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Builders FirstSource BLDR 69.5 5.89 9.26%

Previous-day view · Wed Nov 4 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 04, 2026 close · $69.60
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$1.71 $67.90 – $71.31 $67.56 – $71.65 $65.95 – $73.26
2 sessions ±3.4% ±$2.37 $67.24 – $71.97 $66.73 – $72.48 $64.49 – $74.71
3 sessions ±4.3% ±$2.99 $66.62 – $72.59 $66.05 – $73.16 $63.25 – $75.96
1 week ±5.5% ±$3.80 $65.81 – $73.40 $64.97 – $74.24 $61.52 – $77.68
2 weeks ±7.7% ±$5.33 $64.28 – $74.93 $63.02 – $76.19 $58.25 – $80.95
3 weeks ±9.5% ±$6.60 $63.00 – $76.20 $61.40 – $77.80 $55.66 – $83.54
1 month ±11.3% ±$7.87 $61.74 – $77.47 $59.79 – $79.42 $52.93 – $86.27
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
±6.70%
Average actual move
0.28%
Beyond the implied move
0 / 1
Median IV change
-21.38%
Reaction session Implied Actual Used ATM IV before → after
February 20, 2025 ±6.70% -0.28% 0.04× 47.7% → 37.2%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →