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Lithia Motors LAD 308.77 -7.75 -2.45%

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 · $308.77
Horizon Expected move Typical range 2 in 3 closes 9 in 10 closes
Next session ±2.0% ±$6.30 $302.47 – $315.07 $301.21 – $316.33 $295.21 – $322.33
2 sessions ±2.8% ±$8.77 $300.00 – $317.54 $298.12 – $319.42 $289.84 – $327.70
3 sessions ±3.6% ±$11.05 $297.72 – $319.82 $295.59 – $321.95 $285.24 – $332.30
1 week ±4.5% ±$14.05 $294.72 – $322.82 $291.60 – $325.94 $278.85 – $338.69
2 weeks ±6.4% ±$19.70 $289.07 – $328.47 $284.38 – $333.16 $266.72 – $350.82
3 weeks ±7.5% ±$23.25 $285.52 – $332.02 $279.87 – $337.67 $259.64 – $357.90
1 month ±8.7% ±$26.86 $281.91 – $335.63 $275.24 – $342.30 $251.80 – $365.74
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
±8.20%
Average actual move
3.25%
Beyond the implied move
0 / 2
Median IV change
-19.17%
Reaction session Implied Actual Used ATM IV before → after
February 11, 2026 ±8.24% -1.88% 0.23× —
February 12, 2025 ±8.16% +4.62% 0.57× —
Reconstructed from archived mid quotes; the straddle covers its expiration, not only the reaction session. These are not option returns. Method and missing reports →