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Celestica CLS 206.68 1.04 0.51%

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 · $206.67
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±4.6% ±$9.48 $197.18 – $216.15 $195.28 – $218.05 $186.31 – $227.02
2 sessions ±6.4% ±$13.20 $193.46 – $219.87 $190.67 – $222.66 $178.21 – $235.12
3 sessions ±8.0% ±$16.61 $190.05 – $223.28 $186.85 – $226.49 $171.29 – $242.05
1 week ±10.2% ±$21.12 $185.55 – $227.79 $180.83 – $232.50 $161.65 – $251.68
2 weeks ±13.9% ±$28.66 $178.00 – $235.33 $171.22 – $242.11 $145.51 – $267.82
3 weeks ±16.7% ±$34.43 $172.24 – $241.10 $163.85 – $249.49 $133.90 – $279.43
1 month ±18.8% ±$38.81 $167.85 – $245.48 $158.20 – $255.13 $124.37 – $288.96
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
±12.04%
Average actual move
11.57%
Beyond the implied move
3 / 5
Median IV change
-24.11%
Reaction session Implied Actual Used ATM IV before → after
July 28, 2026 ±13.13% +10.04% 0.76× 118.5% → 103.3%
April 28, 2026 ±11.97% -14.37% 1.20× —
July 29, 2025 ±11.28% +16.51% 1.46× 89.9% → 68.2%
April 25, 2025 ±12.05% -3.35% 0.28× 104.6% → 67.9%
January 30, 2025 ±11.79% +13.59% 1.15× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →