Five Below, Inc. (FIVE)
Overview · Option chain · Volatility · Expected-move history · Earnings
Cboe delayed options data · as of Sep 02, 21:50 UTC · Figures derived from the full chain (470 contracts, 6 expirations) · IV own-history percentile appears after 60 recorded days (3 so far)
Expected move — Sep 18, 2026 (16 days)
Methodology →Read from option prices: the at-the-money straddle costs this much, so the market is pricing a move of about that size in either direction by this date. It is an estimate of movement, not a prediction of direction.
Options are pricing a move of about ±11.4% (range 228.10–286.90) by Sep 18, 2026. ATM straddle: 29.40 @ strike 260 · ATM IV: 62.3%.
Probability distribution
Model & assumptions →The curve shows where a lognormal model, fed with current implied volatility, puts the range of outcomes at this expiration. Shaded: the expected-move band.
| Level | vs price | P(above)Model-estimated chance the stock finishes above a level at expiration, derived from current IV under a lognormal model with stated assumptions — an estimate, not a prediction. | P(below) |
|---|---|---|---|
| 231.75 | -10% | 77.1% | 22.9% |
| 244.62 | -5% | 62.9% | 37.1% |
| 257.50 | +0% | 47.4% | 52.6% |
| 270.38 | +5% | 33.0% | 67.0% |
| 283.25 | +10% | 21.3% | 78.7% |
Model-estimated probabilities of finishing above/below each level at expiration — estimates under stated assumptions, not predictions.
Probability explorer
Drag the slider to any level and see the model-estimated chance the stock finishes above or below it at the selected expiration.
Horizon: Sep 18, 2026 · lognormal model, zero drift — an estimate, not a prediction. Assumptions
Expirations
Open the chain →| Expires | DTEDays to expiration, in calendar days. | Implied move | ATM IV | Open int. |
|---|---|---|---|---|
| Sep 18, 2026 | 16 | ±11.4% | 62.3% | 5,597 |
| Oct 16, 2026 | 44 | ±13.9% | 47.9% | 784 |
| Nov 20, 2026 | 79 | ±16.8% | 44.7% | 918 |
| Jan 15, 2027 | 135 | ±21.7% | 45.0% | 5,178 |
| Feb 19, 2027 | 170 | ±23.6% | 44.0% | 202 |
Open interest by strike — Sep 18
Where option positions are concentrated. Teal bars are calls, red bars are puts; the dashed line is the current price.
Largest open-interest concentrations (all expirations ≤ 60 days): 340 C · 1,125260 C · 739200 P · 546300 C · 364250 C · 304
IV term structure
Volatility page →At-the-money implied volatility for each expiration. A hump around a date often marks a scheduled event the market is pricing.
When does open interest expire?
Implied vs realized volatility
HV from our stored daily closes (annualized); IV30 interpolated from the chain. Method
Price, last 60 sessions
Track record
Full history →Every trading day we record what the options market is pricing for each expiration — before the outcome is known. Once expirations start resolving, this section compares expected versus actual, and the record is never rewritten. Recording since Aug 31, 2026.
Past earnings reactions
Avg |reaction| 7.4% · median 5.8% (20 reports) — two-session close-to-close window; definition
About Five Below, Inc.
Five Below, Inc. operates as a prominent specialty discount retailer primarily serving the United States market. The company's diverse inventory spans a wide array of personal accessories, from fashionable novelty socks, sunglasses, and jewelry to scarves, gloves, hair accessories, and athletic apparel like tops, bottoms, and t-shirts. Shoppers can also find a comprehensive selection of beauty products, including nail polish, lip gloss, fragrances, and various branded cosmetics. For home and personal spaces, Five Below provides an assortment of items such as lamps, posters, picture frames, cozy fleece blankets, plush toys, pillows, candles, incense, and diverse lighting and novelty décor. This section also includes accent furniture and practical storage solutions. Athletic and recreational interests are covered with sports balls, team merchandise, and fitness essentials like hand weights, jump ropes, and gym balls. The store also boasts a variety of games, from classic board games and puzzles to collectibles and remote-control toys, alongside seasonal outdoor and water-based fun items for pools and beaches. Furthermore, the company caters to technology enthusiasts with accessories
Consumer Cyclical · Specialty Retail · NASDAQ · Profile: Financial Modeling Prep
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