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Cencora COR 339.68 -14.32 -4.05%

Previous-day view · Thu Nov 5 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 05, 2026 close · $339.39
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.5% ±$5.03 $334.37 – $344.42 $333.35 – $345.43 $328.60 – $350.19
2 sessions ±2.1% ±$7.00 $332.40 – $346.39 $330.91 – $347.88 $324.32 – $354.46
3 sessions ±2.6% ±$8.79 $330.60 – $348.18 $328.91 – $349.88 $320.66 – $358.13
1 week ±3.3% ±$11.20 $328.19 – $350.59 $325.72 – $353.07 $315.57 – $363.22
2 weeks ±4.6% ±$15.72 $323.68 – $355.11 $319.98 – $358.81 $305.90 – $372.89
3 weeks ±5.6% ±$18.98 $320.42 – $358.37 $315.81 – $362.98 $299.28 – $379.51
1 month ±6.5% ±$22.17 $317.23 – $361.56 $311.73 – $367.05 $292.39 – $386.40
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
±5.34%
Average actual move
8.35%
Beyond the implied move
2 / 3
Median IV change
-29.71%
Reaction session Implied Actual Used ATM IV before → after
May 06, 2026 ±5.85% -17.38% 2.97× —
August 06, 2025 ±5.52% -2.93% 0.53× —
May 07, 2025 ±4.64% +4.74% 1.02× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →