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HCI Group HCI 186.03 -6.0 -3.12%

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 · $187.23
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±1.4% ±$2.70 $184.53 – $189.93 $183.99 – $190.47 $181.44 – $193.02
2 sessions ±2.0% ±$3.74 $183.49 – $190.97 $182.70 – $191.76 $179.16 – $195.30
3 sessions ±2.5% ±$4.72 $182.51 – $191.95 $181.59 – $192.87 $177.19 – $197.27
1 week ±3.2% ±$5.99 $181.24 – $193.22 $179.89 – $194.57 $174.46 – $200.00
2 weeks ±4.5% ±$8.41 $178.82 – $195.64 $176.82 – $197.64 $169.29 – $205.17
3 weeks ±5.4% ±$10.04 $177.19 – $197.27 $174.76 – $199.70 $166.04 – $208.42
1 month ±6.2% ±$11.68 $175.55 – $198.91 $172.64 – $201.82 $162.48 – $211.98
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
±8.43%
Average actual move
1.24%
Beyond the implied move
0 / 2
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±8.51% -0.71% 0.08× —
August 08, 2025 ±8.34% +1.78% 0.21× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →