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Edwards Lifesciences Corp EW 102.14 1.32 1.31%

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 · $101.99
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$1.42 $100.56 – $103.41 $100.27 – $103.70 $98.93 – $105.05
2 sessions ±1.9% ±$1.97 $100.01 – $103.96 $99.59 – $104.38 $97.71 – $106.26
3 sessions ±2.5% ±$2.49 $99.49 – $104.48 $99.01 – $104.96 $96.67 – $107.30
1 week ±3.1% ±$3.17 $98.81 – $105.16 $98.11 – $105.86 $95.23 – $108.74
2 weeks ±4.4% ±$4.44 $97.54 – $106.43 $96.48 – $107.49 $92.49 – $111.48
3 weeks ±5.3% ±$5.36 $96.62 – $107.35 $95.32 – $108.66 $90.64 – $113.33
1 month ±6.2% ±$6.29 $95.69 – $108.28 $94.12 – $109.85 $88.64 – $115.34
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
±6.91%
Average actual move
4.94%
Beyond the implied move
1 / 2
Median IV change
-32.68%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±7.40% +2.96% 0.40× —
February 12, 2025 ±6.42% +6.92% 1.08× 48.7% → 42.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →