Implied move

KR implied move

Kroger Co · Retail · $35.04B market cap

Last / underlying

$56.67

Expected move

±5.31%

Dollar range

$3.01

Straddle box

$53.66 – $59.68

Range uses the nearest listed expiry (Sep 11, 2026) ATM call + put mid. That is event-vol when earnings sit inside that expiry; it is not a guarantee the print stays inside the box.

Latest earnings window

Sep 9, 2026 Time TBD

EPS est. $1.09 · Rev est. $35.64B

After the print, compare the cash session move to the expected-move percent above. Inside the box means realized vol printed quieter than the straddle; outside means the tape outran implied.

Prior reports

Jun 18, 2026After Close · Actual -1.50%
Mar 5, 2026After Close · Actual +3.55%
Dec 4, 2025After Close · Actual -0.68%
Sep 11, 2025After Close · Actual +1.58%
Jun 20, 2025After Close · Actual +2.82%
Mar 6, 2025After Close · Actual +4.58%
Dec 5, 2024After Close · Actual -2.44%
Sep 12, 2024After Close · Actual +1.29%

Avg |actual| ±2.30% · 8 prints

Actuals are close-to-close session moves from daily bars (After Close = report day → next session; Before Open = prior close → report day). Implied-versus-actual still needs a stored recap snapshot.

How to read this page

Expected move is the nearest-expiry ATM call mid plus put mid, divided by last. After the print, compare the cash-session percent change to that box: inside means realized variance printed quieter than the straddle; outside means the tape outran implied. That is a description, not a trade.

Full formula and vendor notes: how the implied move works · methodology · disclaimer.

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