what the options market charged for, not a guarantee; a one-standard-deviation range holds roughly two days in three.
These are the October 27, 2026 closing numbers. Members see JMKE's map move live all session.
Common questions
±$0.68 (16.28 to 17.64), from the October 27, 2026 close.
±$1.51, a range of 15.45 to 18.47.
From at-the-money implied volatility (63.4%): close × IV × √(days ÷ 252).
Compare: expected move on other tickers
Measured from the closing options book and rebuilt after every close. Nothing on this page is live. Levels are where dealer hedging is concentrated, not targets or forecasts. Not investment advice.