DNUT · Expected-Move

Krispy Kreme, Inc. (DNUT) expected move

The priced move, its boundaries and how it compares with past earnings moves.

$3.20

Expected move: $0.45
Expected move %: 14.1%
Lower boundary: $2.75
Upper boundary: $3.65
Median historical move: 4.8%
Method: ATM_STRADDLE_MIDPOINT

Implied versus actual earnings moveAbsolute realized movement and stored implied move share one scale. Signed actual returns and reconstruction status are preserved in the readout/table. Missing quotes are not zero.

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2021-08-17: Realized move: 6.9095% Implied move: 11.2859% Signed actual 6.9095% · Reconstruction status unavailable · 0 IV checkpoints Update time unavailable

Exact data table

Implied versus actual earnings move · full stored dataset, independent of graph range/toggles

Realized move (%)	Implied move (%)	Context	Updated
6.9095%	11.2859%	Signed actual 6.9095% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.0043%	12.9151%	Signed actual 3.0043% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
8.3699%	Unavailable	Signed actual 8.3699% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.7675%	12.4898%	Signed actual 3.7675% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
12.1211%	6.3705%	Signed actual 12.1211% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
2.2584%	8.9979%	Signed actual 2.2584% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.7809%	6.9444%	Signed actual 6.7809% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.0001%	7.505%	Signed actual 1.0001% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
13.6804%	7.2917%	Signed actual 13.6804% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
6.5475%	10.0446%	Signed actual 6.5475% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.8448%	10.4845%	Signed actual 4.8448% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.8104%	9.2447%	Signed actual 1.8104% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
13.4772%	11.6848%	Signed actual 13.4772% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.5488%	9.058%	Signed actual 4.5488% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
24.7113%	19.0531%	Signed actual 24.7113% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
7.0175%	11.6959%	Signed actual 7.0175% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
3.7135%	15.9151%	Signed actual 3.7135% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
1.087%	14.2663%	Signed actual 1.087% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable
4.1935%	12.9032%	Signed actual 4.1935% · Reconstruction status unavailable · 0 IV checkpoints	Update time unavailable

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Data provenance

Figures are from published, reviewed research as of Oct 29, 2026, 4:00 PM EDT. Modelled option premiums use Black-Scholes with the published at-the-money implied volatility and are labelled as modelled, not as live quotes.