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INSTALLED BUILDING PRODUCTS IBP 223.08 -12.34 -5.24%

Previous-day view · Thu Nov 5 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 05, 2026 close · $221.72
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.5% ±$5.53 $216.20 – $227.25 $215.10 – $228.35 $209.86 – $233.59
2 sessions ±3.5% ±$7.69 $214.03 – $229.42 $212.41 – $231.04 $205.14 – $238.31
3 sessions ±4.4% ±$9.69 $212.04 – $231.41 $210.17 – $233.28 $201.10 – $242.35
1 week ±5.5% ±$12.31 $209.42 – $234.03 $206.67 – $236.78 $195.52 – $247.93
2 weeks ±7.8% ±$17.28 $204.45 – $239.00 $200.37 – $243.08 $184.87 – $258.58
3 weeks ±9.2% ±$20.28 $201.44 – $242.01 $196.49 – $246.96 $178.84 – $264.61
1 month ±10.4% ±$23.09 $198.64 – $244.81 $192.90 – $250.55 $172.77 – $270.68
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
±8.44%
Average actual move
16.33%
Beyond the implied move
2 / 3
Median IV change
-24.14%
Reaction session Implied Actual Used ATM IV before → after
May 07, 2026 ±9.78% -27.57% 2.82× —
August 07, 2025 ±7.34% +20.48% 2.79× —
May 08, 2025 ±8.19% -0.95% 0.12× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →