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Centene Corporation CNC 76.01 8.53 12.64%

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 · $76.47
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$1.93 $74.55 – $78.40 $74.16 – $78.78 $72.34 – $80.60
2 sessions ±3.5% ±$2.68 $73.80 – $79.15 $73.23 – $79.72 $70.70 – $82.25
3 sessions ±4.1% ±$3.11 $73.37 – $79.58 $72.76 – $80.18 $69.86 – $83.09
1 week ±4.8% ±$3.67 $72.81 – $80.14 $72.00 – $80.95 $68.67 – $84.27
2 weeks ±6.2% ±$4.73 $71.75 – $81.20 $70.63 – $82.32 $66.39 – $86.55
3 weeks ±7.3% ±$5.62 $70.85 – $82.09 $69.48 – $83.46 $64.60 – $88.35
1 month ±9.2% ±$7.00 $69.48 – $83.47 $67.74 – $85.21 $61.63 – $91.32
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
±8.36%
Average actual move
5.51%
Beyond the implied move
2 / 6
Median IV change
-37.68%
Reaction session Implied Actual Used ATM IV before → after
October 27, 2026 ±7.70% +1.00% 0.13× —
July 28, 2026 ±9.63% -0.27% 0.03× —
April 28, 2026 ±10.01% +13.95% 1.39× —
July 25, 2025 ±9.25% +6.09% 0.66× 72.7% → 45.2%
April 25, 2025 ±6.25% -6.32% 1.01× —
February 04, 2025 ±7.33% -5.45% 0.74× 55.5% → 34.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →