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Boise Cascade Company BCC 70.24 -3.51 -4.76%

Previous-day view · Fri Nov 6 close. You are previewing the previous trading day. Subscribe to see today live and every other date — Trader is $59/mo. Sign up Sign in

Expected move

November 06, 2026 close · $70.75
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.7% ±$1.20 $69.55 – $71.95 $69.31 – $72.20 $68.17 – $73.33
2 sessions ±2.4% ±$1.68 $69.08 – $72.43 $68.72 – $72.78 $67.14 – $74.37
3 sessions ±3.0% ±$2.11 $68.64 – $72.86 $68.23 – $73.27 $66.26 – $75.24
1 week ±3.8% ±$2.68 $68.07 – $73.43 $67.47 – $74.03 $65.04 – $76.46
2 weeks ±5.3% ±$3.77 $66.99 – $74.52 $66.10 – $75.41 $62.72 – $78.78
3 weeks ±6.6% ±$4.66 $66.09 – $75.41 $64.96 – $76.55 $60.90 – $80.60
1 month ±7.8% ±$5.56 $65.20 – $76.31 $63.83 – $77.68 $58.98 – $82.53
Size, not direction. The 68% and 90% bands held 66–68% and 89–90% of closes in held-out years 2019–2026. Draw the cone on the chart →

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±6.66%
Average actual move
6.15%
Beyond the implied move
1 / 3
Median IV change
-13.95%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±6.92% +4.91% 0.71× —
May 06, 2025 ±7.43% -5.40% 0.73× —
February 21, 2025 ±5.62% -8.14% 1.45× 40.2% → 34.6%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →