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CoreCivic CXW 28.67 0.44 1.56%

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 · $28.53
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.4% ±$0.67 $27.86 – $29.20 $27.73 – $29.33 $27.09 – $29.97
2 sessions ±3.3% ±$0.93 $27.60 – $29.46 $27.40 – $29.66 $26.52 – $30.54
3 sessions ±4.1% ±$1.17 $27.36 – $29.70 $27.13 – $29.93 $26.03 – $31.03
1 week ±5.2% ±$1.49 $27.04 – $30.02 $26.71 – $30.35 $25.35 – $31.71
2 weeks ±7.3% ±$2.09 $26.44 – $30.62 $25.94 – $31.12 $24.07 – $32.99
3 weeks ±8.8% ±$2.52 $26.01 – $31.05 $25.39 – $31.67 $23.19 – $33.87
1 month ±10.4% ±$2.96 $25.57 – $31.49 $24.83 – $32.23 $22.25 – $34.81
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
±8.99%
Average actual move
3.08%
Beyond the implied move
0 / 5
Median IV change
-34.65%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.27% +3.07% 0.37× —
February 12, 2026 ±8.78% -3.46% 0.39× —
August 07, 2025 ±7.91% +2.04% 0.26× 61.5% → 44.1%
May 08, 2025 ±7.52% -2.57% 0.34× —
February 11, 2025 ±12.47% -4.25% 0.34× 89.5% → 52.7%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →