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Encompass Health Corporation Common Stock EHC 137.54 -3.73 -2.64%

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 · $137.54
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.3% ±$1.79 $135.75 – $139.33 $135.39 – $139.69 $133.70 – $141.38
2 sessions ±1.8% ±$2.49 $135.05 – $140.03 $134.53 – $140.55 $132.18 – $142.90
3 sessions ±2.3% ±$3.14 $134.40 – $140.68 $133.80 – $141.28 $130.87 – $144.21
1 week ±2.9% ±$3.99 $133.55 – $141.53 $132.67 – $142.41 $129.05 – $146.03
2 weeks ±4.1% ±$5.60 $131.94 – $143.14 $130.62 – $144.46 $125.60 – $149.48
3 weeks ±5.0% ±$6.93 $130.61 – $144.47 $128.93 – $146.15 $122.91 – $152.17
1 month ±6.0% ±$8.25 $129.29 – $145.79 $127.24 – $147.84 $120.04 – $155.04
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
±6.64%
Average actual move
4.00%
Beyond the implied move
0 / 1
Median IV change
-32.12%
Reaction session Implied Actual Used ATM IV before → after
August 05, 2025 ±6.64% +4.00% 0.60× 47.6% → 32.3%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →