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Harley-Davidson HOG 32.66 0.08 0.25%

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 · $32.74
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.1% ±$0.69 $32.06 – $33.43 $31.92 – $33.57 $31.27 – $34.21
2 sessions ±2.9% ±$0.96 $31.79 – $33.70 $31.59 – $33.90 $30.69 – $34.80
3 sessions ±3.7% ±$1.20 $31.55 – $33.94 $31.31 – $34.18 $30.19 – $35.30
1 week ±4.7% ±$1.53 $31.22 – $34.27 $30.88 – $34.61 $29.50 – $35.99
2 weeks ±6.2% ±$2.03 $30.72 – $34.77 $30.24 – $35.25 $28.43 – $37.06
3 weeks ±7.6% ±$2.50 $30.25 – $35.24 $29.64 – $35.85 $27.47 – $38.02
1 month ±8.9% ±$2.91 $29.84 – $35.65 $29.12 – $36.37 $26.59 – $38.90
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
±8.63%
Average actual move
5.23%
Beyond the implied move
1 / 7
Median IV change
-30.75%
Reaction session Implied Actual Used ATM IV before → after
October 29, 2026 ±7.20% +2.74% 0.38× —
July 23, 2026 ±7.60% -3.98% 0.52× 60.6% → 41.9%
May 05, 2026 ±9.37% +8.19% 0.87× —
February 10, 2026 ±9.93% +3.97% 0.40× —
July 30, 2025 ±9.26% +13.38% 1.44× —
May 01, 2025 ±9.14% +2.77% 0.30× 71.5% → 51.8%
February 05, 2025 ±7.92% -1.57% 0.20× 53.6% → 35.0%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →