BoardKVUEKenvueWatch

KVUE has no report on the calendar yet.

Over 10 of its last 12 reports KVUE’s options priced a 4.6% move on average and the stock moved 5.6% by the close. Once the next report is dated, a free account shows the implied volatility behind it, and on the day it reports, the priced move and how rich it is against those twelve. The settled history below is public.

Open with a free account, on the report day

Priced movethe report’s own share

Richness · own historyagainst KVUE’s own last 12

Ratiopriced over what it typically moves

Ordinary volwith the report taken out

Forecast crushwritten the day before the report

Sellableat the bid, after the spread

KVUE · priced · with a free accountKVUE · priced

No report on the calendar yet

How KVUE’s options price its next report

Read at 15:46 ET from every expiry that holds the report, and split into the report’s own share and ordinary movement.

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KVUE for its next reportthe implied volatility now; the priced move and its richness the day it reports
What selling it keptat the open, at 10:00 and at the close, report by report
Every other tickerwith no limit, and today’s board

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KVUE · history · 14 reports · priced vs actual · collapse vs forecastKVUE · history

Columns shown on a phoneMoveChartCrushForecast · P&L

Report	Report’s partPriced	RealizedC2C	By 10:00	CrushATM	As-sold	Open	ForecastPred.	Error
Oct 30 ’26BMO	—	−1.3%	−0.5%	—	—	—	—	—
Aug 6 ’26BMO	±2.3%	−2.5%	−1.4%	−21%	—	—	—	—
May 7 ’26BMO	—	+0.2%	−0.6%	115%	−49%	—	—	—
Feb 17 ’26AMC	±3.5%	+2.5%	+1.2%	−30%	−32%	—	−28%^rec	−1pt
Nov 3 ’25BMO	±6.7%	+12.3%	+17.6%	−37%	−36%	—	−16%^rec	−22pt
Aug 7 ’25BMO	±4.6%	+1.5%	+0.8%	−40%	−38%	−31%	−35%^rec	−5pt
May 8 ’25BMO	±4.7%	+4.1%	+4.8%	−61%	−57%	−49%	—	—
Feb 6 ’25BMO	±4.7%	−4.5%	−1.6%	−44%	−42%	−27%	−46%^rec	+2pt
Nov 7 ’24BMO	±5.0%	+2.1%	+2.2%	−47%	−48%	−40%	−45%^rec	−2pt
Aug 6 ’24BMO	±6.2%	+14.7%	+12.9%	−46%	—	−39%	−42%^rec	−5pt
May 7 ’24BMO	±4.1%	+6.3%	+3.3%	−45%	−31%	−38%	−39%^rec	−6pt
Feb 8 ’24BMO	±4.4%	−5.8%	−2.7%	−42%	−38%	−30%	−43%^rec	+1pt
Oct 26 ’23BMO	±2.9%	−5.3%	−3.5%	−17%	—	−12%	−17%^rec	0pt
Jul 20 ’23BMO	±3.0%	−2.0%	−5.0%	16%	11%	—	−13%^rec	+29pt
All · 14	±4.4% avg	5.3% avg either way	4.8% avg either way	−40% median	−38% median	−34.5% median	−37% median	7.3 average

What the columns mean6 groups · 10 columns

Report’s part: The report’s own share of what the options priced the day before, taken from two or more expiries.; ColumnsPriced
Realized: C2C is the previous close to the next close; By 10:00, the 09:55–10:05 ET average price against the previous close, never substituted from the open when it is missing.; ColumnsC2CBy 10:00
Chart: The grey band is what the options priced and the marks are what happened, on a ±25% scale.; ColumnsPriced · realized · ±25%
Crush: How far implied volatility fell in the report’s expiry. ATM is at the strike nearest the price, day before to day after at 15:46, read late in the session, so it does not compare with a figure read at the open. As-sold is at the strike a position was already holding; a blank there is not a small crush, because after a big move that strike is often no longer quoted the day after. Open is backed out of the option’s own 10:00 price the next morning.; ColumnsATMAs-soldOpen
Forecast: Pred. is the crush we wrote the day before the report and never changed, marked rec where it was rebuilt from history. Error is what happened minus the forecast, graded against the collapse at the new strike, in points of the crush.; ColumnsPred.Error
Sold: P&L: sold at the bid the day before and bought back at the 10:00 ask, as a share of the premium collected. A record of what happened, not a recommendation.; ColumnsP&L

The stock closed past the priced move on 6 of 12 reports, and was past it at 10:00 the next morning on 5 of 12. It held 80% or more of its 10:00 move into the close on 11 of 14. Sold P&L, locked here, is what selling the straddle kept at each report. It opens with a free account. A record of what happened, not a recommendation. A dash is a number we do not have, not a zero.

Reports14Next morning8 of 14OldestJul 202310:00 anchor = the 09:55–10:05 average price against the previous close

KVUE · three more tables · open with a free accountKVUE · three more tables

The rest of each reportThe quoted move before the split, the drift from the open to three sessions after, the 10:00 as-sold and 30-day crushes, the skew before and after, and the cover mark, for each of KVUE’s 14 reports.
What selling it keptWhat selling KVUE’s straddle the day before kept when it was bought back at the open, at 10:00 and at the close: the average, the median, the worst report and the losses, over its last 12 reports.
After the openWhether KVUE kept moving after the open or faded back by 10:00, and what the stored numbers say about the wings and the calendar: the typical distance to a wing, the slope at entry and the front-leg crush that followed.

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KVUE · data quality on this name · every marker, countedKVUE · data quality on this name

We publish flagged reports instead of dropping them. A marker on one report says little about the company and one on most of them says a lot, so the count is what tells them apart.

Every marker on this name, counted against the report it touched, newest first as in the history above. The first column is the current reading.

nowOct 30
’26Aug 6
’26May 7
’26Feb 17
’26Nov 3
’25Aug 7
’25May 8
’25Feb 6
’25Nov 7
’24Aug 6
’24May 7
’24Feb 8
’24Oct 26
’23Jul 20
’23reports

crush expiry substituted13 of 14

macro event in the window13 of 14

held to expiry10 of 14

next-morning price from quotes7 of 14

skew contamination5 of 14

derived numbers unreliable5 of 14

no re-struck cover IV5 of 14

wide straddle quote5 of 14

no trade at the cover4 of 14

no prediction3 of 14

wide decomposition band2 of 14

thin trade at the cover2 of 14

decomposition failed1 of 14

noisy IV rank1 of 14

an anchor was refused1 of 14

gapped past the wings1 of 14

iV rose through the print1 of 14

path incomplete1 of 14

no reading before the report1 of 14

What each marker means19 markers

crush expiry substituted The expiry that would have been measured was not available on both sides of the print, so a neighbouring one stood in. The crush is real; it is measured on a slightly different contract than the label implies.Affects Crush (re-struck)

macro event in the window A scheduled macro event (a CPI print, an FOMC day) falls inside the decomposition window, so a little of the volatility attributed to the event belongs to the calendar instead.Affects Implied (event)

held to expiry The straddle that was sold expired at one of these closes, so its price there is its settlement value: the distance from the stock to the strike. That exit pays no bid/ask spread, and it ignores the cost of being assigned stock on the in-the-money leg.Affects Short-straddle P&L

next-morning price from quotes The option at the 10:00 strike did not trade on both sides between 09:55 and 10:05, so the next-morning volatility was read from the midpoint of its quoted bid and ask over the same ten minutes. Used only when both sides were quoted and the quote was less than 50% wide.Affects Crush at 10:00

skew contamination The gap between the strike sold and where the stock ended up is large enough that the as-sold crush cannot stand in for the comparable one, so this print carries no scored open crush.Affects Accuracy record

derived numbers unreliable Quotes on this name were too wide — or a 25Δ wing was missing — for the derived numbers on this row to be trusted: implied move, decomposition, crush and skew. Shown, kept off the board’s sort, and marked ≈ where its rank is shown.Affects The derived columns

no re-struck cover IV The comparable at-the-money volatility could not be read at the 10:00 anchor, so only the as-sold contract is available there.Affects Crush at 10:00

wide straddle quote The T−1 straddle’s bid-ask spread was wide relative to its own price, so every number read off that quote inherits the width. Published on purpose — the friction is real — but kept off the board’s sort, and marked ≈ where its rank is shown.Affects Implied (naive) · Short-straddle P&L

no trade at the cover The option legs did not trade at the 10:00 cover anchor, so the crush there could not be measured. It comes from the tape, not an outage, so it is permanent and counts in the published coverage ratio.Affects Crush at 10:00

no prediction No predicted crush could be frozen for this print, so it has no entry in the scored accuracy record. Never filled in afterwards — a prediction written after the outcome is not one.Affects Predicted crush · Error

wide decomposition band The decomposed implied move has a wide confidence band on this row. The number is published and kept off the board’s sort, because a sort cannot express an error bar; where its rank is shown, it is marked ≈.Affects Implied (event)

thin trade at the cover Too few prints stand behind the 10:00 anchor for it to be a reliable price. The crush is shown and kept out of the rankings.Affects Crush at 10:00

decomposition failed The maths that splits implied volatility into the report's own part and the ordinary part had no valid answer for this name, so its split is not published.Affects Implied (event)

noisy IV rank This name’s quote width is large against its own 52-week volatility range, so the rank carries a read error worth noting. A true property of a quiet name, not a defect — the rank itself is computed normally.Affects IV rank

an anchor was refused At least one observation behind the 10:00 crush was rejected: a price below intrinsic, a crossed quote, or a solve that did not converge. The number here was measured from the anchors that did invert, and is scored normally.Affects Crush at 10:00

gapped past the wings The stock gapped far enough that the contract sold at T−1 is no longer near the money at the cover, so the as-sold crush there is partly a move along the smile rather than a collapse in volatility.Affects Crush at 10:00 (as sold)

iV rose through the print Implied volatility went up across the event rather than collapsing — rare but real, usually guidance withdrawn or a second catalyst introduced. Shown, and kept out of the scored accuracy record rather than corrected.Affects Accuracy record

path incomplete The T+2 or T+3 leg of the post-print path is missing, so the multi-day drift columns stop short of where a held position would.Affects T+2 · T+3

no reading before the report The calendar moved this report after its day-before session had already passed, so we hold no reading from before it. The move is measured; the collapse and the forecast are not.Affects Implied (event) · Every crush column

How to read this page

History table: Its columns are explained right under it: What the columns mean ↑
Coverage: KVUE’s 14 reports.
Priced move: Read at 15:46 ET.

A number looks wrong? Tell us what you expected and we’ll check it.Report a data issue