Closed
⌘K
Sign in Sign up

D DHI 152.28 -5.35 -3.39%

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 · $152.28
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.8% ±$2.80 $149.48 – $155.08 $148.91 – $155.65 $146.26 – $158.30
2 sessions ±2.6% ±$3.90 $148.38 – $156.18 $147.56 – $157.00 $143.87 – $160.69
3 sessions ±3.2% ±$4.90 $147.38 – $157.18 $146.43 – $158.13 $141.83 – $162.73
1 week ±4.1% ±$6.23 $146.05 – $158.51 $144.65 – $159.91 $139.00 – $165.56
2 weeks ±5.4% ±$8.24 $144.04 – $160.52 $142.09 – $162.47 $134.71 – $169.85
3 weeks ±6.9% ±$10.54 $141.74 – $162.82 $139.17 – $165.39 $130.00 – $174.56
1 month ±8.0% ±$12.20 $140.08 – $164.48 $137.05 – $167.51 $126.41 – $178.15
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
±5.87%
Average actual move
5.92%
Beyond the implied move
1 / 4
Median IV change
-34.14%
Reaction session Implied Actual Used ATM IV before → after
July 21, 2026 ±6.53% -0.88% 0.13× 56.0% → 36.7%
July 22, 2025 ±5.05% +16.98% 3.36× —
April 17, 2025 ±5.96% +3.16% 0.53× 54.9% → 40.1%
January 21, 2025 ±5.96% -2.68% 0.45× 44.1% → 29.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →