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Loews Corporation L 111.67 1.7 1.55%

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Expected move

No chain in the last ten days can size a move for L.

Volatility premium

Beta
The forecast is for the current session, which this plan does not open.

Earnings: priced against what happened

Average implied move
±4.32%
Average actual move
2.85%
Beyond the implied move
1 / 4
Median IV change
-14.70%
Reaction session Implied Actual Used ATM IV before → after
May 04, 2026 ±4.99% -5.86% 1.17× —
August 04, 2025 ±4.01% +2.80% 0.70× 25.7% → 21.9%
May 05, 2025 ±4.14% -1.76% 0.42× 23.8% → 22.9%
February 10, 2025 ±4.15% -0.96% 0.23× 24.8% → 18.8%
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →