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Quest Diagnostics Inc DGX 254.74 -0.94 -0.37%

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 · $254.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$3.49 $251.25 – $258.23 $250.56 – $258.92 $247.28 – $262.20
2 sessions ±1.9% ±$4.84 $249.90 – $259.58 $248.86 – $260.62 $244.30 – $265.18
3 sessions ±2.4% ±$6.11 $248.63 – $260.85 $247.45 – $262.03 $241.75 – $267.73
1 week ±3.0% ±$7.74 $247.00 – $262.48 $245.26 – $264.22 $238.21 – $271.27
2 weeks ±4.3% ±$10.88 $243.86 – $265.62 $241.26 – $268.22 $231.51 – $277.97
3 weeks ±5.1% ±$13.07 $241.67 – $267.81 $238.49 – $270.99 $227.13 – $282.35
1 month ±6.0% ±$15.16 $239.58 – $269.90 $235.81 – $273.67 $222.59 – $286.89
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
±4.98%
Average actual move
7.37%
Beyond the implied move
1 / 1
Median IV change
-18.65%
Reaction session Implied Actual Used ATM IV before → after
February 10, 2026 ±4.98% +7.37% 1.48× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →